Papers by Timothy Cogley

Showing 3 papers

Published Classic Review of Economic Dynamics Published Apr 2005

Drifts and volatilities: monetary policies and outcomes in the post WWII US

This 2005 Review of Economic Dynamics paper by Timothy Cogley and Thomas J. Sargent extends their earlier Cogley-Sargent (2001) time-varying-parameter VAR (TVP-VAR) of postwar U.S.

Inflation Dynamics Monetary Policy Rules

Published Classic American Economic Review Published Jun 1995

Output Dynamics in Real-Business-Cycle Models

Timothy Cogley · James M. Nason

This 1995 American Economic Review paper by Timothy Cogley and James Nason tests whether standard real-business-cycle (RBC) models can reproduce two well-documented stylized facts about U.S. GNP …

Real Business Cycle Theory Business Cycles Macro Dynamics

Published Classic American Economic Review Published Nov 2008

Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve

Timothy Cogley · Argia M. Sbordone

This 2008 American Economic Review paper by Timothy Cogley and Argia Sbordone asks whether the substantial persistence long observed in U.S. inflation reflects a genuine structural feature of …

Inflation Dynamics Phillips Curve