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Details about Nathan Balke

E-mail:
Homepage:http://faculty.smu.edu/nbalke/BalkeWebpageindex.htm
Postal address:Department of Economics Southern Methodist University Dallas, TX 75275
Workplace:Department of Economics, Southern Methodist University, (more information at EDIRC)

Access statistics for papers by Nathan Balke.

Last updated 2017-04-28. Update your information in the RePEc Author Service.

Short-id: pba121


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Working Papers

2014

  1. Fuel subsidies, the oil market and the world economy
    Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article in The Energy Journal (2015)

2010

  1. Oil Price Shocks and U.S. Economic Activity: An International Perspective
    Discussion Papers, Resources For the Future Downloads View citations (11)
    Also in Working Papers, Federal Reserve Bank of Dallas (2010) Downloads View citations (6)
  2. Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)

2008

  1. An international perspective on oil price shocks and U.S. economic activity
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (2)

2006

  1. Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium
    Working Papers, Sam Houston State University, Department of Economics and International Business Downloads View citations (3)

2003

  1. The relative price effects of monetary shocks
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)
    See also Journal Article in Journal of Macroeconomics (2007)

2001

  1. Low frequency movements in stock prices: a state space decomposition
    Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article in The Review of Economics and Statistics (2002)

1999

  1. Oil price shocks and the U.S. economy: where does the asymmetry originate?
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (26)
    See also Journal Article in The Energy Journal (2002)

1998

  1. How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (2002)

1997

  1. Nonlinear dynamics and covered interest rate parity
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    See also Journal Article in Empirical Economics (1998)

1996

  1. An equilibrium analysis of relative price changes and aggregate inflation
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (7)
    See also Journal Article in Journal of Monetary Economics (2000)

1995

  1. Are deep recessions followed by strong recoveries? Results for the G-7 countries
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (9)
  2. Credit and economic activity: shocks or propagation mechanism?
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)

1994

  1. The dynamics of recoveries
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)

1993

  1. Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?
    Working Papers, Federal Reserve Bank of Dallas Downloads
  2. The algebra of price stability
    Working Papers, Federal Reserve Bank of Dallas Downloads
    Also in Working Papers, Federal Reserve Bank of Dallas (1991) Downloads

    See also Journal Article in Journal of Macroeconomics (1994)

1992

  1. Are deep recessions followed by strong recoveries?
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (26)
    See also Journal Article in Economics Letters (1992)
  2. Threshold cointegration
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    See also Journal Article in International Economic Review (1997)

1991

  1. Detecting level shifts in time series: misspecification and a proposed solution
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
  2. Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (1994)

1989

  1. Asymmetric information and the role of FED watching
    Working Papers, Federal Reserve Bank of Dallas Downloads

1988

  1. Augmented information in a theory of ambiguity, credibility and inflation
    Working Papers, Federal Reserve Bank of Dallas Downloads
  2. The Estimation of Prewar GNP: Methodology and New Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

1986

  1. The Estimation of Prewar GNP Volatility, 1869-1938
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)

Journal Articles

2015

  1. A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS
    Macroeconomic Dynamics, 2015, 19, (04), 728-752 Downloads
  2. Fuel Subsidies, the Oil Market and the World Economy
    The Energy Journal, 2015, Volume 36, (Adelman Special Issue) Downloads View citations (1)
    See also Working Paper (2014)

2013

  1. Credit demand, credit supply, and economic activity
    The B.E. Journal of Macroeconomics, 2013, 13, (1), 38 Downloads View citations (3)
  2. The contribution of economic fundamentals to movements in exchange rates
    Journal of International Economics, 2013, 90, (1), 1-16 Downloads View citations (19)

2009

  1. Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective
    Journal of Applied Econometrics, 2009, 24, (1), 35-75 Downloads View citations (6)

2007

  1. The relative price effects of monetary shocks
    Journal of Macroeconomics, 2007, 29, (1), 19-36 Downloads View citations (11)
    See also Working Paper (2003)

2006

  1. What Drives Stock Prices? Identifying the Determinants of Stock Price Movements
    Southern Economic Journal, 2006, 73, (1), 55–78 View citations (4)

2002

  1. How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively
    Journal of Money, Credit and Banking, 2002, 34, (1), 114-36 View citations (15)
    See also Working Paper (1998)
  2. Low-Frequency Movements in Stock Prices: A State-Space Decomposition
    The Review of Economics and Statistics, 2002, 84, (4), 649-667 Downloads View citations (35)
    See also Working Paper (2001)
  3. Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?
    The Energy Journal, 2002, Volume23, (Number 3), 27-52 Downloads View citations (56)
    See also Working Paper (1999)

2001

  1. Explaining stock price movements: is there a case for fundamentals?
    Economic and Financial Policy Review, 2001, (Q III), 22-34 Downloads View citations (13)

2000

  1. An equilibrium analysis of relative price changes and aggregate inflation
    Journal of Monetary Economics, 2000, 45, (2), 269-292 Downloads View citations (32)
    See also Working Paper (1996)
  2. Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks
    The Review of Economics and Statistics, 2000, 82, (2), 344-349 Downloads View citations (115)
  3. Evaluating the Eleventh District's Beige Book
    Economic and Financial Policy Review, 2000, (Q IV), 2-10 Downloads View citations (4)

1998

  1. Crude oil and gasoline prices: an asymmetric relationship?
    Economic and Financial Policy Review, 1998, (Q 1), 2-11 Downloads View citations (81)
  2. Nonlinear dynamics and covered interest rate parity
    Empirical Economics, 1998, 23, (4), 535-559 Downloads View citations (50)
    See also Working Paper (1997)

1997

  1. Threshold Cointegration
    International Economic Review, 1997, 38, (3), 627-45 View citations (433)
    See also Working Paper (1992)

1996

  1. Supply shocks and the distribution of price changes
    Economic and Financial Policy Review, 1996, (Q I), 10-18 Downloads View citations (9)

1995

  1. Inflation and monetary restraint: too little, too late?
    Southwest Economy, 1995, (Jan), 3-5 Downloads
  2. Recessions and Recoveries in Real Business Cycle Models
    Economic Inquiry, 1995, 33, (4), 640-63 View citations (13)

1994

  1. Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series
    Journal of Applied Econometrics, 1994, 9, (2), 181-200 Downloads View citations (69)
    See also Working Paper (1991)
  2. The algebra of price stability
    Journal of Macroeconomics, 1994, 16, (1), 77-97 Downloads View citations (7)
    See also Working Paper (1993)
  3. The federal funds rate as an indicator of monetary policy: evidence from the 1980s
    Economic and Financial Policy Review, 1994, (Q I), 1-15 Downloads View citations (5)
  4. Understanding the price puzzle
    Economic and Financial Policy Review, 1994, (Q IV), 15-26 Downloads View citations (14)

1993

  1. Detecting Level Shifts in Time Series
    Journal of Business & Economic Statistics, 1993, 11, (1), 81-92 View citations (27)
  2. Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model
    The Review of Economics and Statistics, 1993, 75, (1), 117-22 Downloads View citations (5)
  3. Recessions and recoveries
    Economic and Financial Policy Review, 1993, (Jan), 1-17 Downloads View citations (5)

1992

  1. A Theory of Fed Watching in a Macroeconomic Policy Game
    International Economic Review, 1992, 33, (3), 619-28 Downloads View citations (5)
  2. Are deep recessions followed by strong recoveries?
    Economics Letters, 1992, 39, (2), 183-189 Downloads View citations (30)
    See also Working Paper (1992)

1991

  1. Infrequent permanent shocks and the finite-sample performance of unit root tests
    Economics Letters, 1991, 36, (3), 269-273 Downloads View citations (6)
  2. Modeling trends in macroeconomic time series
    Economic and Financial Policy Review, 1991, (May), 19-33 View citations (5)
  3. Shifting trends, segmented trends, and infrequent permanent shocks
    Journal of Monetary Economics, 1991, 28, (1), 61-85 Downloads View citations (63)

1990

  1. The Rational Timing of Parliamentary Elections
    Public Choice, 1990, 65, (3), 201-16 View citations (8)

1989

  1. The Estimation of Prewar Gross National Product: Methodology and New Evidence
    Journal of Political Economy, 1989, 97, (1), 38-92 Downloads View citations (107)

Chapters

1986

  1. Appendix B: Historical Data
    A chapter in The American Business Cycle: Continuity and Change, 1986, pp 781-850 Downloads View citations (57)

Software Items

 
Page updated 2017-04-29