Jeremy Nalewaik

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington , DC 20551

United States

SCHOLARLY PAPERS

12

DOWNLOADS

1,002

SSRN CITATIONS
Rank 12,811

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Top 12,811

in Total Papers Citations

65

CROSSREF CITATIONS

27

Scholarly Papers (12)

Improving GDP Measurement: A Forecast Combination Perspective

PIER Working Paper No. 11-028
Number of pages: 30 Posted: 09 Sep 2011
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 78 (465,372)

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National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession

Improving GDP Measurement: A Forecast Combination Perspective

FRB of Philadelphia Working Paper No. 11-41
Number of pages: 30 Posted: 21 Sep 2011
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 45 (612,791)
Citation 1

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National Income and Product Accounts, Output, Expenditure, Economic Activity, Business Cycle, Recession

Improving GDP Measurement: a Forecast Combination Perspective

NBER Working Paper No. w17421
Number of pages: 30 Posted: 21 Sep 2011 Last Revised: 08 Aug 2022
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 45 (612,791)
Citation 1

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2.

Estimating Probabilities of Recession in Real Time Using GDP and GDI

FEDS Working Paper No. 2007-07
Number of pages: 54 Posted: 25 Apr 2007
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 163 (273,882)
Citation 20

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labor force, aging, labor supply, labor force participation

Improving GDP Measurement: A Measurement-Error Perspective

PIER Working Paper No. 13-016
Number of pages: 36 Posted: 04 Apr 2013
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 75 (476,210)

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Income, output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination

Improving GDP Measurement: A Measurement-Error Perspective

FRB of Philadelphia Working Paper No. 13-16
Number of pages: 36 Posted: 11 May 2013
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 31 (703,193)
Citation 1

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Income, Output, expenditure, business cycle, expansion, contraction, recession, turning point, state-space model, dynamic factor model, forecast combination

Improving GDP Measurement: A Measurement-Error Perspective

NBER Working Paper No. w18954
Number of pages: 36 Posted: 13 Apr 2013 Last Revised: 17 Apr 2022
University of Maryland - Department of Economics, University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System, University of Pennsylvania - Department of Economics and Johns Hopkins University - Carey Business School
Downloads 20 (795,413)
Citation 20

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4.

Non-Linear Phillips Curves with Inflation Regime-Switching

FEDS Working Paper No. 2016-78
Number of pages: 56 Posted: 26 Sep 2016
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 109 (372,463)

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Markov-switching, NAIRU, threshold regressions, Wage Inflation, Core PCE prices

5.

Forecasting Recessions Using Stall Speeds

FEDS Working Paper No. 2011-24
Number of pages: 62 Posted: 19 May 2011 Last Revised: 15 Nov 2011
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 101 (392,426)
Citation 4

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Markov-switching models, business cycles, forecasting

6.

Inflation Expectations and the Stabilization of Inflation: Alternative Hypotheses

FEDS Working Paper No. 2016-035
Number of pages: 58 Posted: 02 May 2016
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 62 (520,502)

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Inflation, Phillips Curve

7.

Regime-Switching Models for Estimating Inflation Uncertainty

FEDS Working Paper No. 2015-093
Number of pages: 47 Posted: 19 Oct 2015
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 60 (528,715)

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Inflation, Markov-Switching, Uncertainty

8.

Incorporating Vintage Differences and Forecasts into Markov Switching Models

FEDS Working Paper No. 2007-23
Number of pages: 47 Posted: 12 Jul 2007
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 54 (555,522)
Citation 2

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Recessions, Markov Switching Models

9.

Lack of Signal Error (LoSE) and Implications for OLS Regression: Measurement Error for Macro Data

FEDS Working Paper No. 2008-15
Number of pages: 49 Posted: 15 Jan 2009 Last Revised: 19 Jun 2017
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 47 (589,616)
Citation 2

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Measurement error models, regression, macroeconomic data

10.

On the Gains to International Trade in Risky Financial Assets

NBER Working Paper No. w7796
Number of pages: 63 Posted: 19 Jul 2000 Last Revised: 26 Oct 2022
Steven J. Davis, Jeremy Nalewaik and Paul Willen
University of Chicago, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston - Research Department
Downloads 44 (605,324)

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11.

The Response of Capital Goods Shipments to Demand Over the Business Cycle

FEDS Working Paper No. 2012-30
Number of pages: 36 Posted: 10 May 2012
Jeremy Nalewaik and Eugenio Pinto
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 38 (639,141)
Citation 2

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Orders, shipments, business investment, business cycles, threshold cointegration models, Markov switching models

12.

Missing Variation in the Great Moderation: Lack of Signal Error and OLS Regression

FEDS Working Paper No. 2014-27
Number of pages: 49 Posted: 10 Apr 2014
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 30 (690,916)

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Measurement error, attenuation bias