James M. Nason
Names
| first: |
James |
| middle: |
M. |
| last: |
Nason |
Identifer
Contact
Affiliations
-
Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA)
Research profile
author of:
- The Model Confidence Set (RePEc:aah:create:2010-76)
by Peter R. Hansen & Asger Lunde & James M. Nason - Output Dynamics in Real-Business-Cycle Models (RePEc:aea:aecrev:v:85:y:1995:i:3:p:492-511)
by Cogley, Timothy & Nason, James M - The McKenna Rule and UK World War I Finance (RePEc:aea:aecrev:v:97:y:2007:i:2:p:290-294)
by Shaun P. Vahey & James M. Nason - UK World War I and interwar data for business cycle and growth analysis (RePEc:afc:cliome:v:6:y:2012:i:2:p:115-142)
by James M. Nason & Shaun P. Vahey - Unknown item RePEc:ags:quedwp:273225 (paper)
- Unknown item RePEc:ags:quedwp:273464 (paper)
- Unknown item RePEc:ags:quedwp:273616 (paper)
- Unknown item RePEc:ags:quedwp:274641 (paper)
- Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility (RePEc:bis:biswps:713)
by Elmar Mertens & James M. Nason - Choosing the Best Volatility Models: The Model Confidence Set Approach (RePEc:bla:obuest:v:65:y:2003:i:s1:p:839-861)
by Peter Reinhard Hansen & Asger Lunde & James M. Nason - Great Moderation(s) and US Interest Rates: Unconditional Evidence (RePEc:bpj:bejmac:v:8:y:2008:i:1:n:30)
by Nason James M. & Smith Gregor W - Choosing the Best Volatility Models:The Model Confidence Set Approach (RePEc:bro:econwp:2003-05)
by Peter Hansen & Asger Lunde & James M. Nason - Business Cycle Implications of Internal Consumption Habit for New Keynesian Model (RePEc:cfi:fseres:cf151)
by Takashi Kano & James M. Nason - Common trends and common cycles in Canada: who knew so much has been going on? (RePEc:cje:issued:v:39:y:2006:i:1:p:320-347)
by Elizabeth Wakerly & Byron Scott & James Nason - Long Run Monetary Neutrality in Three Samples: The United Kingdom, the United States, and the Small (RePEc:clg:wpaper:1999-06)
by Patrick J. Coe & James M. Nason - Business Cycles And Financial Crises: The Roles Of Credit Supply And Demand Shocks (RePEc:cup:macdyn:v:19:y:2015:i:04:p:836-882_00)
by Nason, James M. & Tallman, Ellis W. - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:07-04)
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara - Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models (RePEc:duk:dukeec:08-7)
by Alastair Hall & Atsushi & James M Nason & Barbara Rossi - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:10-28)
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi - The Model Confidence Set (RePEc:ecm:emetrp:v:79:y:2011:i:2:p:453-497)
by Peter R. Hansen & Asger Lunde & James M. Nason - Business Cycle Implications of Habit Formation (RePEc:ecm:feam04:619)
by James M. Nason & Takashi Kano - Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research (RePEc:eee:dyncon:v:19:y:1995:i:1-2:p:253-278)
by Cogley, Timothy & Nason, James M. - Impulse dynamics and propagation mechanisms in a real business cycle model (RePEc:eee:ecolet:v:43:y:1993:i:1:p:77-81)
by Cogley, Timothy & Nason, James M. - The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? (RePEc:eee:ecolet:v:78:y:2003:i:3:p:351-356)
by Coe, Patrick J. & Nason, James M. - Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson (RePEc:eee:econom:v:146:y:2008:i:2:p:199-201)
by Cogley, Timothy & Durlauf, Steven N. & Nason, James M. - Information criteria for impulse response function matching estimation of DSGE models (RePEc:eee:econom:v:170:y:2012:i:2:p:499-518)
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara - Testing for structural breaks in cointegrated relationships (RePEc:eee:econom:v:71:y:1996:i:1-2:p:321-341)
by Gregory, Allan W. & Nason, James M. & Watt, David G. - Nonparametric exchange rate prediction? (RePEc:eee:inecon:v:28:y:1990:i:3-4:p:315-332)
by Diebold, Francis X. & Nason, James A. - The present-value model of the current account has been rejected: Round up the usual suspects (RePEc:eee:inecon:v:68:y:2006:i:1:p:159-187)
by Nason, James M. & Rogers, John H. - Simple versus optimal rules as guides to policy (RePEc:eee:moneco:v:54:y:2007:i:5:p:1372-1396)
by Brock, William A. & Durlauf, Steven N. & Nason, James M. & Rondina, Giacomo - Business Cycle Implications of Internal Consumption Habit for New Keynesian Models (RePEc:een:camaaa:2010-31)
by Takashi Kano & James M. Nason - UK World War I and Interwar Data for Business Cycle and Growth Analysis (RePEc:een:camaaa:2011-02)
by James M. Nason & Shaun P. Vahey - Bayesian Estimation of DSGE Models (RePEc:een:camaaa:2012-10)
by Pablo A Guerron-Quintana & James M Nason - Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks (RePEc:een:camaaa:2012-44)
by James M. Nason & Ellis W. Tallman - Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts (RePEc:een:camaaa:2014-07)
by James M. Nason & Gregor W. Smith - Bringing Financial Stability into Monetary Policy (RePEc:een:camaaa:2014-72)
by Eric M. Leeper & James M. Nason - Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility (RePEc:een:camaaa:2015-06)
by Elmar Mertens & James M Nason - Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (RePEc:een:camaaa:2017-60)
by Elmar Mertens & James M. Nason - UK inflation forecasts since the thirteenth century (RePEc:een:camaaa:2021-32)
by James M. Nason & Gregor W. Smith - Bayesian estimation of DSGE models (RePEc:elg:eechap:14327_21)
by Pablo A. Guerrón-Quintana & James M. Nason - Instability in U.S. inflation: 1967-2005 (RePEc:fip:fedaer:y:2006:i:q2:p:39-59:n:v.91no.2)
by James M. Nason - Choosing the best volatility models: the model confidence set approach (RePEc:fip:fedawp:2003-28)
by Peter Reinhard Hansen & Asger Lunde & James M. Nason - Bulk commodities and the Liverpool and London markets of the mid-19th century (RePEc:fip:fedawp:2003-29)
by James M. Nason & Donald G. Paterson & Ronald A. Shearer - The present-value model of the current account has been rejected: Round up the usual suspects (RePEc:fip:fedawp:2003-7)
by James M. Nason & John H. Rogers - Common trends and common cycles in Canada: who knew so much has been going on? (RePEc:fip:fedawp:2004-5)
by James M. Nason & Byron G. Scott & Elizabeth C. Wakerly - Along the New Keynesian Phillips curve with nominal and real rigidities (RePEc:fip:fedawp:2004-9)
by James M. Nason & George A. Slotsve - Identifying the New Keynesian Phillips curve (RePEc:fip:fedawp:2005-01)
by James M. Nason & Gregor W. Smith - Testing the significance of calendar effects (RePEc:fip:fedawp:2005-02)
by Peter Reinhard Hansen & Asger Lunde & James M. Nason - Model confidence sets for forecasting models (RePEc:fip:fedawp:2005-07)
by Peter Reinhard Hansen & Asger Lunde & James M. Nason - Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? (RePEc:fip:fedawp:2006-04)
by James M. Nason & Shaun P. Vahey - The McKenna rule and U.K. World War I finance (RePEc:fip:fedawp:2007-03)
by James M. Nason & Shaun P. Vahey - Simple versus optimal rules as guides to policy (RePEc:fip:fedawp:2007-07)
by William A. Brock & Steven N. Durlauf & James M. Nason & Giacomo Rondina - Information criteria for impulse response function matching estimation of DSGE models (RePEc:fip:fedawp:2007-10)
by Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi - Great moderations and U.S. interest rates: unconditional evidence (RePEc:fip:fedawp:2008-01)
by James M. Nason & Gregor W. Smith - Exchange rates and fundamentals: a generalization (RePEc:fip:fedawp:2008-16)
by James M. Nason & John H. Rogers - Business cycle implications of internal consumption habit for New Keynesian models (RePEc:fip:fedawp:2009-16)
by Takashi Kano & James M. Nason - U.K. World War I and interwar data for business cycle and growth analysis (RePEc:fip:fedawp:2009-18)
by James M. Nason & Shaun P. Vahey - Business cycles and financial crises: the roles of credit supply and demand shocks (RePEc:fip:fedcwp:1221)
by James M. Nason & Ellis W. Tallman - Effects of the Hodrick-Prescott filter on trend and difference stationary time series: implications for business cycle research (RePEc:fip:fedfap:93-01)
by Timothy Cogley & James M. Nason - Output dynamics in real business cycle models (RePEc:fip:fedfap:93-10)
by Timothy Cogley & James M. Nason - Effects of the Hodrick-Prescott filter on integrated time series (RePEc:fip:fedfpr:y:1991:i:nov:x:1)
by Timothy Cogley & James M. Nason - The equity premium and time-varying risk behavior (RePEc:fip:fedgfe:11)
by James M. Nason - Nonparametric exchange rate prediction? (RePEc:fip:fedgfe:81)
by Francis X. Diebold & James M. Nason - Investment and the current account in the short run and the long run (RePEc:fip:fedgif:647)
by James M. Nason & John H. Rogers - The present-value model of the current account has been rejected: round up the usual suspects (RePEc:fip:fedgif:760)
by James M. Nason & John H. Rogers - Exchange rates and fundamentals: a generalization (RePEc:fip:fedgif:948)
by James M. Nason & John H. Rogers - The permanent income hypothesis when the bliss point is stochastic (RePEc:fip:fedmem:46)
by James M. Nason - Time-consistency and credible monetary policy after the crisis (RePEc:fip:fedpbr:y:2012:i:q2:p:19-26)
by James M. Nason & Charles I. Plosser - UK World War I and interwar data for business cycle and growth analysis (RePEc:fip:fedpwp:11-10)
by James M. Nason & Shaun P. Vahey - Business cycles and financial crises: the roles of credit supply and demand shocks (RePEc:fip:fedpwp:12-24)
by James M. Nason & Ellis W. Tallman - Business cycle implications of internal consumption habit for new Keynesian models (RePEc:fip:fedpwp:12-30)
by Takashi Kano & James M. Nason - Bayesian estimation of DSGE models (RePEc:fip:fedpwp:12-4)
by Pablo Guerrón-Quintana & James M. Nason - Reverse Kalman filtering U.S. inflation with sticky professional forecasts (RePEc:fip:fedpwp:13-34)
by James M. Nason & Gregor W. Smith - The New Keynesian Phillips curve : lessons from single-equation econometric estimation (RePEc:fip:fedreq:y:2008:i:fall:p:361-395:n:v.94no.4)
by James M. Nason & Gregor W. Smith - Bringing Financial Stability into Monetary Policy (RePEc:hhs:rbnkwp:0305)
by Leeper, Eric M. & Nason, James M. - Appendix: Business Cycle Implications of Internal Consumption Habit for New Keynesian Models (RePEc:hit:econdp:2012-08)
by Kano, Takashi & 加納, 隆 & Nason, James M. - Business Cycle Implications of Internal Consumption Habit for New Keynesian Models (RePEc:hit:econdp:2012-09)
by Kano, Takashi & 加納, 隆 & Nason, James M. - Bringing Financial Stability into Monetary Policy (RePEc:inu:caeprp:2014003)
by Eric Leeper & James Nason - Long-run monetary neutrality and long-horizon regressions (RePEc:jae:japmet:v:19:y:2004:i:3:p:355-373)
by Patrick J. Coe & James M. Nason - Identifying the new Keynesian Phillips curve (RePEc:jae:japmet:v:23:y:2008:i:5:p:525-551)
by James M. Nason & Gregor W. Smith - Testing the Implications of Long-Run Neutrality for Monetary Business Cycle Models (RePEc:jae:japmet:v:9:y:1994:i:s:p:s37-70)
by Nason, James M & Cogley, Timothy - Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:man:cgbcrp:127)
by Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi - Investment and the Current Account in the Short Run and the Long Run (RePEc:mcb:jmoncb:v:34:y:2002:i:4:p:967-86)
by Nason, James M & Rogers, John H - The McKenna Rule and UK World War I Finance (RePEc:nzb:nzbdps:2007/08)
by James M Nason & Shaun P Vahey - Identifying The New Keynesian Phillips Curve (RePEc:qed:wpaper:1026)
by James M. Nason & Gregor W. Smith - Great Moderation(s) And U.s. Interest Rates: Unconditional Evidence (RePEc:qed:wpaper:1140)
by James M. Nason & Gregor W. Smith - Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts (RePEc:qed:wpaper:1316)
by James M. Nason & Gregor W. Smith - UK Inflation Forecasts since the Thirteenth Century (RePEc:qed:wpaper:1454)
by James M. Nason & Gregor W. Smith - Testing For Structural Breaks (RePEc:qed:wpaper:827)
by Allan Gregory & James M. Nason - Information Criteria for Impulse Response Function Matching Estimation (RePEc:red:sed007:293)
by Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall - The Present Value Model of the Current Account Has Been Rejected: Round Up the Usual Subjects (RePEc:sce:scecf1:102)
by James M. Nason and John H. Rogers - Along the New Keynesian Phillips Curve with Nominal and Real Rigidities (RePEc:sce:scecf3:270)
by George A. Slotsve & James M. Nason - Business Cycle Implications of Habit Formation (RePEc:sce:scecf4:175)
by James M. Nason & Takashi Kano - Over the Top: U.K. World War I Finance and Its Aftermath (RePEc:sce:scecf5:22)
by Shaun P. Vahey & James M. Nason - Business Cycle Implications of Internal Consumption Habit for New Keynesian Models (RePEc:tky:fseres:2009cf623)
by Takashi Kano & James M. Nason - Common trends and common cycles in Canada: who knew so much has been going on? (RePEc:wly:canjec:v:39:y:2006:i:1:p:320-347)
by Elizabeth C. Wakerly & Byron G. Scott & James M. Nason - Uk Inflation Dynamics Since The Thirteenth Century (RePEc:wly:iecrev:v:64:y:2023:i:4:p:1595-1614)
by James M. Nason & Gregor W. Smith - Measuring the slowly evolving trend in US inflation with professional forecasts (RePEc:wly:japmet:v:36:y:2021:i:1:p:1-17)
by James M. Nason & Gregor W. Smith - Business Cycle Implications of Internal Consumption Habit for New Keynesian Models (RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:519-544)
by Takashi Kano & James M. Nason - Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility (RePEc:wly:quante:v:11:y:2020:i:4:p:1485-1520)
by Elmar Mertens & James M. Nason