Information about:
Mark J. Jensen

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Affiliation

• Economic Research Department
  Federal Reserve Bank of Atlanta

  Location: Atlanta, Georgia (United States)
  Homepage: http://www.frbatlanta.org/econre.cfm
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  Postal: 1000 Peachtree St., N.E., Atlanta, Georgia 30309
  Handle: RePEc:edi:efrbaus (registered authors at this institution)

Working papers

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

1. 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)

2. 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)

3. Barnett, William A. & Liu, Yi & Jensen, Mark, 2005. "Capm Risk Adjustment For Exact Aggregation Over Financial Assets," Macroeconomic Dynamics, Cambridge University Press, vol. 1(02), pages 485-512, March. [Downloadable!]

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. Valderio Reisen & Francisco Cribari-Neto & Mark Jensen, 2003. "Long Memory Inflationary Dynamics: The Case of Brazil," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 7(3), pages 1157-1157. [Downloadable!] (restricted)

6. 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)

7. 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:
   • 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!]

8. Mark Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(4), pages 239-253. [Downloadable!] (restricted)

9. 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)

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:
    • 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!]

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!]

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. 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)

1. NEP-CBA: Central Banking (1) 2006-09-16 Author is listed
2. NEP-IFN: International Finance (1) 2006-09-16 Author is listed
3. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16 Author is listed
4. NEP-MAC: Macroeconomics (1) 2006-09-16 Author is listed
5. NEP-MON: Monetary Economics (1) 2006-09-16 Author is listed

This page was last updated on 2008-10-1.