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Information about:
Mark J. Jensen

Personal Details | Affiliation | Works
This is information that was supplied by Mark Jensen in registering through RePEc. If you are Mark J. Jensen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Mark
Middle Name: J.
Last Name: Jensen
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RePEc Short-ID: pje71

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Homepage:
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:

  2. Furtan, W.H. & Jensen, M.S. & Sauer, J., 2008. "Rent Seeking and the Common Agricultural Policy: Do member countries free ride on lobbying?," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6600, European Association of Agricultural Economists. [Downloadable!]

  3. Mark J. Jensen, 2006. "The long-run Fisher effect: can it be tested?," Working Paper 2006-11, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  4. Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics. [Downloadable!]
    Other versions:

  5. SangKun Bae & Mark J. Jensen, 1998. "Long-Run Neutrality in a Long-Memory Model," Macroeconomics 9809006, EconWPA, revised 30 Sep 1998. [Downloadable!]

  6. Mark J. Jensen, 1997. "An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets," Econometrics 9709002, EconWPA. [Downloadable!]
    Published as:

  7. Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997. "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics 9711001, EconWPA, revised 04 Mar 1998. [Downloadable!]
    Published as:

  8. Mark J. Jensen, 1997. "Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter," Econometrics 9710002, EconWPA. [Downloadable!]

  9. William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996. "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics 9602005, EconWPA, revised 20 Sep 1996. [Downloadable!]
    Published as:

  10. William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," Econometrics 9602003, EconWPA. [Downloadable!]

  11. Mark J. Jensen, 1995. "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics 9506002, EconWPA. [Downloadable!]
    Published as:

  12. Mark J. Jensen, 1995. "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics 9506002, EconWPA. [Downloadable!]

  13. Mark J. Jensen, 1994. "Wavelet Analysis of Fractionally Integrated Processes," Econometrics 9405001, EconWPA. [Downloadable!]

  14. Mark J. Jensen, 1993. "The Tracking Ability of the Divisia Monetary Aggregate Under Risk," Macroeconomics 9309002, EconWPA. [Downloadable!]

Articles

  1. Mark J. Jensen, 2009. "The Long-Run Fisher Effect: Can It Be Tested?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 221-231, 02. [Downloadable!] (restricted)
    Other versions:

  2. Jensen, Mark J. & Liu, Ming, 2006. "Do long swings in the business cycle lead to strong persistence in output?," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 597-611, April. [Downloadable!] (restricted)

  3. Bae, Sang-Kun & Jensen, Mark J. & Murdock, Scott G., 2005. "Long-run neutrality in a fractionally integrated model," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 257-274, June. [Downloadable!] (restricted)

  4. Mark J. Jensen, 2004. "Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(6), pages 895-922, November. [Downloadable!] (restricted)

  5. Jensen, Mark J., 2000. "An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 361-387, March. [Downloadable!] (restricted)
    Other versions:

  6. Cribari-Neto, Francisco & Jensen, Mark J. & Novo, lvaro A., 1999. "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, vol. 15(05), pages 719-752, October. [Downloadable!]
    Other versions:

  7. Mark Jensen, 1997. "Revisiting the flexibility and regularity properties of the asymptotically ideal production model," Econometric Reviews, Taylor and Francis Journals, vol. 16(2), pages 179-203. [Downloadable!] (restricted)

  8. Mark J. Jensen & Charles L. Leven, 1997. "Quality of life in central cities and suburbs," The Annals of Regional Science, Springer, vol. 31(4), pages 431-449. [Downloadable!] (restricted)

  9. Barnett, William A. & Liu, Yi & Jensen, Mark, 1997. "Capm Risk Adjustment For Exact Aggregation Over Financial Assets," Macroeconomic Dynamics, Cambridge University Press, vol. 1(02), pages 485-512, June. [Downloadable!]

  10. Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997. "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, vol. 82(1), pages 157-192. [Downloadable!] (restricted)
    Other versions:

  11. Jensen, Mark J, 1997. "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics, Springer, vol. 10(1), pages 47-65, February. [Downloadable!]
    Other versions:

  12. Cribari-Neto, Francisco & Jensen, Mark J, 1997. "MATLAB as an Econometric Programming Environment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(6), pages 735-44, Nov.-Dec.. [Downloadable!]

  13. Mark Jensen, 1995. "A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression," Econometric Reviews, Taylor and Francis Journals, vol. 14(3), pages 315-330. [Downloadable!] (restricted)

  14. Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1995. "Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 301-320, July. [Downloadable!] (restricted)

  15. RePEc:bep:sndecm:3:1999:4:239-253 is not listed on IDEAS

  16. RePEc:bep:sndecm:7:2003:3:1157-1157 is not listed on IDEAS

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-09-16
  2. NEP-CDM: Collective Decision-Making (1) 2008-11-25
  3. NEP-ECM: Econometrics (3) 1998-10-02 2008-05-05 2009-07-28 Author is listed
  4. NEP-ETS: Econometric Time Series (6) 1998-10-02 1998-12-09 1999-07-12 2008-05-05 2008-06-27 2009-07-28 Author is listed
  5. NEP-IFN: International Finance (1) 2006-09-16
  6. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  7. NEP-MAC: Macroeconomics (1) 2006-09-16
  8. NEP-MIC: Microeconomics (1) 2009-07-28
  9. NEP-MON: Monetary Economics (1) 2006-09-16
  10. NEP-ORE: Operations Research (2) 2008-05-05 2009-07-28 Author is listed
  11. NEP-POL: Positive Political Economics (1) 2008-11-25
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This page was last updated on 2009-11-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.