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 1 15 17 557
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 0 5 9 684
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 0 4 8 140
Bayesian Estimation of DSGE Models 0 0 1 227 1 7 14 313
Bayesian Estimation of DSGE Models: An Update 0 1 46 46 6 23 55 55
Bayesian estimation of DSGE models 0 0 1 379 4 20 35 947
Bayesian estimation of DSGE models: An update 0 0 34 34 3 14 26 26
Bringing Financial Stability into Monetary Policy 1 1 1 130 2 7 8 71
Bringing Financial Stability into Monetary Policy 0 0 0 134 0 4 12 237
Bringing Financial Stability into Monetary Policy* 1 1 1 151 3 9 16 236
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 0 6 9 602
Business Cycle Implications of Habit Formation 0 0 0 112 4 12 18 411
Business Cycle Implications of Habit Formation 0 0 0 140 2 6 7 440
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 1 6 10 178
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 0 3 3 158
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 0 3 6 154
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 0 3 5 107
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 1 5 10 132
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 0 2 11 291
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 0 2 4 183
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 4 18 24 203
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 1 6 6 513
Choosing the Best Volatility Models:The Model Confidence Set Approach 1 1 1 381 1 5 11 1,036
Choosing the best volatility models: the model confidence set approach 0 0 0 248 3 15 20 862
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 1 7 14 338
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 0 15 24 3,417
Exchange rates and fundamentals: a generalization 0 0 0 100 0 5 7 297
Exchange rates and fundamentals: a generalization 0 0 0 187 0 4 8 419
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 4 10 1,726
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 0 4 4 4
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 10 11 234
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 3 5 7 152
Identifying The New Keynesian Phillips Curve 0 0 0 549 1 10 13 1,841
Identifying the New Keynesian Phillips Curve 0 0 0 1 1 6 6 8
Identifying the New Keynesian Phillips curve 0 0 0 238 0 5 11 628
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 3 9 14 66
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 6 13 133
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 3 9 15 89
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 12 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 7 7 181
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 4 13 30 1,639
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 10 19 488
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 2 5 395
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 2 9 10 786
Investment and the current account in the short run and the long run 1 1 2 314 2 14 23 699
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 0 2 6 158
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 144 2 12 15 430
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 2 77 2 8 14 118
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 2 9 9 12
Model confidence sets for forecasting models 0 0 3 268 8 17 36 701
Nonparametric exchange rate prediction? 0 0 0 3 2 7 14 1,480
Output dynamics in real business cycle models 0 0 0 4 3 8 11 1,511
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 0 0 4 454
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 3 13 17 177
Simple versus optimal rules as guides to policy 0 0 0 112 2 8 11 398
Testing For Structural Breaks 0 0 0 46 5 13 14 1,006
Testing for Structural Breaks 0 0 0 0 0 4 4 4
Testing the significance of calendar effects 0 0 0 669 2 4 4 1,796
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 0 5 12 1 5 12 27
The McKenna Rule and UK World War I Finance 0 0 1 57 0 8 13 371
The McKenna rule and U.K. World War I finance 0 0 0 55 2 10 15 320
The Model Confidence Set 2 3 6 225 9 22 32 762
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 1 11 12 568
The equity premium and time-varying risk behavior 0 0 0 0 0 8 10 1,121
The permanent income hypothesis when the bliss point is stochastic 0 0 1 113 2 10 14 1,455
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 0 5 8 828
The present-value model of the current account has been rejected: round up the usual suspects 0 0 0 256 1 54 60 1,183
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 0 5 5 159
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 7 13 16 65
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 0 5 8 100
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 1 3 7 141
UK inflation forecasts since the thirteenth century 0 0 0 25 1 8 11 31
Total Working Papers 6 9 110 8,458 121 638 991 37,525


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 1 8 10 140
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 19 1 5 5 127
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 0 108 0 7 12 485
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 67 0 3 5 355
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 0 2 4 11
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 2 3 17 1,250 6 12 48 2,504
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 0 3 6 191
Identifying the new Keynesian Phillips curve 0 0 1 285 1 7 15 721
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 1 224 0 4 8 662
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 4 10 12 54
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 81 2 10 15 299
Instability in U.S. inflation: 1967-2005 0 0 1 72 0 8 9 377
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 6 7 153
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 2 22 24 572
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 0 4 9 690
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 1 8 15 74
Nonparametric exchange rate prediction? 0 0 3 495 3 5 11 1,351
Output Dynamics in Real-Business-Cycle Models 0 1 2 1,569 1 13 27 4,496
Simple versus optimal rules as guides to policy 0 0 0 72 1 5 10 243
Testing for structural breaks in cointegrated relationships 0 0 3 476 0 4 11 1,020
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 0 2 6 1,670
The McKenna Rule and UK World War I Finance 0 0 0 39 0 7 9 247
The Model Confidence Set 0 0 0 0 10 25 55 777
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 5 13 21 421
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 1 1 4 250
The present-value model of the current account has been rejected: Round up the usual suspects 0 1 2 363 0 7 13 930
Time-consistency and credible monetary policy after the crisis 0 0 0 53 1 3 3 154
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 0 1 8 0 2 8 26
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 1 5 7 135
Total Journal Articles 3 6 38 6,712 41 211 389 19,135
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 10 17 189
Total Chapters 0 0 4 77 0 10 17 189


Statistics updated 2026-03-04