Details about Patrick Matthew Crowley

Access statistics for papers by Patrick Matthew Crowley.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pcr32

Working Papers

2020

1. How effective is the Taylor rule? Some insights from the time-frequency domain
   BoF Economics Review, Bank of Finland

2019

2. The evolution of US and UK GDP components in the time-frequency domain: A continuous wavelet analysis
   Bank of Finland Research Discussion Papers, Bank of Finland
3. U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (2)

2017

4. Evaluating South African Fiscal and Monetary Policy Using a Wavelet-Based Model
   School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town View citations (3)
5. Modelling a small open economy using a wavelet-based control model
   Bank of Finland Research Discussion Papers, Bank of Finland

2016

6. Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)

2015

7. Are monetary unions more synchronous than non-monetary unions?
   Bank of Finland Research Discussion Papers, Bank of Finland
8. Euro area monetary and fiscal policy tracking design in the time-frequency domain
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (2)

2014

9. Fiscal policy tracking design in the time frequency domain using wavelet analysis
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
   See also Journal Article Fiscal policy tracking design in the time–frequency domain using wavelet analysis, Economic Modelling, Elsevier (2015) View citations (19) (2015)
10. Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation
    Bank of Finland Research Discussion Papers, Bank of Finland

2013

11. Assessing the exchange rate exposure of US multinationals
    Bank of Finland Research Discussion Papers, Bank of Finland
12. Is Europe growing together or growing apart?
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (3)

2011

13. The great moderation under the microscope: decomposition of macroeconomic cycles in US and UK aggregate demand
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Chapter The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2014) View citations (11) (2014)

2010

14. A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2010) View citations (1)
15. Long cycles in growth: explorations using new frequency domain techniques with US data
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (2)

2009

16. An analysis of the embedded frequency content of macroeconomic indicators and their counterparts using the Hilbert-Huang transform
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2012) View citations (1) (2012)
17. Evaluating the stresses from ECB monetary policy in the euro area
    Bank of Finland Research Discussion Papers, Bank of Finland
18. How do you make a time series sing like a choir? Using the Hilbert-Huang transform to extract embedded frequencies from economic or financial time series
    Bank of Finland Research Discussion Papers, Bank of Finland

2008

19. One money, several cycles? Evaluation of European business cycles using model-based cluster analysis
    Bank of Finland Research Discussion Papers, Bank of Finland

2006

20. How hard is the euro area core? An evaluation of growth cycles using wavelet analysis
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)

2005

21. An intuitive guide to wavelets for economists
    GE, Growth, Math methods, University Library of Munich, Germany View citations (40)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2005) View citations (8)
    Econometrics, University Library of Munich, Germany (2005) View citations (40)
22. Decomposing the co-movement of the business cycle: a time- frequency analysis of growth cycles in the eurozone
    Macroeconomics, University Library of Munich, Germany View citations (8)
23. Decomposing the co-movement of the business cycle: a time-frequency analysis of growth cycles in the euro area
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (4)

Journal Articles

2024

1. The impact of US productivity growth on unemployment in the time–frequency domain: is AI causing a change in the relationship?
   Empirical Economics, 2024, 66, (5), 2169-2190

2023

2. Resilient Control for Macroeconomic Models
   Computational Economics, 2023, 61, (4), 1403-1431 View citations (1)

2022

3. Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?
   Manchester School, 2022, 90, (2), 144-170

2021

4. Is the Taylor rule optimal? Evaluation using a wavelet-based control model
   Applied Economics Letters, 2021, 28, (1), 54-60 View citations (2)
5. Okun’s law revisited in the time–frequency domain: introducing unemployment into a wavelet-based control model
   Empirical Economics, 2021, 61, (5), 2635-2662 View citations (3)
6. The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis
   Journal of Business Cycle Research, 2021, 17, (3), 233-261

2019

7. Open Economy Dynamics in a Floating Exchange Rate Developing Country Context
   The International Trade Journal, 2019, 33, (1), 54-79
8. Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control Framework
   Computational Economics, 2019, 53, (4), 1509-1546 View citations (6)

2018

9. Evaluating South African Fiscal and Monetary Policy Trade‐offs Using a Wavelet‐Based Model
   South African Journal of Economics, 2018, 86, (4), 401-427 View citations (5)
10. What causes business cycles to elongate, or recessions to intensify?
    Journal of Macroeconomics, 2018, 57, (C), 338-349 View citations (12)
11. What is the right balance between US monetary and fiscal policy? Explorations using simulated wavelet-based optimal tracking control
    Empirical Economics, 2018, 55, (4), 1537-1568 View citations (11)

2017

12. Wavelet-based monetary and fiscal policy in the Euro area
    Journal of Policy Modeling, 2017, 39, (2), 206-231 View citations (14)

2015

13. Fiscal policy tracking design in the time–frequency domain using wavelet analysis
    Economic Modelling, 2015, 51, (C), 502-514 View citations (19)
    See also Working Paper Fiscal policy tracking design in the time frequency domain using wavelet analysis, Bank of Finland Research Discussion Papers (2014) View citations (1) (2014)
14. Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK
    Journal of Macroeconomics, 2015, 44, (C), 82-97 View citations (8)

2012

15. An Analysis of the Embedded Frequency Content of Macroeconomic Indicators and their Counterparts using the Hilbert-Huang Transform
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2012, 2012, (1), 1-31 View citations (1)
    See also Working Paper An analysis of the embedded frequency content of macroeconomic indicators and their counterparts using the Hilbert-Huang transform, Bank of Finland Research Discussion Papers (2009) (2009)
16. China and the Dollar: An Optimum Currency Area View
    Prague Economic Papers, 2012, 2012, (4), 391-411 View citations (3)
17. How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (5), 31 View citations (7)
18. Which country should be the monetary anchor for East Asia: the US, Japan or China?
    Journal of the Asia Pacific Economy, 2012, 17, (1), 94-112 View citations (8)

2010

19. Monetary Integration in East Asia: A Hierarchical Clustering Approach
    International Finance, 2010, 13, (2), 283-309 View citations (13)

2009

20. How fused is the euro area core?: An evaluation of growth cycle co-movement and synchronization using wavelet analysis
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2009, 2008, (1), 63-95 View citations (28)
21. The implications of integration for globalization
    The North American Journal of Economics and Finance, 2009, 20, (2), 83-90 View citations (1)

2007

22. A GUIDE TO WAVELETS FOR ECONOMISTS
    Journal of Economic Surveys, 2007, 21, (2), 207-267 View citations (245)

2006

23. Is there a Logical Integration Sequence After EMU?
    Journal of Economic Integration, 2006, 21, 1-20 View citations (3)

2001

24. The Institutional Implications of EMU
    Journal of Common Market Studies, 2001, 39, (3), 385-404 View citations (3)

1996

25. EMU, MAASTRICHT, AND THE 1996 INTERGOVERNMENTAL CONFERENCE
    Contemporary Economic Policy, 1996, 14, (2), 41-55 View citations (2)

Chapters

2014

1. The Great Moderation Under the Microscope: Decomposition of Macroeconomic Cycles in US and UK Aggregate Demand
   Springer View citations (11)
   See also Working Paper The great moderation under the microscope: decomposition of macroeconomic cycles in US and UK aggregate demand, Bank of Finland (2011) (2011)

1996

2. Flaws and omissions in the Maastricht process for European integration
   Chapter 2 in Economic Integration and Public Policy in the European Union, 1996, pp 21-32