Nelson C. Mark

University of Notre Dame - Department of Economics and Econometrics

442 Flanner

Notre Dame, IN 46556

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

33

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632

Scholarly Papers (33)

The Economic Content of Indicators of Developing Country Creditworthiness

IMF Working Paper No. 96/9
Number of pages: 38 Posted: 15 Feb 2006
Nadeem Ul Haque, Nelson C. Mark and Donald J. Mathieson
Pakistan Institute of Development Economics, University of Notre Dame - Department of Economics and Econometrics and International Monetary Fund (IMF)
Downloads 530 (50,468)
Citation 9

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The Economic Content of Indicators of Developing Country Creditworthiness

IMF Staff Papers
Posted: 15 Sep 1999
Pakistan Institute of Development Economics, International Monetary Fund (IMF), University of Notre Dame - Department of Economics and Econometrics, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)

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2.

The Relative Importance of Political and Economic Variables in Creditworthiness Ratings

IMF Working Paper No. 98/46
Number of pages: 13 Posted: 15 Feb 2006
Nadeem Ul Haque, Nelson C. Mark and Donald J. Mathieson
Pakistan Institute of Development Economics, University of Notre Dame - Department of Economics and Econometrics and International Monetary Fund (IMF)
Downloads 449 (62,888)
Citation 1

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Credit ratings, creditworthiness

3.

Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel

Number of pages: 27 Posted: 24 Mar 1999
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 360 (81,661)
Citation 31

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4.

Continuous-Time Market Dynamics, Arch Effects, and the Forward Premium Anomaly

Ohio State University Working Paper
Number of pages: 34 Posted: 20 Jul 2002
Nelson C. Mark and Young-Kyu Moh
University of Notre Dame - Department of Economics and Econometrics and Texas Tech University
Downloads 202 (149,391)
Citation 4

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ARCH, forward premium anomaly, foreign exchange intervention

5.

Mean Reversion in Equilibrium Asset Prices

NBER Working Paper No. w2762
Number of pages: 46 Posted: 16 Jun 2004 Last Revised: 21 Jul 2010
Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 160 (183,964)
Citation 4

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6.

Exchange Rates as Exchange Rate Common Factors

HKIMR Working Paper No.21/2012
Number of pages: 29 Posted: 31 Aug 2012
Ryan Greenaway, Nelson C. Mark, Donggyu Sul and Jyh-Lin Wu
affiliation not provided to SSRN, University of Notre Dame - Department of Economics and Econometrics, University of Auckland - Department of Economics and National Sun Yat-sen University
Downloads 100 (263,419)
Citation 1

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exchange rates, common factors, forecasting

7.

Asymptotic Power Advantages of Long-Horizon Regression Tests

Ohio State University
Number of pages: 40 Posted: 19 Jul 2002
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 92 (278,093)
Citation 2

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Local Asymptotic Power, Long-Horizon, Regression

8.

The Equity Premium and the Risk Free Rate: Matching the Moments

NBER Working Paper No. w3752
Number of pages: 23 Posted: 08 Jul 2004
Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 80 (303,195)
Citation 5

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9.

The Role of Household Saving in the Economic Rise of China

HKIMR Working Paper No.04/2013
Number of pages: 24 Posted: 13 Mar 2013
Steven Lugauer and Nelson C. Mark
University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 78 (307,765)
Citation 1

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household saving, precautionary motive, China

Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

Number of pages: 37 Posted: 16 Jul 2009
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 72 (325,720)
Citation 1

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Recursive Mean Adjustment, Fixed Effects, Cross-sectional Dependence.

Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 5, pp. 567-599, October 2010
Number of pages: 33 Posted: 30 Aug 2010
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 3 (654,630)
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11.

The Use of Predictive Regressions at Alternative Horizons in Finance and Economics

NBER Working Paper No. t0298
Number of pages: 41 Posted: 23 Aug 2004
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 58 (360,388)

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12.

Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data

NBER Working Paper No. w10614
Number of pages: 22 Posted: 27 Jul 2004 Last Revised: 04 Jul 2010
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 53 (376,086)

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13.

Cointegration Vector Estimation by Panel Dols and Long-Run Money Demand

NBER Working Paper No. t0287
Number of pages: 26 Posted: 06 Dec 2002
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 52 (379,310)
Citation 2

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14.

Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?

NBER Working Paper No. w6354
Number of pages: 26 Posted: 16 Jul 2000 Last Revised: 04 Apr 2008
Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 50 (385,904)
Citation 33

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15.

Effective Exchange Rate Classifications and Growth

NBER Working Paper No. w11272
Number of pages: 35 Posted: 31 May 2005
Justin M. Dubas, Byung-Joo Lee and Nelson C. Mark
affiliation not provided to SSRN, University of Notre Dame - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 43 (410,524)

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16.

Price Level Convergence Among United States Cities: Lessons for the European Central Bank

NBER Working Paper No. w7681
Number of pages: 28 Posted: 18 May 2000 Last Revised: 17 Oct 2010
Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and Univeristy of Montana
Downloads 42 (414,208)

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17.

Dynamic Seemingly Unrelated Cointegrating Regression

NBER Working Paper No. t0292
Number of pages: 39 Posted: 05 Apr 2003 Last Revised: 07 Jul 2005
Nelson C. Mark, Masao Ogaki and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics, Ohio State University and University of Auckland - Department of Economics
Downloads 39 (425,772)
Citation 1

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18.

Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics

NBER Working Paper No. w11061
Number of pages: 27 Posted: 08 Aug 2012
Nelson C. Mark
University of Notre Dame - Department of Economics and Econometrics
Downloads 31 (459,808)

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19.

Factor Model Forecasts of Exchange Rates

NBER Working Paper No. w18382
Number of pages: 33 Posted: 15 Sep 2012
Charles M. Engel, Nelson C. Mark and Kenneth D. West
University of Wisconsin - Madison - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Wisconsin - Madison - Department of Economics
Downloads 29 (469,320)
Citation 1

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20.

Demographic Patterns and Household Saving in China

NBER Working Paper No. w16828
Number of pages: 21 Posted: 28 Feb 2011
Chadwick Curtis, Steven Lugauer and Nelson C. Mark
affiliation not provided to SSRN, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 25 (490,229)
Citation 1

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21.

Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

NBER Working Paper No. t0124
Number of pages: 39 Posted: 27 Jun 2007
Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark
Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 25 (490,229)

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22.

Endogenous Discounting, the World Saving Glut and the U.S. Current Account

NBER Working Paper No. w13571
Number of pages: 37 Posted: 05 Nov 2007 Last Revised: 02 Aug 2010
Horag Choi, Nelson C. Mark and Donggyu Sul
Monash University, University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 23 (501,275)

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23.

Exchange Rate Models are Not as Bad as You Think

NBER Working Paper No. w13318
Number of pages: 61 Posted: 23 May 2012
Charles M. Engel, Nelson C. Mark and Kenneth D. West
University of Wisconsin - Madison - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Wisconsin - Madison - Department of Economics
Downloads 22 (507,086)
Citation 1

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24.

Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-Dm Market

NBER Working Paper No. w9948
Number of pages: 34 Posted: 04 Oct 2006 Last Revised: 05 Nov 2010
Nelson C. Mark and Young-Kyu Moh
University of Notre Dame - Department of Economics and Econometrics and Texas Tech University
Downloads 21 (512,908)

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25.

Business Cycles, Consumption and Risk-Sharing: How Different is China?

NBER Working Paper No. w16154
Number of pages: 32 Posted: 12 Jul 2010 Last Revised: 23 Aug 2010
Chadwick Curtis and Nelson C. Mark
affiliation not provided to SSRN and University of Notre Dame - Department of Economics and Econometrics
Downloads 18 (530,340)

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26.

Price Index Convergence Among United States Cities

International Economic Review, Vol. 43, pp. 1081-1099, 2002
Number of pages: 19 Posted: 05 Jan 2003
Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and Univeristy of Montana
Downloads 15 (547,805)
Citation 3
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27.

Precautionary Saving of Chinese and U.S. Households

NBER Working Paper No. w20527
Number of pages: 42 Posted: 30 Sep 2014
Horag Choi, Steven Lugauer and Nelson C. Mark
Monash University, Economics Department, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 14 (553,869)
Citation 1

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28.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726
Number of pages: 43 Posted: 28 Aug 2017
University of Auckland - Department of Economics, University of Auckland - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen University
Downloads 12 (566,065)

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Demographics and Monetary Policy Shocks

NBER Working Paper No. w25970
Number of pages: 72 Posted: 27 Jun 2019
Miami University of Ohio, University of Richmond - E. Claiborne Robins School of Business - Economics, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 6 (630,875)
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Demographics and Monetary Policy Shocks

NBER Working Paper No. w25970
Number of pages: 72 Posted: 01 Jul 2019
Miami University of Ohio, University of Richmond - E. Claiborne Robins School of Business - Economics, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 5 (638,162)
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30.

Demographics and Aggregate Household Saving in Japan, China, and India

NBER Working Paper No. w21555
Number of pages: 33 Posted: 14 Sep 2015
Chadwick Curtis, Steven Lugauer and Nelson C. Mark
University of Richmond - E. Claiborne Robins School of Business - Economics, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 11 (572,203)

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31.

Trending Current Accounts

NBER Working Paper No. w15244
Number of pages: 42 Posted: 18 Aug 2009 Last Revised: 28 Aug 2010
Horag Choi and Nelson C. Mark
Monash University and University of Notre Dame - Department of Economics and Econometrics
Downloads 9 (584,732)

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32.

Global Macro Risks in Currency Excess Returns

NBER Working Paper No. w23764
Number of pages: 55 Posted: 11 Sep 2017
Kimberly Berg and Nelson C. Mark
Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics
Downloads 7 (597,479)

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33.

Linkages between Exchange Rate Policy and Macroeconomic Performance

Pacific Economic Review, Vol. 16, Issue 4, pp. 395-420, 2011
Number of pages: 26 Posted: 13 Oct 2011
Vladimir Sokolov, Byung-Joo Lee and Nelson C. Mark
National Research University Higher School of Economics, affiliation not provided to SSRN and University of Notre Dame - Department of Economics and Econometrics
Downloads 2 (635,457)
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