Timothy Cogley
Professor
Department of Economics
University of California, Davis
One Shields Avenue
Davis, CA 95616
Contact Information
UC Davis Email:twcogley@ucdavis.edu
JEDC Correspondence:jedc@econ.ucdavis.edu
I'll be moving to New York University in January 2009. I'll post my new contact information as soon as it is available.
Appointments are recommended, especially at busy times of the quarter. To make an appointment, please contact my assistant Ms. Jo Finch at jedc@econ.ucdavis.edu.
- "Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Phillips Curve" with Argia M. Sbordone, forthcoming, American Economic Review.
- "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.