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 0 184 0 1 3 545
Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 0 129 0 1 9 450
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? 0 1 1 290 0 1 3 1,351
Asymptotic Power Advantages of Long-Horizon Regressions 0 0 0 2 0 0 3 19
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 0 1 4 935
Business Cycles, Consumption and Risk-Sharing: How Different Is China? 1 1 1 108 1 1 5 188
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 1 277 0 0 6 708
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 2 3 9 1,225 3 8 25 3,221
Demographic Patterns and Household Saving in China 0 0 0 42 1 2 20 188
Demographic Patterns and Household Saving in China 0 1 3 100 0 3 15 312
Demographic Patterns and Household Saving in China 0 0 1 150 0 2 19 240
Demographics and Aggregate Household Saving in Japan, China, and India 0 0 2 69 2 5 19 132
Demographics and Aggregate Household Saving in Japan, China, and India 0 0 0 14 1 1 3 12
Demographics and Monetary Policy Shocks 2 6 12 53 3 9 27 64
Demographics and Monetary Policy Shocks 0 0 0 0 3 7 28 48
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 89 1 4 20 303
Dynamic Seemingly Unrelated Cointegrating Regression 0 2 2 563 0 4 20 1,627
Dynamic Seemingly Unrelated Cointegrating Regression 0 1 2 6 1 6 21 56
Effective Exchange Rate Classifications and Growth 0 0 2 293 1 4 17 866
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 61 1 3 5 277
Exchange Rate Models Are Not as Bad as You Think 0 0 0 630 2 5 25 1,506
Exchange Rates as Exchange Rate Common Factors 0 0 0 132 0 2 7 281
Exchange Rates as Exchange Rate Common Factors 1 1 2 110 2 4 10 310
Factor Model Forecasts of Exchange Rates 0 0 0 164 2 7 19 406
Factor Model Forecasts of Exchange Rates 0 0 1 46 3 6 18 201
Fundamentals of the Real Dollar-Pound Rate: 1871-1994 0 1 1 229 0 1 2 1,925
Global Macro Risks in Currency Excess Returns 0 0 0 47 1 2 9 70
Global Macro Risks in Currency Excess Returns 1 1 2 50 1 4 12 43
Identifying Exchange Rate Common Factors 0 2 3 72 0 3 10 88
Mean Reversion in Equilibrium Asset Prices 0 0 0 593 3 7 17 1,725
Measures of Global Uncertainty and Carry-Trade Excess Returns 0 0 1 22 0 0 3 23
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 2 2 2 233 4 8 20 1,186
Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market 0 0 0 107 0 0 1 394
Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market 0 0 0 94 1 4 6 437
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 2 3 12 20 5 10 30 64
Precautionary Saving of Chinese and U.S. Households 0 0 1 87 0 3 9 122
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 113 0 18 22 607
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 1 2 266 0 3 6 985
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 1 210 1 1 10 1,239
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 0 307 1 1 5 785
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 1 136 0 0 2 513
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 0 0 77 0 2 7 764
The Role of Household Saving in the Economic Rise of China 1 1 1 72 1 1 6 253
The Role of Household Saving in the Economic Rise of China 0 0 1 155 1 1 5 398
The Size of the Precautionary Component of Household Saving: China and the U.S 0 0 0 39 0 1 3 111
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 4 13 18 381
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 191 0 0 4 536
The equity premium and the risk-free rate: matching the moments 0 0 1 35 1 1 14 149
Third-Country Effects on the Exchange Rate 0 0 0 42 0 1 8 132
Trending Current Accounts 0 0 0 50 0 0 2 205
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 234 0 1 4 744
Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model 0 2 20 20 1 6 36 36
Total Working Papers 12 29 89 8,570 52 179 622 28,161


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 1 42 7 7 9 117
A multinomial logit approach to exchange rate policy classification with an application to growth 0 0 0 44 1 6 13 166
Alternative Long-Horizon Exchange-Rate Predictors 0 1 1 127 0 2 6 378
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 1 3 261 1 3 13 1,022
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 0 0 1 150
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 0 0 0 0 3 3
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 0 102 0 1 14 339
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 1 2 4 409 2 10 19 1,144
Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* 0 0 0 0 0 1 2 6
Demographic Patterns and Household Saving in China 0 0 6 112 5 10 40 386
Demographics and aggregate household saving in Japan, China, and India 0 1 4 37 3 11 42 201
Dynamic Seemingly Unrelated Cointegrating Regressions 0 1 4 204 1 3 14 604
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 1 6 327
Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations 0 0 0 90 0 0 3 295
Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 0 0 3 489 3 5 11 1,167
Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability 0 0 0 9 13 35 110 3,159
Factor Model Forecasts of Exchange Rates 2 2 3 79 2 8 28 232
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 0 4 373
Global macro risks in currency excess returns 1 1 3 7 2 3 10 42
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 1 2 5 1 2 16 41
International debt and world business fluctuations 0 0 0 17 0 1 1 71
LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE 0 0 0 37 0 0 3 117
Mean Reversion in Equilibrium Asset Prices 2 6 18 547 9 17 50 2,618
Measures of global uncertainty and carry-trade excess returns 2 3 5 21 4 6 16 78
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 4 5 14 398 9 14 42 957
Official interventions and the forward premium anomaly 0 0 0 44 0 2 6 124
On time varying risk premia in the foreign exchange market: An econometric analysis 0 0 0 192 0 0 2 372
Precautionary Saving of Chinese and U.S. Households 0 0 2 11 0 1 8 42
Price Index Convergence Among United States Cities 0 0 3 152 0 4 11 576
Real and nominal exchange rates in the long run: An empirical investigation 0 0 5 577 0 4 15 1,323
Real exchange-rate prediction over long horizons 0 0 2 158 2 3 6 1,113
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 1 1 2 168 2 6 11 622
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability 0 0 0 32 0 0 1 147
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum 0 0 0 8 0 0 2 72
Some evidence on the international inequality of real interest rates 1 1 1 93 1 1 2 218
Special issue on advances in international money, macro and finance 0 0 0 44 0 0 1 137
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 1 1 40 0 3 6 220
Testing the CAPM with Time-Varying Risks and Returns 1 3 12 248 1 5 22 561
The Economic Content of Indicators of Developing Country Creditworthiness 1 1 4 60 1 5 18 228
The International Transmission of Real Business Cycles 0 1 2 161 0 1 5 478
The equity premium and the risk-free rate: Matching the moments 0 0 2 207 0 2 14 967
The real exchange rate and real interest differentials: the role of nonlinearities 0 0 1 133 0 1 4 370
Third-country effects on the exchange rate 0 0 2 57 2 2 15 175
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts 0 1 1 111 0 1 6 243
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 1 98 0 1 10 400
Understanding Spot and Forward Exchange Rate Regressions 0 0 0 615 0 1 9 3,213
Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium 1 1 2 4 1 2 10 26
Total Journal Articles 17 34 114 6,348 73 191 660 25,620


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 3 6 28 372 11 25 107 1,222
Total Chapters 3 6 28 372 11 25 107 1,222


Statistics updated 2021-06-03