EconPapers    
Economics at your fingertips  
 

Details about James M. Nason

E-mail:
Homepage:http://poole.ncsu.edu/index-exp.php/directory/dossier/james-m-nason/
Phone:(919) 513-2884
Postal address:Department of Economics Campus Box 8110 NC State University Raleigh, N.C. 27695-8110
Workplace:Department of Economics, Poole College of Management, North Carolina State University, (more information at EDIRC)

Access statistics for papers by James M. Nason.

Last updated 2014-11-14. Update your information in the RePEc Author Service.

Short-id: pna12


Jump to Journal Articles

Working Papers

2014

  1. Bringing Financial Stability into Monetary Policy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Caepr Working Papers, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington (2014) Downloads
  2. Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, Queen's University, Department of Economics (2013) Downloads

2013

  1. Reverse Kalman filtering U.S. inflation with sticky professional forecasts
    Working Papers, Federal Reserve Bank of Philadelphia Downloads

2012

  1. Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads
  2. Bayesian Estimation of DSGE Models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (1)
  3. Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads View citations (2)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads
    Working Paper, Federal Reserve Bank of Atlanta (2009) Downloads View citations (1)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) Downloads
    Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2014)
  4. Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Paper, Federal Reserve Bank of Cleveland (2012) Downloads View citations (5)
    Working Papers, Federal Reserve Bank of Philadelphia (2012) Downloads

2011

  1. UK World War I and Interwar Data for Business Cycle and Growth Analysis
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads
    Working Paper, Federal Reserve Bank of Atlanta (2009) Downloads

    See also Journal Article in Cliometrica, Journal of Historical Economics and Econometric History (2012)

2010

  1. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    Working Papers, Duke University, Department of Economics Downloads View citations (2)
    Also in Working Papers, Duke University, Department of Economics (2007) Downloads View citations (18)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2009) Downloads View citations (1)
    Working Paper, Federal Reserve Bank of Atlanta (2007) Downloads View citations (32)
    Working Papers, Duke University, Department of Economics (2009) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2012)
  2. The Model Confidence Set
    CREATES Research Papers, School of Economics and Management, University of Aarhus Downloads View citations (1)
    See also Journal Article in Econometrica (2011)

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 (5)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2008) Downloads View citations (9)
  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 View citations (1)

    See also Journal Article in The B.E. Journal of Macroeconomics (2008)

2007

  1. Information Criteria for Impulse Response Function Matching Estimation
    2007 Meeting Papers, Society for Economic Dynamics View citations (7)
  2. Simple versus optimal rules as guides to policy
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (18)
    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 (1)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2007) Downloads View citations (2)

    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 View citations (1)

2005

  1. Identifying the New Keynesian Phillips Curve
    Working Papers, Queen's University, Department of Economics Downloads View citations (17)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2005) Downloads View citations (38)

    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 (14)
  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 (1)
  4. Testing the significance of calendar effects
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (5)

2004

  1. Along the New Keynesian Phillips curve with nominal and real rigidities
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (12)
    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 (2)
    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 (20)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2003) Downloads View citations (23)

    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 (7)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations (30)
    Computing in Economics and Finance 2001, Society for Computational Economics (2001)

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

1999

  1. Investment and the current account in the short run and the long run
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (3)
    See also Journal Article in Journal of Money, Credit and Banking (2002)
  2. Risk Selection and Matching in Performance-Based Contracting
    Working Papers, Department of Economics, University of Calgary

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 (95)
    See also Journal Article in Journal of Economic Dynamics and Control (1995)
  2. Output dynamics in real business cycle models
    Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco View citations (192)
    See also Journal Article in American Economic Review (1995)

1991

  1. Testing for Structural Breaks
    Working Papers, Queen's University, Department of Economics Downloads View citations (14)
  2. The permanent income hypothesis when the bliss point is stochastic
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads View citations (2)

1989

  1. Nonparametric exchange rate prediction?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    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 (15)

Journal Articles

2014

  1. Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
    Journal of Money, Credit and Banking, 2014, 46, (2-3), 519-544 Downloads
    See also Working Paper (2012)

2012

  1. Information criteria for impulse response function matching estimation of DSGE models
    Journal of Econometrics, 2012, 170, (2), 499-518 Downloads View citations (2)
    See also Working Paper (2010)
  2. Time-consistency and credible monetary policy after the crisis
    Business Review, 2012, (Q2), 19-26 Downloads
  3. UK World War I and interwar data for business cycle and growth analysis
    Cliometrica, Journal of Historical Economics and Econometric History, 2012, 6, (2), 115-142 Downloads
    See also Working Paper (2011)

2011

  1. The Model Confidence Set
    Econometrica, 2011, 79, (2), 453-497 View citations (40)
    See also Working Paper (2010)

2008

  1. Great Moderation(s) and US Interest Rates: Unconditional Evidence
    The B.E. Journal of Macroeconomics, 2008, 8, (1), 1-33 Downloads View citations (7)
    See also Working Paper (2008)
  2. Identifying the new Keynesian Phillips curve
    Journal of Applied Econometrics, 2008, 23, (5), 525-551 Downloads View citations (30)
    See also Working Paper (2005)
  3. Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
    Journal of Econometrics, 2008, 146, (2), 199-201 Downloads
  4. The New Keynesian Phillips curve: lessons from single-equation econometric estimation
    Economic Quarterly, 2008, (Fall), 361-395 Downloads View citations (21)

2007

  1. Simple versus optimal rules as guides to policy
    Journal of Monetary Economics, 2007, 54, (5), 1372-1396 Downloads View citations (18)
    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 (1)
    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 (6)
    See also Working Paper (2004)
  2. Instability in U.S. inflation: 1967-2005
    Economic Review, 2006, (Q 2), 39-59 Downloads View citations (8)
  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 (56)
    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 (18)

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 (35)
    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 (15)

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 (44)
    See also Working Paper (1999)

1996

  1. Testing for structural breaks in cointegrated relationships
    Journal of Econometrics, 1996, 71, (1-2), 321-341 Downloads View citations (58)

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 (256)
    See also Working Paper (1993)
  2. Output Dynamics in Real-Business-Cycle Models
    American Economic Review, 1995, 85, (3), 492-511 Downloads View citations (234)
    See also Working Paper (1993)

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 (35)

1993

  1. Impulse dynamics and propagation mechanisms in a real business cycle model
    Economics Letters, 1993, 43, (1), 77-81 Downloads View citations (21)

1991

  1. Effects of the Hodrick-Prescott filter on integrated time series
    Proceedings, 1991, (Nov) View citations (15)

1990

  1. Nonparametric exchange rate prediction?
    Journal of International Economics, 1990, 28, (3-4), 315-332 Downloads View citations (170)
    See also Working Paper (1989)
 
Page updated 2014-12-18