Details about Dennis W. Jansen

Access statistics for papers by Dennis W. Jansen.

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Short-id: pja184

Working Papers

2013

1. How Well Does "Core" Inflation Capture Permanent Price Changes?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, The George Washington University, Institute for International Economic Policy (2013) View citations (1)
   See also Journal Article HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES?, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (4) (2015)

2009

2. How Well Does "Core" CPI Capture Permanent Price Changes?
   Working Papers, The George Washington University, Institute for International Economic Policy View citations (2)
   Also in Working Papers, The George Washington University, Institute for International Economic Policy (2009)

2005

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

1991

5. Repeated games with Stochastic Discounting
   Working Papers, Pennsylvania State - Department of Economics

1990

6. AGGREGATION AND THE "RANDON OBJECTIVE" JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS
   Working Papers, Tilburg - Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
   Discussion Paper, Tilburg University, Center for Economic Research (1990)
7. THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS
   Working Papers, Erasmus University of Rotterdam - Institute for Economic Research View citations (2)
   See also Journal Article The Demand for Money in the United States: Evidence from Cointegration Tests, Journal of Money, Credit and Banking, Blackwell Publishing (1991) View citations (119) (1991)

1989

8. Factor-adjustment costs at the industry level
   Working Papers (Old Series), Federal Reserve Bank of Cleveland
9. Intertemporal substitution and the role of monetary policy: policy irrelevance once again
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again, Economic Journal, Royal Economic Society (1990) (1990)

1988

10. On the frequency of large stock returns: putting booms and busts into perspective
    Working Papers, Federal Reserve Bank of St. Louis View citations (26)
    See also Journal Article On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective, The Review of Economics and Statistics, MIT Press (1991) View citations (267) (1991)
11. The optimality of nominal income targeting when wages are indexed to price
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)

Journal Articles

2020

1. Remittances, Output, and Exchange Rate Regimes: Theory with an Application to Latin America
   Southern Economic Journal, 2020, 86, (3), 1170-1191

2018

2. Nonlinear evidence on the existence of jobless recoveries
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 19 View citations (2)

2017

3. Are Charters the Best Alternative? A Cost Frontier Analysis of Alternative Education Campuses in Texas
   Southern Economic Journal, 2017, 83, (3), 721-743 View citations (2)
4. The time varying effect of monetary policy on stock returns
   Economics Letters, 2017, 160, (C), 54-58 View citations (10)

2015

5. HOW WELL DOES “CORE” INFLATION CAPTURE PERMANENT PRICE CHANGES?
   Macroeconomic Dynamics, 2015, 19, (4), 791-815 View citations (4)
   See also Working Paper How Well Does "Core" Inflation Capture Permanent Price Changes?, CAMA Working Papers (2013) (2013)

2013

6. Introducing a new DEA methodology for environmental inputs
   Applied Economics Letters, 2013, 20, (17), 1592-1595
7. The effects of monetary policy using structural factor analysis
   Applied Economics, 2013, 45, (18), 2511-2526 View citations (1)
8. Understanding the Sum of Perpetuities Method for Valuing Stock Prices
   Journal of Economic Insight, 2013, 39, (1), 65-72

2012

9. The relative efficiency of charter schools: A cost frontier approach
   Economics of Education Review, 2012, 31, (2), 302-317 View citations (25)

2011

10. Does a factor Phillips curve help? An evaluation of the predictive power for U.S. inflation
    Empirical Economics, 2011, 40, (3), 807-826 View citations (2)
11. The Impact of Facilities on the Cost of Education
    National Tax Journal, 2011, 64, (1), 193-218 View citations (4)

2010

12. Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
    Journal of Empirical Finance, 2010, 17, (5), 981-990 View citations (57)

2008

13. Fiscal policy and asset markets: A semiparametric analysis
    Journal of Econometrics, 2008, 147, (1), 141-150 View citations (31)
14. 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 (52)

2007

15. EDITOR’S REPORT
    Economic Inquiry, 2007, 45, (4), 872-876
16. Macroeconomic forecasting using structural factor analysis
    International Journal of Forecasting, 2007, 23, (4), 655-677 View citations (3)
17. SUSTAINABILITY OF THE FRIEDMAN RULE IN AN INTERNATIONAL MONETARY POLICY GAME
    Economic Inquiry, 2007, 45, (3), 470-486
18. The impact of charter school attendance on student performance
    Journal of Public Economics, 2007, 91, (5-6), 849-876 View citations (53)

2006

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

2005

20. Economic Inquiry Editor's Report
    Economic Inquiry, 2005, 43, (4), 872-875
21. The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel
    Annals of Economics and Finance, 2005, 6, (1), 129-153 View citations (5)

2004

22. Forecasting with a nonlinear dynamic model of stock returns and industrial production
    International Journal of Forecasting, 2004, 20, (2), 321-342 View citations (47)

2001

23. Limited Downside Risk In Portfolio Selection Among U.S. and Pacific Basin Equities
    International Economic Journal, 2001, 15, (4), 1-39 View citations (4)

2000

24. Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 23 View citations (8)
25. Portfolio selection with limited downside risk
    Journal of Empirical Finance, 2000, 7, (3-4), 247-269 View citations (41)

1999

26. A K% MONEY GROWTH LEADERSHIP RULE IN AN INTERNATIONAL MONETARY POLICY GAME
    Contemporary Economic Policy, 1999, 17, (4), 506-516 View citations (2)
27. An Evaluation of Federal Reserve Forecasting: Reply
    Journal of Macroeconomics, 1999, 21, (1), 189-203 View citations (4)
28. Modeling Nonlinearity of Business Cycles: Choosing Between the CDR and STAR Models
    The Review of Economics and Statistics, 1999, 81, (2), 344-349 View citations (8)

1997

29. Nonlinear Business Cycle Dynamics: Cross-country Evidence on the Persistence of Aggregate Shocks
    Economic Inquiry, 1997, 35, (3), 495-509 View citations (34)

1996

30. An evaluation of federal reserve forecasting
    Journal of Macroeconomics, 1996, 18, (1), 89-109 View citations (18)

1995

31. 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 (20)

1993

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

1992

33. Relative Uncertainty of Price and Output in Farm and Nonfarm Sectors
    Journal of Rural Development/Nongchon-Gyeongje, 1992, 15, (01)

1991

34. A primer on cointegration with an application to money and income
    Review, 1991, (Mar), 58-78 View citations (172)
35. 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 (267)
    See also Working Paper On the frequency of large stock returns: putting booms and busts into perspective, Working Papers (1988) View citations (26) (1988)
36. Ranking federal reserve system research departments by publications in professional journals
    Journal of Macroeconomics, 1991, 13, (4), 733-742 View citations (6)
37. 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 (119)
    See also Working Paper THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS, Working Papers (1990) View citations (2) (1990)

1990

38. Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again
    Economic Journal, 1990, 100, (401), 561-66
    See also Working Paper Intertemporal substitution and the role of monetary policy: policy irrelevance once again, Working Papers (1989) (1989)
39. Variance of Agricultural Prices, Industrial Prices, and Money
    American Journal of Agricultural Economics, 1990, 72, (4), 1066-1073 View citations (13)

1989

40. Does inflation uncertainty affect output growth? Further evidence
    Review, 1989, (Jul), 43-54 View citations (28)
41. Understanding nominal GNP targeting
    Review, 1989, (Nov), 31-40 View citations (2)

1988

42. 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 (54)
43. Federal Reserve Policy, 1975-1985: An empirical analysis
    Journal of Macroeconomics, 1988, 10, (1), 27-47 View citations (1)
44. Informational Implications of Money, Interest Rate, and Price Rules
    Economic Inquiry, 1988, 26, (3), 437-48
45. Price rules, wage indexing, and optimal monetary policy
    Journal of Macroeconomics, 1988, 10, (4), 515-537 View citations (1)

1987

46. 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 (17)
47. The relation between money growth variability and the variability of money about target
    Economics Letters, 1987, 25, (4), 355-358 View citations (1)

1986

48. Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis
    Journal of Money, Credit and Banking, 1986, 18, (3), 323-35 View citations (7)

1985

49. 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 (3)

1984

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

Edited books

2006

1. The New Economy and Beyond
   Books, Edward Elgar Publishing View citations (43)

Chapters

2006

1. Introduction: What is the New Economy?
   Chapter 1 in The New Economy and Beyond, 2006
2. Should we Teach an Old Economy Dog New Economy Tricks? The Role of a Postal Service in the New Economy
   Chapter 8 in The New Economy and Beyond, 2006