James Morley


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?

Email: james.morley[at]sydney.edu.au

Phone: +612 9351 3368

Office: Room 607, Social Sciences Building

Mailing address:

School of Economics

Level 5, Social Sciences Building

University of Sydney

Sydney NSW 2006


What's New?

7 October 2018

"Is Business Cycle Asymmetry Intrinsic in Industrialized Economies?" published in Macroeconomic Dynamics. GAUSS code available.

29 September 2020

Heather Anderson, Renée Fry-McKibbin, and I guest-edited a special issue of The Economic Record dedicated to the memory of Mardi Dungey. Mardi was an inspiration as an economist and as a wonderful person. She is deeply missed by all who knew her.

15 September 2020

Updated BN filter add-in for EViews to easier-to-use version 2.2. For more details about the add-in, see EViews blog post by my co-author Ben Wong and Davaajargal Luvsannyam

23 August 2020

"Nowcasting the Output Gap" accepted for publication in the Journal of Econometrics Special Theme Issue on Covid19. Latest nowcast available at http://outputgapnow.com. Code available here

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