Nelson Mark : Citation Profile


Are you Nelson Mark?

University of Notre Dame

28

H index

37

i10 index

3312

Citations

RESEARCH PRODUCTION:

40

Articles

49

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1985 - 2017). See details.
   Cites by year: 103
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 224.    Total self citations: 36 (1.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma186
   Updated: 2018-12-15    RAS profile: 2018-06-07    
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Relations with other researchers


Works with:

Lugauer, Steven (6)

Berg, Kimberly (4)

Curtis, Chadwick (3)

Choi, Horag (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 (61)

Cheung, Yin-Wong (57)

Sarno, Lucio (49)

Engel, Charles (36)

Taylor, Mark (35)

Byrne, Joseph (34)

Korobilis, Dimitris (34)

Bacchetta, Philippe (34)

van Wincoop, Eric (29)

Rogoff, Kenneth (23)

Ribeiro, Pinho (22)

Cites to:

Rogoff, Kenneth (45)

Engel, Charles (34)

Campbell, John (28)

Obstfeld, Maurice (27)

Chinn, Menzie (25)

Reinhart, Carmen (24)

Frankel, Jeffrey (23)

Shiller, Robert (19)

West, Kenneth (19)

Rogers, John (17)

Sul, Donggyu (16)

Main data


Where Nelson Mark has published?


Journals with more than one article published# docs
Journal of International Economics6
International Economic Review4
American Economic Review4
International Journal of Finance & Economics3
Oxford Bulletin of Economics and Statistics3
Journal of International Money and Finance3
Journal of Finance2
Journal of Monetary Economics2
Journal of Money, Credit and Banking2

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
IMF Working Papers / International Monetary Fund2

Recent works citing Nelson Mark (2018 and 2017)


YearTitle of citing document
2017Spatial integration of agricultural land markets. (2017). Ritter, Matthias ; Odening, Martin ; Yang, Xinyue. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261430.

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2017Where are the economies of scale in Canadian banking?. (2017). McKeown, Robert . In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274706.

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2017Patterns of regional inflation persistence in a CEE country. The case of Poland. (2017). Gajewski, Pawel. In: Lodz Economics Working Papers. RePEc:ann:wpaper:5/2017.

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

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . 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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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). MacDonald, Cameron ; Traclet, Virginie . 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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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Un nuevo cálculo de la tasa de cambio real de equilibrio para Colombia: Enfoque de Balance Macroeconómico. (2017). Torres, Jhon Edwar ; 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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2017Chinas New Role in the International Financial Architecture. (2017). Drysdale, Peter ; Wang, Jiao ; Triggs, Adam. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:12:y:2017:i:2:p:258-277.

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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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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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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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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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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). Biakowski, Jdrzej ; Ronn, Ehud I. In: Working Papers in Economics. RePEc:cbt:econwp:17/19.

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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). schneider, friedrich ; Reimers, Hans-Eggert ; Seitz, Franz. 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). Auer, Benjamin R ; Rottmann, Horst . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7204.

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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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2017Segmentation of consumer markets in the US: What do intercity price differences tell us?. (2017). Choi, Chi-Young ; Wu, Jyh-Lin ; Murphy, Anthony . In: Canadian Journal of Economics. RePEc:cje:issued:v:50:y:2017:i:3:p:738-777.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11911.

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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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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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

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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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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248464.

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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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2017Fiscal consolidation and its cross-country effects. (2017). Varthalitis, Petros ; Vassilatos, Vanghelis ; Philippopoulos, Apostolis . 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 ; Han, Liyan ; Xu, Yang. 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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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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2017Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:71-74.

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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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2018Population policies, demographic structural changes, and the Chinese household saving puzzle. (2018). Yang, Dennis ; Ge, Suqin ; Zhang, Junsen. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:181-209.

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2017Import and innovation: Evidence from Chinese firms. (2017). Chen, Zhiyuan ; Zheng, Wenping ; Zhang, Jie. In: European Economic Review. RePEc:eee:eecrev:v:94:y:2017:i:c:p:205-220.

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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2017Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:199-211.

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2018Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156.

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2018Maximal predictability under long-term mean reversion. (2018). Hjalmarsson, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:269-282.

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2018Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2017Optimal hedging in the US natural gas market: The effect of maturity and cointegration. (2017). Ghoddusi, Hamed ; Emamzadehfard, Sahar . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:92-105.

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2018Does energy efficiency promote economic growth? Evidence from a multicountry and multisectoral panel dataset. (2018). Rajbhandari, Ashish ; Zhang, Fan. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:128-139.

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2017International stock return predictability: Evidence from new statistical tests. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:97-113.

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2018A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11.

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2018Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, . In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:1-13.

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2017Exchange rate forecasting with DSGE models. (2017). Rubaszek, Michał ; Kolasa, Marcin ; Ca, Michele ; Michele Ca, . In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:127-146.

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2017Exchange rate dynamics in a Taylor rule framework. (2017). Yao, Shujie ; Chen, Chuanglian ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:158-173.

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2017Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151.

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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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2018Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

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2018A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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2017Improving the power of the Diebold–Mariano–West test for least squares predictions. (2017). Mayer, Walter J ; Dang, Xin ; Liu, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:618-626.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2017Can monetary policy cause the uncovered interest parity puzzle?. (2017). Park, Cheolbeom. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:34-44.

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2017Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology. (2017). Tsionas, Mike ; Izzeldin, Marwan ; Kapetanios, George ; Baltas, Konstantinos N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:36-56.

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2017Out-of-sample equity premium predictability and sample split–invariant inference. (2017). Karapandza, Rasa ; Kolev, Gueorgui I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:188-201.

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2017Unemployment fluctuations and the predictability of currency returns. (2017). Nucera, Federico. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:88-106.

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2018Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:366-392.

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2018Fundamental factors and extrapolation in stock-market expectations: The central role of structural change. (2018). Stillwagon, Josh ; Frydman, Roman . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:189-198.

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2018Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:315-343.

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2017Confidence, bond risks, and equity returns. (2017). Zhao, Guihai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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2017The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316.

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2017The real exchange rate in the long run: Balassa-Samuelson effects reconsidered. (2017). MacDonald, Ronald ; Fazio, Giorgio ; Choudhri, Ehsan ; Bordo, Michael D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:69-92.

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2017Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20.

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2018Margins of imports, forward-looking firms, and exchange rate movements. (2018). Li, Yao ; fan, haichao ; Zhao, Chen Carol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:185-202.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2018Transition and capital misallocation: the Chinese case. (2018). Cubizol, Damien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:88-115.

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2018Does a flexible exchange rate regime increase inflation persistence?. (2018). Wu, Jo-Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:244-263.

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2018Discretionary policy in a small open economy: Exchange rate regimes and multiple equilibria. (2018). Kirsanova, Tatiana ; Himmels, Christoph . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:53-64.

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2017Convergence-driven inflation and the channels of its absorption. (2017). Welfe, Aleksander ; Konopczak, Karolina. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1019-1034.

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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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article216
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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article504
2000Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review.
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article174
1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?.(1998) In: NBER Working Papers.
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paper
2015Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics.
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article51
2011Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers.
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paper
2012Demographic Patterns and Household Saving in China.(2012) In: Working Papers.
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paper
2011Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers.
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paper
2003Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers.
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paper80
2003Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers.
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paper
2004Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: 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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paper0
2016Global Macro Risks in Currency Excess Returns In: Staff Working Papers.
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paper4
2017Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers.
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paper
1991 Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance.
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article43
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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article32
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: 32
paper
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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article294
2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand.(2002) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 294
paper
2010Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment In: Oxford Bulletin of Economics and Statistics.
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article22
2011LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE In: Pacific Economic Review.
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article6
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
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
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article83
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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This paper has another version. Agregated cites: 10
paper
2007Official interventions and the forward premium anomaly In: Journal of Empirical Finance.
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article10
1990Real and nominal exchange rates in the long run: An empirical investigation In: Journal of International Economics.
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article159
1997Real exchange-rate prediction over long horizons In: Journal of International Economics.
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article58
2001Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel In: Journal of International Economics.
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article241
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: 241
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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article45
2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
2015Third-country effects on the exchange rate In: Journal of International Economics.
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article13
2013Third-Country Effects on the Exchange Rate.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 13
paper
1988Time-varying betas and risk premia in the pricing of forward foreign exchange contracts In: Journal of Financial Economics.
[Full Text][Citation analysis]
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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article11
1985Some evidence on the international inequality of real interest rates In: Journal of International Money and Finance.
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article80
1987International debt and world business fluctuations In: Journal of International Money and Finance.
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article4
2017Demographics and aggregate household saving in Japan, China, and India In: Journal of Macroeconomics.
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article6
2015Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers.
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paper
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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paper4
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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paper15
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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article39
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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article148
2005The real exchange rate and real interest differentials: the role of nonlinearities In: International Journal of Finance & Economics.
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article7
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.
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article16
1996The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Working Papers.
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paper73
1996The Economic Content of Indicators of Developing Country Creditworthiness.(1996) In: IMF Staff Papers.
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This paper has another version. Agregated cites: 73
article
1998The Relative Importance of Political and Economic Variables in Creditworthiness Ratings In: IMF Working Papers.
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paper29
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.
[Full Text][Citation analysis]
article65
2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 65
paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article75
2005Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 75
paper
2008Exchange Rate Models Are Not As Bad As You Think In: NBER Chapters.
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chapter189
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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paper44
2009Trending Current Accounts In: NBER Working Papers.
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paper0
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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paper50
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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This paper has another version. Agregated cites: 50
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2014Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers.
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paper7
2017Identifying Exchange Rate Common Factors In: NBER Working Papers.
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paper4
2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]
paper70
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: 70
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: 70
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
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]
article8
2004Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models In: Econometrics.
[Full Text][Citation analysis]
paper5

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