"The Importance of Nonlinearity in Reproducing Business Cycle Features" - November 2004, Revised May 2005
with Jeremy M. Piger
Federal Reserve Bank of St. Louis Working Paper 2004-032B
Abstract | Full Text - PDF (
305K
)
Published in C. Milas, P. Rothman, and D. van Dijk (eds.), Nonlinear Time Series Analysis of Business Cycles, Elsevier Science, Amsterdam, 2006.
"A Bayesian Approach to Counterfactual Analysis of Structural Change" - July 2004, Revised June 2006
with Chang-Jin Kim and Jeremy M. Piger
Federal Reserve Bank of St. Louis Working Paper 2004-014D
Abstract | Full Text - PDF (
380K
)
Published as "Bayesian Counterfactual Analysis of the Sources of the Great Moderation,"
Journal of Applied Econometrics, March 2008, 23(2), pp. 173-91.
"A Steady-State Approach to Trend/Cycle Decomposition of Regime-Switching Processes" - March 2004, Revised November 2007
with Jeremy M. Piger
Federal Reserve Bank of St. Louis Working Paper 2004-006E
Abstract | Full Text - PDF (
164K
)
Published as "Trend/Cycle Decomposition of Regime-Switching Processes,"
Journal of Econometrics, October 2008, 146(2), pp. 220-26.
"Nonlinearity and the Permanent Effects of Recessions" - October 2002, Revised December 2003
with Chang-Jin Kim and Jeremy M. Piger
Federal Reserve Bank of St. Louis Working Paper 2002-014E
Abstract | Full Text - PDF (
358K
)
Published, Journal of Applied Econometrics, 2005, 20(2), pp. 291-309.
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James Morley has been associated with the Federal Reserve Bank of St. Louis since 2002.
For more information about James Morley, please visit his website.
