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Price-level uncertainty and instability in the United Kingdom

Cogley, Timothy; Sargent, Thomas J.; Surico, Paolo - In: Journal of economic dynamics & control 52 (2015), pp. 1-16

Persistent link: https://www.econbiz.de/10011474146

The market price of risk and the equity premium

Cogley, Timothy (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003231004

Anticipated utility and rational expectations as approximations of Bayesian decision making

Cogley, Timothy (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003231008

Bayesian fan charts for UK inflation : forecasting and sources of uncertainty in an evolving moentary system

Cogley, Timothy; Morozov, Sergei; Sargent, Thomas J. - In: Journal of economic dynamics & control 29 (2005) 11, pp. 1893-1925

Persistent link: https://www.econbiz.de/10003172878

The conquest of U.S. inflation : learning and robustness to model uncertainty

Cogley, Timothy (contributor); … - 2005

Previous studies have interpreted the rise and fall of U.S. inflation after World War II in terms of the Fed's changing views about the natural rate hypothesis but have left an important question unanswered. Why was the Fed so slow to implement the low-in ation policy recommended by a natural...