Access Statistics for James M. Nason

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Along the New Keynesian Phillips Curve with Nominal and Real Rigidities 0 0 0 1 0 0 3 540
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 0 0 2 675
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 0 0 2 133
Bayesian Estimation of DSGE Models 0 0 1 226 0 0 4 300
Bayesian estimation of DSGE models 0 0 1 378 3 6 18 919
Bringing Financial Stability into Monetary Policy 0 0 0 134 1 1 4 226
Bringing Financial Stability into Monetary Policy 0 0 0 129 0 0 1 63
Bringing Financial Stability into Monetary Policy* 0 0 0 150 0 2 6 224
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 0 1 1 594
Business Cycle Implications of Habit Formation 0 0 0 140 0 0 0 433
Business Cycle Implications of Habit Formation 0 0 0 112 0 0 1 394
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 0 0 1 169
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 0 0 0 102
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 0 0 0 148
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 0 0 2 155
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 1 37 0 0 3 123
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 0 0 0 280
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 0 0 2 179
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 0 0 1 179
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 0 0 1 507
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 2 380 0 0 2 1,025
Choosing the best volatility models: the model confidence set approach 0 0 0 248 0 0 1 842
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 0 0 0 324
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 1 3 10 3,398
Exchange rates and fundamentals: a generalization 0 0 0 187 0 3 3 414
Exchange rates and fundamentals: a generalization 0 0 1 100 0 1 2 291
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 1 1 1,717
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 0 1 224
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 0 0 145
Identifying The New Keynesian Phillips Curve 0 0 1 549 0 0 3 1,828
Identifying the New Keynesian Phillips curve 0 0 1 238 0 1 3 619
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 2 7 126
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 0 54 0 0 1 53
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 1 2 2 76
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 2 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 0 0 3 472
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 0 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 459 1 5 24 1,622
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 1 1 1 391
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 1 1 2 777
Investment and the current account in the short run and the long run 1 1 2 313 2 5 7 682
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 1 1 6 154
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 0 143 1 1 5 416
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 75 0 0 2 106
Model confidence sets for forecasting models 0 1 2 266 0 4 9 671
Nonparametric exchange rate prediction? 0 0 0 3 0 1 2 1,468
Output dynamics in real business cycle models 0 0 0 4 0 0 3 1,500
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 1 1 2 451
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 0 1 4 161
Simple versus optimal rules as guides to policy 0 0 0 112 0 0 2 387
Testing For Structural Breaks 0 0 0 46 0 0 0 992
Testing the significance of calendar effects 0 0 0 669 0 0 0 1,792
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 2 11 11 0 2 19 19
The McKenna Rule and UK World War I Finance 0 1 1 57 0 1 4 360
The McKenna rule and U.K. World War I finance 0 0 0 55 0 0 3 307
The Model Confidence Set 0 2 3 221 2 4 8 734
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 0 0 0 556
The equity premium and time-varying risk behavior 0 0 0 0 0 0 0 1,111
The permanent income hypothesis when the bliss point is stochastic 0 0 1 112 0 0 7 1,441
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 1 244 1 1 3 821
The present-value model of the current account has been rejected: round up the usual suspects 0 0 1 256 0 0 2 1,123
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 0 0 0 154
UK Inflation Forecasts since the Thirteenth Century 0 0 1 38 0 0 3 49
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 0 0 0 92
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 1 1 1 135
UK inflation forecasts since the thirteenth century 0 0 1 25 0 0 3 21
Total Working Papers 1 7 35 8,357 18 54 215 36,624
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BUSINESS CYCLES AND FINANCIAL CRISES: THE ROLES OF CREDIT SUPPLY AND DEMAND SHOCKS 0 0 2 49 0 0 4 130
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 1 19 0 0 5 122
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 2 108 0 1 6 474
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 67 0 0 0 350
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 0 0 1 7
Effects of the Hodrick-Prescott filter on integrated time series 0 0 0 1 1 1 3 453
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 0 2 15 1,239 1 8 32 2,473
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 0 2 2 187
Identifying the new Keynesian Phillips curve 0 1 2 285 1 3 6 710
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 0 223 0 0 12 654
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 1 1 7 0 1 3 43
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 79 0 1 5 286
Instability in U.S. inflation: 1967-2005 0 1 1 72 0 1 4 369
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 0 0 146
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 1 1 7 549
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 1 2 2 683
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 0 19 1 1 1 60
Nonparametric exchange rate prediction? 0 2 6 495 0 4 10 1,345
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,567 1 3 16 4,475
Simple versus optimal rules as guides to policy 0 0 0 72 1 2 3 235
Testing for structural breaks in cointegrated relationships 0 1 5 476 1 5 12 1,016
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 0 1 3 1,666
The McKenna Rule and UK World War I Finance 0 0 0 39 0 0 3 239
The Model Confidence Set 0 0 0 0 1 4 14 727
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 1 154 2 3 8 404
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 0 0 2 246
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 361 1 2 8 920
Time-consistency and credible monetary policy after the crisis 0 0 0 53 0 0 1 151
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 0 3 7 0 1 10 20
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 0 0 1 128
Total Journal Articles 0 8 45 6,692 13 47 184 19,268

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian estimation of DSGE models 1 2 4 75 1 4 8 176
Total Chapters 1 2 4 75 1 4 8 176

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05