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

756

SSRN CITATIONS
Rank 11,760

SSRN RANKINGS

Top 11,760

in Total Papers Citations

65

CROSSREF CITATIONS

27

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 140 (225,286)
Citation 17

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 66 (373,555)

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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 33 (504,188)

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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 33 (504,188)
Citation 2

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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 65 (376,565)

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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 19 (592,355)
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
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 13 (635,923)
Citation 16

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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 79 (334,038)
Citation 4

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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 56 (400,434)

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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 46 (436,217)

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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 45 (440,073)
Citation 2

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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 42 (452,135)

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Inflation, Phillips Curve

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 38 (469,093)
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: 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 36 (478,005)

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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 23 (547,238)
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 22 (553,443)

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Measurement error, attenuation bias