Timothy Cogley
Professor
Department of Economics
New York University
19 W. 4th St., 6 FL
New York, NY 10012
Email:tim.cogley@nyu.edu
- "Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve" with Argia M. Sbordone, American Economic Review, 2008.
- "The Market Price of Risk and the Equity Premium: A Legacy of the Great Depression?" with Thomas J. Sargent, Journal of Monetary Economics, 2008. Appendices
- The Conquest of U.S. Inflation: Learning and Robustness to Model Uncertainty with Thomas J. Sargent, Review of Economic Dynamics, 2005.
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US with Thomas J. Sargent, Review of Economic Dynamics, 2005.
- Idiosyncratic Risk and the Equity Premium: Evidence from the Consumer Expenditure Survey Journal of Monetary Economics, 2002.
- Evolving Post WWII U.S. Inflation Dynamics with Thomas J. Sargent, NBER Macroeconomics Annual, 2001.
- Output Dynamics in Real-Business-Cycle Models with James M. Nason, American Economic Review, 1995.
- Effects of the Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research with James M. Nason, Journal of Economic Dynamics and Control, 1995.
- Empirical Evidence on Nominal Wage and Price Flexibility Quarterly Journal of Economics, 1993.
- International Evidence on the Size of the Random Walk in Output , Journal of Political Economy, 1990.