Details about Dennis W. Jansen

Access statistics for papers by Dennis W. Jansen.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pja184

Working Papers

2005

1. A Threshold Model of Monetary Policy
   Computing in Economics and Finance 2005, Society for Computational Economics
2. Tax Policies, Vintage Capital, and Entry and Exit of Plants
   Computing in Economics and Finance 2005, Society for Computational Economics

1991

3. Repeated games with Stochastic Discounting
   Working Papers, Pennsylvania State - Department of Economics
   See also Journal Article in Economica (1996)

1990

4. AGGREGATION AND THE "RANDON OBJECTIVE" JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS
   Working Papers, Tilburg - Center for Economic Research
5. THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS
   Working Papers, Erasmus University of Rotterdam - Institute for Economic Research View citations
   See also Journal Article in Journal of Money, Credit and Banking (1991)

1989

6. Factor-adjustment costs at the industry level
   Working Paper, Federal Reserve Bank of Cleveland
7. Intertemporal substitution and the role of monetary policy: policy irrelevance once again
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Economic Journal (1990)

1988

8. On the frequency of large stock returns: putting booms and busts into perspective
   Working Papers, Federal Reserve Bank of St. Louis View citations
   See also Journal Article in The Review of Economics and Statistics (1991)
9. The optimality of nominal income targeting when wages are indexed to price
   Working Papers, Federal Reserve Bank of St. Louis View citations

Journal Articles

2008

1. Fiscal policy and asset markets: A semiparametric analysis
   Journal of Econometrics, 2008, 147, (1), 141-150 View citations
2. The effect of charter schools on traditional public school students in Texas: Are children who stay behind left behind?
   Journal of Urban Economics, 2008, 64, (1), 123-145 View citations

2007

3. Macroeconomic forecasting using structural factor analysis
   International Journal of Forecasting, 2007, 23, (4), 655-677
4. SUSTAINABILITY OF THE FRIEDMAN RULE IN AN INTERNATIONAL MONETARY POLICY GAME
   Economic Inquiry, 2007, 45, (3), 470-486
5. Stock market risk and dollarization in Ecuador
   Applied Financial Economics Letters, 2007, 3, (5), 281-286
6. The impact of charter school attendance on student performance
   Journal of Public Economics, 2007, 91, (5-6), 849-876

2006

7. Economic Inquiry 2005--2006 Editor's Report
   Economic Inquiry, 2006, 44, (4), 759-762

2005

8. Economic Inquiry Editor's Report
   Economic Inquiry, 2005, 43, (4), 872-875
9. Regime switching in the dynamic relationship between stock returns and inflation
   Applied Financial Economics Letters, 2005, 1, (5), 273-277

2004

10. Forecasting with a nonlinear dynamic model of stock returns and industrial production
    International Journal of Forecasting, 2004, 20, (2), 321-342 View citations

2001

11. LIMITED DOWNSIDE RISK IN PORTFOLIO SELECTION AMONG U.S. AND PACIFIC BASIN EQUITIES
    International Economic Journal, 2001, 15, (4), 1-22 View citations

2000

12. Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2)
13. Portfolio selection with limited downside risk
    Journal of Empirical Finance, 2000, 7, (3-4), 247-269 View citations

1999

14. A K% MONEY GROWTH LEADERSHIP RULE IN AN INTERNATIONAL MONETARY POLICY GAME
    Contemporary Economic Policy, 1999, 17, (4), 506-516 View citations
15. An Evaluation of Federal Reserve Forecasting: Reply
    Journal of Macroeconomics, 1999, 21, (1), 189-203 View citations

1997

16. Nonlinear Business Cycle Dynamics: Cross-country Evidence on the Persistence of Aggregate Shocks
    Economic Inquiry, 1997, 35, (3), 495-509 View citations

1996

17. An evaluation of federal reserve forecasting
    Journal of Macroeconomics, 1996, 18, (1), 89-109 View citations
18. Repeated Games with Stochastic Discounting
    Economica, 1996, 63, (252), 531-41 View citations
    See also Working Paper (1991)

1995

19. Unit Roots and Infrequent Large Shocks: New International Evidence on Output Growth
    Journal of Money, Credit and Banking, 1995, 27, (3), 867-93 View citations

1993

20. Differential information and optimal feedback policy in new classical macroeconomic models
    Journal of Macroeconomics, 1993, 15, (2), 329-347

1992

21. Advertising Effects in Complete Demand Systems
    Applied Economics, 1992, 24, (10), 1087-96 View citations

1991

22. A primer on cointegration with an application to money and income
    Review, 1991, (Mar), 58-78 View citations
23. Differential Information and the Role for Active Stabilization Policy: Comment
    Economica, 1991, 58, (232), 531-33
24. On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
    The Review of Economics and Statistics, 1991, 73, (1), 18-24 View citations
    See also Working Paper (1988)
25. Ranking federal reserve system research departments by publications in professional journals
    Journal of Macroeconomics, 1991, 13, (4), 733-742 View citations
26. The Demand for Money in the United States: Evidence from Cointegration Tests
    Journal of Money, Credit and Banking, 1991, 23, (2), 155-68 View citations
    See also Working Paper (1990)

1990

27. Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again
    Economic Journal, 1990, 100, (401), 561-66
    See also Working Paper (1989)

1989

28. Does inflation uncertainty affect output growth? Further evidence
    Review, 1989, (Jul), 43-54 View citations
29. Understanding nominal GNP targeting
    Review, 1989, (Nov), 31-40 View citations

1988

30. Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment
    Journal of Money, Credit and Banking, 1988, 20, (3), 409-21 View citations
31. Federal Reserve Policy, 1975-1985: An empirical analysis
    Journal of Macroeconomics, 1988, 10, (1), 27-47
32. Informational Implications of Money, Interest Rate, and Price Rules
    Economic Inquiry, 1988, 26, (3), 437-48
33. Price rules, wage indexing, and optimal monetary policy
    Journal of Macroeconomics, 1988, 10, (4), 515-537

1987

34. The geographic distribution of unemployment rates in the U.S.: A spatial-time series analysis
    Journal of Econometrics, 1987, 36, (3), 251-279 View citations
35. The relation between money growth variability and the variability of money about target
    Economics Letters, 1987, 25, (4), 355-358

1986

36. Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis
    Journal of Money, Credit and Banking, 1986, 18, (3), 323-35 View citations

1985

37. Real Balances in an Ad Hoc Keynesian Model and Policy Ineffectiveness: A Note
    Journal of Money, Credit and Banking, 1985, 17, (3), 378-86 View citations

1984

38. Comment choosing a monetary instrument the case of supply-side shocks
    Journal of Economic Dynamics and Control, 1984, 7, (3), 377-379