Details about James Nason

Access statistics for papers by James Nason.

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

Short-id: pna12

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
   Also in Working Paper, Federal Reserve Bank of Atlanta (2009)

2008

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

2007

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

2006

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

2005

8. Identifying the New Keynesian Phillips Curve
   Working Papers, Queen's University, Department of Economics View citations
   Also in Working Paper, Federal Reserve Bank of Atlanta (2005) View citations
   See also Journal Article in Journal of Applied Econometrics (2008)
9. Model confidence sets for forecasting models
   Working Paper, Federal Reserve Bank of Atlanta View citations
10. Over the Top: U.K. World War I Finance and Its Aftermath
    Computing in Economics and Finance 2005, Society for Computational Economics View citations
11. Testing the significance of calendar effects
    Working Paper, Federal Reserve Bank of Atlanta View citations

2004

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

2003

15. Bulk commodities and the Liverpool and London markets of the mid-19th century
    Working Paper, Federal Reserve Bank of Atlanta
16. Choosing the Best Volatility Models:The Model Confidence Set Approach
    Working Papers, Brown University, Department of Economics View citations
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
17. The present-value model of the current account has been rejected: Round up the usual suspects
    Working Paper, Federal Reserve Bank of Atlanta View citations
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) View citations
    Computing in Economics and Finance 2001, Society for Computational Economics (2001)
    See also Journal Article in Journal of International Economics (2006)

2000

18. 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) View citations
    UBC Departmental Archives, UBC Department of Economics (2000)
    See also Journal Article in Journal of Money, Credit and Banking (2002)

1994

19. 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)
20. Technical Appendix: Output Dynamics in rRal Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics
21. Technical Appendix: Testing the Implications of the Long Run Neutrality for Monetary Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics
22. 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

23. 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)
24. Testing the Implications of Long Run Neutrality with Monetary Business Cycle Models
    UBC Departmental Archives, UBC Department of Economics

1992

25. Do Real Business Cycles Models Pass the Nelson-Plosser Test?
    UBC Departmental Archives, UBC Department of Economics View citations
26. 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

27. 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)
28. 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)

1989

29. 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

30. 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 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
3. The new Keynesian Phillips curve: lessons from single-equation econometric estimation
   Economic Quarterly, 2008, (Fall), 361-395

2007

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

2006

6. Common trends and common cycles in Canada: who knew so much has been going on?
   Canadian Journal of Economics, 2006, 39, (1), 320-347 View citations
   See also Working Paper (2004)
7. Instability in U.S. inflation: 1967-2005
   Economic Review, 2006, (Q 2), 39-59 View citations
8. 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 View citations
   See also Working Paper (2003)

2004

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

2003

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

2002

12. 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

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

1995

14. 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 View citations
    See also Working Paper (1993)
15. Output Dynamics in Real-Business-Cycle Models
    American Economic Review, 1995, 85, (3), 492-511 View citations
    See also Working Paper (1994)

1994

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

1993

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

1991

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

1990

19. Nonparametric exchange rate prediction?
    Journal of International Economics, 1990, 28, (3-4), 315-332 View citations
    See also Working Paper (1989)