33
H index
49
i10 index
10423
Citations
Charles R. Nelson : Citation Profile
University of Washington | RESEARCH PRODUCTION: 73 Articles 96 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1970 - 2014). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Charles R. Nelson. | Is cited by:
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Main data
Where Charles R. Nelson has published?
Recent works citing Charles R. Nelson (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
| 2023 | Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers || Download paper | |
| 2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
| 2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
| 2022 | Digital Divide in Pakistan: Barriers to ICT Usage among the Individuals of Pakistan. (2022). Kubra, Neelam ; Kamran, Muhammad Mubasher ; Waheed, Abdul ; Shair, Waqas. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:196-204. Full description at Econpapers || Download paper | |
| 2022 | Whether high frequency intraday data behave randomly: Evidence from NIFTY 50. (2022). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:65-80. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234. Full description at Econpapers || Download paper | |
| 2023 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper | |
| 2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
| 2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
| 2022 | Semiparametric Functional Factor Models with Bayesian Rank Selection. (2021). Kowal, Daniel R. In: Papers. RePEc:arx:papers:2108.02151. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
| 2022 | The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return. (2022). Martin, Richard J. In: Papers. RePEc:arx:papers:2201.01330. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
| 2023 | Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556. Full description at Econpapers || Download paper | |
| 2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
| 2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper | |
| 2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
| 2022 | A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354. Full description at Econpapers || Download paper | |
| 2023 | Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2022). Morozov, Vladislav . In: Papers. RePEc:arx:papers:2210.08524. Full description at Econpapers || Download paper | |
| 2022 | Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric. In: Papers. RePEc:arx:papers:2211.02249. Full description at Econpapers || Download paper | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
| 2023 | Parameterized Neural Networks for Finance. (2023). Pilz, Kay F ; Hamaekers, Jan ; Oeltz, Daniel. In: Papers. RePEc:arx:papers:2304.08883. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
| 2023 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
| 2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
| 2023 | The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552. Full description at Econpapers || Download paper | |
| 2023 | Deep calibration with random grids. (2023). Rossi, Pietro ; Bormetti, Giacomo ; Baschetti, Fabio. In: Papers. RePEc:arx:papers:2306.11061. Full description at Econpapers || Download paper | |
| 2023 | Forecasted Treatment Effects. (2023). Weidner, Martin ; Giacomini, Raffaella ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2309.05639. Full description at Econpapers || Download paper | |
| 2023 | Applying Deep Learning to Calibrate Stochastic Volatility Models. (2023). Bilokon, Paul ; Sridi, Abir. In: Papers. RePEc:arx:papers:2309.07843. Full description at Econpapers || Download paper | |
| 2022 | Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6. Full description at Econpapers || Download paper | |
| 2022 | Behavioral Learning Equilibria in New Keynesian Models. (2022). Zhu, Mei ; Ozden, Tolga ; Mavromatis, Kostas ; Hommes, Cars. In: Staff Working Papers. RePEc:bca:bocawp:22-42. Full description at Econpapers || Download paper | |
| 2023 | Potential output and the neutral rate in Canada: 2023 assessment. (2023). Melinchuk, Harlee ; Matveev, Dmitry ; Hajzler, Christopher ; Champagne, Julien ; Taskin, Temel ; Park, Youngmin ; Ozhan, Kemal ; Poulin-Moore, Antoine. In: Staff Analytical Notes. RePEc:bca:bocsan:23-6. Full description at Econpapers || Download paper | |
| 2022 | Why you should never use the Hodrick-Prescott Filter: Comment. (2022). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp162. Full description at Econpapers || Download paper | |
| 2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
| 2023 | The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076. Full description at Econpapers || Download paper | |
| 2022 | Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02. Full description at Econpapers || Download paper | |
| 2022 | DEMUR: A Regional Semi-Structural Model of the Ural Macroregion. (2022). Kryzhanovskij, Oleg ; Zykov, Alexander ; Kryzhanovsky, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:4:p:52-85. Full description at Econpapers || Download paper | |
| 2022 | Do Heterogeneous Beliefs Matter to Post?announcement Informed Trading?. (2022). Chen, Tao ; Karathanasopoulos, Andreas. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:4:p:714-741. Full description at Econpapers || Download paper | |
| 2023 | Market sentiment to COVID?19 and the Chinese stock market. (2023). Xu, Hao ; Chen, Jilong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1121-1135. Full description at Econpapers || Download paper | |
| 2022 | Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382. Full description at Econpapers || Download paper | |
| 2022 | Military technology and the North Korean economy: evidence from time?series data. (2022). En, GO ; Jin, Jang C. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:36:y:2022:i:2:p:106-117. Full description at Econpapers || Download paper | |
| 2022 | Trends and cycles in macro series: The case of US real GDP. (2022). Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134. Full description at Econpapers || Download paper | |
| 2022 | A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683. Full description at Econpapers || Download paper | |
| 2022 | Aggregate emission intensity targets: Applications to the Paris Agreement. (2022). Zhao, Jinhua. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1875-1897. Full description at Econpapers || Download paper | |
| 2022 | Geographic proximity and price efficiency: Evidence from high?speed railway connections between firms and financial centers. (2022). Shen, Tao ; Qu, Yuanyu ; Gao, Hao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:117-141. Full description at Econpapers || Download paper | |
| 2022 | Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681. Full description at Econpapers || Download paper | |
| 2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
| 2022 | Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224. Full description at Econpapers || Download paper | |
| 2022 | Inference in functional factor models with applications to yield curves. (2022). Horvath, Lajos ; Wang, Shixuan ; Vanderdoes, Jeremy ; Kokoszka, Piotr. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894. Full description at Econpapers || Download paper | |
| 2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
| 2022 | On the empirical content of the convergence debate: Cross?country evidence on growth and capacity utilisation. (2022). Gonzalez, Alejandro ; Gahn, Santiago Jose. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:825-855. Full description at Econpapers || Download paper | |
| 2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | Monetary policy and inflation–output variability in Sri Lanka: Lessons for developing economies. (2022). Middleditch, Paul ; Mayandy, Kesavarajah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:1:p:259-279. Full description at Econpapers || Download paper | |
| 2022 | Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy. (2022). Ansari, Saghir Ahmad ; Sharma, Vishal ; Khan, Waseem. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1733-1784. Full description at Econpapers || Download paper | |
| 2023 | Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608. Full description at Econpapers || Download paper | |
| 2022 | Identification and estimation of threshold matrix?variate factor models. (2022). Chen, Elynn Y ; Liu, Xialu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:3:p:1383-1417. Full description at Econpapers || Download paper | |
| 2022 | The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299. Full description at Econpapers || Download paper | |
| 2022 | Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4. Full description at Econpapers || Download paper | |
| 2022 | Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Split Personalities: The Changing Nature of Technology Shocks*. (2022). Lubik, Thomas ; Gunn, Christopher ; Grtz, Christoph. In: Carleton Economic Papers. RePEc:car:carecp:22-06. Full description at Econpapers || Download paper | |
| 2022 | Estimating the Trend of the House Price to Income Ratio in Ireland. (2022). Yao, Fang. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/22. Full description at Econpapers || Download paper | |
| 2022 | A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05. (2022). Office, Congressional Budget. In: Working Papers. RePEc:cbo:wpaper:57582. Full description at Econpapers || Download paper | |
| 2022 | Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2022). Singh, Sanjay R ; Fatas, Antonio. In: Working Papers. RePEc:cda:wpaper:347. Full description at Econpapers || Download paper | |
| 2023 | Liquidity and Exchange Rates: An Empirical Investigation. (2023). Yeung, Steve Pak ; Engel, Charles. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4z80w6cd. Full description at Econpapers || Download paper | |
| 2022 | Perceptions about Monetary Policy. (2022). Sunderam, Adi ; Pflueger, Carolin E ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10182. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451. Full description at Econpapers || Download paper | |
| 2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification. (2022). Swanson, Eric T ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9642. Full description at Econpapers || Download paper | |
| 2022 | Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock. (2022). Zijm, Renske ; An, J ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9654. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
| 2022 | Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839. Full description at Econpapers || Download paper | |
| 2022 | Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4. Full description at Econpapers || Download paper | |
| 2022 | Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078. Full description at Econpapers || Download paper | |
| 2022 | Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022. Full description at Econpapers || Download paper | |
| 2022 | Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122. Full description at Econpapers || Download paper | |
| 2022 | A Wake-Up Call Theory of Contagion. (2022). Ahnert, Toni ; Bertsch, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20222658. Full description at Econpapers || Download paper | |
| 2022 | Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic. (2022). Wong, Benjamin ; Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Morley, James. In: Working Paper Series. RePEc:ecb:ecbwps:20222716. Full description at Econpapers || Download paper | |
| 2023 | Public Policy and Economic Misery Nexus: A Comparative Analysis of Developed and Developing World. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-6. Full description at Econpapers || Download paper | |
| 2023 | Fossil Fuel Energy Consumption, Economic Growth, Urbanization, and Carbon Dioxide Emissions in Kenya. (2023). Bagire, Vincent ; Mutenyo, John ; Watundu, Susan ; Otim, Jacob. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-50. Full description at Econpapers || Download paper | |
| 2022 | Robust energy-to-peak filter design for a class of unstable polytopic systems with a macroeconomic application. (2022). Takacs, Tibor ; Gyurkovics, Eva. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321008110. Full description at Econpapers || Download paper | |
| 2022 | Stochastic stability criteria and event-triggered control of delayed Markovian jump quaternion-valued neural networks. (2022). Xiong, Lianglin ; Wu, Baowei ; Shu, Jinlong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:420:y:2022:i:c:s0096300321009875. Full description at Econpapers || Download paper | |
| 2022 | Measuring trend inflation in India. (2022). Behera, Harendra ; Patra, Michael Debabrata. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000331. Full description at Econpapers || Download paper | |
| 2023 | Is the Peoples Bank of China consistent in words and deeds?. (2023). Zhu, Chuanqi ; Chen, Liangyuan ; Mei, Ziwei ; Lin, Jianhao. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000044. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. Full description at Econpapers || Download paper | |
| 2022 | Markov-switching state-space models with applications to neuroimaging. (2022). Ombao, Hernando ; Ting, Chee-Ming ; Degras, David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:174:y:2022:i:c:s0167947322001050. Full description at Econpapers || Download paper | |
| 2022 | A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203. Full description at Econpapers || Download paper | |
| 2022 | Decomposing the output gap with inflation learning. (2022). Ramamurthy, Srikanth ; Panovska, Irina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s016518892200032x. Full description at Econpapers || Download paper | |
| 2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
| 2023 | Duration structure of unemployment hazards and the trend unemployment rate. (2023). Ahn, Hie Joo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000702. Full description at Econpapers || Download paper | |
| 2022 | On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043. Full description at Econpapers || Download paper | |
| 2022 | Unit roots in lower-bounded series with outliers. (2022). Alanya-Beltran, Willy. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002279. Full description at Econpapers || Download paper | |
| 2022 | Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Charles R. Nelson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1972 | The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy. In: American Economic Review. [Full Text][Citation analysis] | article | 78 |
| 1974 | The Stochastic Structure of the Velocity of Money. In: American Economic Review. [Full Text][Citation analysis] | article | 12 |
| 1977 | Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant. In: American Economic Review. [Full Text][Citation analysis] | article | 135 |
| 1989 | The NERC Fan in Retrospect and Lessons for the Future In: The Energy Journal. [Full Text][Citation analysis] | article | 4 |
| 2005 | Welfare Impacts of Alternative Public Policies for Environmental Protection in Agriculture in an Open Economy: A General Equilibrium Framework In: 2005 Annual meeting, July 24-27, Providence, RI. [Full Text][Citation analysis] | paper | 4 |
| 1979 | SPURIOUS PERIODICITY IN INAPPROPRIATELY DETRENDED TIME SERIES In: Economic Research Papers. [Full Text][Citation analysis] | paper | 167 |
| 1981 | Spurious Periodicity in Inappropriately Detrended Time Series..(1981) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | article | |
| 1979 | Spurious Periodicity in Inappropriately Detrended Time Series.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 167 | paper | |
| 2001 | Markov Regime Switching and Unit-Root Tests. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 70 |
| 2000 | Markov regime-switching and unit root tests.(2000) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
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| 2004 | The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 134 |
| 2001 | The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2001) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
| 2003 | The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
| 2005 | The Structural Break in the Equity Premium In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 37 |
| 1984 | Pitfalls in the Use of Time as an Explanatory Variable in Regression. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 77 |
| 1983 | Pitfalls in the use of Time as an Explanatory Variable in Regression.(1983) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 1985 | The NERC Fan: A Retrospective Analysis of the NERC Summary Forecasts. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
| 1989 | The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 35 |
| 1976 | Inflation and Rates of Return on Common Stocks. In: Journal of Finance. [Full Text][Citation analysis] | article | 198 |
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| 1988 | Long-Term Behavior of Yield Curves In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 25 |
| 1986 | Long-Term Behavior of Yield Curves.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2006 | BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1972 | Estimation of Term Premiums from Average Yield Differentials in the Term Structure of Interest Rates. In: Econometrica. [Full Text][Citation analysis] | article | 6 |
| 1990 | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator. In: Econometrica. [Full Text][Citation analysis] | article | 270 |
| 1988 | SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR..(1988) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 270 | paper | |
| 1988 | Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 270 | paper | |
| 1988 | SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 270 | paper | |
| 2004 | Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] | paper | 2 |
| 2007 | Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance?.(2007) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2004 | The Zero-Information-Limit Condition and Spurious Inference In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 1 |
| 2000 | Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 331 |
| 2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 331 | paper | |
| 2003 | Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 331 | article | |
| 2000 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 331 | paper | |
| 2002 | Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 331 | paper | |
| 2003 | Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?.(2003) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 331 | paper | |
| 2000 | Improved Inference for the Instrumental Variables Estimator In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 14 |
| 1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1999 | Improved Inference for the Instrumental Variable Estimator.(1999) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1979 | Discussion of the Zellner and Schwert papers In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
| 1985 | Macroeconomic time-series, business cycles, and macroeconomic policies A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 1 |
| 1988 | Spurious trend and cycle in the state space decomposition of a time series with a unit root In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
| 1987 | Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root.(1987) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 1979 | Hypothesis testing based on goodness-of-fit in the moving average time series model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | The zero-information-limit condition and spurious inference in weakly identified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 2004 | The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2007 | The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2008 | The Beveridge-Nelson decomposition in retrospect and prospect In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 2006 | The Beveridge-Nelson Decomposition in Retrospect and Prospect.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1974 | The first-order moving average process : Identification, estimation and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1976 | Gains in efficiency from joint estimation of systems of autoregressive-moving average processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
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| 1998 | Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 85 |
| 1998 | Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 53 |
| 2001 | Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
| 2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2000 | Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1999 | Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1989 | A Markov model of heteroskedasticity, risk, and learning in the stock market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 260 |
| 1989 | THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET..(1989) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 260 | paper | |
| 1989 | A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 260 | paper | |
| 1989 | THE MARKOV MODEL OF HETEROSKEDASTICITY, RISK AND LEARNING IN THE STOCK MARKET..(1989) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 260 | paper | |
| 1982 | Trends and random walks in macroeconmic time series : Some evidence and implications In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2143 |
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| 1998 | The Uncertain Trend in U.S. GDP.(1998) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 1997 | The Uncertain Trend in U.S. GDP..(1997) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 1998 | The Uncertain Trend in U.S. GDP.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 1997 | The Uncertain Trend in U.S. GDP..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 1997 | The Uncertain Trend in U.S. GDP.(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 1978 | The stochastic properties of velocity and the quantity theory of money In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 136 |
| 2007 | New measures of the output gap based on the forward-looking new Keynesian Phillips curve In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 77 |
| 1981 | A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 1341 |
| 1976 | Recursive structure in U.S. income, prices and output In: Proceedings. [Citation analysis] | article | 6 |
| 1979 | Recursive Structure in U.S. Income, Prices, and Output..(1979) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 1979 | Adjustment lags vs. information lags: a test of alternative explanations of the Phillips curve phenomenon In: Proceedings. [Citation analysis] | article | 0 |
| 2000 | Output fluctuations in the United States: what has changed since the early 1980s? comments In: Proceedings. [Full Text][Citation analysis] | article | 9 |
| 1994 | Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 1994 | Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary).(1994) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2003 | Business cycle detrending of macroeconomic data via a latent business cycle index In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Great Depression and Output Persistence In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 12 |
| 2002 | The Great Depression and Output Persistence..(2002) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2000 | The Great Depression and Output Persistence.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2000 | State-Space Modeling of the Relationship Between Air Quality and Mortality In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 2 |
| 2000 | State-Space Modeling of the Relationship Between Air Quality and Mortality.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 57 |
| 2004 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2004) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 57 | article | |
| 2000 | Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2000 | Is There a Structural Break in the Equity Premium? In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Is There a Structural Break in the Equity Premium?.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1999 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 31 |
| 1998 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1998) In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2001 | A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models..(2001) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 1999 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1998 | A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1999 | Unit Root Tests in the Presence of Markov Regime-Switching In: Discussion Papers in Economics at the University of Washington. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Unit Root Tests in the Presence of Markov Regime-Switching.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1988 | THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 257 |
| 1988 | The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 257 | paper | |
| 1990 | The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One..(1990) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 257 | article | |
| 1988 | THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 257 | paper | |
| 1988 | THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 4 |
| 1988 | The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1988 | THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1988 | MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 179 |
| 1988 | Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | paper | |
| 1991 | Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | article | |
| 1988 | MEAN REVERSION IN STOCK PRICES? A REAPPRAISAL OF EMPIRICAL EVIDENCE..(1988) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 179 | paper | |
| 1989 | GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
| 1989 | GRANT FUNDING IN ECONOMICS FROM THE NATIONAL SCIENCE FOUNDATION DURING FISCAL YEAR 1987..(1989) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1990 | PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 2 |
| 1990 | Predictable Stock Returns: Reality or Statistical Illusion?.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1990 | PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?..(1990) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1990 | More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 2 |
| 1990 | More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong..(1990) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1996 | Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
| 1996 | Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization..(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 52 |
| 1997 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1997) In: Discussion Papers in Economics at the University of Washington. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1998 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1996) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1997 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments.(1996) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1997 | Friedmans Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 116 |
| 1999 | Friedmans Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components..(1999) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 116 | article | |
| 1997 | Friedmans Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
| 1997 | Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization. In: Discussion Papers in Economics at the University of Washington. [Citation analysis] | paper | 0 |
| 1997 | Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2013 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2014 | Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 1975 | Rational Expectations and the Estimation of Econometric Models. In: International Economic Review. [Full Text][Citation analysis] | article | 15 |
| 2010 | Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components In: Economics Series. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1989 | Implict Estimates of the Natural and Cyclical Components of Japans Real GNP In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2007 | Expectation horizon and the Phillips Curve: the solution to an empirical puzzle In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 39 |
| 1981 | Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1981 | Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon: A Reply. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 1 |
| 1982 | Comment on Policy Robustness: Specification and Simulation of a Monthly Money Market Model. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
| 2004 | The Great Depression and Output Persistence: A Reply to Papell and Prodan. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 7 |
| 1975 | The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 29 |
| 1999 | State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications In: MIT Press Books. [Citation analysis] | book | 923 |
| 1985 | Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1985 | A Reappraisal of Recent Tests of the Permanent Income Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 1987 | Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2007 | Sleep and psychological well-being In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 13 |
| 1998 | Book reviews In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1998 | Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 271 |
| 1999 | Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 758 |
| 1975 | Rational Expectations and the Predictive Efficiency of Economic Models. In: The Journal of Business. [Full Text][Citation analysis] | article | 21 |
| 1987 | Parsimonious Modeling of Yield Curves. In: The Journal of Business. [Full Text][Citation analysis] | article | 1170 |
| 1970 | A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1972 | Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1979 | Granger Causality and the Natural Rate Hypothesis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 5 |
| 1987 | A Reappraisal of Recent Tests of the Permanent Income Hypothesis [Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence]. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1996 | Valid Confidence Regions and Inference in the Presence of Weak Instruments In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Valid Confidence Regions and Inference in the Presence of Weak Instruments.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data In: Working Papers. [Full Text][Citation analysis] | paper | 97 |
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