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James M. Nason

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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

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Pablo A. Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," Working Paper 2008-16, Federal Reserve Bank of Atlanta.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," Working Paper 2005-02, Federal Reserve Bank of Atlanta.
  13. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," Working Paper 2005-07, Federal Reserve Bank of Atlanta.
  14. 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.
  15. James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta.
  16. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings 619, Econometric Society.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.).
  23. 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.
  24. 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.
  25. Nason, J.M. & Cogley, T., 1994. "Technical Appendix: Output Dynamics in rRal Business Cycle Models," UBC Departmental Archives 94-29, UBC Department of Economics.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Gregory, A.W. & Nason, J.M., 1991. "Testing for Structural Breaks in Cointegrated Relationaships," UBC Departmental Archives 91-31, UBC Department of Economics.
  32. 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.
  33. 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.).
  34. 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. 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.
  2. 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.
  3. Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, 03.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. James M. Nason, 2006. "Instability in U.S. inflation: 1967-2005," Economic Review, Federal Reserve Bank of Atlanta, issue Q 2, pages 39-59.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. Diebold, Francis X. & Nason, James A., 1990. "Nonparametric exchange rate prediction?," Journal of International Economics, Elsevier, vol. 28(3-4), pages 315-332, May.

NEP Fields

33 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 (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
  3. NEP-CMP: Computational Economics (4) 2009-07-03 2009-08-02 2010-10-23 2012-03-14
  4. 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
  5. 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
  6. 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
  7. NEP-FDG: Financial Development & Growth (1) 2009-09-11
  8. NEP-FIN: Finance (4) 2003-04-27 2003-11-30 2005-05-23 2005-05-23
  9. 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
  10. NEP-IFN: International Finance (3) 2004-05-26 2008-08-06 2008-11-04
  11. 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
  12. 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
  13. NEP-OPM: Open MacroEconomics (3) 2008-08-06 2008-11-04 2009-08-02
  14. NEP-PBE: Public Economics (3) 2006-05-27 2007-02-17 2007-05-12
  15. NEP-RMG: Risk Management (2) 2003-04-27 2003-11-30
  16. NEP-SEA: South East Asia (1) 2007-05-12

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  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 Recursive Impact Factors
  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Number of Journal Pages, Weighted by Simple Impact Factor
  20. Number of Journal Pages, Weighted by Recursive Impact Factor
  21. Number of Abstract Views in RePEc Services over the past 12 months
  22. Number of Downloads through RePEc Services over the past 12 months
  23. Closeness measure in co-authorship network
  24. Betweenness measure in co-authorship network
  25. Wu-Index

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