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 1 21 561
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 0 2 13 688
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 0 0 8 141
Bayesian Estimation of DSGE Models 0 0 1 227 0 1 19 319
Bayesian Estimation of DSGE Models: An Update 0 2 49 49 0 7 71 71
Bayesian estimation of DSGE models 0 0 2 380 1 1 34 953
Bayesian estimation of DSGE models: An update 0 1 36 36 0 5 38 38
Bringing Financial Stability into Monetary Policy 0 0 0 134 1 2 16 242
Bringing Financial Stability into Monetary Policy 0 0 1 130 1 4 17 80
Bringing Financial Stability into Monetary Policy* 0 0 1 151 0 2 18 242
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 0 1 10 604
Business Cycle Implications of Habit Formation 0 0 0 112 0 1 22 416
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 0 14 183
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 0 1 6 161
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 1 3 10 158
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 1 2 10 112
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 0 2 15 138
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 0 1 13 293
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 0 1 6 185
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 0 1 10 517
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 0 2 29 208
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 1 381 0 1 15 1,040
Choosing the best volatility models: the model confidence set approach 0 0 0 248 0 1 23 865
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 0 2 20 344
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 1 5 32 3,430
Exchange rates and fundamentals: a generalization 0 0 0 100 0 1 7 298
Exchange rates and fundamentals: a generalization 0 0 0 187 1 2 8 422
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 0 1 13 1,730
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 0 3 10 10
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 1 12 236
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 2 12 157
Identifying The New Keynesian Phillips Curve 0 0 0 549 1 9 32 1,860
Identifying the New Keynesian Phillips Curve 0 0 0 1 0 0 13 15
Identifying the New Keynesian Phillips curve 0 0 0 238 0 2 16 635
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 0 0 19 72
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 1 14 140
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 0 3 23 99
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 4 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 0 21 493
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 0 2 22 1,644
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 7 398
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 1 1 13 790
Investment and the current account in the short run and the long run 0 0 2 315 0 1 20 702
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 0 1 6 160
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 144 1 3 18 434
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 2 77 0 1 15 121
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 0 2 15 18
Model confidence sets for forecasting models 0 2 5 271 1 5 50 721
Nonparametric exchange rate prediction? 0 0 0 3 0 1 14 1,482
Output dynamics in real business cycle models 0 0 0 4 0 1 23 1,523
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 1 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 1 2 18 405
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 2 3 10 1,802
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 18 378
The McKenna rule and U.K. World War I finance 0 0 0 55 0 0 14 321
The Model Confidence Set 0 3 8 229 8 16 59 793
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 0 1 13 569
The equity premium and time-varying risk behavior 0 0 0 0 0 1 13 1,124
The permanent income hypothesis when the bliss point is stochastic 0 0 1 113 0 2 21 1,462
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 0 1 12 833
The present-value model of the current account has been rejected: round up the usual suspects 0 0 0 256 1 3 67 1,190
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 0 2 8 162
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 0 0 13 105
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 0 0 13 34
Total Working Papers 0 9 115 8,474 26 130 1,317 37,946


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 0 1 11 133
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 0 108 3 3 17 491
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 1 1 8 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 trend and difference stationary time series Implications for business cycle research 1 4 16 1,255 4 14 57 2,530
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 1 1 8 195
Identifying the new Keynesian Phillips curve 0 0 0 285 1 3 17 727
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 2 225 0 1 12 666
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 1 8 0 1 16 59
Information criteria for impulse response function matching estimation of DSGE models 0 1 3 82 0 1 17 303
Instability in U.S. inflation: 1967-2005 0 0 0 72 0 3 12 381
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 25 574
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 1 1 10 693
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 0 1 17 77
Nonparametric exchange rate prediction? 0 0 0 495 2 5 12 1,357
Output Dynamics in Real-Business-Cycle Models 0 0 2 1,569 0 3 35 4,510
Simple versus optimal rules as guides to policy 0 0 0 72 1 1 14 249
Testing for structural breaks in cointegrated relationships 0 0 0 476 0 3 10 1,026
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 0 946 1 1 6 1,672
The McKenna Rule and UK World War I Finance 0 0 0 39 0 1 13 252
The Model Confidence Set 0 0 0 0 13 27 97 824
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 0 4 27 431
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 1 1 7 253
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 2 363 0 2 13 933
Time-consistency and credible monetary policy after the crisis 0 0 0 53 2 2 9 160
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 0 2 9 1 5 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 1 5 29 6,720 32 88 528 19,343
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 2 77 0 4 18 194
Total Chapters 0 0 2 77 0 4 18 194


Statistics updated 2026-08-07