Access Statistics for Nelson Mark

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 0 130 0 0 0 460
Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 0 184 1 1 1 548
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? 0 0 0 293 1 1 2 1,363
Asymptotic Power Advantages of Long-Horizon Regressions 0 0 0 2 1 1 1 29
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 0 0 2 943
Business Cycles, Consumption and Risk-Sharing: How Different Is China? 0 0 0 108 0 0 0 193
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 1 279 2 2 4 715
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,237 0 0 4 3,273
Demographic Patterns and Household Saving in China 0 0 0 152 1 2 3 266
Demographic Patterns and Household Saving in China 0 0 0 102 0 0 4 330
Demographic Patterns and Household Saving in China 0 0 0 47 0 0 7 235
Demographics and Aggregate Household Saving in Japan, China, and India 0 0 0 17 0 0 1 23
Demographics and Aggregate Household Saving in Japan, China, and India 1 1 2 73 1 1 4 152
Demographics and Monetary Policy Shocks 0 0 0 0 1 1 7 75
Demographics and Monetary Policy Shocks 0 0 4 59 2 2 7 85
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 2 2 81
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 94 0 1 1 324
Dynamic Seemingly Unrelated Cointegrating Regression 1 1 2 567 1 3 13 1,665
Effective Exchange Rate Classifications and Growth 0 0 1 299 0 0 4 887
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 0 0 281
Exchange Rate Models Are Not as Bad as You Think 1 1 4 639 1 3 10 1,542
Exchange Rates as Exchange Rate Common Factors 0 0 0 117 0 1 1 326
Exchange Rates as Exchange Rate Common Factors 0 0 3 147 1 1 5 321
Factor Model Forecasts of Exchange Rates 0 0 1 170 0 0 5 432
Factor Model Forecasts of Exchange Rates 0 0 1 48 0 2 3 217
Fundamentals of the Real Dollar-Pound Rate: 1871-1994 0 0 0 229 0 0 1 1,927
GDP and Temperature: Evidence on Cross-Country Response Heterogeneity 1 1 3 13 2 2 8 26
Global Macro Risks in Currency Excess Returns 0 0 1 52 0 0 1 52
Global Macro Risks in Currency Excess Returns 0 0 0 49 0 0 0 77
Identifying Exchange Rate Common Factors 0 0 1 76 0 1 2 109
Mean Reversion in Equilibrium Asset Prices 0 0 0 599 0 0 2 1,750
Measures of Global Uncertainty and Carry-Trade Excess Returns 0 1 1 24 0 1 1 36
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 2 238 0 1 4 1,210
Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market 0 0 0 109 0 0 1 402
Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market 0 0 0 94 0 1 1 447
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 1 1 35 0 3 3 108
Precautionary Saving of Chinese and U.S. Households 0 0 1 89 0 0 2 132
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 113 0 0 0 613
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 269 0 0 0 997
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 212 0 0 0 1,249
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 309 0 0 1 797
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 0 0 1 515
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 0 0 78 0 0 0 773
The Role of Household Saving in the Economic Rise of China 0 0 2 162 0 0 3 414
The Role of Household Saving in the Economic Rise of China 0 0 0 75 0 0 2 268
The Size of the Precautionary Component of Household Saving: China and the U.S 0 0 0 39 1 1 1 116
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 1 1 1 416
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 1 1 1 540
The equity premium and the risk-free rate: matching the moments 0 0 0 37 0 0 0 153
Third-Country Effects on the Exchange Rate 0 0 0 43 0 0 0 137
Trending Current Accounts 0 0 0 51 0 0 0 212
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 0 0 1 754
Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model 0 0 0 24 0 0 0 50
Total Working Papers 4 6 33 8,749 19 36 128 29,046


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on International Real Interest Rate Differentials 0 0 0 42 0 0 0 117
A multinomial logit approach to exchange rate policy classification with an application to growth 0 0 0 44 2 2 3 172
Alternative Long-Horizon Exchange-Rate Predictors 0 0 0 127 0 0 0 381
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 0 262 0 2 5 1,036
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 0 0 0 156
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 0 102 1 1 5 351
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 0 2 0 0 1 13
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 0 14 457 2 7 43 1,300
Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* 0 0 1 1 0 0 4 12
Demographic Patterns and Household Saving in China 1 1 5 128 2 2 18 473
Demographics and Monetary Policy Shocks 0 0 4 21 1 2 11 74
Demographics and aggregate household saving in Japan, China, and India 0 0 0 47 0 2 9 259
Dynamic Seemingly Unrelated Cointegrating Regressions 0 0 0 212 0 2 3 637
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 0 4 334
Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations 0 0 1 91 0 0 1 299
Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 0 1 2 493 0 3 15 1,190
Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability 0 0 0 9 3 11 47 3,332
Factor Model Forecasts of Exchange Rates 0 0 4 88 0 1 10 282
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 0 0 376
Global macro risks in currency excess returns 0 0 1 12 1 1 7 69
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 1 7 0 0 4 70
International debt and world business fluctuations 0 0 0 17 0 0 0 71
LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE 0 0 0 41 0 0 0 124
Mean Reversion in Equilibrium Asset Prices 0 0 3 574 1 3 11 2,689
Measures of global uncertainty and carry-trade excess returns 0 0 6 31 1 1 10 110
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 1 2 417 0 2 9 1,004
Official interventions and the forward premium anomaly 0 0 0 45 1 1 1 130
On time varying risk premia in the foreign exchange market: An econometric analysis 0 0 1 193 0 0 3 377
Precautionary Saving of Chinese and U.S. Households 0 0 3 19 0 0 6 77
Price Index Convergence Among United States Cities 0 0 0 154 0 0 7 595
Real and nominal exchange rates in the long run: An empirical investigation 0 0 2 586 0 1 4 1,349
Real exchange-rate prediction over long horizons 0 0 1 161 0 0 3 1,125
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 168 0 0 3 640
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability 0 0 0 32 0 0 0 149
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum 0 0 0 8 0 0 0 74
Some evidence on the international inequality of real interest rates 0 0 0 94 0 0 1 222
Special issue on advances in international money, macro and finance 0 0 0 44 0 0 0 137
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 1 1 41 0 1 2 226
Testing the CAPM with Time-Varying Risks and Returns 0 0 0 249 0 0 4 571
The Economic Content of Indicators of Developing Country Creditworthiness 0 1 3 68 0 2 5 253
The International Transmission of Real Business Cycles 0 0 3 176 0 0 3 500
The equity premium and the risk-free rate: Matching the moments 0 0 2 215 0 1 5 998
The real exchange rate and real interest differentials: the role of nonlinearities 0 0 0 134 0 0 3 377
Third-country effects on the exchange rate 0 0 2 69 0 1 10 206
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts 0 0 1 114 0 0 2 252
UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL 0 1 2 2 2 5 9 9
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 0 0 0 412
Understanding Spot and Forward Exchange Rate Regressions 0 0 0 616 1 1 3 3,222
Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium 0 0 0 6 0 0 0 38
Total Journal Articles 1 6 65 6,619 18 55 294 26,870


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 1 Business Cycles, Consumption, and Risk Sharing: How Different Is China? 0 0 0 0 0 1 1 1
Exchange Rate Models Are Not as Bad as You Think 0 1 2 389 2 6 16 1,313
Total Chapters 0 1 2 389 2 7 17 1,314


Statistics updated 2025-02-05