Author Page for Nelson C. Mark

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 638 (89,680)

Citation 3

Abstract:

2.

The Economic Content of Indicators of Developing Country Creditworthiness

Downloads 588 (99,480)

Citation 16

2

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 588 (98,172)

Citation 16

Abstract:

The Economic Content of Indicators of Developing Country Creditworthiness

IMF Staff Papers

Posted: 15 Sep 1999

Nadeem Ul Haque, Donald J. Mathieson, Nelson C. Mark, Manmohan Kumar and Peter Hole

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:

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 407 (155,250)

Citation 48

Abstract:

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 278 (234,655)

Citation 5

Abstract:

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

Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark

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 212 (306,711)

Citation 5

Abstract:

6.

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

Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark

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 130 (468,298)

Citation 7

Abstract:

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 Independent

Downloads 124 (485,956)

Citation 4

Abstract:

8.

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 2023

Nelson C. Mark and Donggyu Sul

University of Notre Dame - Department of Economics and Econometrics and Independent

Downloads 100 (570,675)

Abstract:

9.

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 95 (590,177)

Abstract:

10.

Dynamic Seemingly Unrelated Cointegrating Regression

NBER Working Paper No. t0292

Number of pages: 39 Posted: 05 Apr 2003 Last Revised: 21 Apr 2023

Nelson C. Mark, Masao Ogaki and Donggyu Sul

University of Notre Dame - Department of Economics and Econometrics, Ohio State University and Independent

Downloads 88 (619,005)

Citation 7

Abstract:

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 2023

Nelson C. Mark and Donggyu Sul

University of Notre Dame - Department of Economics and Econometrics and Independent

Downloads 86 (627,881)

Citation 5

Abstract:

12.

GDP and Temperature: Evidence on Cross-Country Response Heterogeneity

Downloads 85 (632,311)

Citation 4

2

GDP and Temperature: Evidence on Cross-Country Response Heterogeneity

Number of pages: 44 Posted: 01 Nov 2022

Chadwick Curtis, Kimberly Berg and Nelson C. Mark

University of Richmond - E. Claiborne Robins School of Business - Economics, Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics

Downloads 69 (722,970)

Abstract:

GDP and Temperature: Evidence on Cross-Country Response Heterogeneity

NBER Working Paper No. w31327

Number of pages: 46 Posted: 12 Jun 2023 Last Revised: 26 Jun 2023

Kimberly Berg, Chadwick Curtis and Nelson C. Mark

Miami University of Ohio, University of Richmond - E. Claiborne Robins School of Business - Economics and University of Notre Dame - Department of Economics and Econometrics

Downloads 16 (1,234,599)

Citation 4

Abstract:

13.

Factor Model Forecasts of Exchange Rates

NBER Working Paper No. w18382

Number of pages: 33 Posted: 15 Sep 2012 Last Revised: 25 Mar 2023

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 85 (632,311)

Citation 4

Abstract:

14.

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 83 (641,308)

Abstract:

15.

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: 13 Nov 2022

Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark

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 82 (645,875)

Citation 9

Abstract:

16.

Effective Exchange Rate Classifications and Growth

NBER Working Paper No. w11272

Number of pages: 35 Posted: 31 May 2005 Last Revised: 26 Oct 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 79 (659,965)

Abstract:

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 62 (752,286)

Citation 25

Abstract:

18.

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 Dec 2022

Stephen G. Cecchetti, Stephen G. Cecchetti, Nelson C. Mark and Robert J. Sonora

National Bureau of Economic Research (NBER)Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and University of Montana

Downloads 62 (752,286)

Citation 2

Abstract:

19.

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: 06 May 2023

Stephen G. Cecchetti, Stephen G. Cecchetti, Pok-sang Lam and Nelson C. Mark

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 52 (820,407)

Abstract:

20.

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 Nov 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 51 (828,034)

Citation 46

Abstract:

21.

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: 23 Sep 2022

Nelson C. Mark

University of Notre Dame - Department of Economics and Econometrics

Downloads 50 (835,608)

Citation 9

Abstract:

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: 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 48 (851,443)

Citation 2

Abstract:

23.

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 46 (867,987)

Citation 1

Abstract:

24.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726

Number of pages: 43 Posted: 28 Aug 2017 Last Revised: 01 May 2022

Ryan Greenaway-McGrevy, Donggyu Sul, Nelson C. Mark and Jyh-Lin Wu

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 43 (893,873)

Citation 1

Abstract:

25.

Global Macro Risks in Currency Excess Returns

NBER Working Paper No. w23764

Number of pages: 55 Posted: 11 Sep 2017 Last Revised: 08 Jun 2023

Kimberly Berg and Nelson C. Mark

Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics

Downloads 41 (911,786)

Citation 6

Abstract:

26.

Demographics and Monetary Policy Shocks

NBER Working Paper No. w25970

Number of pages: 72 Posted: 01 Jul 2019 Last Revised: 18 Jun 2023

Kimberly Berg, Chadwick Curtis, Steven Lugauer and Nelson C. Mark

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 39 (930,538)

Citation 7

Abstract:

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 2023

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 35 (970,061)

Citation 8

Abstract:

28.

Precautionary Saving of Chinese and U.S. Households

NBER Working Paper No. w20527

Number of pages: 42 Posted: 30 Sep 2014 Last Revised: 02 Feb 2023

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 33 (990,822)

Citation 1

Abstract:

29.

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: 20 Feb 2023

Chadwick Curtis and Nelson C. Mark

affiliation not provided to SSRN and University of Notre Dame - Department of Economics and Econometrics

Downloads 28 (1,046,211)

Citation 3

Abstract:

30.

Trending Current Accounts

NBER Working Paper No. w15244

Number of pages: 42 Posted: 18 Aug 2009 Last Revised: 26 Feb 2023

Horag Choi and Nelson C. Mark

Monash University and University of Notre Dame - Department of Economics and Econometrics

Downloads 26 (1,069,609)

Citation 1

Abstract:

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 12 (1,240,992)

Nelson C. Mark

University of Notre Dame - Department of Economics and Econometrics

National Bureau of Economic Research (NBER)

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