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Information about:
James Nason

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Personal Details

First Name: James
Middle Name:
Last Name: Nason
Suffix:

RePEc Short-ID: pna12

Email:
Homepage:
Postal Address: Research Department Federal Reserve Bank of Philadelphia Ten Independence Mall Philadelphia, PA 19106
Phone: (215) 547-3463

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. h, where author has written h papers that have each been cited at least h times.
  15. Number of Registered Citing Authors
  16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  17. Number of Abstract Views in RePEc Services over the past 12 months
  18. Wu-Index

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. Takashi Kano & James M. Nason, 2009. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CIRJE F-Series CIRJE-F-623, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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  2. James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," Working Paper 2008-16, Federal Reserve Bank of Atlanta. [Downloadable!]
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  3. Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics. [Downloadable!]
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  4. William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina, 2007. "Simple versus optimal rules as guides to policy," Working Paper 2007-07, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  5. James M. Nason & Shaun P. Vahey, 2007. "The McKenna rule and U.K. World War I finance," Working Paper 2007-03, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
    Published as:

  6. James M. Nason & Gregor W. Smith, 2007. "Great Moderation(s) and U.S. Interest Rates: Unconditional Evidence," Working Papers 1140, Queen's University, Department of Economics. [Downloadable!]
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    Published as:

  7. James M. Nason & Shaun P. Vahey, 2006. "Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes?," Working Paper 2006-04, Federal Reserve Bank of Atlanta. [Downloadable!]

  8. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," Working Paper 2005-02, Federal Reserve Bank of Atlanta. [Downloadable!]
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  9. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," Working Paper 2005-07, Federal Reserve Bank of Atlanta. [Downloadable!]

  10. Shaun P. Vahey & James M. Nason, 2005. "Over the Top: U.K. World War I Finance and Its Aftermath," Computing in Economics and Finance 2005 22, Society for Computational Economics.

  11. James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips Curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta. [Downloadable!]
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    Published as:

  12. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings 619, Econometric Society. [Downloadable!]
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  13. Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2004. "Common trends and common cycles in Canada: who knew so much has been going on?," Working Paper 2004-5, Federal Reserve Bank of Atlanta. [Downloadable!]
    Published as:

  14. George A. Slotsve & James M. Nason, 2003. "Along the New Keynesian Phillips Curve with Nominal and Real Rigidities," Computing in Economics and Finance 2003 270, Society for Computational Economics.
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  15. James M. Nason & John H. Rogers, 2003. "The present-value model of the current account has been rejected: Round up the usual suspects," Working Paper 2003-7, Federal Reserve Bank of Atlanta. [Downloadable!]
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    Published as:

  16. James M. Nason & Donald G. Paterson & Ronald A. Shearer, 2003. "Bulk commodities and the Liverpool and London markets of the mid-19th century," Working Paper 2003-29, Federal Reserve Bank of Atlanta. [Downloadable!]

  17. Peter Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers 2003-05, Brown University, Department of Economics. [Downloadable!]
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    Published as:

  18. James M. Nason & John H. Rogers, 1999. "Investment and the current account in the short run and the long run," International Finance Discussion Papers 647, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  19. Nason, J.M. & Cogley, T., 1994. "Testing the Implications of Long Run Neutrality for Monetary Business Cycle Models," UBC Departmental Archives 94-26, UBC Department of Economics.
    Published as:

  20. Nason, J.M. & Cogley, T., 1994. "Technical Appendix: Testing the Implications of the Long Run Neutrality for Monetary Business Cycle Models," UBC Departmental Archives 94-27, UBC Department of Economics.

  21. Nason, J.M. & Cogley, T., 1994. "Technical Appendix: Output Dynamics in rRal Business Cycle Models," UBC Departmental Archives 94-29, UBC Department of Economics.

  22. Timothy Cogley & James M. Nason, 1993. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research," Working Papers in Applied Economic Theory 93-01, Federal Reserve Bank of San Francisco.
    Published as:

  23. Timothy Cogley & James M. Nason, 1993. "Output dynamics in real business cycle models," Working Papers in Applied Economic Theory 93-10, Federal Reserve Bank of San Francisco.
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    Published as:

  24. Nason, J.M., 1993. "Testing the Implications of Long Run Neutrality with Monetary Business Cycle Models," UBC Departmental Archives 93-25, UBC Department of Economics.

  25. Cogley, T. & Nason, J.M., 1992. "Do Real Business Cycles Models Pass the Nelson-Plosser Test?," UBC Departmental Archives 92-24, UBC Department of Economics.

  26. Cogley, T. & Nason, J.M., 1992. "Effects of Hodrick-Prescott Filter on Trend and Difference Stationary Time Series : Implications for Business Cycle Research," UBC Departmental Archives 92-23, UBC Department of Economics.

  27. Gregory, A.W. & Nason, J.M., 1991. "Testing for Structural Breaks in Cointegrated Relationaships," UBC Departmental Archives 91-31, UBC Department of Economics.
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  28. James M. Nason, 1991. "The permanent income hypothesis when the bliss point is stochastic," Discussion Paper / Institute for Empirical Macroeconomics 46, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  29. Francis X. Diebold & James M. Nason, 1989. "Nonparametric exchange rate prediction?," Finance and Economics Discussion Series 81, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  30. James M. Nason, 1988. "The equity premium and time-varying risk behavior," Finance and Economics Discussion Series 11, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Cogley, Timothy & Durlauf, Steven N. & Nason, James M., 2008. "Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson," Journal of Econometrics, Elsevier, vol. 146(2), pages 199-201, October. [Downloadable!] (restricted)

  2. James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551. [Downloadable!]
    Other versions:

  3. James M. Nason & Gregor W. Smith, 2008. "The new Keynesian Phillips curve : lessons from single-equation econometric estimation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 361-395. [Downloadable!]

  4. James Nason & Gregor Smith, 2008. "Great Moderation(s) and US Interest Rates: Unconditional Evidence," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 8(1), pages 1759-1759. [Downloadable!] (restricted)
    Other versions:

  5. Brock, William A. & Durlauf, Steven N. & Nason, James M. & Rondina, Giacomo, 2007. "Simple versus optimal rules as guides to policy," Journal of Monetary Economics, Elsevier, vol. 54(5), pages 1372-1396, July. [Downloadable!] (restricted)
    Other versions:

  6. James M. Nason & Shaun P. Vahey, 2007. "The McKenna Rule and UK World War I Finance," American Economic Review, American Economic Association, vol. 97(2), pages 290-294, May. [Downloadable!]
    Other versions:

  7. Nason, James M. & Rogers, John H., 2006. "The present-value model of the current account has been rejected: Round up the usual suspects," Journal of International Economics, Elsevier, vol. 68(1), pages 159-187, January. [Downloadable!] (restricted)
    Other versions:

  8. Elizabeth Wakerly & Byron Scott & James Nason, 2006. "Common trends and common cycles in Canada: who knew so much has been going on?," Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 320-347, February. [Downloadable!] (restricted)
    Other versions:

  9. James M. Nason, 2006. "Instability in U.S. inflation: 1967-2005," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 39-59. [Downloadable!]

  10. Patrick J. Coe & James M. Nason, 2004. "Long-run monetary neutrality and long-horizon regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 355-373. [Downloadable!]

  11. Coe, Patrick J. & Nason, James M., 2003. "The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?," Economics Letters, Elsevier, vol. 78(3), pages 351-356, March. [Downloadable!] (restricted)

  12. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the Best Volatility Models: The Model Confidence Set Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 839-861, December. [Downloadable!] (restricted)
    Other versions:

  13. Nason, James M & Rogers, John H, 2002. "Investment and the Current Account in the Short Run and the Long Run," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(4), pages 967-86, November.
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  14. Gregory, Allan W. & Nason, James M. & Watt, David G., 1996. "Testing for structural breaks in cointegrated relationships," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 321-341. [Downloadable!] (restricted)
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  15. Cogley, Timothy & Nason, James M., 1995. "Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 253-278. [Downloadable!] (restricted)
    Other versions:

  16. Cogley, Timothy & Nason, James M, 1995. "Output Dynamics in Real-Business-Cycle Models," American Economic Review, American Economic Association, vol. 85(3), pages 492-511, June. [Downloadable!] (restricted)
    Other versions:

  17. Nason, James M & Cogley, Timothy, 1994. "Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S37-70, Suppl. De. [Downloadable!] (restricted)
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  18. Cogley, Timothy & Nason, James M., 1993. "Impulse dynamics and propagation mechanisms in a real business cycle model," Economics Letters, Elsevier, vol. 43(1), pages 77-81. [Downloadable!] (restricted)

  19. Timothy Cogley & James M. Nason, 1991. "Effects of the Hodrick-Prescott filter on integrated time series," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.

  20. Diebold, Francis X. & Nason, James A., 1990. "Nonparametric exchange rate prediction?," Journal of International Economics, Elsevier, vol. 28(3-4), pages 315-332, May. [Downloadable!] (restricted)
    Other versions:

NEP Fields

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2009-07-03 2009-08-02
  2. NEP-CBA: Central Banking (7) 2007-04-28 2007-11-17 2008-01-26 2008-08-06 2008-11-04 2009-07-03 2009-08-02 Author is listed
  3. NEP-CMP: Computational Economics (2) 2009-07-03 2009-08-02
  4. NEP-DGE: Dynamic General Equilibrium (8) 2004-08-16 2004-10-30 2007-05-19 2007-06-11 2008-08-06 2008-11-04 2009-07-03 2009-08-02 Author is listed
  5. NEP-ECM: Econometrics (5) 2003-05-15 2005-05-23 2005-05-23 2007-05-19 2007-06-11 Author is listed
  6. NEP-ETS: Econometric Time Series (5) 2003-04-27 2003-11-30 2004-08-09 2005-05-23 2007-06-11 Author is listed
  7. NEP-FIN: Finance (4) 2003-04-27 2003-11-30 2005-05-23 2005-05-23
  8. NEP-HIS: Business, Economic & Financial History (3) 2003-11-30 2007-02-17 2007-05-12
  9. NEP-IFN: International Finance (3) 2004-05-26 2008-08-06 2008-11-04
  10. NEP-MAC: Macroeconomics (10) 2004-10-30 2005-05-23 2006-02-12 2007-04-28 2007-05-12 2007-05-19 2007-11-17 2008-01-26 2009-07-03 2009-08-02 Author is listed
  11. NEP-MON: Monetary Economics (6) 2006-02-12 2007-04-28 2007-11-17 2008-01-26 2008-08-06 2008-11-04 Author is listed
  12. NEP-OPM: Open MacroEconomics (3) 2008-08-06 2008-11-04 2009-08-02
  13. NEP-PBE: Public Economics (3) 2006-05-27 2007-02-17 2007-05-12
  14. NEP-RMG: Risk Management (2) 2003-04-27 2003-11-30
  15. NEP-SEA: South East Asia (1) 2007-05-12
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