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

32

DOWNLOADS
Rank 25,166

SSRN RANKINGS

Top 25,166

in Total Papers Downloads

2,860

SSRN CITATIONS
Rank 1,924

SSRN RANKINGS

Top 1,924

in Total Papers Citations

111

CROSSREF CITATIONS

557

Scholarly Papers (32)

1.

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 548 (71,576)
Citation 3

Abstract:

Loading...

Credit ratings, creditworthiness

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 544 (71,406)
Citation 11

Abstract:

Loading...

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)

Abstract:

Loading...

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 Independent
Downloads 370 (113,790)
Citation 48

Abstract:

Loading...

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 207 (204,975)
Citation 5

Abstract:

Loading...

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 2022
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 177 (235,277)
Citation 5

Abstract:

Loading...

6.

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 Independent
Downloads 97 (369,511)
Citation 5

Abstract:

Loading...

Local Asymptotic Power, Long-Horizon, Regression

7.

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

NBER Working Paper No. w3752
Number of pages: 23 Posted: 08 Jul 2004 Last Revised: 15 Apr 2022
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 89 (389,820)
Citation 7

Abstract:

Loading...

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 Independent
Downloads 75 (435,706)
Citation 1

Abstract:

Loading...

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 Independent
Downloads 3 (899,256)

Abstract:

Loading...

9.

Effective Exchange Rate Classifications and Growth

NBER Working Paper No. w11272
Number of pages: 35 Posted: 31 May 2005 Last Revised: 21 Apr 2022
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 61 (479,335)

Abstract:

Loading...

10.

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 Last Revised: 27 Apr 2022
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 61 (479,335)

Abstract:

Loading...

11.

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

NBER Working Paper No. t0287
Number of pages: 26 Posted: 06 Dec 2002 Last Revised: 16 Apr 2022
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 59 (487,067)
Citation 5

Abstract:

Loading...

12.

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: 14 May 2022
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 58 (490,942)
Citation 9

Abstract:

Loading...

13.

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: 02 Jan 2022
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 Independent
Downloads 56 (498,878)

Abstract:

Loading...

14.

Factor Model Forecasts of Exchange Rates

NBER Working Paper No. w18382
Number of pages: 33 Posted: 15 Sep 2012 Last Revised: 25 Mar 2022
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 47 (537,868)
Citation 4

Abstract:

Loading...

15.

Dynamic Seemingly Unrelated Cointegrating Regression

NBER Working Paper No. t0292
Number of pages: 39 Posted: 05 Apr 2003 Last Revised: 21 Apr 2022
Nelson C. Mark, Masao Ogaki and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics, Ohio State University and Independent
Downloads 46 (542,635)
Citation 4

Abstract:

Loading...

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: 29 Jun 2022
National Bureau of Economic Research (NBER)Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and Univeristy of Montana
Downloads 44 (552,250)
Citation 2

Abstract:

Loading...

17.

Demographic Patterns and Household Saving in China

NBER Working Paper No. w16828
Number of pages: 21 Posted: 28 Feb 2011 Last Revised: 26 Jun 2022
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 39 (577,603)
Citation 9

Abstract:

Loading...

18.

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

NBER Working Paper No. w11061
Number of pages: 27 Posted: 08 Aug 2012 Last Revised: 24 Mar 2022
Nelson C. Mark
University of Notre Dame - Department of Economics and Econometrics
Downloads 35 (599,565)
Citation 4

Abstract:

Loading...

19.

Exchange Rate Models are Not as Bad as You Think

NBER Working Paper No. w13318
Number of pages: 61 Posted: 23 May 2012 Last Revised: 23 May 2022
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 26 (656,475)
Citation 9

Abstract:

Loading...

20.

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 Last Revised: 07 May 2022
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 26 (656,475)

Abstract:

Loading...

21.

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: 01 Aug 2022
Horag Choi, Nelson C. Mark and Donggyu Sul
Monash University, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 25 (663,640)

Abstract:

Loading...

22.

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: 20 Apr 2022
Nelson C. Mark and Young-Kyu Moh
University of Notre Dame - Department of Economics and Econometrics and Texas Tech University
Downloads 24 (670,997)
Citation 1

Abstract:

Loading...

23.

Demographics and Monetary Policy Shocks

NBER Working Paper No. w25970
Number of pages: 72 Posted: 01 Jul 2019 Last Revised: 18 Jun 2022
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 22 (686,251)
Citation 1

Abstract:

Loading...

24.

Precautionary Saving of Chinese and U.S. Households

NBER Working Paper No. w20527
Number of pages: 42 Posted: 30 Sep 2014 Last Revised: 04 Aug 2022
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 21 (693,970)
Citation 1

Abstract:

Loading...

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: 21 Feb 2021
Chadwick Curtis and Nelson C. Mark
affiliation not provided to SSRN and University of Notre Dame - Department of Economics and Econometrics
Downloads 20 (701,725)
Citation 2

Abstract:

Loading...

26.

Global Macro Risks in Currency Excess Returns

NBER Working Paper No. w23764
Number of pages: 55 Posted: 11 Sep 2017 Last Revised: 08 Jun 2022
Kimberly Berg and Nelson C. Mark
Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics
Downloads 18 (717,737)
Citation 6

Abstract:

Loading...

27.

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

NBER Working Paper No. w21555
Number of pages: 33 Posted: 14 Sep 2015 Last Revised: 26 May 2022
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 18 (717,737)
Citation 3

Abstract:

Loading...

28.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726
Number of pages: 43 Posted: 28 Aug 2017 Last Revised: 01 May 2022
University of Auckland Business School, Independent, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen UniversityNational Chung Cheng University
Downloads 15 (743,185)

Abstract:

Loading...

29.

Price Index Convergence Among United States Cities

Number of pages: 19 Posted: 05 Jan 2003
National Bureau of Economic Research (NBER)Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and Univeristy of Montana
Downloads 15 (743,185)
Citation 5

Abstract:

Loading...

30.

Trending Current Accounts

NBER Working Paper No. w15244
Number of pages: 42 Posted: 18 Aug 2009 Last Revised: 26 Feb 2022
Horag Choi and Nelson C. Mark
Monash University and University of Notre Dame - Department of Economics and Econometrics
Downloads 10 (789,651)

Abstract:

Loading...

31.

Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model

NBER Working Paper No. w27844
Number of pages: 34 Posted: 21 Sep 2020 Last Revised: 30 Jan 2022
Kimberly Berg and Nelson C. Mark
Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics
Downloads 2 (876,146)
  • Add to Cart

Abstract:

Loading...

32.

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 (876,146)
Citation 1

Abstract:

Loading...