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 3 20 560
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 2 4 13 688
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 1 6 19 319
Bayesian Estimation of DSGE Models: An Update 1 2 48 48 5 14 69 69
Bayesian estimation of DSGE models 0 1 2 380 0 5 38 952
Bayesian estimation of DSGE models: An update 1 2 36 36 4 11 37 37
Bringing Financial Stability into Monetary Policy 0 0 0 134 1 4 16 241
Bringing Financial Stability into Monetary Policy 0 0 1 130 2 7 15 78
Bringing Financial Stability into Monetary Policy* 0 0 1 151 1 5 17 241
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 1 2 11 604
Business Cycle Implications of Habit Formation 0 0 0 112 0 4 21 415
Business Cycle Implications of Habit Formation 0 0 0 140 0 3 10 443
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 0 5 14 183
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 1 4 9 111
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 1 3 6 161
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 1 2 8 156
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 1 5 14 137
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 1 2 13 293
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 1 2 6 185
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 1 4 10 517
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 1 4 28 207
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 1 381 0 3 14 1,039
Choosing the best volatility models: the model confidence set approach 0 0 0 248 0 2 22 864
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 1 5 19 343
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 1 9 30 3,426
Exchange rates and fundamentals: a generalization 0 0 0 187 1 2 9 421
Exchange rates and fundamentals: a generalization 0 0 0 100 1 1 8 298
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 5 9 9
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 1 11 235
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 4 11 156
Identifying The New Keynesian Phillips Curve 0 0 0 549 3 13 26 1,854
Identifying the New Keynesian Phillips Curve 0 0 0 1 0 7 13 15
Identifying the New Keynesian Phillips curve 0 0 0 238 1 6 15 634
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 0 6 19 72
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 1 7 14 140
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 2 9 24 98
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 6 19 79
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 5 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 4 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 0 3 23 1,642
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 2 7 397
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 0 3 13 789
Investment and the current account in the short run and the long run 0 1 3 315 0 2 22 701
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 1 2 7 160
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 144 2 3 18 433
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 2 77 1 3 15 121
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 1 5 14 17
Model confidence sets for forecasting models 2 3 5 271 3 18 49 719
Nonparametric exchange rate prediction? 0 0 0 3 1 2 14 1,482
Output dynamics in real business cycle models 0 0 0 4 1 12 23 1,523
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 0 4 8 458
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 0 11 28 188
Simple versus optimal rules as guides to policy 0 0 0 112 0 5 16 403
Testing For Structural Breaks 0 1 1 47 0 5 19 1,011
Testing for Structural Breaks 0 0 0 0 0 4 8 8
Testing the significance of calendar effects 0 0 0 669 0 3 7 1,799
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 0 1 12 0 3 11 30
The McKenna Rule and UK World War I Finance 0 0 1 57 0 7 19 378
The McKenna rule and U.K. World War I finance 0 0 0 55 0 1 14 321
The Model Confidence Set 1 2 7 227 4 19 50 781
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 1 1 13 569
The equity premium and time-varying risk behavior 0 0 0 0 0 2 12 1,123
The permanent income hypothesis when the bliss point is stochastic 0 0 1 113 1 6 20 1,461
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 0 4 12 832
The present-value model of the current account has been rejected: round up the usual suspects 0 0 0 256 0 4 64 1,187
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 1 2 7 161
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 0 3 19 68
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 0 5 13 105
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 0 4 11 145
UK inflation forecasts since the thirteenth century 0 0 0 25 0 3 13 34
Total Working Papers 5 12 114 8,470 58 349 1,279 37,874


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 8 18 148
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 19 1 6 11 133
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 0 108 0 3 15 488
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 67 0 0 5 355
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 0 3 7 14
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 2 3 15 1,253 4 16 51 2,520
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 0 3 8 194
Identifying the new Keynesian Phillips curve 0 0 1 285 0 3 17 724
Impulse dynamics and propagation mechanisms in a real business cycle model 0 1 2 225 1 4 12 666
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 1 5 17 59
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 82 1 4 17 303
Instability in U.S. inflation: 1967-2005 0 0 0 72 2 3 11 380
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 3 10 156
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 0 1 25 573
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 0 2 11 692
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 0 2 17 76
Nonparametric exchange rate prediction? 0 0 0 495 2 3 10 1,354
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,569 1 12 36 4,508
Simple versus optimal rules as guides to policy 0 0 0 72 0 5 14 248
Testing for structural breaks in cointegrated relationships 0 0 0 476 2 5 12 1,025
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 0 1 6 1,671
The McKenna Rule and UK World War I Finance 0 0 0 39 1 5 13 252
The Model Confidence Set 0 0 0 0 7 27 81 804
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 4 10 30 431
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 0 2 6 252
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 2 363 0 1 13 931
Time-consistency and credible monetary policy after the crisis 0 0 0 53 0 4 7 158
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 1 2 9 4 8 14 34
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 0 2 9 137
Total Journal Articles 3 6 30 6,718 31 151 503 19,286
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 4 5 22 194
Total Chapters 0 0 4 77 4 5 22 194


Statistics updated 2026-06-04