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Details about James Nason

E-mail:
Phone:(215) 547-3463
Postal address:Research Department Federal Reserve Bank of Philadelphia Ten Independence Mall Philadelphia, PA 19106
Workplace:Research Department, Federal Reserve Bank of Philadelphia, (more information at EDIRC)

Access statistics for papers by James Nason.

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

Short-id: pna12


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Working Papers

2009

  1. Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in Working Paper, Federal Reserve Bank of Atlanta (2009) Downloads

2008

  1. Exchange rates and fundamentals: a generalization
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2008) Downloads View citations
  2. Great moderations and U.S. interest rates: unconditional evidence
    Working Paper, Federal Reserve Bank of Atlanta Downloads
    Also in Working Papers, Queen's University, Department of Economics (2007) Downloads

2007

  1. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    Working Papers, Duke University, Department of Economics Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2007) Downloads View citations
  2. Simple versus optimal rules as guides to policy
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations
    See also Journal Article in Journal of Monetary Economics (2007)
  3. The McKenna Rule and UK World War I Finance
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2007) Downloads View citations

    See also Journal Article in American Economic Review (2007)

2006

  1. Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes?
    Working Paper, Federal Reserve Bank of Atlanta Downloads

2005

  1. Identifying the New Keynesian Phillips Curve
    Working Papers, Queen's University, Department of Economics Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations

    See also Journal Article in Journal of Applied Econometrics (2008)
  2. Model confidence sets for forecasting models
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations
  3. Over the Top: U.K. World War I Finance and Its Aftermath
    Computing in Economics and Finance 2005, Society for Computational Economics View citations
  4. Testing the significance of calendar effects
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations

2004

  1. Along the New Keynesian Phillips Curve with nominal and real rigidities
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003)
  2. Business Cycle Implications of Habit Formation
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) Downloads
  3. Common trends and common cycles in Canada: who knew so much has been going on?
    Working Paper, Federal Reserve Bank of Atlanta Downloads
    See also Journal Article in Canadian Journal of Economics (2006)

2003

  1. Bulk commodities and the Liverpool and London markets of the mid-19th century
    Working Paper, Federal Reserve Bank of Atlanta Downloads
  2. Choosing the Best Volatility Models:The Model Confidence Set Approach
    Working Papers, Brown University, Department of Economics Downloads View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  3. The present-value model of the current account has been rejected: Round up the usual suspects
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations
    Computing in Economics and Finance 2001, Society for Computational Economics (2001)

    See also Journal Article in Journal of International Economics (2006)

2000

  1. Investment and the Current Account in the Short Run and the Long Run
    UBC Departmental Archives, UBC Department of Economics
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations
    UBC Departmental Archives, UBC Department of Economics (2000)

    See also Journal Article in Journal of Money, Credit and Banking (2002)

1994

  1. Output Dynamics in Real Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics View citations
    Also in Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1993) View citations

    See also Journal Article in American Economic Review (1995)
  2. Technical Appendix: Output Dynamics in rRal Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics
  3. Technical Appendix: Testing the Implications of the Long Run Neutrality for Monetary Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics
  4. Testing the Implications of Long Run Neutrality for Monetary Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics View citations
    See also Journal Article in Journal of Applied Econometrics (1994)

1993

  1. Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco View citations
    See also Journal Article in Journal of Economic Dynamics and Control (1995)
  2. Testing the Implications of Long Run Neutrality with Monetary Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics

1992

  1. Do Real Business Cycles Models Pass the Nelson-Plosser Test?
    UBC Departmental Archives, UBC Department of Economics View citations
  2. Effects of Hodrick-Prescott Filter on Trend and Difference Stationary Time Series: Implications for Business Cycle Research
    UBC Departmental Archives, UBC Department of Economics View citations

1991

  1. Testing for Structural Breaks in Cointegrated Relationaships
    UBC Departmental Archives, UBC Department of Economics View citations
    Also in Working Papers, Queen's University, Department of Economics (1991) View citations

    See also Journal Article in Journal of Econometrics (1996)
  2. The Permanent Income Hypothesis when the Bliss Point is Stochastic
    UBC Departmental Archives, UBC Department of Economics
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1991) Downloads

1989

  1. Nonparametric exchange rate prediction?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations
    See also Journal Article in Journal of International Economics (1990)

1988

  1. The equity premium and time-varying risk behavior
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations

Journal Articles

2008

  1. Identifying the new Keynesian Phillips curve
    Journal of Applied Econometrics, 2008, 23, (5), 525-551 Downloads View citations
    See also Working Paper (2005)
  2. Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
    Journal of Econometrics, 2008, 146, (2), 199-201 Downloads
  3. The new Keynesian Phillips curve: lessons from single-equation econometric estimation
    Economic Quarterly, 2008, (Fall), 361-395 Downloads

2007

  1. Simple versus optimal rules as guides to policy
    Journal of Monetary Economics, 2007, 54, (5), 1372-1396 Downloads View citations
    See also Working Paper (2007)
  2. The McKenna Rule and UK World War I Finance
    American Economic Review, 2007, 97, (2), 290-294 Downloads View citations
    See also Working Paper (2007)

2006

  1. Common trends and common cycles in Canada: who knew so much has been going on?
    Canadian Journal of Economics, 2006, 39, (1), 320-347 Downloads View citations
    See also Working Paper (2004)
  2. Instability in U.S. inflation: 1967-2005
    Economic Review, 2006, (Q 2), 39-59 Downloads View citations
  3. The present-value model of the current account has been rejected: Round up the usual suspects
    Journal of International Economics, 2006, 68, (1), 159-187 Downloads View citations
    See also Working Paper (2003)

2004

  1. Long-run monetary neutrality and long-horizon regressions
    Journal of Applied Econometrics, 2004, 19, (3), 355-373 Downloads View citations

2003

  1. Choosing the Best Volatility Models: The Model Confidence Set Approach
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 839-861 Downloads View citations
    See also Working Paper (2003)
  2. The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?
    Economics Letters, 2003, 78, (3), 351-356 Downloads View citations

2002

  1. Investment and the Current Account in the Short Run and the Long Run
    Journal of Money, Credit and Banking, 2002, 34, (4), 967-86 View citations
    See also Working Paper (2000)

1996

  1. Testing for structural breaks in cointegrated relationships
    Journal of Econometrics, 1996, 71, (1-2), 321-341 Downloads View citations
    See also Working Paper (1991)

1995

  1. Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
    Journal of Economic Dynamics and Control, 1995, 19, (1-2), 253-278 Downloads View citations
    See also Working Paper (1993)
  2. Output Dynamics in Real-Business-Cycle Models
    American Economic Review, 1995, 85, (3), 492-511 Downloads View citations
    See also Working Paper (1994)

1994

  1. Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models
    Journal of Applied Econometrics, 1994, 9, (S), S37-70 Downloads View citations
    See also Working Paper (1994)

1993

  1. Impulse dynamics and propagation mechanisms in a real business cycle model
    Economics Letters, 1993, 43, (1), 77-81 Downloads View citations

1991

  1. Effects of the Hodrick-Prescott filter on integrated time series
    Proceedings, 1991, (Nov) View citations

1990

  1. Nonparametric exchange rate prediction?
    Journal of International Economics, 1990, 28, (3-4), 315-332 Downloads View citations
    See also Working Paper (1989)
 
 
Page updated 2009-11-25