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 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 0 1 8 142
Bayesian Estimation of DSGE Models 1 1 1 228 1 2 17 321
Bayesian Estimation of DSGE Models: An Update 1 1 12 50 3 5 53 76
Bayesian estimation of DSGE models 0 0 2 380 0 2 32 954
Bayesian estimation of DSGE models: An update 1 1 37 37 1 1 39 39
Bringing Financial Stability into Monetary Policy 0 0 0 134 0 1 15 242
Bringing Financial Stability into Monetary Policy 0 0 1 130 0 1 17 80
Bringing Financial Stability into Monetary Policy* 0 0 1 151 0 2 19 244
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 0 1 10 605
Business Cycle Implications of Habit Formation 0 0 0 112 0 0 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 0 1 13 184
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 0 3 12 160
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 0 1 9 112
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 0 2 8 163
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 0 1 16 139
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 1 1 12 294
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 1 3 30 211
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 1 381 1 3 18 1,043
Choosing the best volatility models: the model confidence set approach 0 0 0 248 2 3 26 868
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 0 1 21 345
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 2 4 33 3,433
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 0 12 1,730
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 1 1 11 11
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 1 3 15 239
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 3 14 159
Identifying The New Keynesian Phillips Curve 0 0 0 549 8 75 104 1,934
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 17 637
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 0 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 0 1 24 100
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 462 1 7 26 1,651
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 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 0 0 107 0 1 8 399
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 0 2 14 791
Investment and the current account in the short run and the long run 0 0 2 315 0 2 22 704
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 0 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 0 1 0 1 16 19
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 1 77 0 1 15 122
Model confidence sets for forecasting models 0 0 5 271 1 4 53 724
Nonparametric exchange rate prediction? 0 0 0 3 0 1 15 1,483
Output dynamics in real business cycle models 0 0 0 4 2 3 25 1,526
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 2 2 30 191
Simple versus optimal rules as guides to policy 0 0 0 112 0 1 16 405
Testing For Structural Breaks 0 0 1 47 0 0 19 1,011
Testing for Structural Breaks 0 0 0 0 1 1 9 9
Testing the significance of calendar effects 0 0 0 669 5 8 16 1,808
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 0 0 12 0 0 10 30
The McKenna Rule and UK World War I Finance 0 0 0 57 0 0 16 378
The McKenna rule and U.K. World War I finance 0 0 0 55 0 1 15 322
The Model Confidence Set 1 4 12 233 4 20 69 805
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 0 3 15 1,127
The permanent income hypothesis when the bliss point is stochastic 0 0 0 113 0 1 21 1,463
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 1 1 11 834
The present-value model of the current account has been rejected: round up the usual suspects 0 0 0 256 1 3 66 1,192
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 0 1 9 163
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 1 1 19 69
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 0 1 13 106
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 2 2 11 147
UK inflation forecasts since the thirteenth century 0 0 0 25 1 3 15 37
Total Working Papers 4 7 79 8,481 46 204 1,420 38,124

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 2 13 135
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 0 108 1 4 16 492
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 1 1 8 462
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 0 2 12 1,256 2 9 54 2,535
Great Moderation(s) and US Interest Rates: Unconditional Evidence 1 2 2 49 2 6 13 200
Identifying the new Keynesian Phillips curve 0 0 0 285 0 2 17 728
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 1 225 0 0 9 666
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 1 8 0 1 17 60
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 83 1 3 18 306
Instability in U.S. inflation: 1967-2005 0 1 1 73 0 1 13 382
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 1 1 11 157
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 0 0 24 574
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 0 3 11 695
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 0 20 1 2 16 79
Nonparametric exchange rate prediction? 0 0 0 495 1 3 12 1,358
Output Dynamics in Real-Business-Cycle Models 0 0 1 1,569 6 8 42 4,518
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 0 1 11 1,027
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 0 3 7 1,674
The Chinese silver standard: Parity, predictability, and (in)stability, 1912–1934 0 0 0 0 4 6 6 6
The McKenna Rule and UK World War I Finance 0 0 0 39 0 1 14 253
The Model Confidence Set 0 0 0 0 17 42 118 853
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 1 2 28 433
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 0 1 2 364 2 3 15 936
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 1 9 0 1 14 35
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 0 0 10 138
Total Journal Articles 2 7 24 6,727 41 110 573 19,882

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 1 77 0 3 19 197
Total Chapters 0 0 1 77 0 3 19 197

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11