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Nelson C. Mark

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Personal Details

First Name: Nelson
Middle Name: C.
Last Name: Mark
Suffix:

RePEc Short-ID: pma186

Email:
Homepage: http://www.nd.edu/~nmark/
Postal Address: Department of Economics and Econometrics University of Notre Dame 437 Flanner Hall Notre Dame, IN 46656
Phone:

Affiliation

Department of Economics
University of Notre Dame
Location: South Bend, Indiana (United States)
Homepage: http://economics.nd.edu/
Email:
Phone: (574) 631-7698
Fax:
Postal: 434 Flanner Hall, Notre Dame, IN 46556
Handle: RePEc:edi:deendus (more details at EDIRC)

Works

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Working papers

  1. Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
  2. Steven Lugauer & Nelson Mark & Horag Choi, 2013. "The Size of the Precautionary Component of Household Saving: China and the U.S," 2013 Meeting Papers 1046, Society for Economic Dynamics.
  3. Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
  4. Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 212012, Hong Kong Institute for Monetary Research.
  5. Nelson Mark & Steven Lugauer & Clayton Sadler, 2012. "The Role of Household Saving in the Economic Rise of China," Working Papers 004, University of Notre Dame, Department of Economics, revised Jun 2012.
  6. Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2011. "Demographic Patterns and Household Saving in China," NBER Working Papers 16828, National Bureau of Economic Research, Inc.
  7. S.G. Cecchetti & P. Lam & N.C. Mark, 2010. "The equity premium and the risk-free rate: matching the moments," Levine's Working Paper Archive 1396, David K. Levine.
  8. Chadwick C. Curtis & Nelson Mark, 2010. "Business Cycles, Consumption and Risk-Sharing: How Different Is China?," NBER Working Papers 16154, National Bureau of Economic Research, Inc.
  9. Horag Choi & Nelson C. Mark, 2009. "Trending Current Accounts," NBER Working Papers 15244, National Bureau of Economic Research, Inc.
  10. Horag Choi & Nelson C. Mark & Donggyu Sul, 2007. "Endogenous Discounting, the World Saving Glut and the U.S. Current Account," NBER Working Papers 13571, National Bureau of Economic Research, Inc.
  11. Mark Nelson, 2007. "A Market-Based Approach to Capacity Development : How Uganda's Local Governments are Breaking New Ground," World Bank Other Operational Studies 9570, The World Bank.
  12. Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
  13. Bathylle Missika-Wierzba & Mark Nelson, 2006. "A Revolution in Capacity Development? Africans Ask Tough Questions," World Bank Other Operational Studies 9615, The World Bank.
  14. Mark Nelson, 2006. "Does Training Work? Re-Examining Donor-Sponsored Training Programs in Developing Countries," World Bank Other Operational Studies 9642, The World Bank.
  15. Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark, 2005. "Effective Exchange Rate Classifications and Growth," NBER Working Papers 11272, National Bureau of Economic Research, Inc.
  16. Nelson C. Mark, 2005. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," NBER Working Papers 11061, National Bureau of Economic Research, Inc.
  17. Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," NBER Working Papers 10614, National Bureau of Economic Research, Inc.
  18. Nelson C. Mark & Donggyu Sul, 2004. "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," Finance 0409032, EconWPA.
  19. Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, EconWPA.
  20. Nelson Mark & Young-Kyu Moh, 2003. "Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market," NBER Working Papers 9948, National Bureau of Economic Research, Inc.
  21. Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc.
  22. Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
  23. Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1998. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," Working Papers 32, Oesterreichische Nationalbank (Austrian Central Bank).
  24. Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics.
  25. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?," NBER Working Papers 6354, National Bureau of Economic Research, Inc.
  26. International Monetary Fund, 1998. "The Relative Importance of Political and Economic Variables in Creditworthiness Ratings," IMF Working Papers 98/46, International Monetary Fund.
  27. Stephen G. Cecchetti & Pok-Sang Lam & Nelson Mark, 1998. "Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?," Working Papers 98-04, Ohio State University, Department of Economics.
  28. Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics.
  29. Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics.
  30. Nelson C. Mark & Yangru Wu, 1997. "Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity," Tinbergen Institute Discussion Papers 97-041/2, Tinbergen Institute.
  31. International Monetary Fund, 1996. "The Economic Content of Indicators of Developing Country Creditworthiness," IMF Working Papers 96/9, International Monetary Fund.
  32. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1992. "Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns," NBER Technical Working Papers 0124, National Bureau of Economic Research, Inc.
  33. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1988. "Mean Reversion in Equilibrium Asset Prices," NBER Working Papers 2762, National Bureau of Economic Research, Inc.

Articles

  1. Vladimir Sokolov & Byung‐Joo Lee & Nelson C. Mark, 2011. "Linkages Between Exchange Rate Policy And Macroeconomic Performance," Pacific Economic Review, Wiley Blackwell, vol. 16(4), pages 395-420, October.
  2. Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2010. "Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(5), pages 567-599, October.
  3. Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C., 2010. "A multinomial logit approach to exchange rate policy classification with an application to growth," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1438-1462, November.
  4. Nelson C. Mark, 2009. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, 09.
  5. Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008. "Endogenous discounting, the world saving glut and the U.S. current account," Journal of International Economics, Elsevier, vol. 75(1), pages 30-53, May.
  6. Mark Nelson, 2008. "The Importance of Antitrust in Standard Setting," Antitrust Chronicle, Competition Policy International, vol. 5.
  7. Shwiff, Stephanie A. & Smith, Henry T. & Engeman, Richard M. & Barry, Robert M. & Rossmanith, Robin J. & Nelson, Mark, 2007. "Bioeconomic analysis of herpetofauna road-kills in a Florida state park," Ecological Economics, Elsevier, vol. 64(1), pages 181-185, October.
  8. Mark, Nelson C. & Moh, Young-Kyu, 2007. "Official interventions and the forward premium anomaly," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 499-522, September.
  9. Deborah A. Turnbull & Justin J. Beilby & Tahereh Ziaian & Farooq Qureshi & Mark Nelson & Anne L. Tonkin & John E. Marley, 2006. "Disease Management for Hypertension: A Pilot Cluster Randomized Trial of 67 Australian General Practices," Disease Management and Health Outcomes, Springer Healthcare | Adis, vol. 14(1), pages 27-35.
  10. Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 921-938, June.
  11. Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno, 2006. "Special issue on advances in international money, macro and finance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 175-175.
  12. Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005. "Dynamic Seemingly Unrelated Cointegrating Regressions," Review of Economic Studies, Oxford University Press, vol. 72(3), pages 797-820.
  13. Mark, Nelson C., 2005. "Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003," Journal of International Economics, Elsevier, vol. 65(2), pages 537-540, March.
  14. Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335.
  15. Nelson C. Mark & Donggyu Sul, 2003. "Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
  16. Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2002. "Price Index Convergence Among United States Cities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(4), pages 1081-1099, November.
  17. Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
  18. Pok-sang Lam & Stephen G. Cecchetti & Nelson C. Mark, 2000. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?," American Economic Review, American Economic Association, vol. 90(4), pages 787-805, September.
  19. Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
  20. Hai, Weike & Mark, Nelson C & Wu, Yangru, 1997. "Understanding Spot and Forward Exchange Rate Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(6), pages 715-34, Nov.-Dec..
  21. Mark, Nelson C. & Choi, Doo-Yull, 1997. "Real exchange-rate prediction over long horizons," Journal of International Economics, Elsevier, vol. 43(1-2), pages 29-60, August.
  22. Choi, In & Mark, Nelson C, 1997. "Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 549-62, November.
  23. Nadeem Ul Haque & Manmohan S. Kumar & Nelson Mark & Donald J. Mathieson, 1996. "The Economic Content of Indicators of Developing Country Creditworthiness," IMF Staff Papers, Palgrave Macmillan, vol. 43(4), pages 688-724, December.
  24. Chen, Jian & Mark, Nelson C, 1996. "Alternative Long-Horizon Exchange-Rate Predictors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 1(4), pages 229-50, October.
  25. Mark, Nelson C, 1995. "Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability," American Economic Review, American Economic Association, vol. 85(1), pages 201-18, March.
  26. Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C, 1994. " Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns," Journal of Finance, American Finance Association, vol. 49(1), pages 123-52, March.
  27. Cecchetti, Stephen G. & Lam, Pok-sang & Mark, Nelson C., 1993. "The equity premium and the risk-free rate : Matching the moments," Journal of Monetary Economics, Elsevier, vol. 31(1), pages 21-45, February.
  28. Driskill, Robert A & Mark, Nelson C & Sheffrin, Steven M, 1993. "Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(2), pages 459, May.
  29. Driskill, Robert A & Mark, Nelson C & Sheffrin, Steven M, 1992. "Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(1), pages 223-37, February.
  30. Bodurtha, James N, Jr & Mark, Nelson C, 1991. " Testing the CAPM with Time-Varying Risks and Returns," Journal of Finance, American Finance Association, vol. 46(4), pages 1485-1505, September.
  31. Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C, 1990. "Mean Reversion in Equilibrium Asset Prices," American Economic Review, American Economic Association, vol. 80(3), pages 398-418, June.
  32. Cecchetti, Stephen G & Mark, Nelson C, 1990. "Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations," American Economic Review, American Economic Association, vol. 80(2), pages 48-51, May.
  33. Mark, Nelson C., 1990. "Real and nominal exchange rates in the long run: An empirical investigation," Journal of International Economics, Elsevier, vol. 28(1-2), pages 115-136, February.
  34. Mark, Nelson C., 1988. "Time-varying betas and risk premia in the pricing of forward foreign exchange contracts," Journal of Financial Economics, Elsevier, vol. 22(2), pages 335-354, December.
  35. Cantor, Richard & Mark, Nelson C, 1988. "The International Transmission of Real Business Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(3), pages 493-507, August.
  36. Cantor, Richard & Mark, Nelson C., 1987. "International debt and world business fluctuations," Journal of International Money and Finance, Elsevier, vol. 6(2), pages 153-165, June.
  37. Mark, Nelson C., 1985. "On time varying risk premia in the foreign exchange market: An econometric analysis," Journal of Monetary Economics, Elsevier, vol. 16(1), pages 3-18, July.
  38. Mark, Nelson C, 1985. "A Note on International Real Interest Rate Differentials," The Review of Economics and Statistics, MIT Press, vol. 67(4), pages 681-84, November.
  39. Mark, Nelson C., 1985. "Some evidence on the international inequality of real interest rates," Journal of International Money and Finance, Elsevier, vol. 4(2), pages 189-208, June.
  40. Nelson, Mark, 1974. "Comment: Evaluative Techniques in Consumer Finance— Experimental Results and Policy Implications for Financial Institutions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(02), pages 285-286, March.

Chapters

  1. Charles Engel & Nelson C. Mark & Kenneth D. West, 2008. "Exchange Rate Models Are Not As Bad As You Think," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 381-441 National Bureau of Economic Research, Inc.

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2012-11-11
  2. NEP-BEC: Business Economics (1) 2010-07-10
  3. NEP-CBA: Central Banking (6) 2005-02-01 2007-08-27 2007-11-10 2009-08-16 2010-07-10 2012-09-22. Author is listed
  4. NEP-CFN: Corporate Finance (3) 1999-02-08 1999-02-08 2004-09-12
  5. NEP-CNA: China (2) 2010-07-10 2012-11-11
  6. NEP-DEM: Demographic Economics (2) 2012-11-11 2012-11-11
  7. NEP-DEV: Development (4) 2010-07-10 2012-11-11 2012-11-11 2013-03-23
  8. NEP-DGE: Dynamic General Equilibrium (3) 2009-08-16 2010-07-10 2012-11-11
  9. NEP-ECM: Econometrics (5) 2002-12-11 2003-04-12 2004-07-18 2004-09-12 2004-09-30. Author is listed
  10. NEP-EEC: European Economics (1) 2000-05-17
  11. NEP-ENE: Energy Economics (1) 2012-11-11
  12. NEP-ENV: Environmental Economics (1) 2012-11-11
  13. NEP-ETS: Econometric Time Series (5) 2002-12-09 2003-04-09 2004-07-18 2004-09-12 2004-09-12. Author is listed
  14. NEP-FIN: Finance (2) 2004-09-12 2004-09-30
  15. NEP-FOR: Forecasting (3) 2007-08-27 2012-09-22 2012-11-11
  16. NEP-HIS: Business, Economic & Financial History (1) 2013-03-23
  17. NEP-IFN: International Finance (7) 2003-04-09 2003-09-08 2004-07-18 2004-10-30 2005-02-01 2005-04-24 2007-08-27. Author is listed
  18. NEP-MAC: Macroeconomics (4) 2009-08-16 2010-07-10 2012-11-11 2013-03-23
  19. NEP-MON: Monetary Economics (6) 2000-05-16 2002-12-09 2005-02-01 2007-08-27 2012-09-22 2012-11-11. Author is listed
  20. NEP-OPM: Open Economy Macroeconomics (2) 2009-08-16 2012-09-22
  21. NEP-TRA: Transition Economics (3) 2010-07-10 2012-11-11 2013-03-23

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
  28. Number of Downloads through RePEc Services over the past 12 months
  29. Betweenness measure in co-authorship network
  30. Breadth of citations across fields
  31. Wu-Index
  32. Strength of students

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