Timothy Cogley
Department of Economics
New York University
19 W. 4th St., 6 FL
New York, NY 10012

Tel.: 212-992-8679


·                       Curriculum Vitae

Selected Publications

·                       Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve with Argia M. Sbordone, American Economic Review, 2008.

·                       Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII US with Thomas J. Sargent, Review of Economic Dynamics, 2005.

·                       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.

·                       International Evidence on the Size of the Random Walk in Output , Journal of Political Economy, 1990.

Working Papers, Appendices, and Programs

·                       Optimized Taylor Rules for Disinflation When Agents are Learning with Christian Matthes and Argia Sbordone, revised January 2015. Appendices

·                       Price-Level Uncertainty and Instability in the United Kingdom, with Thomas Sargent and Paolo Surico, revised November 2014.

·                       Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012, with Thomas Sargent, revised August 2014. Appendices

·                       Appendix to “A Bayesian Approach to Optimal Monetary Policy with Parameter and Model Uncertainty with Bianca De Paoli, Christian Matthes, Kalin Nikolov, and Tony Yates.

·                       Appendices to "Inflation-Gap Persistence in the U.S." with Giorgio E. Primiceri and Thomas J. Sargent.

·                       Data and programs for "Drifts and Volatilities ..." with Thomas J. Sargent

Econometrics, Spring 2015

Course materials

Third year paper workshop, Spring 2015

Course materials