Details about Nathan Balke
Access statistics for papers by Nathan Balke.
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Short-id: pba121
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Working Papers
2020
- The Shale Revolution and the Dynamics of the Oil Market
Working Papers, Federal Reserve Bank of Dallas
2017
- Understanding the Aggregate Effects of Credit Frictions and Uncertainty
Globalization Institute Working Papers, Federal Reserve Bank of Dallas
2014
- Fuel subsidies, the oil market and the world economy
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article in The Energy Journal (2015)
2010
- Oil Price Shocks and U.S. Economic Activity: An International Perspective
Discussion Papers, Resources For the Future View citations (13)
Also in Working Papers, Federal Reserve Bank of Dallas (2010) View citations (7)
- Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations
BIS Working Papers, Bank for International Settlements View citations (2)
2008
- An international perspective on oil price shocks and U.S. economic activity
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
2006
- Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium
Working Papers, Sam Houston State University, Department of Economics and International Business View citations (4)
2003
- The relative price effects of monetary shocks
Working Papers, Federal Reserve Bank of Dallas View citations (6)
See also Journal Article in Journal of Macroeconomics (2007)
2000
- Low frequency movements in stock prices: a state space decomposition
Working Papers, Federal Reserve Bank of Dallas 
See also Journal Article in The Review of Economics and Statistics (2002)
1999
- Oil price shocks and the U.S. economy: where does the asymmetry originate?
Working Papers, Federal Reserve Bank of Dallas View citations (28)
See also Journal Article in The Energy Journal (2002)
1998
- How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively
Working Papers, Federal Reserve Bank of Dallas View citations (3)
See also Journal Article in Journal of Money, Credit and Banking (2002)
1997
- Nonlinear dynamics and covered interest rate parity
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article in Empirical Economics (1998)
1996
- An equilibrium analysis of relative price changes and aggregate inflation
Working Papers, Federal Reserve Bank of Dallas View citations (7)
See also Journal Article in Journal of Monetary Economics (2000)
1995
- Are deep recessions followed by strong recoveries? Results for the G-7 countries
Working Papers, Federal Reserve Bank of Dallas View citations (9)
- Credit and economic activity: shocks or propagation mechanism?
Working Papers, Federal Reserve Bank of Dallas View citations (2)
1994
- The dynamics of recoveries
Working Papers, Federal Reserve Bank of Dallas View citations (1)
1993
- Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?
Working Papers, Federal Reserve Bank of Dallas
- The algebra of price stability
Working Papers, Federal Reserve Bank of Dallas 
Also in Working Papers, Federal Reserve Bank of Dallas (1991) 
See also Journal Article in Journal of Macroeconomics (1994)
1992
- Are deep recessions followed by strong recoveries?
Working Papers, Federal Reserve Bank of Dallas View citations (28)
See also Journal Article in Economics Letters (1992)
- Threshold cointegration
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article in International Economic Review (1997)
1991
- Detecting level shifts in time series: misspecification and a proposed solution
Working Papers, Federal Reserve Bank of Dallas
- Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article in Journal of Applied Econometrics (1994)
1989
- Asymmetric information and the role of FED watching
Working Papers, Federal Reserve Bank of Dallas
1988
- Augmented information in a theory of ambiguity, credibility and inflation
Working Papers, Federal Reserve Bank of Dallas
- The Estimation of Prewar GNP: Methodology and New Evidence
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
1986
- The Estimation of Prewar GNP Volatility, 1869-1938
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
Journal Articles
2015
- A BAYESIAN ANALYSIS OF WEAK IDENTIFICATION IN STOCK PRICE DECOMPOSITIONS
Macroeconomic Dynamics, 2015, 19, (4), 728-752 View citations (1)
- Fuel Subsidies, the Oil Market and the World Economy
The Energy Journal, 2015, Volume 36, (Adelman Special Issue) View citations (7)
See also Working Paper (2014)
2013
- Credit demand, credit supply, and economic activity
The B.E. Journal of Macroeconomics, 2013, 13, (1), 38 View citations (4)
- The contribution of economic fundamentals to movements in exchange rates
Journal of International Economics, 2013, 90, (1), 1-16 View citations (41)
2009
- Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective
Journal of Applied Econometrics, 2009, 24, (1), 35-75 View citations (7)
2007
- The relative price effects of monetary shocks
Journal of Macroeconomics, 2007, 29, (1), 19-36 View citations (25)
See also Working Paper (2003)
2006
- What Drives Stock Prices? Identifying the Determinants of Stock Price Movements
Southern Economic Journal, 2006, 73, (1), 55–78 View citations (5)
2002
- How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively
Journal of Money, Credit and Banking, 2002, 34, (1), 114-36 View citations (21)
See also Working Paper (1998)
- Low-Frequency Movements in Stock Prices: A State-Space Decomposition
The Review of Economics and Statistics, 2002, 84, (4), 649-667 View citations (55)
See also Working Paper (2000)
- Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?
The Energy Journal, 2002, Volume23, (Number 3), 27-52 View citations (90)
See also Working Paper (1999)
2001
- Explaining stock price movements: is there a case for fundamentals?
Economic and Financial Policy Review, 2001, (Q III), 22-34 View citations (14)
2000
- An equilibrium analysis of relative price changes and aggregate inflation
Journal of Monetary Economics, 2000, 45, (2), 269-292 View citations (41)
See also Working Paper (1996)
- Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks
The Review of Economics and Statistics, 2000, 82, (2), 344-349 View citations (186)
- Evaluating the Eleventh District's Beige Book
Economic and Financial Policy Review, 2000, (Q IV), 2-10 View citations (4)
1998
- Crude oil and gasoline prices: an asymmetric relationship?
Economic and Financial Policy Review, 1998, (Q 1), 2-11 View citations (99)
- Nonlinear dynamics and covered interest rate parity
Empirical Economics, 1998, 23, (4), 535-559 View citations (57)
See also Working Paper (1997)
1997
- Threshold Cointegration
International Economic Review, 1997, 38, (3), 627-45 View citations (556)
See also Working Paper (1992)
1996
- Supply shocks and the distribution of price changes
Economic and Financial Policy Review, 1996, (Q I), 10-18 View citations (9)
1995
- Inflation and monetary restraint: too little, too late?
Southwest Economy, 1995, (Jan), 3-5
- Recessions and Recoveries in Real Business Cycle Models
Economic Inquiry, 1995, 33, (4), 640-63 View citations (21)
1994
- Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series
Journal of Applied Econometrics, 1994, 9, (2), 181-200 View citations (87)
See also Working Paper (1991)
- The algebra of price stability
Journal of Macroeconomics, 1994, 16, (1), 77-97 View citations (7)
See also Working Paper (1993)
- The federal funds rate as an indicator of monetary policy: evidence from the 1980s
Economic and Financial Policy Review, 1994, (Q I), 1-15 View citations (5)
- Understanding the price puzzle
Economic and Financial Policy Review, 1994, (Q IV), 15-26 View citations (15)
1993
- Detecting Level Shifts in Time Series
Journal of Business & Economic Statistics, 1993, 11, (1), 81-92 View citations (34)
- Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model
The Review of Economics and Statistics, 1993, 75, (1), 117-22 View citations (7)
- Recessions and recoveries
Economic and Financial Policy Review, 1993, (Jan), 1-17 View citations (6)
1992
- A Theory of Fed Watching in a Macroeconomic Policy Game
International Economic Review, 1992, 33, (3), 619-28 View citations (7)
- Are deep recessions followed by strong recoveries?
Economics Letters, 1992, 39, (2), 183-189 View citations (31)
See also Working Paper (1992)
1991
- Infrequent permanent shocks and the finite-sample performance of unit root tests
Economics Letters, 1991, 36, (3), 269-273 View citations (7)
- Modeling trends in macroeconomic time series
Economic and Financial Policy Review, 1991, (May), 19-33 View citations (5)
- Shifting trends, segmented trends, and infrequent permanent shocks
Journal of Monetary Economics, 1991, 28, (1), 61-85 View citations (71)
1990
- The Rational Timing of Parliamentary Elections
Public Choice, 1990, 65, (3), 201-16 View citations (13)
1989
- The Estimation of Prewar Gross National Product: Methodology and New Evidence
Journal of Political Economy, 1989, 97, (1), 38-92 View citations (118)
Chapters
1986
- Appendix B: Historical Data
A chapter in The American Business Cycle: Continuity and Change, 1986, pp 781-850 View citations (60)
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