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

702

CITATIONS
Rank 12,785

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Top 12,785

in Total Papers Citations

41

Scholarly Papers (12)

1.

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 130 (216,591)
Citation 24

Abstract:

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labor force, aging, labor supply, labor force participation

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 64 (345,246)

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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: 03 Oct 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 31 (468,192)

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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 30 (473,281)
Citation 21

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

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 62 (350,969)

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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 16 (558,069)

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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
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 10 (598,144)
Citation 3

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4.

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 74 (315,263)
Citation 5

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Markov-switching models, business cycles, forecasting

5.

Non-Linear Phillips Curves with Inflation Regime-Switching

FEDS Working Paper No. 2016-078
Number of pages: 56 Posted: 26 Sep 2016
Jeremy Nalewaik
Board of Governors of the Federal Reserve System
Downloads 49 (386,564)
Citation 4

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Markov-switching, NAIRU, Threshold regression, Wage Inflation, Core PCE prices

6.

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 44 (404,038)
Citation 1

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Inflation, Markov-Switching, Uncertainty

7.

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 44 (404,038)
Citation 4

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Recessions, Markov Switching Models

8.

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 37 (430,936)
Citation 2

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Inflation, Phillips Curve

9.

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: 02 Apr 2001
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 35 (439,118)
Citation 2

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10.

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 34 (443,246)

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Measurement error models, regression, macroeconomic data

11.

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 21 (509,159)
Citation 1

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Measurement error, attenuation bias

12.

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 21 (509,159)
Citation 4

Abstract:

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