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 2 3 428
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 2 6 1,343
Asymptotic Power Advantages of Long-Horizon Regressions 0 1 1 2 1 3 7 13
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 1 240 0 1 4 929
Business Cycles, Consumption and Risk-Sharing: How Different Is China? 0 0 1 106 0 0 3 178
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 1 275 1 3 8 694
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 7 1,215 0 1 21 3,182
Demographic Patterns and Household Saving in China 0 1 9 143 0 1 18 203
Demographic Patterns and Household Saving in China 0 0 5 97 0 1 17 284
Demographic Patterns and Household Saving in China 1 1 5 41 5 7 20 159
Demographics and Aggregate Household Saving in Japan, China, and India 0 13 13 13 2 3 3 3
Demographics and Aggregate Household Saving in Japan, China, and India 0 1 4 63 1 5 20 98
Demographics and Monetary Policy Shocks 0 0 0 0 1 1 1 1
Demographics and Monetary Policy Shocks 1 36 36 36 4 22 22 22
Dynamic Seemingly Unrelated Cointegrating Regression 0 1 1 3 0 2 8 25
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 85 3 4 20 270
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 561 1 4 12 1,600
Effective Exchange Rate Classifications and Growth 0 0 2 290 1 1 5 839
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 0 0 5 626 3 6 24 1,463
Exchange Rates as Exchange Rate Common Factors 0 1 6 104 1 5 21 287
Exchange Rates as Exchange Rate Common Factors 0 1 4 127 0 1 8 257
Factor Model Forecasts of Exchange Rates 0 1 5 43 2 3 15 169
Factor Model Forecasts of Exchange Rates 1 2 2 164 2 7 27 373
Fundamentals of the Real Dollar-Pound Rate: 1871-1994 0 0 1 228 0 1 3 1,917
Global Macro Risks in Currency Excess Returns 0 0 0 48 0 0 4 21
Global Macro Risks in Currency Excess Returns 0 0 1 45 0 3 11 53
Identifying Exchange Rate Common Factors 0 0 2 66 1 3 20 58
Mean Reversion in Equilibrium Asset Prices 0 0 0 592 0 2 8 1,699
Measures of Global Uncertainty and Carry-Trade Excess Returns 14 21 21 21 4 7 7 7
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 230 3 5 15 1,148
Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market 0 0 1 107 0 0 2 385
Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market 0 1 1 94 1 2 4 422
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 1 1 2 5 1 3 8 21
Precautionary Saving of Chinese and U.S. Households 1 2 3 83 2 3 9 101
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 1 256 0 0 5 966
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 209 1 1 4 1,221
Price Level Convergence Among United States Cities: Lessons for the European Central Bank 0 0 0 113 5 10 70 563
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 1 306 0 0 5 769
Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity 0 0 0 134 1 1 2 504
Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns 0 0 1 77 0 0 3 750
The Economic Content of Indicators of Developing Country Creditworthiness 0 1 2 51 0 1 6 1,410
The Relative Importance of Political and Economic Variables in Creditworthiness Ratings 0 0 0 202 0 1 4 798
The Role of Household Saving in the Economic Rise of China 0 0 0 69 0 1 2 238
The Role of Household Saving in the Economic Rise of China 1 1 5 153 2 4 17 382
The Size of the Precautionary Component of Household Saving: China and the U.S 1 1 2 39 1 1 6 104
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 1 1 4 360
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 191 0 0 1 530
The equity premium and the risk-free rate: matching the moments 0 0 2 31 0 1 9 120
Third-Country Effects on the Exchange Rate 0 0 0 40 1 1 11 121
Trending Current Accounts 0 0 0 50 0 1 5 195
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 1 234 1 3 9 736
Total Working Papers 21 87 160 8,660 54 141 549 29,221


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 1 1 2 104
A multinomial logit approach to exchange rate policy classification with an application to growth 0 2 4 43 1 5 9 143
Alternative Long-Horizon Exchange-Rate Predictors 0 0 0 125 0 2 4 368
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? 0 0 4 255 0 3 16 983
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 42 0 0 2 148
Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics 0 0 2 101 0 3 12 313
Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand 0 2 6 403 1 4 21 1,111
Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions* 0 0 0 0 0 0 0 0
Demographic Patterns and Household Saving in China 0 3 17 94 3 11 51 284
Demographics and aggregate household saving in Japan, China, and India 0 2 7 29 3 15 53 119
Dynamic Seemingly Unrelated Cointegrating Regressions 0 1 7 199 0 4 18 572
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 52 0 0 3 314
Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations 0 0 1 90 0 0 3 289
Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 2 7 34 475 3 16 71 1,118
Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability 0 0 0 9 6 25 179 2,906
Factor Model Forecasts of Exchange Rates 0 2 5 74 0 3 24 187
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 1 4 365
Global macro risks in currency excess returns 0 0 3 4 0 2 12 22
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 3 3 0 4 17 17
International debt and world business fluctuations 0 0 1 16 0 0 2 66
LINKAGES BETWEEN EXCHANGE RATE POLICY AND MACROECONOMIC PERFORMANCE 0 0 0 36 1 1 4 103
Mean Reversion in Equilibrium Asset Prices 0 0 6 518 4 10 32 2,533
Measures of global uncertainty and carry-trade excess returns 2 4 11 11 3 12 37 37
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 1 13 380 1 9 41 889
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 1 1 1 190 3 3 6 364
Precautionary Saving of Chinese and U.S. Households 0 0 3 5 0 0 7 20
Price Index Convergence Among United States Cities 0 0 2 146 0 1 7 552
Real and nominal exchange rates in the long run: An empirical investigation 2 3 8 569 4 6 16 1,295
Real exchange-rate prediction over long horizons 0 0 1 156 1 1 3 1,102
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise 0 0 2 165 0 0 4 598
Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability 0 0 0 32 0 0 2 144
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 1 2 88 0 1 3 207
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 0 1 39 1 2 5 205
Testing the CAPM with Time-Varying Risks and Returns 1 2 5 228 2 4 12 522
The Economic Content of Indicators of Developing Country Creditworthiness 2 2 6 54 3 6 18 193
The International Transmission of Real Business Cycles 0 0 6 155 0 0 8 464
The equity premium and the risk-free rate: Matching the moments 0 0 1 204 8 11 19 928
The real exchange rate and real interest differentials: the role of nonlinearities 0 0 0 132 0 1 7 364
Third-country effects on the exchange rate 0 2 8 52 2 7 22 148
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts 0 0 2 110 1 2 6 235
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 1 97 1 1 6 386
Understanding Spot and Forward Exchange Rate Regressions 0 0 1 614 0 0 1 3,198
Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium 1 1 1 1 4 5 5 5
Total Journal Articles 11 36 176 6,134 57 182 779 24,237


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 0 1 15 305 3 12 57 962
Total Chapters 0 1 15 305 3 12 57 962


Statistics updated 2019-09-09