Nelson Mark : Citation Profile

University of Notre Dame

31

H index

47

i10 index

4925

Citations

RESEARCH PRODUCTION:

50

Articles

51

Papers

2

Chapters

RESEARCH ACTIVITY:

   39 years (1985 - 2024). See details.
   Cites by year: 126
   Journals where Nelson Mark has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 42 (0.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma186
   Updated: 2026-03-28    RAS profile: 2026-03-09    
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Relations with other researchers

Works with:

Berg, Kimberly (5)

Curtis, Chadwick (3)

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

Is cited by:

Sarno, Lucio (75)

Cheung, Yin-Wong (68)

Chinn, Menzie (67)

Taylor, Mark (50)

Engel, Charles (49)

Byrne, Joseph (45)

Korobilis, Dimitris (43)

Bacchetta, Philippe (35)

Beckmann, Joscha (33)

Pesaran, Mohammad (31)

Rogoff, Kenneth (30)

Cites to:

Rogoff, Kenneth (71)

Engel, Charles (45)

Obstfeld, Maurice (42)

Campbell, John (36)

Chinn, Menzie (32)

West, Kenneth (31)

Reinhart, Carmen (29)

Frankel, Jeffrey (26)

Prasad, Eswar (22)

Sul, Donggyu (20)

Shiller, Robert (19)

Main data

Where Nelson Mark has published?

Journals with more than one article published# docs
Journal of International Economics6
Journal of International Money and Finance5
American Economic Review4
International Economic Review4
Oxford Bulletin of Economics and Statistics3
Journal of Money, Credit and Banking3
International Journal of Finance & Economics3
Journal of Empirical Finance2
International Economic Review2
Journal of Money, Credit and Banking2
Journal of Monetary Economics2
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc20
Working Papers / University of Notre Dame, Department of Economics4
Working Papers / Department of Economics, The University of Auckland3
Working Papers / Hong Kong Institute for Monetary Research2
2013 Meeting Papers / Society for Economic Dynamics2

Recent works citing Nelson Mark (2025 and 2024)

YearTitle of citing document
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

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2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2026Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2026). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2026-01.

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2024Oil production and ecological footprint in Organization of the Petroleum Exporting Countries (OPEC): the moderating role of institutions. (2024). Hassan, Adewale Samuel. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:6:y:2024:i:4:p:311-326.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

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2025The Economic Impact of Low- and High-Frequency Temperature Changes. (2025). Ng, Serena ; Gospodinov, Nikolay ; Gaffney, Ignacio Lopez. In: Papers. RePEc:arx:papers:2505.08950.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2026Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter. (2026). Ruiz, Esther ; Barigozzi, Matteo ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2601.04087.

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2025From Heatwaves to Cold Spells: How Extreme Temperature Events Shape Inflation in Germany. (2025). Grimm, Michel ; Klarl, Torben. In: Bremen Papers on Economics & Innovation. RePEc:atv:wpaper:2502.

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2025Is labor matching effectiveness dependent on education level, age or gender?. (2025). Cheregi, Valentina Ioana. In: Baltic Journal of Economics. RePEc:bic:journl:v:25:y:2025:i:1:p:1-20.

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2024Convergence of Regional Food Inflation in Russia. (2024). Lepekhin, Oleg. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:3-22.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2024Give me a U, give me a V, give me an L!: How effective are countercyclical policies in shaping the output dynamic during recessions. (2024). Pearrieta, Luis Castro ; Castaeda, Gonzalo. In: Metroeconomica. RePEc:bla:metroe:v:75:y:2024:i:1:p:107-133.

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2024Beyond the scenery: Understanding the impact of rural tourism development on household consumption in China. (2024). Xia, Hailong ; Jia, Zhimin ; Luo, Mingzhong ; Zhao, Chunkai ; Wei, Binhui. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:3:p:1152-1191.

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2024Constraints on currency market movements – Implications for the RMB exchange rate regime. (2024). Wang, Peijie ; Liu, Zhiyuan. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:858-879.

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2024Structural transformation and inequality: Does trade openness matter?. (2024). Durongkaveroj, Wannaphong. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2631-2663.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2538.

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2024The Dynamic Causal Impact of Climate Change on Economic Activity - A Disaggregated Panel Analysis of India. (2024). Maiti, Dibyendu ; Kumar, Naveen. In: Working papers. RePEc:cde:cdewps:345.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2025A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle. (2025). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11983.

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2026Revisiting exchange rate predictability: Does machine learning help?. (2026). Guldi, Melanie ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2026-01ua.

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2024UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike. (2024). ROMOCEA TURCU, Camelia ; Perego, Erica ; Gole, Purva. In: Working Papers. RePEc:cii:cepidt:2024-09.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2025Nominal Exchange Rate Dynamics for the Taka. (2025). Fullerton, Thomas ; Walke, Adam G ; Barai, Dipanwita. In: Journal of Social and Administrative Sciences. RePEc:cvv:journ4:v:12:y:2025:i:3:p:64-86.

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2025Fundamental Valuation of Equities under Allocative Rationality. (2025). Uctum, Remzi ; Prat, Georges ; JAWADI, Fredj. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-29.

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2024The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940.

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2025Banking in the negative: a vector error correction analysis of bank-specific lending and deposit rates. (2025). Agati, Alessandra ; Sigmund, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20253039.

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2024Heterogeneous regional effects of monetary policy: Evidence from Korea. (2024). So, Inhwan ; Park, Seungmoon ; Joo, Hyundo. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000745.

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2024Online markets, offline happiness: E-commerce development and subjective well-being in rural China. (2024). Luo, Mingzhong ; Zhao, Chunkai ; Wei, Binhui. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001366.

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2025The relaxation of birth control policies adversely affects womens income: Evidence from Chinas universal two-child policy. (2025). Chen, Zihao ; Tian, XU. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x24002293.

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2025A proposed tax reform for China: Enhancing consumption and pension sustainability. (2025). Mai, Joseph ; Leung, David ; Chen, Zhaoyong. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x25001397.

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2025The effect of family size on intergenerational support for elderly parents and their life expectancy: Evidence from China’s “Later, Longer, Fewer” campaign. (2025). Dziadula, Eva ; Wang, Sophie Xuefei ; Bansak, Cynthia. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x25001865.

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2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2024Urban–Rural heterogeneity in the effect of population ageing on the savings rate of urban and rural households in China. (2024). Du, Xuyang ; Mohd, Saidatulakmal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:999-1010.

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2024The economic implications of population aging on current account balance. (2024). Kabrt, Tomas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1895-1909.

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2024Club convergence of real wages in the European union. (2024). Globan, Tomislav ; Arčabić, Vladimir ; Arabi, Vladimir ; Markui, Goran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2026-2048.

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2024From restriction to relaxation: The impact of fertility policy on household savings across countries. (2024). Liang, Xiaojun ; Chang, Liang ; Tan, NA. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2102-2129.

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2025Can a looser fertility policy reduce consumption inequality? Evidence from China’s “universal two-child policy”. (2025). Zhou, Xianbo ; Han, Songliang ; Wu, Yingming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2132-2153.

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2025Pension insurance, risk attitudes, and household asset allocation–evidence from China. (2025). Xiao, Han ; Li, Ding ; Guo, Yunxiao ; Chen, Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2180-2191.

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2025Physical climate risk and household saving behavior: Evidence from China. (2025). Li, Jiao ; Ouyang, Congrong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2508-2519.

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2024Does household risk attitude affect consumption expenditure? Evidence from Chinese urban households. (2024). Zhai, Chenzhe ; Hu, Debao ; Wang, Xiaoyan ; Huang, Xiaobao. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002815.

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2025Sustainable and equitable pension reform for emerging economies: An application to Indonesia. (2025). Kudrna, George ; Poonpolkul, Phitawat ; Piggott, John. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000756.

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2025The Great Indian Savings Puzzle. (2025). Ghate, Chetan ; Saha, Anuradha ; Gopalakrishnan, Pawan. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325000914.

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2025Should economic theories guide the machine learning model in forecasting exchange rate?. (2025). Liu, Tao ; Vincent, Kendro ; Lin, Chien-Hsiu. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002196.

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2025How does aging population affect Chinas monetary policy effectiveness: Empirical evidence and theoretical analysis. (2025). Chen, Xiaoliang ; Zhang, Junming ; Guo, Junjie. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325003049.

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2025Climate change, state capacity and uneven growth: A disaggregated analysis of India. (2025). Maiti, Dibyendu ; Kumar, Naveen. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003062.

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2025Reforming China’s public pension system: Fiscal sustainability and the challenge of formality-based inequality. (2025). Lu, Bei ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003311.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; Fu, QI ; So, Jacky Yuk-Chow. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2024Money for him but books for her: The impact of childrens gender and adulthood on household savings in China. (2024). Fan, Jijian ; Liu, Jianan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001575.

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2024UIP deviations in times of uncertainty: Not all countries behave alike. (2024). Perego, Erica ; Gole, Purva ; Turcu, Camelia. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400332x.

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2025U.S. price convergence: Faster than expected. (2025). Becsi, Zsolt ; Ige, Olaniyi. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525002939.

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2025The effects of monetary policy on immigrants’ unemployment and participation. (2025). Argudo, Esteban. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003696.

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2024Identifying the external and internal drivers of exchange rate volatility in small open economies. (2024). Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000900.

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2024Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018.

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2025Chinas high savings: Drivers, prospects, and policy implications. (2025). Mano, Rui ; He, Hui ; Ding, Ding ; Brooks, Ray ; Zhang, Longmei ; Lu, Jing. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001049.

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2025Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?. (2025). Phylaktis, Kate ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000635.

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2025High temperatures and national saving: Experience in the latest six decades. (2025). Liao, Hua ; Hu, Yiming. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002592.

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2025Temperature shocks and multidimensional energy poverty: Evidence from Malawi. (2025). Grote, Ulrike ; Munyanyi, Musharavati Ephraim. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008242.

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2025Can low-carbon technology transfer accelerate energy efficiency convergence. (2025). Fu, Mengyu. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225030075.

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2025The impact of climate change and energy transition on production: Are the results sensitive to spillover effects?. (2025). Attlio, Luccas Assis. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225032001.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024When the tide wanes: A study of post systemic collapse portfolio management. (2024). Lepone, Andrew ; Yu, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006070.

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2024Personal income tax reform and household savings rates: Evidence from a quasi-natural experiment in China. (2024). Zhao, Yang ; Zeng, Wenrui ; Li, Yating ; Chen, Yulong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006586.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2025Forecasting the daily exchange rate of the UK pound sterling against the US dollar. (2025). Darvas, Zsolt ; Schepp, Zoltn. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014806.

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2025Impact of population aging on Chinese residents’ consumption: Empirical analysis based on impact of digital inclusive finance. (2025). Zhang, Kexin ; Chen, Yuhe. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007494.

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2024Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081.

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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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2025Not just the news: Higher moments of macroeconomic variables and sovereign bond returns. (2025). Wang, Zijun ; Wald, John K ; Li, Yulin. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000407.

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2025Got milk? The effect of export price shocks on exchange rates. (2025). Stein, Hillary. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000364.

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2025Output divergence in fixed exchange rate regimes. (2025). Ward, Felix ; Chen, Yao. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000716.

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2024Trade Policy Space, Aid for Trade and, Intra-African and External African Manufactured Exports. (2024). Gnangnon, Sna Kimm. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000817.

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2025Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets. (2025). Zhang, Zhongxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000319.

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2024Infrastructure financing in Africa. (2024). Lu, Qiongfang ; Wilson, Craig. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000209.

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2025Covered interest rate parity deviations, COVID-19 pandemic infection cases, and vaccination. (2025). Li, Yi-Hua ; Chen, Yu-Lun ; Mo, Wan-Shin ; Yang, Jimmy J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000125.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2024Precautionary saving under recursive preferences. (2024). Heinzel, Christoph ; Bostian, Aj A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003846.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Eibinger, Tobias ; Manner, Hans ; Deixelberger, Beate. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Darvas, Zsolt ; Schepp, Zoltan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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2025The trend effect of foreign exchange intervention. (2025). Yamamoto, Yohei ; Fatum, Rasmus ; Chen, Binwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000907.

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2026Exchange rate forecasting with macroeconomic data: Evidence from a novel comprehensive ensemble approach. (2026). Jiang, Fuxin ; Yan, Chuanmiao ; Wei, Yunjie ; Bai, Yun ; Wang, Shouyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001810.

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2025What goes around comes around: The US climate-economic cycle. (2025). Boss, Konstantin ; Testa, Alessandra. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000175.

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2025Why old-age poverty matters: Evidence from consumption responses to income shocks. (2025). Kim, Jiseob ; Cho, Yunho. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000540.

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2025Consumer inflation expectations and local price changes: Learning from experience. (2025). Pedersen, Michael ; Stanisawska, Ewa ; Yziak, Tomasz. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:86:y:2025:i:c:s0164070425000618.

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2025Evaluating energy efficiency strategies with natural resource rents and energy technologies in Canada. (2025). Pata, Ugur Korkut ; Naimoglu, Mustafa. In: Resources Policy. RePEc:eee:jrpoli:v:109:y:2025:i:c:s0301420725002478.

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2024Independent institution or cooperative institution? China’s deposit insurance institution model and the Honey Badger Algorithm. (2024). Wu, Sibin ; Yao, Shuai ; Zhou, Rongji ; So, Jacky Yuk-Chow. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000723.

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2025Voluntary retirement savings in China: A spatial ordered probit approach. (2025). Bond, Timothy ; Xiong, Xueping ; Bao, Yong ; Sun, Ruiting. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:111:y:2025:i:c:s0166046225000079.

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2025The uncertainty-driven channel of monetary transmission on household consumption: the role of households’ balance sheet positions. (2025). Sharma, Chandan ; Priya, Pragati. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006707.

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2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

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2024Study on the influence of Internet finance on urban household savings rate: Evidence from China. (2024). Xin, Xinyi ; Liu, LU ; Zhang, Anquan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:45-61.

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2024Impacts of population aging on bank loan portfolios: Evidence from China. (2024). Li, Zeguang ; Huang, Yuanbiao ; Hou, Keqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004222.

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2024Overreaction and underreaction to new information and the directional forecast of exchange rates. (2024). Semenov, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006683.

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2025Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539.

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

Works by Nelson Mark:

YearTitleTypeCited
1990Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations. In: American Economic Review.
[Full Text][Citation analysis]		article26
1990Mean Reversion in Equilibrium Asset Prices. In: American Economic Review.
[Full Text][Citation analysis]		article265
1988Mean Reversion in Equilibrium Asset Prices.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		paper
1995Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. In: American Economic Review.
[Citation analysis]		article699
2000Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? In: American Economic Review.
[Full Text][Citation analysis]		article257
1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 257		paper
2015Demographic Patterns and Household Saving in China In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article150
2011Demographic Patterns and Household Saving in China.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 150		paper
2012Demographic Patterns and Household Saving in China.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 150		paper
2011Demographic Patterns and Household Saving in China.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 150		paper
2003Dynamic Seemingly Unrelated Cointegrating Regression In: Working Papers.
[Full Text][Citation analysis]		paper128
2003Dynamic Seemingly Unrelated Cointegrating Regression.(2003) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2004Dynamic Seemingly Unrelated Cointegrating Regression.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2005Dynamic Seemingly Unrelated Cointegrating Regressions.(2005) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		article
2002Asymptotic Power Advantages of Long-Horizon Regressions In: Working Papers.
[Full Text][Citation analysis]		paper2
2002Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Global Macro Risks in Currency Excess Returns In: Staff Working Papers.
[Full Text][Citation analysis]		paper31
2018Global macro risks in currency excess returns.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2017Global Macro Risks in Currency Excess Returns.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
1991 Testing the CAPM with Time-Varying Risks and Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article67
1994 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article37
1992Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
1997Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article3
2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article483
2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand.(2002) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 483		paper
2010Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article26
2011LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE In: Pacific Economic Review.
[Full Text][Citation analysis]		article14
2010The equity premium and the risk-free rate: matching the moments In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper128
1993The equity premium and the risk-free rate : Matching the moments.(1993) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		article
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
[Full Text][Citation analysis]		article107
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2004Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper13
2003Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2024GDP and temperature: Evidence on cross-country response heterogeneity In: European Economic Review.
[Full Text][Citation analysis]		article9
2023GDP and Temperature: Evidence on Cross-Country Response Heterogeneity.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2007Official interventions and the forward premium anomaly In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
1990Real and nominal exchange rates in the long run: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]		article202
1997Real exchange-rate prediction over long horizons In: Journal of International Economics.
[Full Text][Citation analysis]		article70
2001Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel In: Journal of International Economics.
[Full Text][Citation analysis]		article338
1998Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 338		paper
2005Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 In: Journal of International Economics.
[Full Text][Citation analysis]		article1
2008Endogenous discounting, the world saving glut and the U.S. current account In: Journal of International Economics.
[Full Text][Citation analysis]		article54
2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2015Third-country effects on the exchange rate In: Journal of International Economics.
[Full Text][Citation analysis]		article19
2013Third-Country Effects on the Exchange Rate.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1988Time-varying betas and risk premia in the pricing of forward foreign exchange contracts In: Journal of Financial Economics.
[Full Text][Citation analysis]		article57
2010A multinomial logit approach to exchange rate policy classification with an application to growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
1985Some evidence on the international inequality of real interest rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article91
1987International debt and world business fluctuations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2018Measures of global uncertainty and carry-trade excess returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article32
2019Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2017Demographics and aggregate household saving in Japan, China, and India In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article47
2015Demographics and Aggregate Household Saving in Japan, China, and India.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
1985On time varying risk premia in the foreign exchange market: An econometric analysis In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article62
2011Chapter 1 Business Cycles, Consumption, and Risk Sharing: How Different Is China? In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2013The Role of Household Saving in the Economic Rise of China In: Working Papers.
[Full Text][Citation analysis]		paper10
2012The Role of Household Saving in the Economic Rise of China.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2012Exchange Rates as Exchange Rate Common Factors In: Working Papers.
[Full Text][Citation analysis]		paper25
2012Exchange Rates as Exchange Rate Common Factors.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
1988The International Transmission of Real Business Cycles. In: International Economic Review.
[Full Text][Citation analysis]		article50
1992Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability. In: International Economic Review.
[Full Text][Citation analysis]		article8
1993Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum..(1993) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2002Price Index Convergence Among United States Cities In: International Economic Review.
[Full Text][Citation analysis]		article209
2005The real exchange rate and real interest differentials: the role of nonlinearities In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article13
2006Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
1996Alternative Long-Horizon Exchange-Rate Predictors. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article17
1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article76
2006Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article77
2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics In: Journal of Money, Credit and Banking.
[Citation analysis]		article117
2005Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
2009Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		article
2008Exchange Rate Models Are Not as Bad as You Think In: NBER Chapters.
[Full Text][Citation analysis]		chapter394
2007Exchange Rate Models Are Not as Bad as You Think.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 394		paper
2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper4
2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2005Effective Exchange Rate Classifications and Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper56
2009Trending Current Accounts In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2010Business Cycles, Consumption and Risk-Sharing: How Different Is China? In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2012Factor Model Forecasts of Exchange Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper105
2012Factor Model Forecasts of Exchange Rates.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2015Factor Model Forecasts of Exchange Rates.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2014Precautionary Saving of Chinese and U.S. Households In: NBER Working Papers.
[Full Text][Citation analysis]		paper36
2017Precautionary Saving of Chinese and U.S. Households.(2017) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2017Identifying Exchange Rate Common Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper40
2018IDENTIFYING EXCHANGE RATE COMMON FACTORS.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2019Demographics and Monetary Policy Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2019Demographics and Monetary Policy Shocks.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2021Demographics and Monetary Policy Shocks.(2021) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2020Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL.(2024) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
1998Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1999Price Level Convergence Among United States Cities: Lessons for the European Central Bank.(1999) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1997Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? In: Working Papers.
[Full Text][Citation analysis]		paper5
1998Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?.(1998) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1998Fundamentals of the Real Dollar-Pound Rate: 1871-1994 In: Working Papers.
[Full Text][Citation analysis]		paper1
1996The Economic Content of Indicators of Developing Country Creditworthiness In: IMF Staff Papers.
[Full Text][Citation analysis]		article80
2013The Size of the Precautionary Component of Household Saving: China and the U.S. In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
1997Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper10
1985A Note on International Real Interest Rate Differentials. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article11
1995Context€ Dependence of Auditors Interpretations of the SFAS No. 5 Probability Expressions* In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article0
2004Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models In: Econometrics.
[Full Text][Citation analysis]		paper6

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