Nelson Mark : Citation Profile


Are you Nelson Mark?

University of Notre Dame

29

H index

42

i10 index

3624

Citations

RESEARCH PRODUCTION:

46

Articles

53

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1985 - 2019). See details.
   Cites by year: 106
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 385.    Total self citations: 40 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma186
   Updated: 2020-08-09    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

Berg, Kimberly (10)

Lugauer, Steven (7)

Curtis, Chadwick (5)

Sul, Donggyu (2)

Choi, Horag (2)

Greenaway-McGrevy, Ryan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nelson Mark.

Is cited by:

Chinn, Menzie (62)

Cheung, Yin-Wong (59)

Sarno, Lucio (54)

Taylor, Mark (40)

Engel, Charles (37)

Byrne, Joseph (35)

Korobilis, Dimitris (34)

Bacchetta, Philippe (34)

van Wincoop, Eric (29)

Rogoff, Kenneth (23)

Ribeiro, Pinho (22)

Cites to:

Rogoff, Kenneth (44)

Engel, Charles (36)

Obstfeld, Maurice (27)

Chinn, Menzie (26)

Reinhart, Carmen (24)

Campbell, John (24)

Frankel, Jeffrey (23)

West, Kenneth (20)

Rogers, John (17)

Sul, Donggyu (16)

Clarida, Richard (15)

Main data


Where Nelson Mark has published?


Journals with more than one article published# docs
Journal of International Economics6
Journal of International Money and Finance5
American Economic Review4
International Economic Review4
International Journal of Finance & Economics3
Oxford Bulletin of Economics and Statistics3
Journal of Empirical Finance2
Journal of Monetary Economics2
Journal of Money, Credit and Banking2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Notre Dame, Department of Economics4
Working Papers / Department of Economics, The University of Auckland3
IMF Working Papers / International Monetary Fund2
2013 Meeting Papers / Society for Economic Dynamics2
Working Papers / Hong Kong Institute for Monetary Research2
GRU Working Paper Series / City University of Hong Kong, Department of Economics and Finance, Global Research Unit2

Recent works citing Nelson Mark (2019 and 2018)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2020Sterilized FX interventions may not be so sterilized. (2020). Mkhatrishvili, Shalva ; Tsutskiridze, Giorgi ; Arevadze, Lasha. In: NBG Working Papers. RePEc:aez:wpaper:02/2020.

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2019Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:156.

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2017Estimating Factor Shares from Nonstationary Panel Data. (2017). Ramírez-Rondán, N.R. ; Aquino, Juan ; Ramirez-Rondan, N R ; Aquino-Chavez, Juan . In: Working Papers. RePEc:apc:wpaper:2017-089.

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2019Investor Experiences and Financial Market Dynamics. (2019). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:1612.09553.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). di Matteo, Tiziana ; Buonocore, Riccardo Junior ; Verma, Anshul. In: Papers. RePEc:arx:papers:1712.02138.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

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2018The Framework for Risk Identification and Assessment. (2018). Traclet, Virginie ; MacDonald, Cameron. In: Technical Reports. RePEc:bca:bocatr:113.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2020Eurozone prices: a tale of convergence and divergence. (2020). Guerrero, David E ; Gonzalez-Perez, Maria T ; Garcia-Hiernaux, Alfredo. In: Working Papers. RePEc:bde:wpaper:2010.

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2017Un nuevo cálculo de la tasa de cambio real de equilibrio para Colombia: Enfoque de Balance Macroeconómico. (2017). Torres, Jhon ; Cote, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1030.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius. In: BIS Working Papers. RePEc:bis:biswps:652.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2019Government Spending Patterns and the Real Exchange Rate in Sub‐Saharan Africa. (2019). Ibhagui, Oyakhilome. In: African Development Review. RePEc:bla:afrdev:v:31:y:2019:i:3:p:335-347.

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2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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2018DOES THE LAUNCH OF THE EURO HINDER THE CURRENT ACCOUNT ADJUSTMENT OF THE EUROZONE?. (2018). Wu, Jowei. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1116-1135.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017House price to income ratio and fundamentals: Evidence on long-horizon forecastability. (2017). Chen, Nan-Kuang ; Cheng, Han-Liang . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:293-311.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017Thousands of BEERs: Take your pick. (2017). Grisse, Christian ; Adler, Konrad . In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:1078-1104.

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2017Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974.

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2017The Long-run Relationship Between Trade and Population Health: Evidence from Five Decades. (2017). Herzer, Dierk. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:462-487.

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2020Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?. (2020). Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; Anastasiou, Dimitrios ; Giannoulakis, Stelios. In: Working Papers. RePEc:bog:wpaper:277.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2018Estudio exploratorio sobre asequibilidad económica a la vida cotidiana en principales ciudades de Chile. (2018). Vergara Perucich, Francisco. In: Documentos de Trabajo en Economia y Ciencia Regional. RePEc:cat:dtecon:dt201800.

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2017The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power. (2017). Ronn, Ehud I ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:17/19.

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2018Understanding the Volatility of the Canadian Exchange Rate. (2018). Rebelo, Sergio ; Johannsen, Benjamin ; Eichenbaum, Martin. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:502.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Global Demographic Change and Climate Policies. (2017). Jaimes, Richard ; Gerlagh, Reyer ; Motavasseli, Ali . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6617.

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2017A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels. (2017). Pesaran, M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6688.

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2018Cash in Circulation and the Shadow Economy: An Empirical Investigation for Euro Area Countries and Beyond. (2018). Seitz, Franz ; schneider, friedrich ; Reimers, Hans-Eggert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7143.

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2018Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?. (2018). Rottmann, Horst ; Auer, Benjamin R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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2018A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models. (2018). Pesaran, M ; Reese, Simon ; Kapetanios, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7401.

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2019Political Risk and Real Exchange Rate: What can we Learn from Recent Developments in Panel Data Econometrics for Emerging and Developing Countries?. (2019). Rault, Christophe ; Bahmani-Oskooee, Mohsen ; Nouira, Ridha ; Amor, Thouraya Hadj. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7443.

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2019Net Capital Flows and Portfolio Diversification. (2019). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Wu, Min ; Bobic, Vida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7883.

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2018Exchange Rate Misalignment, Capital Flows, and Optimal Monetary Policy Trade-off. (2018). Leduc, Sylvain ; Dedola, Luca ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:1806.

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2019Saving Rates in Latin America: A Neoclassical Perspective. (2019). Tamayo, Cesar ; FERNÁNDEZ MARTIN, ANDRÉS ; Imrohoroglu, Ayse ; Fernandez, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:856.

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2018Demanda de dinero en América Latina, 1996-2016: una aplicación de cointegración en datos de panel. (2018). Torres García, Alejandro ; Posada, Carlos ; Velasquez, Hermilson ; Villca, Alfredo . In: Documentos de Trabajo CIEF. RePEc:col:000122:017008.

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2020The impact of the exchange rate on the financial result of enterprises in the transport sector. (2020). Kokot-Stepien, Patrycja ; Krawczyk, Patrycja. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:19:y:2020:i:1:p:47-60.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018The Levered Equity Risk Premium and Credit Spreads: A Unified Framework. (2018). Bhamra, Harjoat Singh ; Strebulaev, Ilya ; Kuehn, Lars-Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12827.

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2018Exchange Rate Misalignment, Capital Flows, and Optimal Monetary Policy Trade-offs. (2018). Corsetti, Giancarlo ; Leduc, Sylvain ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12850.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2018Nominal exchange rate dynamics and monetary policy: uncovered interest rate parity and purchasing power parity revisited. (2018). Saadon, Yossi ; Sussman, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13235.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety. (2019). Tang, Jenny ; Stavrakeva, Vania. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14034.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2017The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement. (2017). MacDonald, Ronald ; Cao, Shuo ; Liu, Ruirui ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_013.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2018Relative Productivity and Search Unemployment in an Open Economy. (2018). Bertinelli, Luisito ; Restout, Romain ; Cardi, Olivier. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2018008.

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2017Revision of the small macro-econometric model of the Nigerian economy. (2017). Olubusoye, Olusanya ; Adebiyi, Micheal A ; Uwatt, Uwatt B ; Aminu, Alarudeen ; Olofin, Sam. In: Working Papers. RePEc:cui:wpaper:0032.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2018Exchange rates, sunspots and cycles. (2018). Eugeni, Sara ; Bambi, Mauro. In: Working Papers. RePEc:dur:durham:2018_05.

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2020REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY. (2020). tule, moses ; Salisu, Afees ; Olofin, S O. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_7.

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2017Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa. (2017). Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00186.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Silanine, Alexandre ; Boubakri, Salem ; Guillaumin, Cyriac . In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234.

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2020Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand. (2020). Sethapramote, Yuthana ; Vichitthamaros, Preecha ; Pumjaroen, Jeerawadee. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-7.

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2017Economic Growth, CO2 Emissions and Electric Consumption: Is there an Environmental Kuznets Curve? An Empirical Study for North America Countries. (2017). Rosado, Joel Alejandro . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-02-09.

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2019The Impact of Renewable Energy Consumption on Carbon Dioxide Emissions: Empirical Evidence from Developing Countries in Asia. (2019). Imran, Che Mohd ; Azlina, A A ; Hasnisah, Azilah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-15.

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2019Price convergence among Indian cities: The role of linguistic differences, topography, and aggregation. (2019). Morshed, AKM ; Morshed, A. K. M. Mahbub, ; Kitenge, Erick M. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:34-50.

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2020Bequest motive, household portfolio choice, and wealth inequality in urban China. (2020). Gan, LI ; Yang, Xintong. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301609.

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2019Learning about banks’ net worth and the slow recovery after the financial crisis. (2019). Kuhl, Michael ; Hollmayr, Josef. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301733.

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2017Fiscal consolidation and its cross-country effects. (2017). Varthalitis, Petros ; Philippopoulos, Apostolis ; Vassilatos, Vanghelis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:55-106.

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2018Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

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2018Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

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2018Managerial manipulation, corporate governance, and limited market participation. (2018). Liu, QI ; Sun, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:98-117.

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2017Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.

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2018Money and credit overhang in the euro area. (2018). Kool, Clemens ; Liu, Jingyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:622-633.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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2018Modelling currency demand in a small open economy within a monetary union. (2018). Rua, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:88-96.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2019The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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2019The global effects of productivity gains in Asian emerging economies. (2019). Vahid, Farshid ; Anderson, Heather ; Dumrongrittikul, Taya . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:127-140.

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2020Does monetary policy credibility mitigate the fear of floating?. (2020). Ferreira, Caio Ferrari ; Montes, Gabriel Caldas. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:76-87.

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2020The impact of digital finance on household consumption: Evidence from China. (2020). Xiao, Jing Jian ; Wu, YU ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:317-326.

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2018Capital market integration in ASEAN: A non-stationary panel data analysis. (2018). Chan, Kenneth S ; Lai, Jennifer T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:249-260.

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2019Debt maturity, leverage, and political uncertainty. (2019). Yang, Shanxiang ; Wang, Xinjie ; Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830617x.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x.

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2018Earnings test, non-actuarial adjustments and flexible retirement. (2018). Borsch-Supan, Axel ; Leite, Duarte N ; Hartl, Klaus. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:78-83.

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2020Half-panel jackknife estimation for dynamic panel models. (2020). Mehic, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300781.

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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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2019Extreme canonical correlations and high-dimensional cointegration analysis. (2019). Wang, Chen ; Onatski, Alexei. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:307-322.

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More than 100 citations found, this list is not complete...

Works by Nelson Mark:


YearTitleTypeCited
1990Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations. In: American Economic Review.
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article16
1990Mean Reversion in Equilibrium Asset Prices. In: American Economic Review.
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1988Mean Reversion in Equilibrium Asset Prices.(1988) In: NBER Working Papers.
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1995Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. In: American Economic Review.
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article545
2000Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review.
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article189
1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?.(1998) In: NBER Working Papers.
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2015Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics.
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article70
2011Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers.
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2012Demographic Patterns and Household Saving in China.(2012) In: Working Papers.
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2011Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers.
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2003Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers.
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paper86
2004Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: Working Papers.
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2003Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers.
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paper
2005Dynamic Seemingly Unrelated Cointegrating Regressions.(2005) In: Review of Economic Studies.
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article
2002Asymptotic Power Advantages of Long-Horizon Regressions In: Working Papers.
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paper1
2002Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand In: Working Papers.
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2016Global Macro Risks in Currency Excess Returns In: Staff Working Papers.
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paper13
2018Global macro risks in currency excess returns.(2018) In: Journal of Empirical Finance.
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2017Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers.
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1991 Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance.
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article44
1994 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. In: Journal of Finance.
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article33
1992Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns.(1992) In: NBER Technical Working Papers.
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1997Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics.
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article2
2003Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand In: Oxford Bulletin of Economics and Statistics.
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article331
2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand.(2002) In: NBER Technical Working Papers.
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paper
2010Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment In: Oxford Bulletin of Economics and Statistics.
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article24
2011LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE In: Pacific Economic Review.
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article8
2010The equity premium and the risk-free rate: matching the moments In: Levine's Working Paper Archive.
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paper114
1993The equity premium and the risk-free rate : Matching the moments.(1993) In: Journal of Monetary Economics.
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article
2001Demographics and Aggregate Household Saving in Japan, China, and India In: GRU Working Paper Series.
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paper12
2017Demographics and aggregate household saving in Japan, China, and India.(2017) In: Journal of Macroeconomics.
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2015Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers.
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2017Measures of Global Uncertainty and Carry-Trade Excess Returns In: GRU Working Paper Series.
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paper7
2018Measures of global uncertainty and carry-trade excess returns.(2018) In: Journal of International Money and Finance.
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1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
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1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
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2004Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market In: Econometric Society 2004 Far Eastern Meetings.
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paper10
2003Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market.(2003) In: NBER Working Papers.
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2007Official interventions and the forward premium anomaly In: Journal of Empirical Finance.
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article13
1990Real and nominal exchange rates in the long run: An empirical investigation In: Journal of International Economics.
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article161
1997Real exchange-rate prediction over long horizons In: Journal of International Economics.
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article60
2001Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel In: Journal of International Economics.
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article261
1998Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel.(1998) In: Working Papers.
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paper
2005Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 In: Journal of International Economics.
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article0
2008Endogenous discounting, the world saving glut and the U.S. current account In: Journal of International Economics.
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article46
2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account.(2007) In: NBER Working Papers.
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paper
2015Third-country effects on the exchange rate In: Journal of International Economics.
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article14
2013Third-Country Effects on the Exchange Rate.(2013) In: 2013 Meeting Papers.
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1988Time-varying betas and risk premia in the pricing of forward foreign exchange contracts In: Journal of Financial Economics.
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article49
2010A multinomial logit approach to exchange rate policy classification with an application to growth In: Journal of International Money and Finance.
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article12
1985Some evidence on the international inequality of real interest rates In: Journal of International Money and Finance.
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article81
1987International debt and world business fluctuations In: Journal of International Money and Finance.
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article4
2019Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium In: Journal of International Money and Finance.
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article1
1985On time varying risk premia in the foreign exchange market: An econometric analysis In: Journal of Monetary Economics.
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article41
2013The Role of Household Saving in the Economic Rise of China In: Working Papers.
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2012The Role of Household Saving in the Economic Rise of China.(2012) In: Working Papers.
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2012Exchange Rates as Exchange Rate Common Factors In: Working Papers.
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paper19
2012Exchange Rates as Exchange Rate Common Factors.(2012) In: Working Papers.
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paper
1988The International Transmission of Real Business Cycles. In: International Economic Review.
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article41
1992Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability. In: International Economic Review.
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article8
1993Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum. In: International Economic Review.
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article0
2002Price Index Convergence Among United States Cities In: International Economic Review.
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article154
2005The real exchange rate and real interest differentials: the role of nonlinearities In: International Journal of Finance & Economics.
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article8
2006Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics.
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article0
1996Alternative Long-Horizon Exchange-Rate Predictors. In: International Journal of Finance & Economics.
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article16
1996The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Working Papers.
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paper70
1998The Relative Importance of Political and Economic Variables in Creditworthiness Ratings In: IMF Working Papers.
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paper30
1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
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article66
2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data In: Journal of Money, Credit and Banking.
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article67
2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers.
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paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics In: Journal of Money, Credit and Banking.
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article84
2005Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2005) In: NBER Working Papers.
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2008Exchange Rate Models Are Not As Bad As You Think In: NBER Chapters.
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2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
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2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics In: NBER Technical Working Papers.
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2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics.(2004) In: Finance.
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2005Effective Exchange Rate Classifications and Growth In: NBER Working Papers.
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paper45
2009Trending Current Accounts In: NBER Working Papers.
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2010Business Cycles, Consumption and Risk-Sharing: How Different Is China? In: NBER Working Papers.
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paper15
2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
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paper61
2012Factor Model Forecasts of Exchange Rates.(2012) In: Working Papers.
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2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
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2014Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers.
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paper10
2017Precautionary Saving of Chinese and U.S. Households.(2017) In: Journal of Money, Credit and Banking.
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2017Identifying Exchange Rate Common Factors In: NBER Working Papers.
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paper11
2018IDENTIFYING EXCHANGE RATE COMMON FACTORS.(2018) In: International Economic Review.
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2019Demographics and Monetary Policy Shocks In: NBER Working Papers.
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paper0
2019Demographics and Monetary Policy Shocks.(2019) In: 2019 Meeting Papers.
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2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers.
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paper72
1998Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 72
paper
1999Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
1997Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? In: Working Papers.
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paper2
1998Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?.(1998) In: Working Papers.
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paper
1998Fundamentals of the Real Dollar-Pound Rate: 1871-1994 In: Working Papers.
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paper0
1996The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Staff Papers.
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article53
2013The Size of the Precautionary Component of Household Saving: China and the U.S. In: 2013 Meeting Papers.
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paper0
1997Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity In: Tinbergen Institute Discussion Papers.
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paper1
1985A Note on International Real Interest Rate Differentials. In: The Review of Economics and Statistics.
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article9
1995Context†Dependence of Auditors Interpretations of the SFAS No. 5 Probability Expressions* In: Contemporary Accounting Research.
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2004Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models In: Econometrics.
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