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 0 1 21 561
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 0 0 13 688
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 1 1 8 142
Bayesian Estimation of DSGE Models 0 0 1 227 1 1 18 320
Bayesian Estimation of DSGE Models: An Update 0 1 49 49 2 4 73 73
Bayesian estimation of DSGE models 0 0 2 380 1 2 34 954
Bayesian estimation of DSGE models: An update 0 0 36 36 0 1 38 38
Bringing Financial Stability into Monetary Policy 0 0 0 134 0 1 16 242
Bringing Financial Stability into Monetary Policy 0 0 1 130 0 2 17 80
Bringing Financial Stability into Monetary Policy* 0 0 1 151 2 3 20 244
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 1 1 11 605
Business Cycle Implications of Habit Formation 0 0 0 112 0 1 21 416
Business Cycle Implications of Habit Formation 0 0 0 140 0 0 10 443
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 1 1 14 184
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 2 4 12 160
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 2 2 8 163
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 0 1 10 112
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 1 2 16 139
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 0 0 12 293
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 0 0 6 185
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 0 0 10 517
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 2 3 31 210
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 1 381 2 3 17 1,042
Choosing the best volatility models: the model confidence set approach 0 0 0 248 1 2 24 866
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 1 2 21 345
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 1 5 31 3,431
Exchange rates and fundamentals: a generalization 0 0 0 100 0 0 7 298
Exchange rates and fundamentals: a generalization 0 0 0 187 0 1 7 422
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 1 12 1,730
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 0 1 10 10
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 2 3 14 238
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 2 13 158
Identifying The New Keynesian Phillips Curve 0 0 0 549 66 72 96 1,926
Identifying the New Keynesian Phillips Curve 0 0 0 1 0 0 13 15
Identifying the New Keynesian Phillips curve 0 0 0 238 1 2 16 636
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 2 2 21 74
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 0 14 140
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 1 2 24 100
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 2 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 2 2 21 495
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 462 6 8 27 1,650
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 1 2 8 399
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 1 2 14 791
Investment and the current account in the short run and the long run 0 0 2 315 2 3 22 704
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 1 1 7 161
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 144 0 1 18 434
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 2 77 1 1 16 122
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 1 2 16 19
Model confidence sets for forecasting models 0 0 5 271 2 4 52 723
Nonparametric exchange rate prediction? 0 0 0 3 1 1 15 1,483
Output dynamics in real business cycle models 0 0 0 4 1 1 24 1,524
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 0 1 8 459
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 0 1 28 189
Simple versus optimal rules as guides to policy 0 0 0 112 0 2 16 405
Testing For Structural Breaks 0 0 1 47 0 0 19 1,011
Testing for Structural Breaks 0 0 0 0 0 0 8 8
Testing the significance of calendar effects 0 0 0 669 1 4 11 1,803
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 0 1 12 0 0 11 30
The McKenna Rule and UK World War I Finance 0 0 0 57 0 0 17 378
The McKenna rule and U.K. World War I finance 0 0 0 55 1 1 15 322
The Model Confidence Set 3 5 11 232 8 20 66 801
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 0 0 12 569
The equity premium and time-varying risk behavior 0 0 0 0 3 4 15 1,127
The permanent income hypothesis when the bliss point is stochastic 0 0 0 113 1 2 21 1,463
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 0 1 10 833
The present-value model of the current account has been rejected: round up the usual suspects 0 0 0 256 1 4 67 1,191
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 1 2 9 163
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 0 0 19 68
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 1 1 13 106
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 0 0 10 145
UK inflation forecasts since the thirteenth century 0 0 0 25 2 2 15 36
Total Working Papers 3 7 117 8,477 132 204 1,421 38,078

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 0 0 18 148
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 19 1 1 12 134
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 0 108 0 3 15 491
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 0 1 7 15
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 integrated time series 0 0 0 1 0 0 7 461
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 1 3 14 1,256 3 13 56 2,533
Great Moderation(s) and US Interest Rates: Unconditional Evidence 1 1 1 48 3 4 11 198
Identifying the new Keynesian Phillips curve 0 0 0 285 1 4 18 728
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 2 225 0 0 10 666
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 1 8 1 1 17 60
Information criteria for impulse response function matching estimation of DSGE models 0 0 2 82 2 2 18 305
Instability in U.S. inflation: 1967-2005 1 1 1 73 1 2 13 382
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 0 10 156
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 0 1 24 574
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 2 3 12 695
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 1 2 18 78
Nonparametric exchange rate prediction? 0 0 0 495 0 3 12 1,357
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,569 2 4 37 4,512
Simple versus optimal rules as guides to policy 0 0 0 72 0 1 11 249
Testing for structural breaks in cointegrated relationships 0 0 0 476 1 2 11 1,027
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 2 3 8 1,674
The McKenna Rule and UK World War I Finance 0 0 0 39 1 1 14 253
The Model Confidence Set 0 0 0 0 12 32 106 836
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 1 1 27 432
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 0 1 6 253
The present-value model of the current account has been rejected: Round up the usual suspects 1 1 3 364 1 3 14 934
Time-consistency and credible monetary policy after the crisis 0 0 0 53 0 2 9 160
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 0 2 9 0 1 15 35
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 0 1 10 138
Total Journal Articles 4 6 29 6,725 35 92 551 19,839

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 2 77 3 3 21 197
Total Chapters 0 0 2 77 3 3 21 197

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Statistics updated 2026-09-10