| . |
Nason, James M.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
4,643 |
Total
Citations
159 |
|
|
|
|
|
1.
|
|
|
Hansen, Peter Reinhard
European University Institute - Economics Department (ECO) Lunde, Asger
CREATES Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
1,258
(6,401)
|
8
|
|
| |
|
| |
Calendar effects, data mining, significance test
|
|
|
2.
|
|
|
Hansen, Peter Reinhard
European University Institute - Economics Department (ECO) Lunde, Asger
CREATES Nason, James M.
Federal Reserve Bank of Philadelphia
|
| Posted: |
|
30 Mar 04
|
|
Last Revised:
|
|
23 Mar 10
|
|
1,195
(6,969)
|
26
|
|
| |
|
| |
Model confidence set, forecasting, model selection, multiple comparisons
|
|
|
3.
|
|
|
Hansen, Peter Reinhard
European University Institute - Economics Department (ECO) Lunde, Asger
CREATES Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
572
(21,550)
|
18
|
|
| |
|
| |
Forecasting, Model Selection, Multiple Comparisons, Data Mining
|
|
|
4.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Smith, Gregor W.
Queen's University (Canada)
|
|
247
(60,654)
|
22
|
|
| |
|
| |
Phillips curve, Keynesian, identification, inflation
|
|
|
5.
|
|
Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
|
Kano, Takashi
Hitotsubashi University - Graduate School of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
Posted:
|
|
05 Jul 09
|
|
Last Revised:
|
|
14 Dec 12
|
|
203
(74,487)
|
2
|
|
|
|
|
Kano, Takashi
Hitotsubashi University - Graduate School of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
5
|
2
|
|
| |
|
| |
Consumption Habit, New Keynesian, Propagation, Monetary Transmission, Posterior Predictive Analysis, Bayesian Monte Carlo.
|
|
|
|
|
|
|
Kano, Takashi
Hitotsubashi University - Graduate School of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
12
|
2
|
|
| |
|
| |
Habit, New Keynesian, Propagation, Monetary Transmission, Model Evaluation, Bayesian Monte Carlo
|
|
|
|
|
|
|
Kano, Takashi
Hitotsubashi University - Graduate School of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
13
|
2
|
|
| |
|
| |
habit, New Keynesian, propagation, monetary transmission, Bayesian Monte Carlo
|
|
|
|
|
|
|
Kano, Takashi
Hitotsubashi University - Graduate School of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
| Posted: |
|
05 Jul 09
|
|
Last Revised:
|
|
08 Sep 10
|
|
173
|
2
|
|
| |
|
| |
habit, New Keynesian, propagation, monetary transmission, model evaluation, Bayesian Monte Carlo.
|
|
|
|
|
|
6.
|
|
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Hall, Alastair
University of Manchester Inoue, Atsushi
University of British Columbia (UBC) - Department of Economics Nason, James M.
Federal Reserve Bank of Philadelphia Rossi, Barbara
Universitat Pompeu Fabra - ICREA
|
|
Posted:
|
|
25 May 07
|
|
Last Revised:
|
|
05 Jan 10
|
|
174
(86,459)
|
16
|
|
|
|
|
Hall, Alastair
University of Manchester Inoue, Atsushi
North Carolina State University - Department of Agricultural & Resource Economics Nason, James M.
Federal Reserve Bank of Philadelphia Rossi, Barbara
Universitat Pompeu Fabra - ICREA
|
| Posted: |
|
13 Nov 09
|
|
Last Revised:
|
|
05 Jan 10
|
|
75
|
16
|
|
| |
|
| |
|
|
|
|
|
|
|
Hall, Alastair
University of Manchester Inoue, Atsushi
University of British Columbia (UBC) - Department of Economics Nason, James M.
Federal Reserve Bank of Philadelphia Rossi, Barbara
Universitat Pompeu Fabra - ICREA
|
| Posted: |
|
25 May 07
|
|
Last Revised:
|
|
07 Nov 08
|
|
99
|
16
|
|
| |
|
| |
impulse response function, matching estimator, redundant selection criterion
|
|
|
|
|
|
7.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
|
|
140
(105,017)
|
8
|
|
| |
|
| |
small open economy, intertemporal model, identification
|
|
|
8.
|
|
Bulk Commodities and the Liverpool and London Markets of the Mid-19th Century
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Nason, James M.
Federal Reserve Bank of Philadelphia Patterson, Donald G.
University of British Columbia (UBC) - Department of Economics
|
|
Posted:
|
|
13 Jan 04
|
|
Last Revised:
|
|
04 Feb 05
|
|
119
(120,033)
|
|
|
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Patterson, Donald G.
University of British Columbia (UBC) - Department of Economics
|
|
51
|
|
|
| |
|
| |
Liverpool, London, price indexes, markets, commodities, bulk trade, 19th century, wheat, flour, cointegration, cycles, co-features
|
|
|
|
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Patterson, Donald G.
University of British Columbia (UBC) - Department of Economics
|
|
68
|
|
|
| |
|
| |
Liverpool, London, price indexes, markets, commodities, bulk trade, 19th century, wheat, flour, cointegration, cycles, co-features
|
|
|
|
|
|
9.
|
|
Common Trends and Common Cycles in Canada: Who Knew So Much Has Been Going On?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Wakerly, Elizabeth C.
University of East Anglia (UEA) - School of Economic and Social Studies Scott, Byron G.
University of Wisconsin - Madison - Department of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
Posted:
|
|
21 May 04
|
|
Last Revised:
|
|
24 May 06
|
|
101
(135,608)
|
1
|
|
|
|
|
Wakerly, Elizabeth C.
University of East Anglia (UEA) - School of Economic and Social Studies Scott, Byron G.
University of Wisconsin - Madison - Department of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
14
|
1
|
|
| |
|
| |
|
|
|
|
|
|
|
Wakerly, Elizabeth C.
University of East Anglia (UEA) - School of Economic and Social Studies Scott, Byron G.
University of Wisconsin - Madison - Department of Economics Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
87
|
1
|
|
| |
|
| |
Beveridge-Nelson-Stock-Watson-Vahid-Engle decomposition, common trends, serially correlated common cycles, long-run convergence, optimal currency area
|
|
|
|
|
|
10.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Slotsve, George A.
Northern Illinois University - Department of Economics
|
|
97
(139,409)
|
11
|
|
| |
|
| |
New Keynesian Phillips curve, sticky prices, labor market search, common trend, common cycle
|
|
|
11.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
|
|
93
(143,394)
|
32
|
|
| |
|
| |
world real interest rate, international capital mobility, Bayesian monte carlo
|
|
|
12.
|
|
Bayesian Estimation of DSGE Models
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Guerron-Quintana, Pablo
Federal Reserve Banks - Federal Reserve Bank of Philadelphia Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
Posted:
|
|
17 Feb 12
|
|
Last Revised:
|
|
01 Mar 12
|
|
82
(155,570)
|
|
|
|
|
|
Guerron-Quintana, Pablo
Federal Reserve Banks - Federal Reserve Bank of Philadelphia Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
23
|
|
|
| |
|
| |
dynamic stochastic general equilibrium, Bayesian, Metropolis-Hastings, Markov chain Monte Carlo, Kalman filter, likelihood
|
|
|
|
|
|
|
Guerron-Quintana, Pablo
Federal Reserve Banks - Federal Reserve Bank of Philadelphia Nason, James M.
Federal Reserve Bank of Philadelphia
|
|
59
|
|
|
| |
|
| |
dynamic stochastic general equilibrium, Bayesian, Metropolis-Hastings, Markov chain Monte Carlo, Kalman filter, likelihood
|
|
|
|
|
|
13.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Rogers, John H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
|
|
75
(164,302)
|
3
|
|
| |
|
| |
exchange rates, present value model and fundamentals, random walk, DSGE model, unobserved components model, Bayesian model comparison
|
|
|
14.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Smith, Gregor W.
Queen's University (Canada)
|
| Posted: |
|
23 Jan 08
|
|
Last Revised:
|
|
27 Jul 08
|
|
73
(166,936)
|
|
|
| |
|
| |
Great Moderation, asset pricing, interest rate
|
|
|
15.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Vahey, Shaun P.
Reserve Bank of New Zealand
|
|
52
(198,978)
|
2
|
|
| |
|
| |
U.K. interwar unemployment, replacement ratio, capital income tax rate, Markov chain Monte Carlo
|
|
|
16.
|
|
|
Brock, William A.
University of Wisconsin, Madison - Department of Economics Durlauf, Steven N.
University of Wisconsin - Madison - Department of Economics Nason, James M.
Federal Reserve Bank of Philadelphia Rondina, Giacomo
University of Wisconsin - Madison
|
|
45
(211,821)
|
3
|
|
| |
|
| |
monetary policy rule, model uncertainty, minimax, minimax regret
|
|
|
17.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Vahey, Shaun P.
Reserve Bank of New Zealand
|
|
33
(237,888)
|
3
|
|
| |
|
| |
war finance, McKenna rule, debt retirement, capital income tax rate, permanent income
|
|
|
18.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Tallman, Ellis W.
Oberlin College
|
|
27
(254,349)
|
|
|
| |
|
| |
inside money, credit shock, Bayesian vector autoregression, Markov-switching, stochastic volatility
|
|
|
19.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Vahey, Shaun P.
Reserve Bank of New Zealand
|
|
26
(257,495)
|
|
|
| |
|
| |
hours worked, average tax rates, growth accounting, Bayesian model averaging
|
|
|
20.
|
|
UK World War I and Interwar Data for Business Cycle and Growth Analysis
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Nason, James M.
Federal Reserve Bank of Philadelphia Vahey, Shaun P.
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
|
|
Posted:
|
|
14 Feb 11
|
|
Last Revised:
|
|
24 Feb 11
|
|
21
(274,292)
|
|
|
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Vahey, Shaun P.
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
|
|
10
|
|
|
| |
|
| |
Hours worked, Average tax rates, Growth accounting, Bayesian model averaging
|
|
|
|
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Vahey, Shaun P.
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
|
|
11
|
|
|
| |
|
| |
Hours Worked, Average Tax Rates, Growth Accounting, Bayesian Model Averaging
|
|
|
|
|
|
21.
|
|
|
Nason, James M.
Federal Reserve Bank of Philadelphia Smith, Gregor
Queens University - Department of Economics
|
|
10
(313,256)
|
4
|
|
| |
|
| |
|
|
