James M. Nason : Citation Profile

Are you James M. Nason?

North Carolina State University

17

H index

24

i10 index

2384

Citations

RESEARCH PRODUCTION:

27

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 79
   Journals where James M. Nason has often published
   Relations with other researchers
   Recent citing documents: 459.    Total self citations: 31 (1.28 %)

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   Permalink: http://citec.repec.org/pna12
   Updated: 2020-05-23    RAS profile: 2020-04-11    
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Relations with other researchers

Works with:

Mertens, Elmar (3)

Leeper, Eric (3)

Smith, Gregor (3)

Kano, Takashi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with James M. Nason.

Is cited by:

Wen, Yi (28)

Ravn, Morten (24)

Degiannakis, Stavros (20)

Roventini, Andrea (20)

Clements, Adam (19)

Aadland, David (19)

McAleer, Michael (19)

Caporin, Massimiliano (19)

Mertens, Karel (18)

Kano, Takashi (18)

Fagiolo, Giorgio (16)

Cites to:

Gali, Jordi (20)

Watson, Mark (18)

Gertler, Mark (16)

West, Kenneth (15)

Nelson, Charles (15)

King, Robert (14)

Cogley, Timothy (14)

Christiano, Lawrence (13)

Engle, Robert (13)

Campbell, John (12)

Hansen, Lars (11)

Main data

Where James M. Nason has published?

Journals with more than one article published# docs
Journal of Applied Econometrics3
Journal of Econometrics3
Journal of International Economics2
Economics Letters2
American Economic Review2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta16
Working Papers / Federal Reserve Bank of Philadelphia5
Working Paper / Economics Department, Queen's University4
Working Papers / Duke University, Department of Economics3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)3
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco2

Recent works citing James M. Nason (2018 and 2017)

YearTitle of citing document
2017Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13.

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2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Inference from the futures: ranking the noise cancelling accuracy of realized measures. (2017). Mirone, Giorgio. In: CREATES Research Papers. RePEc:aah:create:2017-24.

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2017Decoupling the short- and long-term behavior of stochastic volatility. (2017). Pakkanen, Mikko S ; Lunde, Asger ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2017-26.

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2017Modelling and forecasting WIG20 daily returns. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29.

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2018A Parametric Factor Model of the Term Structure of Mortality. (2018). , Carsten ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2018-06.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018Realizing Correlations Across Asset Classes. (2018). Vander Elst, Harry ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2019Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors. (2019). Hillebrand, Eric ; Koopman, Siem Jan ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2019-21.

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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, T. In: Russian Journal of Industrial Economics. RePEc:ach:journl:y:2019:id:724.

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2017Working Paper 287 - Current Account Adjustments and Integration in West Africa. (2017). Onye, Kenneth ; Obioesio, Felix ; Chuku, Chuku ; Kenneth, Onye ; Felix, Obioesio ; Johnson, Atan. In: Working Paper Series. RePEc:adb:adbwps:2407.

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2019The new Keynesian Phillips Curve. Implications. Strengths and weaknesses. (2019). Bodislav, Dumitru Alexandru ; Mihalache, Rare-Petru. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:85-92.

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2019The new Keynesian Phillips Curve. Implications. Strengths and weaknesses. (2019). Bodislav, Dumitru Alexandru ; Mihalache, Rare-Petru. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:85-92.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018Nowcasting Food Stock Movement using Food Safety Related Web Search Queries. (2018). Zheng, Yuqing ; Nemati, Mehdi ; Asgari, Mahdi. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266323.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332.

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2017A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes. (2017). Nyikosa, Favour ; Osborne, Michael A ; Roberts, Stephen J ; Asad, Syed Ali . In: Papers. RePEc:arx:papers:1705.00891.

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2017Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution. (2017). Gerlach, Richard ; Chen, Qian ; Wang, Chao. In: Papers. RePEc:arx:papers:1707.03715.

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2019Regression Based Expected Shortfall Backtesting. (2019). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1801.04112.

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2018Semi-parametric Dynamic Asymmetric Laplace Models for Tail Risk Forecasting, Incorporating Realized Measures. (2018). Wang, Chao ; Gerlach, Richard. In: Papers. RePEc:arx:papers:1805.08653.

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2018A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework. (2018). Chen, Qian ; Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1807.02422.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases. (2019). Firoozye, Nick ; Koshiyama, Adriano. In: Papers. RePEc:arx:papers:1905.05023.

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2019Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall. (2019). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1906.09961.

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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Implied volatility surface predictability: the case of commodity markets. (2019). Shang, Han Lin ; Sheenan, Lisa ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:1909.11009.

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2019Improved Central Limit Theorem and bootstrap approximations in high dimensions. (2019). Chernozhukov, Victor ; Koike, Yuta ; Kato, Kengo ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1912.10529.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Forecasting Realized Volatility Matrix With Copula-Based Models. (2020). Tao, Minjing ; Wang, Wenjing. In: Papers. RePEc:arx:papers:2002.08849.

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2020Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Storti, Giuseppe ; Wang, Chao. In: Papers. RePEc:arx:papers:2005.04868.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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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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2018After Papua New Guineas Resource Boom: Is the Kina Overvalued?. (2018). Fox, Rohan ; Schrder, Marcel. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:5:y:2018:i:1:p:65-76.

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2018IS THE PHILLIPS CURVE DIFFERENT IN POOR COUNTRIES?. (2018). Bleaney, Michael ; Francisco, Manuela . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e17-e28.

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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 TURKISH CURRENT ACCOUNT DEFICIT. (2019). Kabukçuoğlu, Ayşe ; Kabukuolu, Aye ; Mrohorolu, Aye ; Abbasolu, Osman F. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:515-536.

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2018Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility. (2018). Schneller, D ; Hamid, A ; Heiden, M. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:209-236.

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2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

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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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2017Do Business Cycles Have Long-Term Impact for Particular Cohorts?. (2017). Svarer, Michael ; Sørensen, Allan ; Sorensen, Allan ; Maibom, Jonas ; Andersen, Torben M. In: LABOUR. RePEc:bla:labour:v:31:y:2017:i:3:p:309-336.

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2017Bilateral Tax Treaties and GDP Comovement. (2017). Weber, Caroline ; Sly, Nicholas. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:2:p:292-319.

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2017Estimating South Africas Output Gap and Potential Growth Rate. (2017). Fedderke, Johannes ; Mengisteab, Daniel K. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:2:p:161-177.

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2018Predicting the Volatility of Cryptocurrency Time–Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0061.

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2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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2017Current account dynamics and the real exchange rate: disentangling the evidence. (2017). Leon-Ledesma, Miguel ; Karadimitropoulou, Aikaterini ; Bussiere, Matthieu. In: Working Papers. RePEc:bog:wpaper:239.

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2018Forecasting in the presence of in and out of sample breaks. (2018). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-014.

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2019What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity. (2019). LINTON, OLIVER ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2018The small sample properties of Indirect Inference in testing and estimating DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/7.

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2017Firm Dynamics, Persistent Effects of Entry Conditions, and Business Cycles. (2017). Moreira, Sara. In: Working Papers. RePEc:cen:wpaper:17-29.

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2017The Nature of Shocks in the Eurozone and Their Absorption Channels. (2017). Neumeier, Florian ; Fuest, Clemens ; Dolls, Mathias ; Krolage, Carla ; Alcidi, Cinzia. In: EconPol Policy Reports. RePEc:ces:econpr:_3.

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2018The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444.

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2019How Large is the Demand for Money at the ZLB? Evidence from Japan. (2019). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf465.

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2018Optimal Inflation and the Identification of the Phillips Curve. (2018). Tenreyro, Silvana ; McLeay, Michael. In: Discussion Papers. RePEc:cfm:wpaper:1815.

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2019Inflation Globally. (2019). Jorda, Oscar ; Nechio, Fernanda. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:850.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2018Nonlinearities and Regimes in Conditional Correlations with Different Dynamics. (2018). Bauwens, Luc ; Otrando, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201803.

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2019DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations. (2019). Yongdeng, XU ; Luc, BAUWENS. In: CORE Discussion Papers. RePEc:cor:louvco:2019025.

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2020Optimal monetary policy in a New Keynesian model with heterogeneous expectations. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Giannini, Bianca . In: Dynare Working Papers. RePEc:cpm:dynare:054.

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2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896.

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2017Social Security Contributions and the Business Cycle. (2017). Burda, Michael ; Voigts, Simon ; Almosova, Anna. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12096.

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2018Power to the Periphery? The failure of Regional Convergence in Canada, 1890-2006. (2018). Rosés, Joan ; Minns, Chris ; Roses, Joan R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12803.

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2018Optimal Inflation and the Identification of the Phillips Curve. (2018). Tenreyro, Silvana ; McLeay, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12981.

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2019Exchange Rate Undershooting: Evidence and Theory. (2019). Müller, Gernot ; Wolf, Martin ; Muller, Gernot ; Hettig, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13597.

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2018An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818.

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2019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

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2019Temporal disaggregation of short time series with structural breaks: Estimating quarterly data from yearly emerging economies data. (2019). Trinh, Jerome. In: Working Papers. RePEc:crs:wpaper:2019-11.

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2019Data cloning estimation for asymmetric stochastic volatility models. (2019). Veiga, Helena ; de Zea, Patricia ; Marin, Juan Miguel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28214.

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2019Exploring option pricing and hedging via volatility asymmetry. (2019). Veiga, Helena ; Casas, Isabel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28234.

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2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11.

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2019Social Insurance Coverage, Economic Factors and Vulnerability to Corruption in Nigeria: A Non-Linear Cointegration Approach. (2019). Kunle, Onafalujo Akinwunmi . In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2019:i:2:p:27-33.

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2019The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:43.

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2017Reading between the Lines: Using Media to Improve German Inflation Forecasts. (2017). Ulbricht, Dirk ; Kholodilin, Konstantin ; Beckers, Benjamin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1665.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

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2018Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility. (2018). Tsuruga, Takayuki ; Shintani, Mototsugu ; Shibata, Akihisa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1036.

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2018Comparative Monetary Tools: Open Market Operations and Interest on Reserves. (2018). Osell, Shawn A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00639.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2019Labor share and growth in the long run. (2019). McAdam, Peter ; Charpe, Matthieu ; Bridji, Slim . In: Working Paper Series. RePEc:ecb:ecbwps:20192251.

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2017Optimality of the current account of the Spanish economy, 1850-2015. (2017). Bajo-Rubio, Oscar ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:1710.

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2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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2019Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449.

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2019Tourism productivity and economic growth. (2019). Wu, Doris Chenguang ; Liu, Anyu. In: Annals of Tourism Research. RePEc:eee:anture:v:76:y:2019:i:c:p:253-265.

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2019The significance of calendar effects in the electricity market. (2019). Liang, XI ; Jiang, Mengfei ; Cursio, Joseph D. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:487-494.

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2019On the impact of outlier filtering on the electricity price forecasting accuracy. (2019). Afanasyev, Dmitriy ; Fedorova, Elena A. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:196-210.

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2017Drivers of India’s current account deficits, with implications for ameliorating them. (2017). Garg, Bhavesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:51:y:2017:i:c:p:23-32.

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2017Mercantilism and Chinas hunger for international reserves. (2017). Schröder, Marcel ; Schroder, Marcel. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:15-33.

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2019Deep habits and exchange rate pass-through. (2019). Uusküla, Lenno ; Jacob, Punnoose ; Uuskula, Lenno. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:105:y:2019:i:c:p:67-89.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2019Improving forecasts with the co-range dynamic conditional correlation model. (2019). Fiszeder, Piotr ; Fadziski, Marcin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301356.

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2020Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

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2020The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

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2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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2017What is the globalisation of inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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2017Imperfect information and the house price in a general-equilibrium model. (2017). Rots, Eyno. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:215-231.

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2017Assessing DSGE model nonlinearities. (2017). Schorfheide, Frank ; Bocola, Luigi ; Aruoba, S. Boragan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:34-54.

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

Works by James M. Nason:

YearTitleTypeCited
2010The Model Confidence Set In: CREATES Research Papers.
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2011The Model Confidence Set.(2011) In: Econometrica.
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1995Output Dynamics in Real-Business-Cycle Models. In: American Economic Review.
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1993Output dynamics in real business cycle models.(1993) In: Working Papers in Applied Economic Theory.
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2007The McKenna Rule and UK World War I Finance In: American Economic Review.
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2007The McKenna rule and U.K. World War I finance.(2007) In: FRB Atlanta Working Paper.
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2007The McKenna Rule and UK World War I Finance.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
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2012UK World War I and interwar data for business cycle and growth analysis In: Cliometrica, Journal of Historical Economics and Econometric History.
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2011UK World War I and Interwar Data for Business Cycle and Growth Analysis.(2011) In: CAMA Working Papers.
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2009U.K. World War I and interwar data for business cycle and growth analysis.(2009) In: FRB Atlanta Working Paper.
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2011UK World War I and interwar data for business cycle and growth analysis.(2011) In: Working Papers.
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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility In: BIS Working Papers.
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2015Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility.(2015) In: CAMA Working Papers.
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2017Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility.(2017) In: CAMA Working Papers.
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2003Choosing the Best Volatility Models: The Model Confidence Set Approach* In: Oxford Bulletin of Economics and Statistics.
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2003Choosing the Best Volatility Models:The Model Confidence Set Approach.(2003) In: Working Papers.
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2003Choosing the best volatility models: the model confidence set approach.(2003) In: FRB Atlanta Working Paper.
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2008Great Moderation(s) and US Interest Rates: Unconditional Evidence In: The B.E. Journal of Macroeconomics.
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2008Great moderations and U.S. interest rates: unconditional evidence.(2008) In: FRB Atlanta Working Paper.
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2007Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence.(2007) In: Working Paper.
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2009Business Cycle Implications of Internal Consumption Habit for New Keynesian Model In: CARF F-Series.
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2010Business Cycle Implications of Internal Consumption Habit for New Keynesian Models.(2010) In: CAMA Working Papers.
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2009Business cycle implications of internal consumption habit for New Keynesian models.(2009) In: FRB Atlanta Working Paper.
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2013Business cycle implications of internal consumption habit for new Keynesian models.(2013) In: Working Papers.
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2012Business Cycle Implications of Internal Consumption Habit for New Keynesian Models.(2012) In: Discussion Papers.
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2009Business Cycle Implications of Internal Consumption Habit for New Keynesian Models.(2009) In: CIRJE F-Series.
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2014Business Cycle Implications of Internal Consumption Habit for New Keynesian Models.(2014) In: Journal of Money, Credit and Banking.
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2006Common trends and common cycles in Canada: who knew so much has been going on? In: Canadian Journal of Economics.
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2004Common trends and common cycles in Canada: who knew so much has been going on?.(2004) In: FRB Atlanta Working Paper.
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2006Common trends and common cycles in Canada: who knew so much has been going on?.(2006) In: Canadian Journal of Economics/Revue canadienne d'économique.
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1999Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small In: Working Papers.
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2015BUSINESS CYCLES AND FINANCIAL CRISES: THE ROLES OF CREDIT SUPPLY AND DEMAND SHOCKS In: Macroeconomic Dynamics.
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2012Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks.(2012) In: CAMA Working Papers.
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2012Business cycles and financial crises: the roles of credit supply and demand shocks.(2012) In: Working Papers (Old Series).
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2012Business cycles and financial crises: the roles of credit supply and demand shocks.(2012) In: Working Papers.
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2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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2009INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers.
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2010Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers.
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2012Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics.
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2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
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2009Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2004Business Cycle Implications of Habit Formation In: Econometric Society 2004 Far Eastern Meetings.
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2004Business Cycle Implications of Habit Formation.(2004) In: Computing in Economics and Finance 2004.
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1995Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research In: Journal of Economic Dynamics and Control.
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1993Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research.(1993) In: Working Papers in Applied Economic Theory.
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1993Impulse dynamics and propagation mechanisms in a real business cycle model In: Economics Letters.
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2003The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? In: Economics Letters.
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2008Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson In: Journal of Econometrics.
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1996Testing for structural breaks in cointegrated relationships In: Journal of Econometrics.
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1990Nonparametric exchange rate prediction? In: Journal of International Economics.
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1989Nonparametric exchange rate prediction?.(1989) In: Finance and Economics Discussion Series.
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2006The present-value model of the current account has been rejected: Round up the usual suspects In: Journal of International Economics.
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2003The present-value model of the current account has been rejected: Round up the usual suspects.(2003) In: FRB Atlanta Working Paper.
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2003The present-value model of the current account has been rejected: round up the usual suspects.(2003) In: International Finance Discussion Papers.
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2001The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects.(2001) In: Computing in Economics and Finance 2001.
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2007Simple versus optimal rules as guides to policy In: Journal of Monetary Economics.
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2007Simple versus optimal rules as guides to policy.(2007) In: FRB Atlanta Working Paper.
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2012Bayesian Estimation of DSGE Models In: CAMA Working Papers.
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2013Bayesian estimation of DSGE models.(2013) In: Chapters.
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2012Bayesian estimation of DSGE models.(2012) In: Working Papers.
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2014Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts In: CAMA Working Papers.
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2013Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts.(2013) In: Working Paper.
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2014Bringing Financial Stability into Monetary Policy In: CAMA Working Papers.
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2015Bringing Financial Stability into Monetary Policy*.(2015) In: Working Paper Series.
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2014Bringing Financial Stability into Monetary Policy.(2014) In: CAEPR Working Papers.
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2006Instability in U.S. inflation: 1967-2005 In: Economic Review.
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2003Bulk commodities and the Liverpool and London markets of the mid-19th century In: FRB Atlanta Working Paper.
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2004Along the New Keynesian Phillips curve with nominal and real rigidities In: FRB Atlanta Working Paper.
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2003Along the New Keynesian Phillips Curve with Nominal and Real Rigidities.(2003) In: Computing in Economics and Finance 2003.
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2005Identifying the New Keynesian Phillips curve In: FRB Atlanta Working Paper.
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2008Identifying the new Keynesian Phillips curve.(2008) In: Journal of Applied Econometrics.
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2005Identifying The New Keynesian Phillips Curve.(2005) In: Working Paper.
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2005Testing the significance of calendar effects In: FRB Atlanta Working Paper.
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2005Model confidence sets for forecasting models In: FRB Atlanta Working Paper.
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2006Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? In: FRB Atlanta Working Paper.
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2008Exchange rates and fundamentals: a generalization In: FRB Atlanta Working Paper.
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2008Exchange rates and fundamentals: a generalization.(2008) In: International Finance Discussion Papers.
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1991Effects of the Hodrick-Prescott filter on integrated time series In: Proceedings.
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1988The equity premium and time-varying risk behavior In: Finance and Economics Discussion Series.
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1999Investment and the current account in the short run and the long run In: International Finance Discussion Papers.
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2002Investment and the Current Account in the Short Run and the Long Run..(2002) In: Journal of Money, Credit and Banking.
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1991The permanent income hypothesis when the bliss point is stochastic In: Discussion Paper / Institute for Empirical Macroeconomics.
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2012Time-consistency and credible monetary policy after the crisis In: Business Review.
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2013Reverse Kalman filtering U.S. inflation with sticky professional forecasts In: Working Papers.
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2008The New Keynesian Phillips curve : lessons from single-equation econometric estimation In: Economic Quarterly.
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2012Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models In: Discussion Papers.
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2004Long-run monetary neutrality and long-horizon regressions In: Journal of Applied Econometrics.
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1994Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models. In: Journal of Applied Econometrics.
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1991Testing For Structural Breaks In: Working Paper.
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2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
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2005Over the Top: U.K. World War I Finance and Its Aftermath In: Computing in Economics and Finance 2005.
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