James M. Nason
Personal Details
First Name: James
Middle Name: M.
Last Name: Nason
Suffix:
RePEc Short-ID: pna12
Email:
Homepage:
http://www.phil.frb.org/research-and-data/economists/nason/
Postal Address: Research Department Federal Reserve Bank of Philadelphia Ten Independence Mall Philadelphia, PA 19106
Phone: (215) 574-3463
Affiliation
- Research Department
Federal Reserve Bank of Philadelphia
Location: Philadelphia, Pennsylvania (United States)
Homepage: http://www.philadelphiafed.org/econ/
Email:
Phone:
Fax:
Postal: 10 Independence Mall, Philadelphia, PA 19106-1574
Handle: RePEc:edi:rfrbpus (more details at EDIRC)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Pablo A. Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
- Pablo A Guerron-Quintana & James M Nason, 2012. "Bayesian Estimation of DSGE Models," CAMA Working Papers 2012-10, Australian National University, Centre for Applied Macroeconomic Analysis.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2010.
"The Model Confidence Set,"
CREATES Research Papers
2010-76, School of Economics and Management, University of Aarhus.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, 03.
- James M. Nason & Shaun P. Vahey, 2009.
"U.K. World War I and interwar data for business cycle and growth analysis,"
Working Paper
2009-18, Federal Reserve Bank of Atlanta.
- James M. Nason & Shaun P. Vahey, 2011. "UK World War I and Interwar Data for Business Cycle and Growth Analysis," CAMA Working Papers 2011-02, Australian National University, Centre for Applied Macroeconomic Analysis.
- James M. Nason & Shaun P. Vahey, 2011. "UK World War I and interwar data for business cycle and growth analysis," Working Papers 11-10, Federal Reserve Bank of Philadelphia.
- 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.
- Takashi Kano & James M. Nason, 2009. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Model," CARF F-Series CARF-F-151, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Takashi Kano & James M. Nason, 2009. "Business cycle implications of internal consumption habit for New Keynesian models," Working Paper 2009-16, Federal Reserve Bank of Atlanta.
- Takashi Kano & James M. Nason, 2010. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," CAMA Working Papers 2010-31, Australian National University, Centre for Applied Macroeconomic Analysis.
- James M. Nason & John H. Rogers, 2008.
"Exchange rates and fundamentals: a generalization,"
Working Paper
2008-16, Federal Reserve Bank of Atlanta.
- James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," International Finance Discussion Papers 948, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The Univeristy of Manchester.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," Working Paper 2007-10, Federal Reserve Bank of Atlanta.
- Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
- Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- James M Nason & Shaun P Vahey, 2007. "The McKenna Rule and UK World War I Finance," Reserve Bank of New Zealand Discussion Paper Series DP2007/08, Reserve Bank of New Zealand.
- 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.
- James M. Nason & Gregor W. Smith, 2008. "Great Moderation(s) and US Interest Rates: Unconditional Evidence," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 8(1), pages 30.
- James M. Nason & Gregor W. Smith, 2008. "Great moderations and U.S. interest rates: unconditional evidence," Working Paper 2008-01, Federal Reserve Bank of Atlanta.
- 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.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005.
"Testing the significance of calendar effects,"
Working Paper
2005-02, Federal Reserve Bank of Atlanta.
- Peter Hansen & Asger Lunde, 2003. "Testing the Significance of Calendar Effects," Working Papers 2003-03, Brown University, Department of Economics.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," Working Paper 2005-07, Federal Reserve Bank of Atlanta.
- 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.
- James M. Nason & Gregor W. Smith, 2005.
"Identifying the New Keynesian Phillips curve,"
Working Paper
2005-01, Federal Reserve Bank of Atlanta.
- 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.
- James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips Curve," Working Papers 1026, Queen's University, Department of Economics.
- James M. Nason & Takashi Kano, 2004.
"Business Cycle Implications of Habit Formation,"
Econometric Society 2004 Far Eastern Meetings
619, Econometric Society.
- James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Computing in Economics and Finance 2004 175, Society for Computational Economics.
- 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.
- 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.
- 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.
- James M. Nason & George A. Slotsve, 2004. "Along the New Keynesian Phillips curve with nominal and real rigidities," Working Paper 2004-9, Federal Reserve Bank of Atlanta.
- 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.
- 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.
- James M. Nason & John H. Rogers, 2003. "The present-value model of the current account has been rejected: round up the usual suspects," International Finance Discussion Papers 760, Board of Governors of the Federal Reserve System (U.S.).
- James M. Nason and John H. Rogers, 2001. "The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects," Computing in Economics and Finance 2001 102, Society for Computational Economics.
- 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.
- 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.
- 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.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," Working Paper 2003-28, Federal Reserve Bank of Atlanta.
- 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.).
- 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.
- Nason, J.M. & Rogers, J.H., 2000. "Investment and the Current Account in the Short Run and the Long Run," UBC Departmental Archives 00-13, UBC Department of Economics.
- Nason, J.M. & Rogers, J.H., 2000. "Investment and the Current Account in the Short Run and the Long Run," UBC Departmental Archives 00-14, UBC Department of Economics.
- 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.
- 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.
- 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.
- Nason, J.M. & Cogley, T., 1994. "Technical Appendix: Output Dynamics in rRal Business Cycle Models," UBC Departmental Archives 94-29, UBC Department of Economics.
- 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.
- 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.
- 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.
- 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.
- Cogley, T. & Nason, J.M., 1994. "Output Dynamics in Real Business Cycle Models," UBC Departmental Archives 94-28, UBC Department of Economics.
- 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.
- 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.
- 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.
- Gregory, A.W. & Nason, J.M., 1991.
"Testing for Structural Breaks in Cointegrated Relationaships,"
UBC Departmental Archives
91-31, UBC Department of Economics.
- 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.
- Allan W. Gregory & Jason M. Nason, 1991. "Testing for Structural Breaks in Cointegrated Relationship," Working Papers 827, Queen's University, Department of Economics.
- 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.
- Nason, J.M., 1991. "The Permanent Income Hypothesis when the Bliss Point is Stochastic," UBC Departmental Archives 91-18, UBC Department of Economics.
- 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.).
- Diebold, Francis X. & Nason, James A., 1990. "Nonparametric exchange rate prediction?," Journal of International Economics, Elsevier, vol. 28(3-4), pages 315-332, May.
- 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
- James M. Nason & Shaun P. Vahey, 2012. "UK World War I and interwar data for business cycle and growth analysis," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(2), pages 115-142, May.
- James M. Nason & Charles I. Plosser, 2012. "Time-consistency and credible monetary policy after the crisis," Business Review, Federal Reserve Bank of Philadelphia, issue Q2, pages 19-26.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2011.
"The Model Confidence Set,"
Econometrica,
Econometric Society, vol. 79(2), pages 453-497, 03.
- Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, School of Economics and Management, University of Aarhus.
- 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.
- 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.
- James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips Curve," Working Papers 1026, Queen's University, Department of Economics.
- James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta.
- 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.
- James M. Nason & Gregor W. Smith, 2008.
"Great Moderation(s) and US Interest Rates: Unconditional Evidence,"
The B.E. Journal of Macroeconomics,
Berkeley Electronic Press, vol. 8(1), pages 30.
- James M. Nason & Gregor W. Smith, 2008. "Great moderations and U.S. interest rates: unconditional evidence," Working Paper 2008-01, Federal Reserve Bank of Atlanta.
- 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.
- 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.
- 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.
- 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.
- James M Nason & Shaun P Vahey, 2007. "The McKenna Rule and UK World War I Finance," Reserve Bank of New Zealand Discussion Paper Series DP2007/08, Reserve Bank of New Zealand.
- 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.
- 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.
- 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.
- James M. Nason & John H. Rogers, 2003. "The present-value model of the current account has been rejected: round up the usual suspects," International Finance Discussion Papers 760, Board of Governors of the Federal Reserve System (U.S.).
- James M. Nason and John H. Rogers, 2001. "The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects," Computing in Economics and Finance 2001 102, Society for Computational Economics.
- 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.
- 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.
- James M. Nason, 2006. "Instability in U.S. inflation: 1967-2005," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 39-59.
- 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.
- 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.
- 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.
- 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.
- Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003. "Choosing the best volatility models: the model confidence set approach," Working Paper 2003-28, Federal Reserve Bank of Atlanta.
- 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.
- Nason, J.M. & Rogers, J.H., 2000. "Investment and the Current Account in the Short Run and the Long Run," UBC Departmental Archives 00-13, UBC Department of Economics.
- Nason, J.M. & Rogers, J.H., 2000. "Investment and the Current Account in the Short Run and the Long Run," UBC Departmental Archives 00-14, UBC Department of Economics.
- 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.).
- 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.
- Gregory, A.W. & Nason, J.M., 1991. "Testing for Structural Breaks in Cointegrated Relationaships," UBC Departmental Archives 91-31, UBC Department of Economics.
- Allan W. Gregory & Jason M. Nason, 1991. "Testing for Structural Breaks in Cointegrated Relationship," Working Papers 827, Queen's University, Department of Economics.
- 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.
- 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.
- 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.
- Cogley, T. & Nason, J.M., 1994. "Output Dynamics in Real Business Cycle Models," UBC Departmental Archives 94-28, UBC Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- Diebold, Francis X. & Nason, James A., 1990.
"Nonparametric exchange rate prediction?,"
Journal of International Economics,
Elsevier, vol. 28(3-4), pages 315-332, May.
- 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.).
NEP Fields
33 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (2) 2009-07-03 2009-08-02
- NEP-CBA: Central Banking (10) 2007-04-28 2007-11-17 2008-01-26 2008-08-06 2008-11-04 2009-07-03 2009-08-02 2009-10-24 2010-10-23 2012-03-14 Author is listed
- NEP-CMP: Computational Economics (4) 2009-07-03 2009-08-02 2010-10-23 2012-03-14
- NEP-DGE: Dynamic General Equilibrium (12) 2004-08-16 2004-10-30 2007-05-19 2007-06-11 2008-08-06 2008-11-04 2009-07-03 2009-08-02 2009-10-24 2010-10-23 2012-03-14 2012-03-21 Author is listed
- NEP-ECM: Econometrics (7) 2003-05-15 2005-05-23 2005-05-23 2007-05-19 2007-06-11 2009-10-24 2012-03-14 Author is listed
- NEP-ETS: Econometric Time Series (7) 2003-04-27 2003-11-30 2004-08-09 2005-05-23 2007-06-11 2012-03-14 2012-03-21 Author is listed
- NEP-FDG: Financial Development & Growth (1) 2009-09-11
- NEP-FIN: Finance (4) 2003-04-27 2003-11-30 2005-05-23 2005-05-23
- NEP-HIS: Business, Economic & Financial History (5) 2003-11-30 2007-02-17 2007-05-12 2009-09-11 2011-03-05 Author is listed
- NEP-IFN: International Finance (3) 2004-05-26 2008-08-06 2008-11-04
- NEP-MAC: Macroeconomics (13) 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 2009-09-11 2010-10-23 2011-03-05 Author is listed
- 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
- NEP-OPM: Open MacroEconomics (3) 2008-08-06 2008-11-04 2009-08-02
- NEP-PBE: Public Economics (3) 2006-05-27 2007-02-17 2007-05-12
- NEP-RMG: Risk Management (2) 2003-04-27 2003-11-30
- NEP-SEA: South East Asia (1) 2007-05-12
Statistics
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
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- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Wu-Index
Most cited item
- 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.
Most downloaded item (past 12 months)
- 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.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, James Nason should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.
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