Nelson Mark
Names
| first: |
Nelson |
| middle: |
C. |
| last: |
Mark |
Identifer
Contact
| homepage: |
http://www.nd.edu/~nmark/ |
|
| postal address: |
Department of Economics and Econometrics
University of Notre Dame
437 Flanner Hall
Notre Dame, IN 46656 |
Affiliations
-
University of Notre Dame
/ Department of Economics
Research profile
author of:
- Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations (RePEc:aea:aecrev:v:80:y:1990:i:2:p:48-51)
by Cecchetti, Stephen G & Mark, Nelson C - Mean Reversion in Equilibrium Asset Prices (RePEc:aea:aecrev:v:80:y:1990:i:3:p:398-418)
by Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C - Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability (RePEc:aea:aecrev:v:85:y:1995:i:1:p:201-18)
by Mark, Nelson C - Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? (RePEc:aea:aecrev:v:90:y:2000:i:4:p:787-805)
by Pok-sang Lam & Stephen G. Cecchetti & Nelson C. Mark - Demographic Patterns and Household Saving in China (RePEc:aea:aejmac:v:7:y:2015:i:2:p:58-94)
by Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark - Dynamic Seemingly Unrelated Cointegrating Regression (RePEc:auc:wpaper:144)
by Mark, Nelson & Ogaki, Masao & Sul, Donggyu - Asymptotic Power Advantages of Long-Horizon Regressions (RePEc:auc:wpaper:145)
by Mark, Nelson & Sul, Donggyu - Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand (RePEc:auc:wpaper:172)
by Mark, Nelson & Sul, Donggyu - Global Macro Risks in Currency Excess Returns (RePEc:bca:bocawp:16-32)
by Kimberly Berg & Nelson C. Mark - Testing the CAPM with Time-Varying Risks and Returns (RePEc:bla:jfinan:v:46:y:1991:i:4:p:1485-1505)
by Bodurtha, James N, Jr & Mark, Nelson C - Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns (RePEc:bla:jfinan:v:49:y:1994:i:1:p:123-52)
by Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C - Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions (RePEc:bla:obuest:v:59:y:1997:i:4:p:549-62)
by Choi, In & Mark, Nelson C - Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand (RePEc:bla:obuest:v:65:y:2003:i:5:p:655-680)
by Nelson C. Mark & Donggyu Sul - Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment (RePEc:bla:obuest:v:72:y:2010:i:5:p:567-599)
by Chi‐Young Choi & Nelson C. Mark & Donggyu Sul - Linkages Between Exchange Rate Policy And Macroeconomic Performance (RePEc:bla:pacecr:v:16:y:2011:i:4:p:395-420)
by Vladimir Sokolov & Byung‐Joo Lee & Nelson C. Mark - The equity premium and the risk-free rate: matching the moments (RePEc:cla:levarc:1396)
by S.G. Cecchetti & P. Lam & N.C. Mark - Demographics and Aggregate Household Saving in Japan, China, and India (RePEc:cth:wpaper:gru_2016_010)
by Chadwick C. Curtis & Steven Lugauer & Nelson Mark - Measures of Global Uncertainty and Carry-Trade Excess Returns (RePEc:cth:wpaper:gru_2017_002)
by Kimberly A. Berg & Nelson Mark - Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise (RePEc:ecj:econjl:v:108:y:1998:i:451:p:1686-1706)
by Mark, Nelson C & Wu, Yangru - Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market (RePEc:ecm:feam04:762)
by Young-Kyu Moh & Nelson C. Mark - Official interventions and the forward premium anomaly (RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522)
by Mark, Nelson C. & Moh, Young-Kyu - Global macro risks in currency excess returns (RePEc:eee:empfin:v:45:y:2018:i:c:p:300-315)
by Berg, Kimberly A. & Mark, Nelson C. - Real and nominal exchange rates in the long run: An empirical investigation (RePEc:eee:inecon:v:28:y:1990:i:1-2:p:115-136)
by Mark, Nelson C. - Real exchange-rate prediction over long horizons (RePEc:eee:inecon:v:43:y:1997:i:1-2:p:29-60)
by Mark, Nelson C. & Choi, Doo-Yull - Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel (RePEc:eee:inecon:v:53:y:2001:i:1:p:29-52)
by Mark, Nelson C. & Sul, Donggyu - Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 (RePEc:eee:inecon:v:65:y:2005:i:2:p:537-540)
by Mark, Nelson C. - Endogenous discounting, the world saving glut and the U.S. current account (RePEc:eee:inecon:v:75:y:2008:i:1:p:30-53)
by Choi, Horag & Mark, Nelson C. & Sul, Donggyu - Third-country effects on the exchange rate (RePEc:eee:inecon:v:96:y:2015:i:2:p:227-243)
by Berg, Kimberly A. & Mark, Nelson C. - Time-varying betas and risk premia in the pricing of forward foreign exchange contracts (RePEc:eee:jfinec:v:22:y:1988:i:2:p:335-354)
by Mark, Nelson C. - A multinomial logit approach to exchange rate policy classification with an application to growth (RePEc:eee:jimfin:v:29:y:2010:i:7:p:1438-1462)
by Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C. - Some evidence on the international inequality of real interest rates (RePEc:eee:jimfin:v:4:y:1985:i:2:p:189-208)
by Mark, Nelson C. - International debt and world business fluctuations (RePEc:eee:jimfin:v:6:y:1987:i:2:p:153-165)
by Cantor, Richard & Mark, Nelson C. - Measures of global uncertainty and carry-trade excess returns (RePEc:eee:jimfin:v:88:y:2018:i:c:p:212-227)
by Berg, Kimberly A. & Mark, Nelson C. - Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium (RePEc:eee:jimfin:v:95:y:2019:i:c:p:297-316)
by Berg, Kimberly A. & Mark, Nelson C. - Demographics and aggregate household saving in Japan, China, and India (RePEc:eee:jmacro:v:51:y:2017:i:c:p:175-191)
by Curtis, Chadwick C. & Lugauer, Steven & Mark, Nelson C. - On time varying risk premia in the foreign exchange market: An econometric analysis (RePEc:eee:moneco:v:16:y:1985:i:1:p:3-18)
by Mark, Nelson C. - The equity premium and the risk-free rate : Matching the moments (RePEc:eee:moneco:v:31:y:1993:i:1:p:21-45)
by Cecchetti, Stephen G. & Lam, Pok-sang & Mark, Nelson C. - Chapter 1 Business Cycles, Consumption, and Risk Sharing: How Different Is China? (RePEc:eme:fegzzz:s1574-8715(2011)0000009006)
by Chadwick C. Curtis & Nelson C. Mark - The Role of Household Saving in the Economic Rise of China (RePEc:hkm:wpaper:042013)
by Steven Lugauer & Nelson C. Mark - Exchange Rates as Exchange Rate Common Factors (RePEc:hkm:wpaper:212012)
by Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu - The International Transmission of Real Business Cycles (RePEc:ier:iecrev:v:29:y:1988:i:3:p:493-507)
by Cantor, Richard & Mark, Nelson C - Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability (RePEc:ier:iecrev:v:33:y:1992:i:1:p:223-37)
by Driskill, Robert A & Mark, Nelson C & Sheffrin, Steven M - Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum (RePEc:ier:iecrev:v:34:y:1993:i:2:p:459)
by Driskill, Robert A & Mark, Nelson C & Sheffrin, Steven M - Price Index Convergence Among United States Cities (RePEc:ier:iecrev:v:43:y:2002:i:4:p:1081-1099)
by Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora - Alternative Long-Horizon Exchange-Rate Predictors (RePEc:ijf:ijfiec:v:1:y:1996:i:4:p:229-50)
by Chen, Jian & Mark, Nelson C - The real exchange rate and real interest differentials: the role of nonlinearities (RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:323-335)
by Nelson C. Mark & Young-Kyu Moh - Special issue on advances in international money, macro and finance (RePEc:ijf:ijfiec:v:11:y:2006:i:3:p:175-175)
by Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno - Understanding Spot and Forward Exchange Rate Regressions (RePEc:jae:japmet:v:12:y:1997:i:6:p:715-34)
by Hai, Weike & Mark, Nelson C & Wu, Yangru - Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (RePEc:mcb:jmoncb:v:38:y:2006:i:4:p:921-938)
by Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu - Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics (RePEc:mcb:jmoncb:v:41:y:2009:i:6:p:1047-1070)
by Nelson C. Mark - Exchange Rate Models Are Not as Bad as You Think (RePEc:nbr:nberch:4075)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns (RePEc:nbr:nberte:0124)
by Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark - Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand (RePEc:nbr:nberte:0287)
by Nelson C. Mark & Donggyu Sul - Dynamic Seemingly Unrelated Cointegrating Regression (RePEc:nbr:nberte:0292)
by Nelson C. Mark & Masao Ogaki & Donggyu Sul - The Use of Predictive Regressions at Alternative Horizons in Finance and Economics (RePEc:nbr:nberte:0298)
by Nelson C. Mark & Donggyu Sul - Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (RePEc:nbr:nberwo:10614)
by Chi-Young Choi & Nelson Mark & Donggyu Sul - Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics (RePEc:nbr:nberwo:11061)
by Nelson C. Mark - Effective Exchange Rate Classifications and Growth (RePEc:nbr:nberwo:11272)
by Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark - Exchange Rate Models Are Not as Bad as You Think (RePEc:nbr:nberwo:13318)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Endogenous Discounting, the World Saving Glut and the U.S. Current Account (RePEc:nbr:nberwo:13571)
by Horag Choi & Nelson C. Mark & Donggyu Sul - Trending Current Accounts (RePEc:nbr:nberwo:15244)
by Horag Choi & Nelson C. Mark - Business Cycles, Consumption and Risk-Sharing: How Different Is China? (RePEc:nbr:nberwo:16154)
by Chadwick C. Curtis & Nelson Mark - Demographic Patterns and Household Saving in China (RePEc:nbr:nberwo:16828)
by Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark - Factor Model Forecasts of Exchange Rates (RePEc:nbr:nberwo:18382)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Precautionary Saving of Chinese and U.S. Households (RePEc:nbr:nberwo:20527)
by Horag Choi & Steven Lugauer & Nelson C. Mark - Demographics and Aggregate Household Saving in Japan, China, and India (RePEc:nbr:nberwo:21555)
by Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark - Identifying Exchange Rate Common Factors (RePEc:nbr:nberwo:23726)
by Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu - Global Macro Risks in Currency Excess Returns (RePEc:nbr:nberwo:23764)
by Kimberly A. Berg & Nelson Mark - Demographics and Monetary Policy Shocks (RePEc:nbr:nberwo:25970)
by Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark - Mean Reversion in Equilibrium Asset Prices (RePEc:nbr:nberwo:2762)
by Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark - Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model (RePEc:nbr:nberwo:27844)
by Kimberly A. Berg & Nelson C. Mark - GDP and Temperature: Evidence on Cross-Country Response Heterogeneity (RePEc:nbr:nberwo:31327)
by Kimberly A. Berg & Chadwick C. Curtis & Nelson Mark - Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True? (RePEc:nbr:nberwo:6354)
by Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark - Price Level Convergence Among United States Cities: Lessons for the European Central Bank (RePEc:nbr:nberwo:7681)
by Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora - Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market (RePEc:nbr:nberwo:9948)
by Nelson Mark & Young-Kyu Moh - The Role of Household Saving in the Economic Rise of China (RePEc:nod:wpaper:004)
by Nelson Mark & Steven Lugauer & Clayton Sadler - Demographic Patterns and Household Saving in China (RePEc:nod:wpaper:006)
by Steven Lugauer & Nelson Mark - Exchange Rates as Exchange Rate Common Factors (RePEc:nod:wpaper:011)
by Nelson Mark - Factor Model Forecasts of Exchange Rates (RePEc:nod:wpaper:012)
by Nelson Mark - Price Level Convergence Among United States Cities: Lessons for the European Central Bank (RePEc:onb:oenbwp:32)
by Stephen Cecchetti & Nelson C. Mark & Robert Sonora - Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? (RePEc:osu:osuewp:017)
by Nelson C. Mark & S.G. Cecchetti & P-s. Lam - Dynamic Seemingly Unrelated Cointegrating Regression (RePEc:osu:osuewp:04-02)
by Masao Ogaki & Nelson Mark & Donggyu Sul - Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? (RePEc:osu:osuewp:98-04)
by Stephen G. Cecchetti & Pok-Sang Lam & Nelson Mark - Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise (RePEc:osu:osuewp:98-05)
by Nelson Mark & Yangru Wu - Fundamentals of the Real Dollar-Pound Rate: 1871-1994 (RePEc:osu:osuewp:98-14)
by Nelson Mark - Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel (RePEc:osu:osuewp:98-19)
by Nelson Mark & Donggyu Sul - Price Level Convergence Among United States Cities: Lessons for the European Central Bank (RePEc:osu:osuewp:99-01)
by Stephen Cecchetti & Nelson C. Mark & Robert Sonora - Dynamic Seemingly Unrelated Cointegrating Regressions (RePEc:oup:restud:v:72:y:2005:i:3:p:797-820)
by Nelson C. Mark & Masao Ogaki & Donggyu Sul - The Economic Content of Indicators of Developing Country Creditworthiness (RePEc:pal:imfstp:v:43:y:1996:i:4:p:688-724)
by Nadeem Ul Haque & Manmohan S. Kumar & Nelson Mark & Donald J. Mathieson - Demographic Patterns and Household Saving in China (RePEc:red:sed011:529)
by Steven Lugauer & Nelson C. Mark & Chadwick R. Curtis - The Size of the Precautionary Component of Household Saving: China and the U.S (RePEc:red:sed013:1046)
by Steven Lugauer & Nelson Mark & Horag Choi - Third-Country Effects on the Exchange Rate (RePEc:red:sed013:1050)
by Nelson Mark & Kimberly Berg - Demographics and Monetary Policy Shocks (RePEc:red:sed019:409)
by Kimberly Berg & Chadwick Curtis & Nelson Mark & Steven Lugauer - Factor Model Forecasts of Exchange Rates (RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55)
by Charles Engel & Nelson C. Mark & Kenneth D. West - Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity (RePEc:tin:wpaper:19970041)
by Nelson C. Mark & Yangru Wu - A Note on International Real Interest Rate Differentials (RePEc:tpr:restat:v:67:y:1985:i:4:p:681-84)
by Mark, Nelson C - Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions (RePEc:wly:coacre:v:12:y:1995:i:1:p:25-39)
by Tarek Amer & Karl Hackenbrack & Mark Nelson - Identifying Exchange Rate Common Factors (RePEc:wly:iecrev:v:59:y:2018:i:4:p:2193-2218)
by Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu - Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model (RePEc:wly:iecrev:v:65:y:2024:i:3:p:1387-1413)
by Kimberly A. Berg & Nelson C. Mark - Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics (RePEc:wly:jmoncb:v:41:y:2009:i:6:p:1047-1070)
by Nelson C. Mark - Precautionary Saving of Chinese and U.S. Households (RePEc:wly:jmoncb:v:49:y:2017:i:4:p:635-661)
by Horag Choi & Steven Lugauer & Nelson C. Mark - Demographics and Monetary Policy Shocks (RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1229-1266)
by Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark - Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models (RePEc:wpa:wuwpem:0409005)
by Chi-Young Choi & Nelson C. Mark & Donggyu Sul - The Use of Predictive Regressions at Alternative Horizons in Finance and Economics (RePEc:wpa:wuwpfi:0409032)
by Nelson C. Mark & Donggyu Sul