Timothy Cogley

Leonard N. Stern School of Business - Department of Economics

269 Mercer Street

New York, NY 10003

United States

SCHOLARLY PAPERS

16

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1,584

SSRN CITATIONS
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SSRN RANKINGS

Top 2,480

in Total Papers Citations

273

CROSSREF CITATIONS

259

Scholarly Papers (16)

1.

Trend Inflation and Inflation Persistence in the New Keynesian Phillips Curve

FRB of New York Staff Report No. 270
Number of pages: 40 Posted: 06 Dec 2006
Timothy Cogley and Argia M. Sbordone
Leonard N. Stern School of Business - Department of Economics and Federal Reserve Bank of New York
Downloads 407 (88,187)
Citation 84

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inflation persistence, Phillips curve, time-varying VAR

2.

How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth

ASU Economics Working Paper No. 16/2001
Number of pages: 28 Posted: 27 Jul 2001
Timothy Cogley
Leonard N. Stern School of Business - Department of Economics
Downloads 232 (160,628)
Citation 8

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Bayesian analysis, multiple time series model, forecasting

3.

The Conquest of U.S. Inflation: Learning and Robustness to Model Uncertainty

Number of pages: 57 Posted: 01 Jun 2005
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 191 (192,678)
Citation 6

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natural unemployment rate, Phillips curve, Bayes' law, anticipated utility, robustness

4.

A Search for a Structural Phillips Curve

Number of pages: 39 Posted: 05 Apr 2005
Argia M. Sbordone and Timothy Cogley
Federal Reserve Bank of New York and Leonard N. Stern School of Business - Department of Economics
Downloads 141 (249,079)
Citation 22

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inflation, Phillips curve, time-varying VAR

5.

Inflation-Gap Persistence in the U.S

NBER Working Paper No. w13749
Number of pages: 42 Posted: 24 Jan 2008 Last Revised: 28 Jul 2010
Leonard N. Stern School of Business - Department of Economics, Northwestern University - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 123 (276,461)
Citation 25

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6.

Robustness and U.S. Monetary Policy Experimentation

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 29 Posted: 18 Sep 2008
Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School, University of Chicago - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 112 (295,380)
Citation 6

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Learning, model uncertainty, Bayes' law, Phillips curve, experimentation, robustness, pessimism, entropy

7.

Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas

Journal of Money, Credit, and Banking, Vol. 39, No. 2, 2007
Number of pages: 34 Posted: 15 Sep 2008
Timothy Cogley, Ric Colacito and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics, University of North Carolina Kenan-Flagler Business School and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 69 (398,070)
Citation 1

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8.

Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012

Bank of Korea WP 2014-33
Number of pages: 38 Posted: 30 Mar 2015
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 54 (449,277)
Citation 4

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Price stability, inflation uncertainty, deflation risk, postwar stabilization, nonlinear signal extraction

9.

Robust Estimation of ARMA Models with Near Root Cancellation

Number of pages: 34 Posted: 29 Jun 2013
Timothy Cogley and Richard Startz
Leonard N. Stern School of Business - Department of Economics and UCSB
Downloads 52 (456,849)

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ARMA, near root cancellation, bayesian

10.

Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.

FRB Atlanta Working Paper No. 2003-25
Number of pages: 48 Posted: 23 Feb 2015
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 48 (472,739)
Citation 197

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Bayesian analysis, inflation, monetary policy

11.

Optimal Disinflation Under Learning

FRB of New York Staff Report No. 524
Number of pages: 40 Posted: 10 Nov 2011
Timothy Cogley, Christian Matthes and Argia M. Sbordone
Leonard N. Stern School of Business - Department of Economics, Federal Reserve Bank of Richmond and Federal Reserve Bank of New York
Downloads 46 (481,064)
Citation 15

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inflation, monetary policy, learning, policy reforms, transitions

12.

A Bayesian Approach to Optimal Monetary Policy with Parameter and Model Uncertainty

Bank of England Working Paper No. 414
Number of pages: 74 Posted: 18 Mar 2011
Leonard N. Stern School of Business - Department of Economics, London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP), Federal Reserve Bank of Richmond, European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 42 (498,548)
Citation 6

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13.

Anticipated Utility and Rational Expectations as Approximations of Bayesian Decision Making

International Economic Review, Vol. 49, Issue 1, pp. 185-221, February 2008
Number of pages: 37 Posted: 18 Feb 2008
Timothy Cogley and Thomas J. Sargent
Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Downloads 22 (608,985)
Citation 7
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14.

Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs

Bank of Korea WP 2013-23
Number of pages: 47 Posted: 09 Apr 2015
Leonard N. Stern School of Business - Department of Economics, New York University (NYU) - Department of Economics, Leonard N. Stern School of Business and Cornell University - Department of Economics
Downloads 21 (615,667)
Citation 3

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Wealth dynamics, survival, incomplete markets, diverse beliefs, learning

15.

Optimized Taylor Rules for Disinflation When Agents are Learning

FRB Richmond Working Paper No. 14-07
Number of pages: 34 Posted: 02 Apr 2014
Timothy Cogley, Christian Matthes and Argia M. Sbordone
Leonard N. Stern School of Business - Department of Economics, Federal Reserve Bank of Richmond and Federal Reserve Bank of New York
Downloads 20 (622,527)
Citation 1

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inflation, monetary policy, learning, policy reforms, transitions

16.

Structural Breaks in an Endogenous Growth Model

NBER Working Paper No. w28026
Number of pages: 58 Posted: 02 Nov 2020 Last Revised: 29 Jan 2021
Timothy Cogley and Boyan Jovanovic
Leonard N. Stern School of Business - Department of Economics and New York University - Department of Economics
Downloads 4 (741,844)
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