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Details about Dennis W. Jansen

Workplace:Department of Economics, Texas A&M University, (more information at EDIRC)

Access statistics for papers by Dennis W. Jansen.

Last updated 2018-06-16. Update your information in the RePEc Author Service.

Short-id: pja184


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Working Papers

2013

  1. How Well Does "Core" Inflation Capture Permanent Price Changes?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2005

  1. A Threshold Model of Monetary Policy
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. Tax Policies, Vintage Capital, and Entry and Exit of Plants
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads

1991

  1. Repeated games with Stochastic Discounting
    Working Papers, Pennsylvania State - Department of Economics

1990

  1. AGGREGATION AND THE "RANDON OBJECTIVE" JUSTIFICATION FOR DITURBANCES IN COMPLETE DEMAND SYSTEMS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads
  2. THE DEMAND FOR MONEY IN THE UNITED STATES: EVIDENCE FROM COINTEGRATION TESTS
    Working Papers, Erasmus University of Rotterdam - Institute for Economic Research View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (1991)

1989

  1. Factor-adjustment costs at the industry level
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads
  2. Intertemporal substitution and the role of monetary policy: policy irrelevance once again
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    See also Journal Article in Economic Journal (1990)

1988

  1. On the frequency of large stock returns: putting booms and busts into perspective
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (26)
    See also Journal Article in The Review of Economics and Statistics (1991)
  2. The optimality of nominal income targeting when wages are indexed to price
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)

Journal Articles

2018

  1. Nonlinear evidence on the existence of jobless recoveries
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 19 Downloads

2017

  1. The time varying effect of monetary policy on stock returns
    Economics Letters, 2017, 160, (C), 54-58 Downloads View citations (1)

2015

  1. HOW WELL DOES “CORE†INFLATION CAPTURE PERMANENT PRICE CHANGES?
    Macroeconomic Dynamics, 2015, 19, (4), 791-815 Downloads View citations (2)
  2. School district consolidation: Market concentration and the scale-efficiency tradeoff
    Southern Economic Journal, 2015, 82, (2), 580-597 Downloads View citations (3)

2013

  1. Introducing a new DEA methodology for environmental inputs
    Applied Economics Letters, 2013, 20, (17), 1592-1595 Downloads
  2. Sectoral Effects of Monetary Policy: The Evidence from Publicly Traded Firms
    Southern Economic Journal, 2013, 79, (4), 946-970 Downloads
  3. The effects of monetary policy using structural factor analysis
    Applied Economics, 2013, 45, (18), 2511-2526 Downloads
  4. Understanding the Sum of Perpetuities Method for Valuing Stock Prices
    Journal of Economic Insight (formerly the Journal of Economics (MVEA)), 2013, 39, (1), 65-72

2012

  1. The relative efficiency of charter schools: A cost frontier approach
    Economics of Education Review, 2012, 31, (2), 302-317 Downloads View citations (17)

2011

  1. Does a factor Phillips curve help? An evaluation of the predictive power for U.S. inflation
    Empirical Economics, 2011, 40, (3), 807-826 Downloads View citations (1)
  2. The Impact of Facilities on the Cost of Education
    National Tax Journal, 2011, 64, (1), 193-218 Downloads View citations (3)

2010

  1. Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
    Journal of Empirical Finance, 2010, 17, (5), 981-990 Downloads View citations (34)

2008

  1. Fiscal policy and asset markets: A semiparametric analysis
    Journal of Econometrics, 2008, 147, (1), 141-150 Downloads View citations (23)
  2. The effect of charter schools on traditional public school students in Texas: Are children who stay behind left behind?
    Journal of Urban Economics, 2008, 64, (1), 123-145 Downloads View citations (37)

2007

  1. Macroeconomic forecasting using structural factor analysis
    International Journal of Forecasting, 2007, 23, (4), 655-677 Downloads View citations (3)
  2. SUSTAINABILITY OF THE FRIEDMAN RULE IN AN INTERNATIONAL MONETARY POLICY GAME
    Economic Inquiry, 2007, 45, (3), 470-486 Downloads
  3. Stock market risk and dollarization in Ecuador
    Applied Financial Economics Letters, 2007, 3, (5), 281-286 Downloads
  4. The impact of charter school attendance on student performance
    Journal of Public Economics, 2007, 91, (5-6), 849-876 Downloads View citations (46)

2006

  1. Economic Inquiry 2005--2006 Editor's Report
    Economic Inquiry, 2006, 44, (4), 759-762 Downloads

2005

  1. Economic Inquiry Editor's Report
    Economic Inquiry, 2005, 43, (4), 872-875 Downloads
  2. Regime switching in the dynamic relationship between stock returns and inflation
    Applied Financial Economics Letters, 2005, 1, (5), 273-277 Downloads View citations (12)
  3. The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel
    Annals of Economics and Finance, 2005, 6, (1), 129-153 Downloads View citations (2)

2004

  1. Forecasting with a nonlinear dynamic model of stock returns and industrial production
    International Journal of Forecasting, 2004, 20, (2), 321-342 Downloads View citations (37)

2001

  1. Limited Downside Risk In Portfolio Selection Among U.S. and Pacific Basin Equities
    International Economic Journal, 2001, 15, (4), 1-39 Downloads View citations (3)

2000

  1. Are Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe
    Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 1-23 Downloads View citations (4)
  2. Portfolio selection with limited downside risk
    Journal of Empirical Finance, 2000, 7, (3-4), 247-269 Downloads View citations (31)

1999

  1. A K% MONEY GROWTH LEADERSHIP RULE IN AN INTERNATIONAL MONETARY POLICY GAME
    Contemporary Economic Policy, 1999, 17, (4), 506-516 Downloads View citations (2)
  2. An Evaluation of Federal Reserve Forecasting: Reply
    Journal of Macroeconomics, 1999, 21, (1), 189-203 Downloads View citations (4)
  3. Modeling Nonlinearity of Business Cycles: Choosing Between the CDR and STAR Models
    The Review of Economics and Statistics, 1999, 81, (2), 344-349 Downloads View citations (6)

1997

  1. Nonlinear Business Cycle Dynamics: Cross-country Evidence on the Persistence of Aggregate Shocks
    Economic Inquiry, 1997, 35, (3), 495-509 View citations (29)

1996

  1. An evaluation of federal reserve forecasting
    Journal of Macroeconomics, 1996, 18, (1), 89-109 Downloads View citations (15)

1995

  1. Unit Roots and Infrequent Large Shocks: New International Evidence on Output Growth
    Journal of Money, Credit and Banking, 1995, 27, (3), 867-93 View citations (17)

1993

  1. Differential information and optimal feedback policy in new classical macroeconomic models
    Journal of Macroeconomics, 1993, 15, (2), 329-347 Downloads

1991

  1. A primer on cointegration with an application to money and income
    Review, 1991, (mar), 58-78 Downloads View citations (126)
  2. On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
    The Review of Economics and Statistics, 1991, 73, (1), 18-24 Downloads View citations (174)
    See also Working Paper (1988)
  3. Ranking federal reserve system research departments by publications in professional journals
    Journal of Macroeconomics, 1991, 13, (4), 733-742 Downloads View citations (3)
  4. The Demand for Money in the United States: Evidence from Cointegration Tests
    Journal of Money, Credit and Banking, 1991, 23, (2), 155-68 Downloads View citations (97)
    See also Working Paper (1990)

1990

  1. Intertemporal Substitution and the Role of Monetary Policy: Policy Irrelevance Once Again
    Economic Journal, 1990, 100, (401), 561-66 Downloads
    See also Working Paper (1989)
  2. Variance of Agricultural Prices, Industrial Prices, and Money
    American Journal of Agricultural Economics, 1990, 72, (4), 1066-1073 Downloads View citations (4)

1989

  1. Does inflation uncertainty affect output growth? Further evidence
    Review, 1989, (jul), 43-54 Downloads View citations (17)
  2. Understanding nominal GNP targeting
    Review, 1989, (nov), 31-40 Downloads View citations (2)

1988

  1. Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: A Comment
    Journal of Money, Credit and Banking, 1988, 20, (3), 409-21 Downloads View citations (43)
  2. Federal Reserve Policy, 1975-1985: An empirical analysis
    Journal of Macroeconomics, 1988, 10, (1), 27-47 Downloads View citations (1)
  3. Informational Implications of Money, Interest Rate, and Price Rules
    Economic Inquiry, 1988, 26, (3), 437-48
  4. Price rules, wage indexing, and optimal monetary policy
    Journal of Macroeconomics, 1988, 10, (4), 515-537 Downloads View citations (1)

1987

  1. The geographic distribution of unemployment rates in the U.S.: A spatial-time series analysis
    Journal of Econometrics, 1987, 36, (3), 251-279 Downloads View citations (13)
  2. The relation between money growth variability and the variability of money about target
    Economics Letters, 1987, 25, (4), 355-358 Downloads View citations (1)

1986

  1. Federal Reserve Operating Procedure in the Eighties: A Dynamic Analysis
    Journal of Money, Credit and Banking, 1986, 18, (3), 323-35 Downloads View citations (7)

1985

  1. Real Balances in an Ad Hoc Keynesian Model and Policy Ineffectiveness: A Note
    Journal of Money, Credit and Banking, 1985, 17, (3), 378-86 Downloads View citations (3)

1984

  1. Comment choosing a monetary instrument the case of supply-side shocks
    Journal of Economic Dynamics and Control, 1984, 7, (3), 377-379 Downloads

Edited books

2006

  1. The New Economy and Beyond
    Books, Edward Elgar Publishing Downloads View citations (2)

Chapters

2006

  1. Introduction: What is the New Economy?
    Chapter 1 in The New Economy and Beyond, 2006 Downloads
  2. Should we Teach an Old Economy Dog New Economy Tricks? The Role of a Postal Service in the New Economy
    Chapter 8 in The New Economy and Beyond, 2006 Downloads
 
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