James Morley
James Morley
Picture: Sydney, Australia
What’s New?
• 1 May 2012: Irina Panovska, my last Ph.D. student at Washington University (co-supervised with Werner Ploberger), will be on the job market next year. Her webpage is here.
• 30 April 2012: My latest policy statement as a member of the Shadow RBA Board is available here.
• 18 April 2012: “Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?” accepted for publication in Studies in Nonlinear Dynamics and Econometrics
• 17 April 2012: Latest version of “State-Dependent Effects of Fiscal Policy”
• 5 April 2012: Program for 20th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics
About Me
I am a professor of economics at the University of New South Wales (click here for departmental webpage). I teach macroeconomics, finance, and econometrics. My research involves using statistical analysis to gain insights into a number of empirical issues in economics, including the following:
• Are business cycle fluctuations symmetric? What are their sources and economic implications?
• What is the nature of structural change in macroeconomic relationships? Is it gradual or abrupt?
• What are the sources of persistent changes in the unemployment rate?
• How does stock market volatility affect expected returns in the stock market?
• Why are deviations from “the law of one price” so volatile and persistent across countries?
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