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 3 540
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 0 0 2 675
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 1 2 4 135
Bayesian Estimation of DSGE Models 0 1 1 227 0 4 6 304
Bayesian estimation of DSGE models 0 0 0 378 3 6 20 925
Bayesian estimation of DSGE models: An update 32 32 32 32 7 7 7 7
Bringing Financial Stability into Monetary Policy 0 0 0 134 4 5 7 231
Bringing Financial Stability into Monetary Policy 0 0 0 129 0 0 1 63
Bringing Financial Stability into Monetary Policy* 0 0 0 150 0 1 7 225
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 0 1 2 595
Business Cycle Implications of Habit Formation 0 0 0 140 0 0 0 433
Business Cycle Implications of Habit Formation 0 0 0 112 0 1 2 395
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 1 3 4 172
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 0 0 2 155
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 0 1 1 103
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 1 1 1 149
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 1 1 3 124
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 3 5 5 285
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 2 2 3 181
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 0 0 1 507
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 0 2 2 181
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 1 380 6 6 7 1,031
Choosing the best volatility models: the model confidence set approach 0 0 0 248 4 4 5 846
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 1 1 1 325
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 0 2 9 3,400
Exchange rates and fundamentals: a generalization 0 0 0 100 1 1 2 292
Exchange rates and fundamentals: a generalization 0 0 0 187 0 1 4 415
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 1 2 3 1,719
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 0 0 1 224
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 0 0 145
Identifying The New Keynesian Phillips Curve 0 0 1 549 1 3 4 1,831
Identifying the New Keynesian Phillips curve 0 0 1 238 0 1 4 620
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 3 3 4 56
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 0 0 7 126
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 2 2 4 78
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 1 60
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 0 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 460 0 3 21 1,625
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 4 7 476
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 2 3 393
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 0 0 2 777
Investment and the current account in the short run and the long run 0 0 1 313 0 0 6 682
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 2 2 7 156
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 1 1 1 144 1 1 4 417
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 1 2 2 77 1 2 4 108
Model confidence sets for forecasting models 1 1 2 267 7 7 14 678
Nonparametric exchange rate prediction? 0 0 0 3 1 1 3 1,469
Output dynamics in real business cycle models 0 0 0 4 1 2 4 1,502
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 1 1 3 452
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 0 0 2 161
Simple versus optimal rules as guides to policy 0 0 0 112 0 2 4 389
Testing For Structural Breaks 0 0 0 46 0 0 0 992
Testing the significance of calendar effects 0 0 0 669 0 0 0 1,792
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 1 12 12 0 1 19 20
The McKenna Rule and UK World War I Finance 0 0 1 57 0 2 6 362
The McKenna rule and U.K. World War I finance 0 0 0 55 1 1 4 308
The Model Confidence Set 0 0 3 221 1 3 9 737
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 0 1 1 557
The equity premium and time-varying risk behavior 0 0 0 0 1 2 2 1,113
The permanent income hypothesis when the bliss point is stochastic 0 1 1 113 1 2 8 1,443
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 0 2 4 823
The present-value model of the current account has been rejected: round up the usual suspects 0 0 1 256 1 4 6 1,127
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 0 0 0 154
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 0 1 2 50
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 1 2 2 94
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 0 1 2 136
UK inflation forecasts since the thirteenth century 0 0 0 25 1 2 4 23
Total Working Papers 35 40 64 8,397 67 119 292 36,743
4 registered items for which data could not be found

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 1 49 0 0 2 130
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 19 0 0 4 122
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 1 108 2 4 8 478
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 0 1 2 8
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 67 0 0 0 350
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 2 7 17 1,246 5 13 37 2,486
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 0 0 2 187
Identifying the new Keynesian Phillips curve 0 0 1 285 1 2 6 712
Impulse dynamics and propagation mechanisms in a real business cycle model 0 1 1 224 1 4 7 658
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 1 1 2 8 1 1 3 44
Information criteria for impulse response function matching estimation of DSGE models 0 1 4 80 0 2 7 288
Instability in U.S. inflation: 1967-2005 0 0 1 72 0 0 3 369
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 0 0 0 146
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 0 1 3 550
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 0 1 3 684
Measuring the slowly evolving trend in US inflation with professional forecasts 0 1 1 20 2 5 6 65
Nonparametric exchange rate prediction? 0 0 4 495 0 1 8 1,346
Output Dynamics in Real-Business-Cycle Models 0 1 3 1,568 1 2 15 4,477
Simple versus optimal rules as guides to policy 0 0 0 72 0 3 6 238
Testing for structural breaks in cointegrated relationships 0 0 4 476 0 0 9 1,016
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 0 1 4 1,667
The McKenna Rule and UK World War I Finance 0 0 0 39 1 1 3 240
The Model Confidence Set 0 0 0 0 10 18 31 745
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 1 154 0 1 6 405
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 1 2 2 248
The present-value model of the current account has been rejected: Round up the usual suspects 0 1 1 362 1 2 7 922
Time-consistency and credible monetary policy after the crisis 0 0 0 53 0 0 0 151
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 1 3 8 0 1 7 21
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 1 1 2 129
Total Journal Articles 3 14 46 6,705 27 67 193 18,882
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 1 4 76 0 2 9 178
Total Chapters 0 1 4 76 0 2 9 178

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

Statistics updated 2025-11-08