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Jim Nason
Jim Nason
Centre for Applied Macroeconomic Analysis and Virginia Center for Economic Policy
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引用先
引用先
The model confidence set
PR Hansen, A Lunde, JM Nason
Econometrica 79 (2), 453-497, 2011
23022011
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
T Cogley, JM Nason
Journal of Economic Dynamics and Control 19 (1-2), 253-278, 1995
1348*1995
Output dynamics in real-business-cycle models
T Cogley, JM Nason
American Economic Review 85 (3), 492-511, 1995
10101995
Nonparametric exchange rate prediction?
FX Diebold, JM Nason
Journal of international Economics 28 (3), 315-332, 1990
7381990
Testing for structural breaks in cointegrated relationships
AW Gregory, JM Nason, DG Watt
Journal of Econometrics 71 (1-2), 321-341, 1996
3721996
Choosing the best volatility models: The model confidence set approach*
PR Hansen, A Lunde, JM Nason
Oxford Bulletin of Economics and Statistics 65 (S1), 839-861, 2003
2572003
Identifying the new Keynesian Phillips curve
JM Nason, GW Smith
Journal of Applied Econometrics 23 (5), 525-551, 2008
2472008
The present-value model of the current account has been rejected: Round up the usual suspects
JM Nason, JH Rogers
Journal of International Economics 68 (1), 159-187, 2006
2282006
Testing the significance of calendar effects
P Hansen, A Lunde, JM Nason
Federal Reserve Bank of Atlanta Working Paper, 2005
1452005
The new Keynesian Phillips curve: Lessons from single-equation econometric estimation
JM Nason, GW Smith
FRB Richmond Economic Quarterly 94 (4), 361-395, 2008
1142008
Investment and the Current Account in the Short Run and the Long Run
JM Nason, JH Rogers
Journal of Money, Credit and Banking 34 (3), 967-986, 2002
1122002
Testing the implications of long‐run neutrality for monetary business cycle models
JM Nason, T Cogley
Journal of Applied Econometrics 9 (S1), S37-S70, 1994
1081994
Information criteria for impulse response function matching estimation of DSGE models
A Hall, A Inoue, J Nason, B Rossi
Journal of Econometrics 170, 499-518, 2012
842012
Bayesian estimation of DSGE models
PA Guerrón-Quintana, JM Nason
Handbook of Research Methods and Applications in Empirical Macroeconomics …, 2013
772013
Impulse dynamics and propagation mechanisms in a real business cycle model
T Cogley, JM Nason
Economics Letters 43 (1), 77-81, 1993
701993
Simple versus optimal rules as guides to policy
WA Brock, SN Durlauf, JM Nason, G Rondina
Journal of Monetary Economics 54 (5), 1372-1396, 2007
612007
Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility
E Mertens, JM Nason
Quantitative Economics 11 (4), 1485-1520, 2020
542020
Bringing financial stability into monetary policy
EM Leeper, JM Nason
CAMA Working Paper, 2014
512014
Long‐run monetary neutrality and long‐horizon regressions
PJ Coe, JM Nason
Journal of Applied Econometrics 19 (3), 355-373, 2004
50*2004
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks
JM Nason, EW Tallman
Macroeconomic Dynamics 19, 836-882, 2015
492015
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