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Details about Nelson Mark

E-mail:
Homepage:http://www.nd.edu/~nmark/
Postal address:Department of Economics and Econometrics University of Notre Dame 437 Flanner Hall Notre Dame, IN 46656
Workplace:Department of Economics, University of Notre Dame, (more information at EDIRC)

Access statistics for papers by Nelson Mark.

Last updated 2016-08-23. Update your information in the RePEc Author Service.

Short-id: pma186


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Working Papers

2016

  1. Global Macro Risks in Currency Excess Returns
    Staff Working Papers, Bank of Canada Downloads View citations (1)

2015

  1. Demographics and Aggregate Household Saving in Japan, China, and India
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2014

  1. Precautionary Saving of Chinese and U.S. Households
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2013

  1. The Role of Household Saving in the Economic Rise of China
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    Also in Working Papers, University of Notre Dame, Department of Economics (2012) Downloads View citations (3)
  2. The Size of the Precautionary Component of Household Saving: China and the U.S
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  3. Third-Country Effects on the Exchange Rate
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
    See also Journal Article in Journal of International Economics (2015)

2012

  1. Demographic Patterns and Household Saving in China
    Working Papers, University of Notre Dame, Department of Economics Downloads
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (23)

    See also Journal Article in American Economic Journal: Macroeconomics (2015)
  2. Exchange Rates as Exchange Rate Common Factors
    Working Papers, University of Notre Dame, Department of Economics Downloads View citations (9)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2012) Downloads View citations (12)
  3. Factor Model Forecasts of Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Working Papers, University of Notre Dame, Department of Economics (2012) Downloads View citations (12)

    See also Journal Article in Econometric Reviews (2015)

2010

  1. Business Cycles, Consumption and Risk-Sharing: How Different Is China?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
  2. The equity premium and the risk-free rate: matching the moments
    Levine's Working Paper Archive, David K. Levine Downloads View citations (13)
    See also Journal Article in Journal of Monetary Economics (1993)

2009

  1. Trending Current Accounts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2007

  1. A Market-Based Approach to Capacity Development: How Uganda's Local Governments are Breaking New Ground
    World Bank Other Operational Studies, The World Bank Downloads
  2. Endogenous Discounting, the World Saving Glut and the U.S. Current Account
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of International Economics (2008)
  3. Exchange Rate Models Are Not as Bad as You Think
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (117)
    See also Chapter (2008)

2006

  1. A Revolution in Capacity Development? Africans Ask Tough Questions
    World Bank Other Operational Studies, The World Bank Downloads
  2. Does Training Work? Re-Examining Donor-Sponsored Training Programs in Developing Countries
    World Bank Other Operational Studies, The World Bank Downloads

2005

  1. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in Journal of Money, Credit and Banking (2009)
  2. Effective Exchange Rate Classifications and Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)

2004

  1. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    Econometrics, EconWPA Downloads View citations (6)
  2. Dynamic Seemingly Unrelated Cointegrating Regression
    Working Papers, Ohio State University, Department of Economics Downloads View citations (11)
    Also in Working Papers, Department of Economics, The University of Auckland (2003) Downloads View citations (4)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (13)

    See also Journal Article in Review of Economic Studies (2005)
  3. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (7)
  4. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
    Finance, EconWPA Downloads View citations (3)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (3)
  5. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2002

  1. Asymptotic Power Advantages of Long-Horizon Regressions
    Working Papers, Department of Economics, The University of Auckland Downloads
  2. Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  3. Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand
    Working Papers, Department of Economics, The University of Auckland Downloads

2000

  1. Price Level Convergence Among United States Cities: Lessons for the European Central Bank
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    Also in Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) (1998) Downloads View citations (10)
    Working Papers, Ohio State University, Department of Economics (1999) Downloads View citations (4)

1998

  1. Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?
    Working Papers, Ohio State University, Department of Economics Downloads
    Also in Working Papers, Ohio State University, Department of Economics (1997) Downloads View citations (2)
  2. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in American Economic Review (2000)
  3. Fundamentals of the Real Dollar-Pound Rate: 1871-1994
    Working Papers, Ohio State University, Department of Economics Downloads
  4. Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
    Working Papers, Ohio State University, Department of Economics Downloads
    See also Journal Article in Journal of International Economics (2001)
  5. Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise
    Working Papers, Ohio State University, Department of Economics Downloads View citations (63)
    See also Journal Article in Economic Journal (1998)
  6. The Relative Importance of Political and Economic Variables in Creditworthiness Ratings
    IMF Working Papers, International Monetary Fund Downloads View citations (23)

1997

  1. Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

1996

  1. The Economic Content of Indicators of Developing Country Creditworthiness
    IMF Working Papers, International Monetary Fund Downloads View citations (64)
    See also Journal Article in IMF Staff Papers (1996)

1992

  1. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    See also Journal Article in Journal of Finance (1994)

1988

  1. Mean Reversion in Equilibrium Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (160)
    See also Journal Article in American Economic Review (1990)

Journal Articles

2015

  1. Demographic Patterns and Household Saving in China
    American Economic Journal: Macroeconomics, 2015, 7, (2), 58-94 Downloads View citations (22)
    See also Working Paper (2012)
  2. Factor Model Forecasts of Exchange Rates
    Econometric Reviews, 2015, 34, (1-2), 32-55 Downloads View citations (21)
    See also Working Paper (2012)
  3. Third-country effects on the exchange rate
    Journal of International Economics, 2015, 96, (2), 227-243 Downloads View citations (4)
    See also Working Paper (2013)

2011

  1. LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE
    Pacific Economic Review, 2011, 16, (4), 395-420 Downloads View citations (5)

2010

  1. A multinomial logit approach to exchange rate policy classification with an application to growth
    Journal of International Money and Finance, 2010, 29, (7), 1438-1462 Downloads View citations (12)
  2. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment
    Oxford Bulletin of Economics and Statistics, 2010, 72, (5), 567-599 Downloads View citations (18)

2009

  1. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
    Journal of Money, Credit and Banking, 2009, 41, (6), 1047-1070 Downloads View citations (49)
    See also Working Paper (2005)

2008

  1. Endogenous discounting, the world saving glut and the U.S. current account
    Journal of International Economics, 2008, 75, (1), 30-53 Downloads View citations (32)
    See also Working Paper (2007)

2007

  1. Bioeconomic analysis of herpetofauna road-kills in a Florida state park
    Ecological Economics, 2007, 64, (1), 181-185 Downloads
  2. Official interventions and the forward premium anomaly
    Journal of Empirical Finance, 2007, 14, (4), 499-522 Downloads View citations (5)

2006

  1. Special issue on advances in international money, macro and finance
    International Journal of Finance & Economics, 2006, 11, (3), 175-175 Downloads
  2. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 Downloads View citations (44)
    See also Working Paper (2004)

2005

  1. Dynamic Seemingly Unrelated Cointegrating Regressions
    Review of Economic Studies, 2005, 72, (3), 797-820 Downloads View citations (42)
    See also Working Paper (2004)
  2. Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003
    Journal of International Economics, 2005, 65, (2), 537-540 Downloads
  3. The real exchange rate and real interest differentials: the role of nonlinearities
    International Journal of Finance & Economics, 2005, 10, (4), 323-335 Downloads View citations (7)

2003

  1. Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand
    Oxford Bulletin of Economics and Statistics, 2003, 65, (5), 655-680 Downloads View citations (222)
    See also Working Paper (2002)

2002

  1. Price Index Convergence Among United States Cities
    International Economic Review, 2002, 43, (4), 1081-1099 Downloads View citations (128)

2001

  1. Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel
    Journal of International Economics, 2001, 53, (1), 29-52 Downloads View citations (223)
    See also Working Paper (1998)

2000

  1. Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?
    American Economic Review, 2000, 90, (4), 787-805 Downloads View citations (157)
    See also Working Paper (1998)

1998

  1. Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise
    Economic Journal, 1998, 108, (451), 1686-1706 Downloads View citations (81)
    See also Working Paper (1998)

1997

  1. Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions
    Oxford Bulletin of Economics and Statistics, 1997, 59, (4), 549-62 View citations (1)
  2. Real exchange-rate prediction over long horizons
    Journal of International Economics, 1997, 43, (1-2), 29-60 Downloads View citations (55)
  3. Understanding Spot and Forward Exchange Rate Regressions
    Journal of Applied Econometrics, 1997, 12, (6), 715-34 Downloads View citations (67)

1996

  1. Alternative Long-Horizon Exchange-Rate Predictors
    International Journal of Finance & Economics, 1996, 1, (4), 229-50 Downloads View citations (18)
  2. The Economic Content of Indicators of Developing Country Creditworthiness
    IMF Staff Papers, 1996, 43, (4), 688-724 Downloads View citations (47)
    See also Working Paper (1996)

1995

  1. Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability
    American Economic Review, 1995, 85, (1), 201-18 View citations (459)

1994

  1. Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
    Journal of Finance, 1994, 49, (1), 123-52 Downloads View citations (27)
    See also Working Paper (1992)

1993

  1. Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum
    International Economic Review, 1993, 34, (2), 459 Downloads
  2. The equity premium and the risk-free rate: Matching the moments
    Journal of Monetary Economics, 1993, 31, (1), 21-45 Downloads View citations (106)
    See also Working Paper (2010)

1992

  1. Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability
    International Economic Review, 1992, 33, (1), 223-37 Downloads View citations (6)

1991

  1. Testing the CAPM with Time-Varying Risks and Returns
    Journal of Finance, 1991, 46, (4), 1485-1505 Downloads View citations (33)

1990

  1. Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations
    American Economic Review, 1990, 80, (2), 48-51 Downloads View citations (16)
  2. Mean Reversion in Equilibrium Asset Prices
    American Economic Review, 1990, 80, (3), 398-418 Downloads View citations (205)
    See also Working Paper (1988)
  3. Real and nominal exchange rates in the long run: An empirical investigation
    Journal of International Economics, 1990, 28, (1-2), 115-136 Downloads View citations (137)

1988

  1. The International Transmission of Real Business Cycles
    International Economic Review, 1988, 29, (3), 493-507 Downloads View citations (36)
  2. Time-varying betas and risk premia in the pricing of forward foreign exchange contracts
    Journal of Financial Economics, 1988, 22, (2), 335-354 Downloads View citations (45)

1987

  1. International debt and world business fluctuations
    Journal of International Money and Finance, 1987, 6, (2), 153-165 Downloads View citations (4)

1985

  1. A Note on International Real Interest Rate Differentials
    The Review of Economics and Statistics, 1985, 67, (4), 681-84 Downloads View citations (7)
  2. On time varying risk premia in the foreign exchange market: An econometric analysis
    Journal of Monetary Economics, 1985, 16, (1), 3-18 Downloads View citations (39)
  3. Some evidence on the international inequality of real interest rates
    Journal of International Money and Finance, 1985, 4, (2), 189-208 Downloads View citations (73)

1974

  1. Comment: Evaluative Techniques in Consumer Finance— Experimental Results and Policy Implications for Financial Institutions
    Journal of Financial and Quantitative Analysis, 1974, 9, (02), 285-286 Downloads

Chapters

2008

  1. Exchange Rate Models Are Not As Bad As You Think
    A chapter in NBER Macroeconomics Annual 2007, Volume 22, 2008, pp 381-441 Downloads View citations (53)
    See also Working Paper (2007)

Software Items

 
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