About Me

I am a Professor of Macroeconomics at the University of Sydney (click here for my university webpage and here for a pdf of my full CV).

I teach macroeconomics, finance, and econometrics. My research uses statistical analysis to gain insights into a number of empirical issues in economics, including the following:
  • Are business cycle fluctuations symmetric? What are their sources and economic implications?
  • What is the nature of structural change in macroeconomic relationships? Is it gradual or abrupt? 
  • What are the sources of persistent changes in the unemployment rate?
  • How does stock market volatility affect expected returns in the stock market? 
  • Why are exchange rates so volatile and persistent?

What's New

  • 7 May 2018 Updated version of working paper "Likelihood-Based Estimates of Household Consumption Insurance"
    Posted May 6, 2018, 5:42 PM by James Morley
  • 3 May 2018 "The Changing Transmission Mechanism of U.S. Monetary Policy" published in Empirical Economics
    Posted May 1, 2018, 6:02 PM by James Morley
  • 2 May 2018 New paper with Luke Hartigan on the factor structure of the Australian economy presented at the RBA's 2018 policy conference
    Posted May 8, 2018, 5:34 AM by James Morley
  • 30 April 2018 "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples" published in Studies in Nonlinear Dynamics and Econometrics 
    Posted May 1, 2018, 6:01 PM by James Morley
Showing posts 1 - 4 of 80. View more »

Phone: +612 9351 3368
Room 470, Merewether
Mailing address: 
  School of Economics
  Room 370, Merewether Building
  University of Sydney
  Sydney NSW 2006