Nelson Mark : Citation Profile


Are you Nelson Mark?

University of Notre Dame

27

H index

44

i10 index

3828

Citations

RESEARCH PRODUCTION:

47

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   35 years (1985 - 2020). See details.
   Cites by year: 109
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 200.    Total self citations: 40 (1.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma186
   Updated: 2021-11-28    RAS profile: 2021-11-07    
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Relations with other researchers


Works with:

Berg, Kimberly (8)

Lugauer, Steven (4)

Curtis, Chadwick (3)

Sul, Donggyu (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:

Sarno, Lucio (64)

Chinn, Menzie (63)

Cheung, Yin-Wong (57)

Taylor, Mark (44)

Engel, Charles (37)

Byrne, Joseph (35)

Bacchetta, Philippe (35)

Korobilis, Dimitris (34)

van Wincoop, Eric (30)

Beckmann, Joscha (24)

Rogoff, Kenneth (23)

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 (21)

Sul, Donggyu (18)

Rogers, John (18)

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
International Economic Review4
American Economic Review4
International Journal of Finance & Economics3
Oxford Bulletin of Economics and Statistics3
Journal of Money, Credit and Banking2
Journal of Monetary Economics2
Journal of Money, Credit and Banking2
Journal of Empirical Finance2
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
2013 Meeting Papers / Society for Economic Dynamics2
Working Papers / Hong Kong Institute for Monetary Research2

Recent works citing Nelson Mark (2021 and 2020)


YearTitle of citing document
2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

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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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2021Empirics of technology and unemployment in advanced countries. (2021). Sava, M K ; Orhan, Mehmet ; Saka, Hami. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:183-200.

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2020Efficient 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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2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2020Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259.

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2021Long-Run Money Demand Function: Search for Stability in Twenty (20) Non-EMU Member Countries. (2021). Bimpong, Patrick ; Asiedu, Michael ; Arthur, Benedict ; Nan, Thomas Hezkeal. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:58-87.

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2021Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil. (2021). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:552.

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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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2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

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2020Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036.

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2020The forward‐looking ability of the real exchange rate and its misalignment to forecast the economic performance and the stock market return. (2020). Tim, Douglas Kai. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2723-2741.

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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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2020Differential Effects of Monetary Policy on Household Consumption: The Case of Israel. (2020). Ribon, Sigal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.12.

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2021Chinas Long-Term Growth Potential: Can Productivity Convergence Be Sustained?. (2021). Yoshino, Koichi ; Mukoyama, Yui ; Sakata, Tomoya ; Sasaki, Takatoshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e07.

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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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2020Exchange rates in India: current account monetarism in a nonlinear context. (2020). CHAUBAL, ADITI ; Aditi, Chaubal. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:27:n:3.

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2020Estimating the Effect of the One-Child Policy on Chinese Household Savings: Evidence from an Oaxaca Decomposition. (2020). Reed, W. ; Coupe, Tom ; Song, Zhongchen. In: Working Papers in Economics. RePEc:cbt:econwp:20/14.

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2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

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2020Payment Innovations, the Shadow Economy and Cash Demand of Households in Euro Area Countries. (2020). Seitz, Franz ; Reimers, Hans-Eggert ; Schneider, Friedrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8574.

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2021Determinants of Japanese Household Saving Behavior in the Low-Interest Rate Environment. (2021). Schnabl, Gunther ; Latsos, Sophia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8927.

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

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2020Renewable energy consumption, financial development and economic growth: Evidence from panel data for the Middle East and North African countries. (2020). Aimer, Nagmi Moftah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00439.

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2020Does the law of one price hold in 82 Indonesian cities? Evidence from club convergence approach. (2020). Aginta, Harry. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00678.

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2021Foreign demand for euro banknotes JEL Classification: E41, E47, E49, E59, F24. (2021). Delmas, Martial ; Politronacci, Emmanuelle ; Bartzsch, Nikolaus ; Rusu, Codruta ; Zamora-Perez, Alejandro ; Lalouette, Laure ; Naksi, Martti ; Brandi, Marco ; Rua, Antonio. In: Occasional Paper Series. RePEc:ecb:ecbops:2021253.

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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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2021Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate. (2021). Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-16.

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2021Effect of Energy Utilization and Financial Development on Economic Growth in Nigeria. (2021). Okoh, Johnson ; Okoye, Lawrence U ; Ezu, Gideon K ; Ehikioya, Benjamin I ; Ezeji, Felix N ; Okorie, Uchechukwu E ; Omankhanlen, Alexander E. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-47.

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2020Macroeconomic implications of population aging: Evidence from Japan. (2020). Wong, Koi ; McNown, Robert ; Goh, Soo Khoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300427.

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2021Knowing when to splurge: Precautionary saving and Chinese-Canadians. (2021). Matthews, Scott J ; Manger, Mark S. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000968.

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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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2021Estimating the effect of the one-child policy on Chinese household savings - Evidence from an Oaxaca decomposition. (2021). Reed, Robert W ; Coupe, Tom ; Song, Zhongchen. In: China Economic Review. RePEc:eee:chieco:v:66:y:2021:i:c:s1043951x2030167x.

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2021The long-term consequences of Chinas “Later, Longer, Fewer” campaign in old age. (2021). Fang, Hanming ; Chen, YI. In: Journal of Development Economics. RePEc:eee:deveco:v:151:y:2021:i:c:s0304387821000432.

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2021Demographic transition, human capital and economic growth in China. (2021). Miller, Ray ; Bairoliya, Neha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s016518892100052x.

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2021Exploring the sources of inflation dynamics: New evidence from China. (2021). Lee, Chien-Chiang ; Liao, Ying ; Chiang, Shu-Hen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:313-332.

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2021Are there links between institutional quality, government expenditure, tax revenue and economic growth? Evidence from low-income and lower middle-income countries. (2021). Arvin, Mak ; Nair, Mahendhiran S ; Pradhan, Rudra P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:468-489.

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2021Is there a wage curve with regional real wages? An analysis for the US and Poland. (2021). Rokicki, Bartlomiej ; Hong, Phan Thi ; Blien, Uwe. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001711.

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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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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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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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2020Incorporating the RMB internationalization effect into its exchange rate volatility forecasting. (2020). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302840.

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2020China and international market integration: Evidence from the law of one price in the Middle East and Africa. (2020). Chan, Kenneth S ; Yu, Alan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081930292x.

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2020Corporate tax, financial leverage, and portfolio risk. (2020). Kim, Dongnyoung ; Chung, Chune Young ; Sub, Paul Moon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301613.

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2020Time-varying beta in functional factor models: Evidence from China. (2020). Horvath, Lajos ; Liu, Zhenya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301753.

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2021Implications of declining household economies of scale on electricity consumption and sustainability in China. (2021). Kanamori, Yuko ; Wu, Wenchao ; Masui, Toshihiko ; Takahashi, Kiyoshi ; Zhou, Qian ; Zhang, Runsen. In: Ecological Economics. RePEc:eee:ecolec:v:184:y:2021:i:c:s0921800921000392.

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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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2021Backward mean transformation in unit root panel data models. (2021). Poldermans, Rutger W ; Juodis, Artras. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000574.

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2020Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (2020). Wagner, Martin ; Hong, Seung Hyun ; Grabarczyk, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:216-255.

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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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2021Detection of units with pervasive effects in large panel data models. (2021). Pesaran, M ; Reese, S ; Kapetanios, G. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:510-541.

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2021The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:569-590.

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2021Tail risk and return predictability for the Japanese equity market. (2021). Ubukata, Masato ; Todorov, Viktor ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:344-363.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2021Solving Euler equations via two-stage nonparametric penalized splines. (2021). Hong, Yongmiao ; Cui, Liyuan ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1024-1056.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2020Citation-based systematic literature review of energy-growth nexus: An overview of the field and content analysis of the top 50 influential papers. (2020). Aghdam, Reza Fathollahzadeh ; Ahmad, Nisar ; Naveed, Amjad ; Butt, Irfan. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304396.

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2020Can commodity prices forecast exchange rates?. (2020). Wang, Yudong ; Tan, Siming ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s014098832030058x.

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2020Heterogeneous effects of energy efficiency, oil price, environmental pressure, R&D investment, and policy on renewable energy -- evidence from the G20 countries. (2020). Pisarenko, Zhanna ; Li, Shuyu ; Wang, Qiang. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220314298.

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2021Energy poverty: Estimating the impact of solid cooking fuels on GDP per capita in developing countries - Case of sub-Saharan Africa. (2021). Bellingham, Richard ; Garba, Ifeoluwa. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000190.

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2020Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile. (2020). Pincheira, Pablo ; Neumann, Federico ; Pincheira-Brown, Pablo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304477.

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2020Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781.

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2021Do market participants’ forecasts of financial variables outperform the random-walk benchmark?. (2021). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313443.

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2021US partisan conflict and high-yield exchange rates. (2021). Shen, Dehua ; Goodell, John W ; Jia, Boxiang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315993.

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2021Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120.

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2021Trade reforms and current account imbalances. (2021). Wei, Shang-Jin ; Shi, Kang ; Ju, Jiandong. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000283.

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2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates. (2021). Kouwenberg, Roy ; Cumperayot, Phornchanok. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176.

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2021Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2021Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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2020Forecasting using heterogeneous panels with cross-sectional dependence. (2020). Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1211-1227.

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2020Statistical learning and exchange rate forecasting. (2020). Pelagatti, Matteo ; Colombo, Emilio. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1260-1289.

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2021Forecasting exchange rates with elliptically symmetric principal components. (2021). Tsang, Kwok Ping ; Solat, Karo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1085-1091.

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2020Structural breaks in the mean of dividend-price ratios: Implications of learning on stock return predictability. (2020). Kim, Chang-Jin ; Xuan, Chunji. In: Japan and the World Economy. RePEc:eee:japwor:v:55:y:2020:i:c:s0922142520300281.

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2020How Japanese firms can weather endaka periods: Evidence from the transportation equipment industry. (2020). Thorbecke, Willem. In: Japan and the World Economy. RePEc:eee:japwor:v:56:y:2020:i:c:s0922142520300360.

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2020The central banks’ ability to control variability of money market interest rates: The case of inflation targeting countries. (2020). Brůna, Karel ; van Tran, Quang ; Bruna, Karel . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:384-402.

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2021Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:773-790.

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2021Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment. (2021). Otero, Jesus ; Nuez, Hector M ; Iregui, Ana Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:290-314.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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2020Investor experiences and financial market dynamics. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:597-622.

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2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

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2020Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states. (2020). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618302389.

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2020Revisiting the persistence of real exchange rates. (2020). Wu, Jyh-Lin ; Chen, Show-Lin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618305710.

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2020Exchange rate forecasting on a napkin. (2020). Rubaszek, Michał ; Ca, Michele ; Michele Ca, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061830192x.

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2020Structural changes and the real exchange rate dynamics. (2020). Shi, Kang ; Liu, Qing ; Lin, Justin Yifu ; Ju, Jiandong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301480.

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2020The evolution of purchasing power parity. (2020). Waddle, Andrea ; Rabe, Collin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301935.

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2021Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302412.

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2021The real effects of exchange rate risk on corporate investment: International evidence. (2021). Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000838.

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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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article20
1990Mean Reversion in Equilibrium Asset Prices. In: American Economic Review.
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article234
1988Mean Reversion in Equilibrium Asset Prices.(1988) In: NBER Working Papers.
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This paper has another version. Agregated cites: 234
paper
1995Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. In: American Economic Review.
[Citation analysis]
article577
2000Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review.
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article202
1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 202
paper
2015Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics.
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article84
2011Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84
paper
2012Demographic Patterns and Household Saving in China.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 84
paper
2011Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 84
paper
2003Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers.
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paper99
2003Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 99
paper
2004Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
2005Dynamic Seemingly Unrelated Cointegrating Regressions.(2005) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
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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paper0
2016Global Macro Risks in Currency Excess Returns In: Staff Working Papers.
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paper17
2018Global macro risks in currency excess returns.(2018) In: Journal of Empirical Finance.
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article
2017Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1991 Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article48
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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article34
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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This paper has another version. Agregated cites: 34
paper
1997Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article3
2003Cointegration Vector Estimation by Panel DOLS and Long?run Money Demand In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article367
2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand.(2002) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 367
paper
2010Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article25
2011LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE In: Pacific Economic Review.
[Full Text][Citation analysis]
article10
2010The equity premium and the risk-free rate: matching the moments In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper118
1993The equity premium and the risk-free rate : Matching the moments.(1993) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 118
article
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
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article92
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
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paper
2004Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
paper11
2003Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2007Official interventions and the forward premium anomaly In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article13
1990Real and nominal exchange rates in the long run: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]
article171
1997Real exchange-rate prediction over long horizons In: Journal of International Economics.
[Full Text][Citation analysis]
article63
2001Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel In: Journal of International Economics.
[Full Text][Citation analysis]
article280
1998Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 280
paper
2005Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 In: Journal of International Economics.
[Full Text][Citation analysis]
article0
2008Endogenous discounting, the world saving glut and the U.S. current account In: Journal of International Economics.
[Full Text][Citation analysis]
article50
2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2015Third-country effects on the exchange rate In: Journal of International Economics.
[Full Text][Citation analysis]
article17
2013Third-Country Effects on the Exchange Rate.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
1988Time-varying betas and risk premia in the pricing of forward foreign exchange contracts In: Journal of Financial Economics.
[Full Text][Citation analysis]
article53
2010A multinomial logit approach to exchange rate policy classification with an application to growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article13
1985Some evidence on the international inequality of real interest rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article83
1987International debt and world business fluctuations In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
2018Measures of global uncertainty and carry-trade excess returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article16
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.
[Full Text][Citation analysis]
article2
2017Demographics and aggregate household saving in Japan, China, and India In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article22
2015Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
1985On time varying risk premia in the foreign exchange market: An econometric analysis In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article45
2013The Role of Household Saving in the Economic Rise of China In: Working Papers.
[Full Text][Citation analysis]
paper6
2012The Role of Household Saving in the Economic Rise of China.(2012) In: Working Papers.
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paper
2012Exchange Rates as Exchange Rate Common Factors In: Working Papers.
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paper20
2012Exchange Rates as Exchange Rate Common Factors.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 20
paper
1988The International Transmission of Real Business Cycles. In: International Economic Review.
[Full Text][Citation analysis]
article42
1992Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability. In: International Economic Review.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article163
2005The real exchange rate and real interest differentials: the role of nonlinearities In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article11
2006Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
1996Alternative Long-Horizon Exchange-Rate Predictors. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article16
1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article69
2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article70
2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics In: Journal of Money, Credit and Banking.
[Citation analysis]
article92
2005Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
article
2008Exchange Rate Models Are Not as Bad as You Think In: NBER Chapters.
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chapter229
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
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paper
2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics In: NBER Technical Working Papers.
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paper3
2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics.(2004) In: Finance.
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paper
2005Effective Exchange Rate Classifications and Growth In: NBER Working Papers.
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paper46
2009Trending Current Accounts In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2010Business Cycles, Consumption and Risk-Sharing: How Different Is China? In: NBER Working Papers.
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paper16
2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
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paper72
2012Factor Model Forecasts of Exchange Rates.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 72
paper
2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
article
2014Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
2017Precautionary Saving of Chinese and U.S. Households.(2017) In: Journal of Money, Credit and Banking.
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article
2017Identifying Exchange Rate Common Factors In: NBER Working Papers.
[Full Text][Citation analysis]
paper18
2018IDENTIFYING EXCHANGE RATE COMMON FACTORS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2019Demographics and Monetary Policy Shocks In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2019Demographics and Monetary Policy Shocks.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2020Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]
paper79
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: 79
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: 79
paper
1997Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? In: Working Papers.
[Full Text][Citation analysis]
paper2
1998Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1998Fundamentals of the Real Dollar-Pound Rate: 1871-1994 In: Working Papers.
[Full Text][Citation analysis]
paper0
1996The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Staff Papers.
[Full Text][Citation analysis]
article57
2013The Size of the Precautionary Component of Household Saving: China and the U.S. In: 2013 Meeting Papers.
[Full Text][Citation analysis]
paper0
1997Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1
1985A Note on International Real Interest Rate Differentials. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article10
1995Context†Dependence of Auditors Interpretations of the SFAS No. 5 Probability Expressions* In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article0
2004Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models In: Econometrics.
[Full Text][Citation analysis]
paper6

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