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 9 16 18 556
Along the New Keynesian Phillips curve with nominal and real rigidities 0 0 0 237 3 9 10 684
Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 49 2 5 9 140
Bayesian Estimation of DSGE Models 0 0 1 227 3 8 13 312
Bayesian Estimation of DSGE Models: An Update 1 1 46 46 9 18 49 49
Bayesian estimation of DSGE models 0 1 1 379 9 18 34 943
Bayesian estimation of DSGE models: An update 0 2 34 34 9 16 23 23
Bringing Financial Stability into Monetary Policy 0 0 0 134 4 6 12 237
Bringing Financial Stability into Monetary Policy 0 0 0 129 4 6 6 69
Bringing Financial Stability into Monetary Policy* 0 0 0 150 5 8 13 233
Bulk commodities and the Liverpool and London markets of the mid-19th century 0 0 0 51 6 7 9 602
Business Cycle Implications of Habit Formation 0 0 0 112 6 12 14 407
Business Cycle Implications of Habit Formation 0 0 0 140 2 5 5 438
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model 0 0 0 19 4 5 9 177
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 52 3 5 6 154
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 51 3 3 5 158
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 40 3 4 5 107
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks 0 0 0 37 2 7 10 131
Business cycle implications of internal consumption habit for New Keynesian models 0 0 0 59 2 6 11 291
Business cycle implications of internal consumption habit for new Keynesian models 0 0 0 52 2 2 5 183
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 123 11 18 20 199
Business cycles and financial crises: the roles of credit supply and demand shocks 0 0 0 157 3 5 6 512
Choosing the Best Volatility Models:The Model Confidence Set Approach 0 0 1 380 3 4 11 1,035
Choosing the best volatility models: the model confidence set approach 0 0 0 248 10 13 18 859
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 121 5 12 13 337
Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research 0 0 0 12 9 17 25 3,417
Exchange rates and fundamentals: a generalization 0 0 0 100 1 5 7 297
Exchange rates and fundamentals: a generalization 0 0 0 187 2 4 8 419
Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence 0 0 0 274 3 7 10 1,726
Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence 0 0 0 0 4 4 4 4
Great moderations and U.S. interest rates: unconditional evidence 0 0 0 58 10 10 11 234
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 2 4 4 149
Identifying The New Keynesian Phillips Curve 0 0 0 549 6 9 12 1,840
Identifying the New Keynesian Phillips Curve 0 0 0 1 5 5 5 7
Identifying the New Keynesian Phillips curve 0 0 0 238 5 8 11 628
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence and Volatility 0 0 0 54 4 7 11 63
Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility 0 0 0 46 4 6 13 132
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility 0 0 0 76 3 8 12 86
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 9 13 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 7 10 26 1,635
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 6 10 17 486
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 4 4 178
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 3 393
Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? 0 0 0 154 6 7 9 784
Investment and the current account in the short run and the long run 0 0 1 313 5 15 21 697
Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small 0 0 0 0 0 2 8 158
Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 0 0 1 144 7 11 15 428
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 2 77 5 8 12 116
Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts 0 0 0 1 7 7 7 10
Model confidence sets for forecasting models 0 1 3 268 5 15 29 693
Nonparametric exchange rate prediction? 0 0 0 3 4 9 12 1,478
Output dynamics in real business cycle models 0 0 0 4 3 6 8 1,508
Over the Top: U.K. World War I Finance and Its Aftermath 0 0 0 1 0 2 5 454
Reverse Kalman filtering U.S. inflation with sticky professional forecasts 0 0 0 96 4 13 15 174
Simple versus optimal rules as guides to policy 0 0 0 112 4 7 10 396
Testing For Structural Breaks 0 0 0 46 7 9 9 1,001
Testing for Structural Breaks 0 0 0 0 4 4 4 4
Testing the significance of calendar effects 0 0 0 669 1 2 2 1,794
The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934 0 0 5 12 2 6 11 26
The McKenna Rule and UK World War I Finance 0 0 1 57 6 9 14 371
The McKenna rule and U.K. World War I finance 0 0 0 55 7 10 13 318
The Model Confidence Set 0 2 4 223 5 16 23 753
The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects 0 0 0 63 10 10 11 567
The equity premium and time-varying risk behavior 0 0 0 0 4 8 10 1,121
The permanent income hypothesis when the bliss point is stochastic 0 0 1 113 8 10 13 1,453
The present-value model of the current account has been rejected: Round up the usual suspects 0 0 0 244 4 5 9 828
The present-value model of the current account has been rejected: round up the usual suspects 0 0 1 256 25 55 60 1,182
U.K. World War I and interwar data for business cycle and growth analysis 0 0 0 68 2 5 5 159
UK Inflation Forecasts since the Thirteenth Century 0 0 0 38 5 8 9 58
UK World War I and Interwar Data for Business Cycle and Growth Analysis 0 0 0 14 5 6 8 100
UK World War I and interwar data for business cycle and growth analysis 0 0 0 52 1 4 6 140
UK inflation forecasts since the thirteenth century 0 0 0 25 6 7 11 30
Total Working Papers 1 8 106 8,452 357 625 900 37,404


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 4 9 10 139
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models 0 0 0 19 3 4 5 126
Choosing the Best Volatility Models: The Model Confidence Set Approach* 0 0 1 108 6 7 14 485
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 1 1 3 4 11
Common trends and common cycles in Canada: who knew so much has been going on? 0 0 0 67 3 5 5 355
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research 0 2 16 1,248 3 12 43 2,498
Great Moderation(s) and US Interest Rates: Unconditional Evidence 0 0 0 47 2 4 6 191
Identifying the new Keynesian Phillips curve 0 0 1 285 5 8 14 720
Impulse dynamics and propagation mechanisms in a real business cycle model 0 0 1 224 4 4 8 662
Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility 0 0 2 8 4 6 9 50
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 80 5 9 15 297
Instability in U.S. inflation: 1967-2005 0 0 1 72 6 8 9 377
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson 0 0 0 25 4 7 7 153
Investment and the Current Account in the Short Run and the Long Run 0 0 0 0 11 20 23 570
Long-run monetary neutrality and long-horizon regressions 0 0 0 198 3 6 9 690
Measuring the slowly evolving trend in US inflation with professional forecasts 0 0 1 20 4 8 14 73
Nonparametric exchange rate prediction? 0 0 4 495 1 2 9 1,348
Output Dynamics in Real-Business-Cycle Models 1 1 2 1,569 8 18 28 4,495
Simple versus optimal rules as guides to policy 0 0 0 72 3 4 9 242
Testing for structural breaks in cointegrated relationships 0 0 4 476 4 4 12 1,020
Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models 0 0 1 946 0 3 6 1,670
The McKenna Rule and UK World War I Finance 0 0 0 39 6 7 10 247
The Model Confidence Set 0 0 0 0 4 22 46 767
The New Keynesian Phillips curve: lessons from single-equation econometric estimation 0 0 0 154 8 11 16 416
The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? 0 0 0 55 0 1 3 249
The present-value model of the current account has been rejected: Round up the usual suspects 1 1 2 363 7 8 13 930
Time-consistency and credible monetary policy after the crisis 0 0 0 53 0 2 2 153
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY 0 0 2 8 1 5 10 26
UK World War I and interwar data for business cycle and growth analysis 0 0 0 28 4 5 6 134
Total Journal Articles 2 4 42 6,709 114 212 365 19,094
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 77 6 11 18 189
Total Chapters 0 1 4 77 6 11 18 189


Statistics updated 2026-02-12