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 0 2 3 550
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? 0 0 0 293 0 0 2 1,364
Asymptotic Power Advantages of Long-Horizon Regressions 0 0 0 2 0 1 2 30
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 0 0 0 943
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 0 279 0 1 3 716
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 0 1,237 0 1 2 3,274
Demographic Patterns and Household Saving in China 0 0 0 152 0 1 4 267
Demographic Patterns and Household Saving in China 0 0 0 47 3 4 11 242
Demographic Patterns and Household Saving in China 0 1 1 103 1 2 5 334
Demographics and Aggregate Household Saving in Japan, China, and India 0 0 1 73 0 1 2 153
Demographics and Aggregate Household Saving in Japan, China, and India 0 0 0 17 0 0 1 24
Demographics and Monetary Policy Shocks 0 0 0 0 1 1 4 76
Demographics and Monetary Policy Shocks 0 0 2 59 1 1 6 86
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 567 0 0 10 1,667
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 3 5 84
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 0 0 2 325
Effective Exchange Rate Classifications and Growth 0 0 0 299 0 0 2 887
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 0 2 283
Exchange Rate Models Are Not as Bad as You Think 0 0 5 641 0 3 15 1,550
Exchange Rates as Exchange Rate Common Factors 0 0 2 148 0 2 5 324
Exchange Rates as Exchange Rate Common Factors 1 1 2 119 2 2 4 329
Factor Model Forecasts of Exchange Rates 1 1 2 49 1 1 4 218
Factor Model Forecasts of Exchange Rates 1 2 2 172 1 2 4 435
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 0 0 1 13 0 1 9 30
Global Macro Risks in Currency Excess Returns 0 0 0 49 0 0 0 77
Global Macro Risks in Currency Excess Returns 0 0 0 52 0 1 2 54
Identifying Exchange Rate Common Factors 0 0 0 76 0 0 1 109
Mean Reversion in Equilibrium Asset Prices 0 0 0 599 1 1 2 1,751
Measures of Global Uncertainty and Carry-Trade Excess Returns 0 0 1 24 0 1 2 37
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 1 238 0 1 3 1,211
Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market 0 0 0 109 0 0 1 403
Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market 0 0 0 94 0 0 1 447
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 2 36 0 1 5 110
Precautionary Saving of Chinese and U.S. Households 0 0 0 89 0 0 0 132
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 1 1 270 0 2 3 1,000
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 113 0 0 1 614
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 1 1 213 0 2 3 1,252
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 309 0 0 1 798
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 136 0 1 2 516
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 0 0 78 0 0 2 775
The Role of Household Saving in the Economic Rise of China 0 0 2 162 0 0 3 415
The Role of Household Saving in the Economic Rise of China 0 0 0 75 0 0 1 268
The Size of the Precautionary Component of Household Saving: China and the U.S 0 0 0 39 0 0 1 116
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 0 2 417
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 0 0 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 1 138
Trending Current Accounts 0 0 0 51 0 0 1 213
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 3 7 28 8,762 12 39 148 29,121


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 0 1 4 173
Alternative Long-Horizon Exchange-Rate Predictors 0 0 0 127 1 1 1 382
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 0 262 0 1 5 1,037
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 1 3 0 0 2 15
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 0 102 0 1 4 352
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 2 10 459 1 6 38 1,312
Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* 0 0 1 1 1 1 3 13
Demographic Patterns and Household Saving in China 0 0 3 128 1 2 14 476
Demographics and Monetary Policy Shocks 0 0 2 21 1 2 10 76
Demographics and aggregate household saving in Japan, China, and India 0 0 0 47 1 3 10 263
Dynamic Seemingly Unrelated Cointegrating Regressions 0 3 3 215 0 4 7 642
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 1 4 335
Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations 0 1 1 92 0 1 1 300
Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 0 0 1 493 1 2 11 1,194
Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability 0 0 0 9 2 15 49 3,353
Factor Model Forecasts of Exchange Rates 0 1 2 89 0 3 7 287
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 1 1 2 378
Global macro risks in currency excess returns 0 1 2 14 0 2 7 73
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 0 7 0 1 2 71
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 1 1 125
Mean Reversion in Equilibrium Asset Prices 1 1 2 575 1 1 7 2,690
Measures of global uncertainty and carry-trade excess returns 0 0 3 32 0 0 9 114
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 1 2 418 0 2 8 1,006
Official interventions and the forward premium anomaly 0 1 1 46 0 1 2 131
On time varying risk premia in the foreign exchange market: An econometric analysis 0 0 0 193 0 0 2 377
Precautionary Saving of Chinese and U.S. Households 0 1 4 22 0 2 7 82
Price Index Convergence Among United States Cities 0 1 1 155 0 4 8 600
Real and nominal exchange rates in the long run: An empirical investigation 0 1 2 587 0 1 4 1,350
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 5 643
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability 0 0 0 32 0 0 1 150
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 1 138
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 0 1 41 0 0 1 226
Testing the CAPM with Time-Varying Risks and Returns 0 0 0 249 0 0 1 572
The Economic Content of Indicators of Developing Country Creditworthiness 0 0 1 68 1 2 5 255
The International Transmission of Real Business Cycles 2 2 4 178 2 2 4 502
The equity premium and the risk-free rate: Matching the moments 0 0 0 215 0 0 4 1,001
The real exchange rate and real interest differentials: the role of nonlinearities 0 0 0 134 0 0 2 377
Third-country effects on the exchange rate 0 0 1 69 0 0 8 207
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts 0 0 0 114 0 0 1 252
UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL 0 0 2 2 0 0 13 13
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 0 0 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 1 2 40
Total Journal Articles 3 16 51 6,640 14 65 284 26,982


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 0 2 2
Exchange Rate Models Are Not as Bad as You Think 1 3 4 392 3 11 27 1,329
Total Chapters 1 3 4 392 3 11 29 1,331


Statistics updated 2025-07-04