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 0 127 1 1 1 426
Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 1 183 0 0 1 537
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? 0 0 0 289 0 0 4 1,341
Asymptotic Power Advantages of Long-Horizon Regressions 0 0 0 1 0 3 5 10
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 1 1 240 0 1 3 928
Business Cycles, Consumption and Risk-Sharing: How Different Is China? 1 1 2 106 2 3 5 178
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 1 275 0 0 5 691
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 9 1,215 1 5 26 3,181
Demographic Patterns and Household Saving in China 2 7 10 142 3 11 24 202
Demographic Patterns and Household Saving in China 1 2 6 97 3 8 20 283
Demographic Patterns and Household Saving in China 0 2 5 40 1 5 18 152
Demographics and Aggregate Household Saving in Japan, China, and India 0 0 3 62 3 5 15 93
Dynamic Seemingly Unrelated Cointegrating Regression 1 1 2 561 2 2 11 1,596
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 2 0 2 8 23
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 85 2 6 20 266
Effective Exchange Rate Classifications and Growth 1 1 2 290 1 1 4 838
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 61 0 0 1 265
Exchange Rate Models Are Not as Bad as You Think 1 2 6 626 4 8 22 1,457
Exchange Rates as Exchange Rate Common Factors 1 2 6 103 2 4 20 282
Exchange Rates as Exchange Rate Common Factors 0 0 3 126 0 0 10 256
Factor Model Forecasts of Exchange Rates 0 1 5 42 1 5 14 166
Factor Model Forecasts of Exchange Rates 0 0 0 162 0 5 25 366
Fundamentals of the Real Dollar-Pound Rate: 1871-1994 0 1 1 228 0 2 2 1,916
Global Macro Risks in Currency Excess Returns 0 0 0 48 0 0 6 21
Global Macro Risks in Currency Excess Returns 0 0 1 45 1 1 11 50
Identifying Exchange Rate Common Factors 0 1 3 66 1 6 22 55
Mean Reversion in Equilibrium Asset Prices 0 0 0 592 1 2 7 1,697
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 230 1 2 12 1,143
Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market 0 1 1 107 0 1 2 385
Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market 0 0 0 93 0 0 4 420
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 1 4 2 2 6 18
Precautionary Saving of Chinese and U.S. Households 0 0 1 81 0 1 6 98
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 1 256 0 0 8 966
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 113 6 19 73 553
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 209 0 0 3 1,220
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 306 1 2 5 769
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 134 0 1 1 503
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 1 1 77 1 2 3 750
The Economic Content of Indicators of Developing Country Creditworthiness 1 1 1 50 1 2 12 1,409
The Relative Importance of Political and Economic Variables in Creditworthiness Ratings 0 0 0 202 1 2 4 797
The Role of Household Saving in the Economic Rise of China 0 0 5 152 2 4 19 378
The Role of Household Saving in the Economic Rise of China 0 0 1 69 0 0 4 237
The Size of the Precautionary Component of Household Saving: China and the U.S 0 1 1 38 0 2 6 103
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 0 5 359
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 191 0 0 2 530
The equity premium and the risk-free rate: matching the moments 2 2 2 31 5 5 8 119
Third-Country Effects on the Exchange Rate 0 0 0 40 0 5 12 120
Trending Current Accounts 0 0 0 50 0 1 4 194
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 1 234 0 0 6 733
Total Working Papers 11 28 86 8,573 49 137 515 29,080


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 41 0 0 1 103
A multinomial logit approach to exchange rate policy classification with an application to growth 1 1 2 41 1 1 4 138
Alternative Long-Horizon Exchange-Rate Predictors 0 0 0 125 1 1 2 366
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 4 255 0 2 15 980
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 42 0 0 4 148
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 1 2 101 1 3 10 310
Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand 0 0 5 401 2 4 22 1,107
Demographic Patterns and Household Saving in China 0 5 15 91 4 16 50 273
Demographics and aggregate household saving in Japan, China, and India 0 0 8 27 3 10 52 104
Dynamic Seemingly Unrelated Cointegrating Regressions 1 2 8 198 1 2 18 568
Endogenous discounting, the world saving glut and the U.S. current account 0 0 1 52 1 2 5 314
Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations 0 1 1 90 0 1 3 289
Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 6 12 28 468 11 24 65 1,102
Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability 0 0 0 9 16 68 214 2,881
Factor Model Forecasts of Exchange Rates 1 1 4 72 4 5 29 184
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 1 1 5 364
International debt and world business fluctuations 0 0 1 16 1 1 2 66
LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE 0 0 0 36 0 1 4 102
Mean Reversion in Equilibrium Asset Prices 1 1 6 518 2 6 25 2,523
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 4 8 12 379 6 15 37 880
Official interventions and the forward premium anomaly 0 0 1 44 0 0 4 113
On time varying risk premia in the foreign exchange market: An econometric analysis 0 0 1 189 0 0 6 361
Price Index Convergence Among United States Cities 0 1 2 146 0 1 6 551
Real and nominal exchange rates in the long run: An empirical investigation 0 1 7 566 0 3 12 1,289
Real exchange-rate prediction over long horizons 0 1 1 156 0 1 2 1,101
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 2 165 1 1 4 598
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability 0 0 0 32 0 0 3 144
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum 0 0 0 8 0 0 1 69
Some evidence on the international inequality of real interest rates 0 0 1 87 0 1 3 206
Special issue on advances in international money, macro and finance 0 0 0 43 0 0 0 134
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 1 1 39 0 1 3 203
Testing the CAPM with Time-Varying Risks and Returns 0 1 5 226 2 5 12 518
The Economic Content of Indicators of Developing Country Creditworthiness 1 3 4 52 2 8 13 187
The International Transmission of Real Business Cycles 0 0 7 155 0 0 10 464
The equity premium and the risk-free rate: Matching the moments 1 1 1 204 1 4 9 917
The real exchange rate and real interest differentials: the role of nonlinearities 0 0 0 132 0 1 6 363
Third-country effects on the exchange rate 0 1 7 50 1 3 21 141
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts 1 1 2 110 2 3 4 233
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 1 1 1 97 2 3 6 385
Understanding Spot and Forward Exchange Rate Regressions 1 1 1 614 1 1 3 3,198
Total Journal Articles 19 45 141 6,079 67 199 695 23,977


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Rate Models Are Not As Bad As You Think 4 11 16 304 8 22 54 950
Total Chapters 4 11 16 304 8 22 54 950


Statistics updated 2019-06-03