Access Statistics for James M. Nason

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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 2 4 20 560
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 1 2 11 686
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 0 1 8 141
Bayesian Estimation of DSGE Models 0 0 1 227 2 6 18 318
Bayesian Estimation of DSGE Models: An Update 0 1 47 47 4 15 64 64
Bayesian estimation of DSGE models 0 1 2 380 1 9 39 952
Bayesian estimation of DSGE models: An update 0 1 35 35 4 10 33 33
Bringing Financial Stability into Monetary Policy 0 0 0 134 2 3 15 240
Bringing Financial Stability into Monetary Policy 0 1 1 130 5 7 13 76
Bringing Financial Stability into Monetary Policy* 0 1 1 151 4 7 18 240
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 1 1 10 603
Business Cycle Implications of Habit Formation 0 0 0 140 2 5 10 443
Business Cycle Implications of Habit Formation 0 0 0 112 2 8 21 415
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 3 6 14 183
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 0 1 7 155
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 2 3 8 110
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 2 2 5 160
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 4 5 13 136
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 1 1 12 292
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 1 1 5 184
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 3 4 9 516
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 2 7 27 206
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 1 1 381 1 4 14 1,039
Choosing the best volatility models: the model confidence set approach 0 0 0 248 2 5 22 864
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 4 5 18 342
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 6 8 30 3,425
Exchange rates and fundamentals: a generalization 0 0 0 187 0 1 9 420
Exchange rates and fundamentals: a generalization 0 0 0 100 0 0 7 297
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 3 13 1,729
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 2 3 7 7
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 1 1 11 235
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 3 6 10 155
Identifying The New Keynesian Phillips Curve 0 0 0 549 7 11 23 1,851
Identifying the New Keynesian Phillips Curve 0 0 0 1 4 8 13 15
Identifying the New Keynesian Phillips curve 0 0 0 238 3 5 15 633
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 6 9 19 72
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 5 7 15 139
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 6 10 22 96
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 4 18 77
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 1 7 25 1,642
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 2 7 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 4 7 21 493
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 4 7 397
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 2 5 13 789
Investment and the current account in the short run and the long run 0 2 3 315 1 4 24 701
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 1 1 6 159
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 144 1 3 16 431
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 2 77 1 4 14 120
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 3 6 13 16
Model confidence sets for forecasting models 0 1 4 269 8 23 49 716
Nonparametric exchange rate prediction? 0 0 0 3 1 3 14 1,481
Output dynamics in real business cycle models 0 0 0 4 10 14 22 1,522
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 3 4 8 458
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 5 14 28 188
Simple versus optimal rules as guides to policy 0 0 0 112 3 7 16 403
Testing For Structural Breaks 1 1 1 47 5 10 19 1,011
Testing for Structural Breaks 0 0 0 0 3 4 8 8
Testing the significance of calendar effects 0 0 0 669 0 5 7 1,799
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 0 3 12 2 4 13 30
The McKenna Rule and UK World War I Finance 0 0 1 57 4 7 19 378
The McKenna rule and U.K. World War I finance 0 0 0 55 1 3 14 321
The Model Confidence Set 1 3 7 226 10 24 47 777
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 0 1 12 568
The equity premium and time-varying risk behavior 0 0 0 0 2 2 12 1,123
The permanent income hypothesis when the bliss point is stochastic 0 0 1 113 3 7 19 1,460
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 2 4 12 832
The present-value model of the current account has been rejected: round up the usual suspects 0 0 0 256 3 5 64 1,187
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 0 1 6 160
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 3 10 19 68
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 5 5 13 105
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 2 5 11 145
UK inflation forecasts since the thirteenth century 0 0 0 25 3 4 13 34
Total Working Papers 2 13 113 8,465 194 412 1,241 37,816

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 0 49 7 9 18 148
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 19 5 6 10 132
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 0 108 1 3 15 488
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 3 3 7 14
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 67 0 0 5 355
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 3 14 1,251 8 18 51 2,516
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 1 3 9 194
Identifying the new Keynesian Phillips curve 0 0 1 285 2 4 17 724
Impulse dynamics and propagation mechanisms in a real business cycle model 1 1 2 225 3 3 11 665
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 4 8 16 58
Information criteria for impulse response function matching estimation of DSGE models 0 1 2 81 2 5 17 302
Instability in U.S. inflation: 1967-2005 0 0 1 72 1 1 10 378
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 3 3 10 156
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 0 3 25 573
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 1 2 11 692
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 1 3 17 76
Nonparametric exchange rate prediction? 0 0 2 495 1 4 11 1,352
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,569 10 12 35 4,507
Simple versus optimal rules as guides to policy 0 0 0 72 4 6 15 248
Testing for structural breaks in cointegrated relationships 0 0 1 476 1 3 12 1,023
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 1 1 6 1,671
The McKenna Rule and UK World War I Finance 0 0 0 39 2 4 12 251
The Model Confidence Set 0 0 0 0 12 30 74 797
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 5 11 26 427
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 2 3 6 252
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 2 363 1 1 13 931
Time-consistency and credible monetary policy after the crisis 0 0 0 53 3 5 7 158
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 1 2 9 2 4 11 30
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 1 3 9 137
Total Journal Articles 2 6 32 6,715 87 161 486 19,255
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian estimation of DSGE models 0 0 4 77 0 1 18 190
Total Chapters 0 0 4 77 0 1 18 190

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Statistics updated 2026-05-06