IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

James M. Nason

This is information that was supplied by James Nason in registering through RePEc. If you are James M. Nason , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:James
Middle Name:M.
Last Name:Nason
Suffix:
RePEc Short-ID:pna12
Email:
Homepage:http://poole.ncsu.edu/index-exp.php/directory/dossier/james-m-nason/
Postal Address:Department of Economics Campus Box 8110 NC State University Raleigh, N.C. 27695-8110
Phone:(919) 513-2884
Location: Raleigh, North Carolina (United States)
Homepage: http://poole.ncsu.edu/index-exp.php/economics/economics
Email:
Phone: (919) 515-3274
Fax:
Postal:
Handle: RePEc:edi:dencsus (more details at EDIRC)
in new window

  1. Eric M. Leeper & James M. Nason, 2014. "Bringing Financial Stability into Monetary Policy," CAMA Working Papers 2014-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. James M. Nason & Gregor W. Smith, 2013. "Reverse Kalman filtering U.S. inflation with sticky professional forecasts," Working Papers 13-34, Federal Reserve Bank of Philadelphia.
  3. James M. Nason & Gregor W. Smith, 2013. "Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts," Working Papers 1316, Queen's University, Department of Economics.
  4. Kano, Takashi & Nason, James M., 2012. "Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Discussion Papers 2012-08, Graduate School of Economics, Hitotsubashi University.
  5. Pablo A. Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
    • Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512 Edward Elgar.
  6. James M. Nason & Ellis W. Tallman, 2012. "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers 12-24, Federal Reserve Bank of Philadelphia.
  7. 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.
  8. 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.
  9. 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.
  10. James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," Working Paper 2008-16, Federal Reserve Bank of Atlanta.
  11. Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall, 2007. "Information Criteria for Impulse Response Function Matching Estimation," 2007 Meeting Papers 293, Society for Economic Dynamics.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Model confidence sets for forecasting models," Working Paper 2005-07, Federal Reserve Bank of Atlanta.
  18. 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.
  19. James M. Nason & Gregor W. Smith, 2005. "Identifying the New Keynesian Phillips curve," Working Paper 2005-01, Federal Reserve Bank of Atlanta.
  20. Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2005. "Testing the significance of calendar effects," Working Paper 2005-02, Federal Reserve Bank of Atlanta.
  21. 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.
  22. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Econometric Society 2004 Far Eastern Meetings 619, Econometric Society.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. , 1999. "Risk Selection and Matching in Performance-Based Contracting," Working Papers 1999-06, Department of Economics, University of Calgary, revised 02 Nov 1999.
  28. 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.).
  29. 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.
  30. 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.
  31. Allan W. Gregory & James M. Nason, 1991. "Testing for Structural Breaks," Working Papers 827, Queen's University, 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.).
  1. Takashi Kano & James M. Nason, 2014. "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 519-544, 03.
  2. 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.
  3. 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.
  4. Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
  5. Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, 03.
  6. 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.
  7. 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.
  8. Nason James M. & Smith Gregor W, 2008. "Great Moderation(s) and US Interest Rates: Unconditional Evidence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-33, November.
  9. 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.
  10. Shaun P. Vahey & James M. Nason, 2007. "The McKenna Rule and UK World War I Finance," American Economic Review, American Economic Association, vol. 97(2), pages 290-294, May.
  11. 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.
  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. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Diebold, Francis X. & Nason, James A., 1990. "Nonparametric exchange rate prediction?," Journal of International Economics, Elsevier, vol. 28(3-4), pages 315-332, May.
  1. Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512 Edward Elgar.
40 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2012-10-27 2012-11-11
  2. NEP-BEC: Business Economics (3) 2009-07-03 2009-08-02 2012-12-15
  3. NEP-CBA: Central Banking (15) 2007-04-28 2007-11-17 2008-01-26 2008-08-06 2008-11-04 2009-07-03 2009-08-02 2009-10-24 2012-10-27 2012-11-11 2013-09-06 2013-09-25 2014-02-02 2014-12-19 2015-02-22. Author is listed
  4. NEP-CMP: Computational Economics (4) 2009-07-03 2009-08-02 2012-12-15 2013-01-07
  5. NEP-DGE: Dynamic General Equilibrium (13) 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 2012-03-21 2012-12-06 2012-12-15 2013-01-07. Author is listed
  6. NEP-ECM: Econometrics (6) 2003-05-15 2005-05-23 2005-05-23 2007-05-19 2007-06-11 2009-10-24. Author is listed
  7. NEP-ETS: Econometric Time Series (6) 2003-04-27 2003-11-30 2004-08-09 2005-05-23 2007-06-11 2012-03-21. Author is listed
  8. NEP-FDG: Financial Development & Growth (3) 2009-09-11 2012-11-11 2014-12-19
  9. NEP-FIN: Finance (4) 2003-04-27 2003-11-30 2005-05-23 2005-05-23
  10. NEP-FOR: Forecasting (2) 2013-09-06 2013-09-25
  11. NEP-HIS: Business, Economic & Financial History (6) 2003-11-30 2007-02-17 2007-05-12 2009-09-11 2011-03-05 2012-11-11. Author is listed
  12. NEP-IFN: International Finance (3) 2004-05-26 2008-08-06 2008-11-04
  13. NEP-LAM: Central & South America (1) 2013-09-25
  14. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  15. NEP-MAC: Macroeconomics (22) 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 2011-03-05 2012-10-27 2012-11-11 2012-12-06 2012-12-15 2013-01-07 2013-09-06 2013-09-25 2014-02-02 2014-12-19 2015-02-22. Author is listed
  16. NEP-MON: Monetary Economics (11) 2006-02-12 2007-04-28 2007-11-17 2008-01-26 2008-08-06 2008-11-04 2013-09-06 2013-09-25 2014-02-02 2014-12-19 2015-02-22. Author is listed
  17. NEP-NEU: Neuroeconomics (1) 2013-09-25
  18. NEP-OPM: Open Economy Macroeconomics (3) 2008-08-06 2008-11-04 2009-08-02
  19. NEP-PBE: Public Economics (3) 2006-05-27 2007-02-17 2007-05-12
  20. NEP-RMG: Risk Management (2) 2003-04-27 2003-11-30
  21. NEP-SEA: South East Asia (1) 2007-05-12
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, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Abstract Views in RePEc Services over the past 12 months
  23. Number of Downloads through RePEc Services over the past 12 months
  24. Closeness measure in co-authorship network
  25. Betweenness measure in co-authorship network
  26. Breadth of citations across fields
  27. Wu-Index
  28. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, James Nason should log into the RePEc Author Service

To 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 add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.