Charles R. Nelson

Names

first:	Charles
middle:	R.
last:	Nelson

Identifer

RePEc Short-ID:

pne247

Contact

homepage:

http://faculty.washington.edu/cnelson/

Affiliations

University of Washington / Department of Economics
- EDIRC entry
- location:

Research profile

author of:

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy (RePEc:aea:aecrev:v:62:y:1972:i:5:p:902-17)
by Nelson, Charles R
The Stochastic Structure of the Velocity of Money (RePEc:aea:aecrev:v:64:y:1974:i:3:p:405-18)
by Gould, John P & Nelson, Charles R
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant (RePEc:aea:aecrev:v:67:y:1977:i:3:p:478-86)
by Nelson, Charles R & Schwert, G William
The NERC Fan in Retrospect and Lessons for the Future (RePEc:aen:journl:1989v10-02-a07)
by Charles R. Nelson & Stephen C. Peck & Robert G. Uhler
Welfare Impacts of Alternative Public Policies for Environmental Protection in Agriculture in an Open Economy: A General Equilibrium Framework (RePEc:ags:aaea05:19317)
by Taheripour, Farzad & Khanna, Madhu & Nelson, Charles
Spurious Periodicity In Inappropriately Detrended Time Series (RePEc:ags:uwarer:269059)
by Nelson, Charles R. & Kang, Heejoon
Markov Regime Switching and Unit-Root Tests (RePEc:bes:jnlbes:v:19:y:2001:i:4:p:404-15)
by Nelson, Charles R & Piger, Jeremy & Zivot, Eric
The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations (RePEc:bes:jnlbes:v:22:y:2004:i:1:p:80-93)
by Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy
The Structural Break in the Equity Premium (RePEc:bes:jnlbes:v:23:y:2005:p:181-191)
by Kim, Chang-Jin & Morley, James C. & Nelson, Charles R.
Pitfalls in the Use of Time as an Explanatory Variable in Regression (RePEc:bes:jnlbes:v:2:y:1984:i:1:p:73-82)
by Nelson, Charles R & Kang, Heejoon
The NERC Fan: A Retrospective Analysis of the NERC Summary Forecasts (RePEc:bes:jnlbes:v:3:y:1985:i:3:p:179-87)
by Nelson, Charles R & Peck, Stephen C
The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis (RePEc:bes:jnlbes:v:7:y:1989:i:4:p:433-40)
by Kim, Chang-Jin & Nelson, Charles R
Inflation and Rates of Return on Common Stocks (RePEc:bla:jfinan:v:31:y:1976:i:2:p:471-83)
by Nelson, Charles R
Inflation and Capital Budgeting (RePEc:bla:jfinan:v:31:y:1976:i:3:p:923-31)
by Nelson, Charles R
Predictable Stock Returns: The Role of Small Sample Bias (RePEc:bla:jfinan:v:48:y:1993:i:2:p:641-61)
by Nelson, Charles R & Kim, Myung J
Nelson_Plosser (RePEc:boc:bocins:nelsonplosser)
by Nelson, Charles R. & Plosser, Charles I.
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (RePEc:bpj:sndecm:v:11:y:2007:i:1:n:1)
by Ma Jun & Nelson Charles R & Startz Richard
Long-Term Behavior of Yield Curves (RePEc:cup:jfinqa:v:23:y:1988:i:01:p:105-110_01)
by Siegel, Andrew F. & Nelson, Charles R.
Business-Cycle Filtering Of Macroeconomic Data Via A Latent Business-Cycle Index (RePEc:cup:macdyn:v:10:y:2006:i:05:p:573-594_05)
by Dueker, Michael & Nelson, Charles R.
Estimation of Term Premiums from Average Yield Differentials in the Term Structure of Interest Rates (RePEc:ecm:emetrp:v:40:y:1972:i:2:p:277-87)
by Nelson, Charles R
Spurious Periodicity in Inappropriately Detrended Time Series (RePEc:ecm:emetrp:v:49:y:1981:i:3:p:741-51)
by Nelson, Charles R & Kang, Heejoon
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (RePEc:ecm:emetrp:v:58:y:1990:i:4:p:967-76)
by Nelson, Charles R & Startz, Richard
Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance? (RePEc:ecm:feam04:452)
by Charles R. Nelson & Jinho Bae
The Zero-Information-Limit Condition and Spurious Inference (RePEc:ecm:nawm04:106)
by Richard Startz & Charles R. Nelson
Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? (RePEc:ecm:wc2000:0692)
by Charles Nelson & Eric Zivot
Improved Inference for the Instrumental Variables Estimator (RePEc:ecm:wc2000:1600)
by Charles Nelson & Richard Startz & Eric Zivot
Discussion of the Zellner and Schwert papers (RePEc:eee:crcspp:v:10:y:1979:i::p:97-102)
by Nelson, Charles R.
Macroeconomic time-series, business cycles, and macroeconomic policies A comment (RePEc:eee:crcspp:v:22:y:1985:i::p:55-59)
by Nelson, Charles R.
Spurious trend and cycle in the state space decomposition of a time series with a unit root (RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:475-488)
by Nelson, Charles R.
Hypothesis testing based on goodness-of-fit in the moving average time series model (RePEc:eee:econom:v:10:y:1979:i:2:p:221-226)
by Nelson, Charles R. & Shea, Gary S.
The zero-information-limit condition and spurious inference in weakly identified models (RePEc:eee:econom:v:138:y:2007:i:1:p:47-62)
by Nelson, Charles R. & Startz, Richard
The Beveridge-Nelson decomposition in retrospect and prospect (RePEc:eee:econom:v:146:y:2008:i:2:p:202-206)
by Nelson, Charles R.
The first-order moving average process : Identification, estimation and prediction (RePEc:eee:econom:v:2:y:1974:i:2:p:121-141)
by Nelson, Charles R.
Gains in efficiency from joint estimation of systems of autoregressive-moving average processes (RePEc:eee:econom:v:4:y:1976:i:4:p:331-348)
by Nelson, Charles R.
Why are stock returns and volatility negatively correlated? (RePEc:eee:empfin:v:14:y:2007:i:1:p:41-58)
by Bae, Jinho & Kim, Chang-Jin & Nelson, Charles R.
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 (RePEc:eee:empfin:v:5:y:1998:i:2:p:131-154)
by Kim, Chang-Jin & Nelson, Charles R. & Startz, Richard
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 (RePEc:eee:empfin:v:5:y:1998:i:4:p:385-396)
by Kim, Chang-Jin & Nelson, Charles R.
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? (RePEc:eee:empfin:v:8:y:2001:i:4:p:403-426)
by Kim, Chang-Jin & Morley, James C. & Nelson, Charles R.
A Markov model of heteroskedasticity, risk, and learning in the stock market (RePEc:eee:jfinec:v:25:y:1989:i:1:p:3-22)
by Turner, Christopher M. & Startz, Richard & Nelson, Charles R.
Earnings growth and the bull market of the 1990s: Is there a case for rational exuberance? (RePEc:eee:jmacro:v:29:y:2007:i:4:p:690-707)
by Bae, Jinho & Nelson, Charles R.
Trends and random walks in macroeconmic time series : Some evidence and implications (RePEc:eee:moneco:v:10:y:1982:i:2:p:139-162)
by Nelson, Charles R. & Plosser, Charles I.
The uncertain trend in U.S. GDP (RePEc:eee:moneco:v:46:y:2000:i:1:p:79-95)
by Murray, Christian J. & Nelson, Charles R.
The stochastic properties of velocity and the quantity theory of money (RePEc:eee:moneco:v:4:y:1978:i:2:p:229-248)
by Gould, J. P. & Miller, M. H. & Nelson, C. R. & Upton, C. W.
Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data (RePEc:eee:moneco:v:53:y:2006:i:8:p:1949-1966)
by Kim, Chang-Jin & Nelson, Charles R.
New measures of the output gap based on the forward-looking new Keynesian Phillips curve (RePEc:eee:moneco:v:54:y:2007:i:2:p:498-511)
by Basistha, Arabinda & Nelson, Charles R.
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle' (RePEc:eee:moneco:v:7:y:1981:i:2:p:151-174)
by Beveridge, Stephen & Nelson, Charles R.
Recursive structure in U.S. income, prices and output (RePEc:fip:fedfpr:y:1976:p:2-32)
by Charles R. Nelson
Adjustment lags vs. information lags: a test of alternative explanations of the Phillips curve phenomenon (RePEc:fip:fedfpr:y:1979:p:4-22)
by Charles R. Nelson
Output fluctuations in the United States: what has changed since the early 1980s? comments (RePEc:fip:fedfpr:y:2000)
by Charles R. Nelson
Markov regime-switching and unit root tests (RePEc:fip:fedgif:683)
by Charles R. Nelson & Jeremy M. Piger & Eric Zivot
The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations (RePEc:fip:fedgif:707)
by Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger
Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) (RePEc:fip:fedlpr:y:1994:i:mar:p:110-116)
by Charles R. Nelson
Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock (commentary) (RePEc:fip:fedlrv:y:1994:i:mar:p:110-116)
by Charles R. Nelson
Markov regime switching and unit root tests (RePEc:fip:fedlwp:2001-013)
by Charles R. Nelson & Jeremy M. Piger & Eric Zivot
The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations (RePEc:fip:fedlwp:2001-016)
by Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger
Business cycle detrending of macroeconomic data via a latent business cycle index (RePEc:fip:fedlwp:2002-025)
by Michael J. Dueker & Charles R. Nelson
The Great Depression and Output Persistence (RePEc:fth:washer:0010)
by Christian J. Murray & Charles Nelson
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? (RePEc:fth:washer:0011)
by Chang-Jin Kim & James C. Morley & Charles Nelson
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (RePEc:fth:washer:0013)
by James C. Morley & Charles Nelson & Eric Zivot
State-Space Modeling of the Relationship Between Air Quality and Mortality (RePEc:fth:washer:0017)
by Christian J. Murray & Charles Nelson
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (RePEc:fth:washer:0023)
by Chang-Jin Kim & James C. Morley & Charles Nelson
Is There a Structural Break in the Equity Premium? (RePEc:fth:washer:0024)
by Chang-Jin Kim & James C. Morley & Charles Nelson
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? (RePEc:fth:washer:0028)
by Chang-Jin Kim & James C. Morley & Charles Nelson
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (RePEc:fth:washer:0035)
by Chang-Jin Kim & Charles Nelson
Improved Inference for the Instrumental Variable Estimator (RePEc:fth:washer:0039)
by Richard Startz & Charles Nelson & Eric Zivot
Unit Root Tests in the Presence of Markov Regime-Switching (RePEc:fth:washer:0040)
by Charles Nelson & Jeremy Piger & Eric Zivot
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (RePEc:fth:washer:0059)
by Chang-Jin Kim & Charles Nelson
The Uncertain Trend in U.S. GDP (RePEc:fth:washer:0074)
by Chris Murray & Charles Nelson
Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator (RePEc:fth:washer:88-06)
by Nelson, C. & Startz, R.
The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One (RePEc:fth:washer:88-07)
by Nelson, C. & Startz, R.
The Time-Varying-Parameter Model As An Alternative To Arch For Modeling Changing Conditional Variance: The Case Of The Lucas Hypothesis (RePEc:fth:washer:88-10)
by Nelson, C.R. & Kim, C-J.
Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence (RePEc:fth:washer:88-15)
by Kim, M.J. & Nelson, C.R. & Startz, R.
The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market (RePEc:fth:washer:89-01)
by Turner, C.M. & Startz, R. & Nelson, C.R.
Grant Funding In Economics From The National Science Foundation During Fiscal Year 1987 (RePEc:fth:washer:89-10)
by Nelson, C.R.
Predictable Stock Returns: Reality Or Statistical Illusion? (RePEc:fth:washer:90-15)
by Nelson, C.R. & Kim, M.J.
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong (RePEc:fth:washer:90-29)
by Nelson, C.R. & Startz, R.
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization (RePEc:fth:washer:96-11)
by Kim, C.J. & Nelson, C.R. & Startz, R.
Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:fth:washer:96-15)
by Nelson, C.R. & Startz, R. & Zivot, E.
The Uncertain Trend in U.S. GDP (RePEc:fth:washer:97-05)
by Nelson, C-R & Murray, C-J
Friedman's Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components (RePEc:fth:washer:97-06)
by Kim, C-J & Nelson, C-R
Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization (RePEc:fth:washer:97-07)
by Kim, C-J & Nelson, C-R
Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:fth:washer:97-17)
by Zivot, E & Startz, R & Nelson, C-R
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve (RePEc:iek:wpaper:1305)
by Chang-Jin Kim & Pym Manopimoke & Charles R. Nelson
Rational Expectations and the Estimation of Econometric Models (RePEc:ier:iecrev:v:16:y:1975:i:3:p:555-61)
by Nelson, Charles R
Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:ier:iecrev:v:39:y:1998:i:4:p:1119-46)
by Zivot, Eric & Startz, Richard & Nelson, Charles R
A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models (RePEc:ier:iecrev:v:42:y:2001:i:4:p:989-1013)
by Kim, Chang-Jin & Nelson, Charles R
Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components (RePEc:ihs:ihsesp:256)
by Ma, Jun & Nelson, Charles R.
Implict Estimates of the Natural and Cyclical Components of Japan's Real GNP (RePEc:ime:imemes:v:7:y:1989:i:2:p:73-91)
by Charles R. Nelson
Expectation horizon and the Phillips Curve: the solution to an empirical puzzle (RePEc:jae:japmet:v:22:y:2007:i:1:p:161-178)
by Charles R. Nelson & Jaejoon Lee
Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon (RePEc:mcb:jmoncb:v:13:y:1981:i:1:p:1-11)
by Nelson, Charles R
Adjustment Lags versus Information Lags: A Test of Alternative Explanations of the Phillips Curve Phenomenon: A Reply (RePEc:mcb:jmoncb:v:13:y:1981:i:4:p:494-96)
by Nelson, Charles R
Comment on "Policy Robustness: Specification and Simulation of a Monthly Money Market Model" (RePEc:mcb:jmoncb:v:14:y:1982:i:4:p:877-80)
by Nelson, Charles R
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components (RePEc:mcb:jmoncb:v:31:y:1999:i:3:p:317-34)
by Kim, Chang-Jin & Nelson, Charles R
The Great Depression and Output Persistence (RePEc:mcb:jmoncb:v:34:y:2002:i:4:p:1090-98)
by Murray, Christian J & Nelson, Charles R
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (RePEc:mcb:jmoncb:v:36:y:2004:i:3:p:339-60)
by Kim, Chang-Jin & Morley, James C & Nelson, Charles R
The Great Depression and Output Persistence: A Reply to Papell and Prodan (RePEc:mcb:jmoncb:v:36:y:2004:i:3:p:429-32)
by Murray, Christian J & Nelson, Charles R
The Ex Ante Prediction Performance of the St. Louis and FRB-MIT-PENN Econometric Models and Some Results on Composite Predictors (RePEc:mcb:jmoncb:v:7:y:1975:i:1:p:1-32)
by Cooper, J Phillip & Nelson, Charles R
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications (RePEc:mtp:titles:0262112388)
by Chang-Jin Kim & Charles R. Nelson
Pitfalls in the use of Time as an Explanatory Variable in Regression (RePEc:nbr:nberte:0030)
by Charles R. Nelson & Heejoon Kang
Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root (RePEc:nbr:nberte:0063)
by Charles R. Nelson
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (RePEc:nbr:nberte:0068)
by Charles R. Nelson & Richard Startz
The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One (RePEc:nbr:nberte:0069)
by Charles R. Nelson & Richard Startz
The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis (RePEc:nbr:nberte:0070)
by Charles R. Nelson & Chang-Jin Kim
Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills (RePEc:nbr:nberwo:1594)
by Charles R. Nelson & Andrew F. Siegel
A Reappraisal of Recent Tests of the Permanent Income Hypothesis (RePEc:nbr:nberwo:1687)
by Charles R. Nelson
Long-Term Behavior of Yield Curves (RePEc:nbr:nberwo:1789)
by Charles R. Nelson & Andrew F. Siegel
Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP (RePEc:nbr:nberwo:2253)
by Charles R. Nelson
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (RePEc:nbr:nberwo:2795)
by Myung Jig Kim & Charles R. Nelson & Richard Startz
A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market (RePEc:nbr:nberwo:2818)
by Christopher M. Turner & Richard Startz & Charles R. Nelson
Predictable Stock Returns: Reality or Statistical Illusion? (RePEc:nbr:nberwo:3297)
by Charles R. Nelson & Myung J. Kim
Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? (RePEc:oup:jfinec:v:12:y:2014:i:2:p:307-328.)
by Yunmi Kim & Charles R. Nelson
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence (RePEc:oup:restud:v:58:y:1991:i:3:p:515-528.)
by Myung Jig Kim & Charles R. Nelson & Richard Startz
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve (RePEc:pra:mprapa:51356)
by Kim, Chang-Jin & Manopimoke, Pym & Nelson, Charles
Sleep and psychological well-being (RePEc:spr:soinre:v:82:y:2007:i:1:p:147-163)
by N. Hamilton & C. Nelson & N. Stevens & Heather Kitzman
Book reviews (RePEc:taf:emetrv:v:17:y:1998:i:2:p:215-220)
by Charles Nelson
Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching (RePEc:tpr:restat:v:80:y:1998:i:2:p:188-201)
by Chang-Jin Kim & Charles R. Nelson
Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle (RePEc:tpr:restat:v:81:y:1999:i:4:p:608-616)
by Chang-Jin Kim & Charles R. Nelson
Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (RePEc:tpr:restat:v:85:y:2003:i:2:p:235-243)
by James C. Morley & Charles R. Nelson & Eric Zivot
Rational Expectations and the Predictive Efficiency of Economic Models (RePEc:ucp:jnlbus:v:48:y:1975:i:3:p:331-43)
by Nelson, Charles R
Parsimonious Modeling of Yield Curves (RePEc:ucp:jnlbus:v:60:y:1987:i:4:p:473-89)
by Nelson, Charles R & Siegel, Andrew F
The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One (RePEc:ucp:jnlbus:v:63:y:1990:i:1:p:s125-40)
by Nelson, Charles R & Startz, Richard
A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment (RePEc:ucp:jpolec:v:78:y:1970:i:4:p:764-67)
by Nelson, Charles R
Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework (RePEc:ucp:jpolec:v:80:y:1972:i:6:p:1259-70)
by Nelson, Charles R
Granger Causality and the Natural Rate Hypothesis (RePEc:ucp:jpolec:v:87:y:1979:i:2:p:390-94)
by Nelson, Charles R
Recursive Structure in U.S. Income, Prices, and Output (RePEc:ucp:jpolec:v:87:y:1979:i:6:p:1307-27)
by Nelson, Charles R
A Reappraisal of Recent Tests of the Permanent Income Hypothesis [Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence] (RePEc:ucp:jpolec:v:95:y:1987:i:3:p:641-46)
by Nelson, Charles R
The Great Depression and Output Persistence (RePEc:udb:wpaper:0010)
by Christian J. Murray & Charles Nelson
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? (RePEc:udb:wpaper:0011)
by Chang-Jin Kim & James C. Morley & Charles Nelson
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (RePEc:udb:wpaper:0013)
by James C. Morley & Charles Nelson & Eric Zivot
State-Space Modeling of the Relationship Between Air Quality and Mortality (RePEc:udb:wpaper:0017)
by Christian J. Murray & Charles Nelson
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (RePEc:udb:wpaper:0023)
by Chang-Jin Kim & James C. Morley & Charles Nelson
Is There a Structural Break in the Equity Premium? (RePEc:udb:wpaper:0024)
by Chang-Jin Kim & James C. Morley & Charles Nelson
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? (RePEc:udb:wpaper:0028)
by Chang-Jin Kim & James C. Morley & Charles Nelson
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (RePEc:udb:wpaper:0035)
by Chang-Jin Kim & Charles Nelson
Improved Inference for the Instrumental Variable Estimator (RePEc:udb:wpaper:0039)
by Richard Startz & Charles Nelson & Eric Zivot
Unit Root Tests in the Presence of Markov Regime-Switching (RePEc:udb:wpaper:0040)
by Charles Nelson & Jeremy Piger & Eric Zivot
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models (RePEc:udb:wpaper:0059)
by Chang-Jin Kim & Charles Nelson
The Uncertain Trend in U.S. GDP (RePEc:udb:wpaper:0074)
by Chris Murray & Charles Nelson
Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator (RePEc:udb:wpaper:88-06)
by Nelson, C. & Startz, R.
The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One (RePEc:udb:wpaper:88-07)
by Nelson, C. & Startz, R.
The Time-Varying-Parameter Model As An Alternative To Arch For Modeling Changing Conditional Variance: The Case Of The Lucas Hypothesis (RePEc:udb:wpaper:88-10)
by Nelson, C.R. & Kim, C-J.
Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence (RePEc:udb:wpaper:88-15)
by Kim, M.J. & Nelson, C.R. & Startz, R.
The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market (RePEc:udb:wpaper:89-01)
by Turner, C.M. & Startz, R. & Nelson, C.R.
Grant Funding In Economics From The National Science Foundation During Fiscal Year 1987 (RePEc:udb:wpaper:89-10)
by Nelson, C.R.
Predictable Stock Returns: Reality Or Statistical Illusion? (RePEc:udb:wpaper:90-15)
by Nelson, C.R. & Kim, M.J.
More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong (RePEc:udb:wpaper:90-29)
by Nelson, C.R. & Startz, R.
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization (RePEc:udb:wpaper:96-11)
by Kim, C.J. & Nelson, C.R. & Startz, R.
Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:udb:wpaper:96-15)
by Nelson, C.R. & Startz, R. & Zivot, E.
The Uncertain Trend in U.S. GDP (RePEc:udb:wpaper:97-05)
by Nelson, C-R & Murray, C-J
Friedman's Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components (RePEc:udb:wpaper:97-06)
by Kim, C-J & Nelson, C-R
Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization (RePEc:udb:wpaper:97-07)
by Kim, C-J & Nelson, C-R
Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:udb:wpaper:97-17)
by Zivot, E & Startz, R & Nelson, C-R
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different? (RePEc:udb:wpaper:uwec-2002-01)
by James Morley & Charles Nelson & Eric Zivot
Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different? (RePEc:udb:wpaper:uwec-2002-18-p)
by James Morley & Charles Nelson & Eric Zivot
The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models (RePEc:udb:wpaper:uwec-2004-03-fc)
by Charles Nelson & Richard Startz
The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models (RePEc:udb:wpaper:uwec-2006-07-p)
by Charles Nelson & Richard Startz
Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index (RePEc:udb:wpaper:uwec-2006-13-p)
by Michael Dueker & Charles Nelson
Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified (RePEc:udb:wpaper:uwec-2006-14-p)
by Jun Ma & Charles Nelson & Richard Startz
A General Approach to Constructing a Valid Test in Weakly Identified Models Where Zero-Limit-Information Condition (ZILC) Holds (RePEc:udb:wpaper:uwec-2006-22)
by Jun Ma & Charles Nelson
Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? (RePEc:udb:wpaper:uwec-2007-29)
by Chang-Jin Kim & Yunmi Kim & Charles R. Nelson
The Beveridge-Nelson Decomposition in Retrospect and Prospect (RePEc:udb:wpaper:uwec-2007-30)
by Charles R. Nelson
A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data (RePEc:udb:wpaper:uwec-2007-32)
by Chang-jin Kim & N. Kundan Kishor & Charles R Nelson
Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components (RePEc:udb:wpaper:uwec-2008-06-r)
by Jun Ma & Charles R. Nelson
Valid Confidence Regions and Inference in the Presence of Weak Instruments (RePEc:udb:wpaper:_002)
by Eric Zivot & Charles R. Nelson & Richard Startz
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve (RePEc:wly:jmoncb:v:46:y:2014:i:2-3:p:253-266)
by Chang‐Jin Kim & Pym Manopimoke & Charles R. Nelson
Valid Confidence Regions and Inference in the Presence of Weak Instruments (RePEc:wop:wuecwp:_002)
by Eric Zivot & Charles R. Nelson & Richard Startz
The Uncertain Trend in U.S. GDP (RePEc:wpa:wuwpco:9702001)
by Charles Nelson & Christian Murray
Valid Confidence Intervals and Inference in the Presence of Weak Instruments (RePEc:wpa:wuwpem:9612002)
by Charles R. Nelson & Richard Startz & Eric Zivot
Improved Inference for the Instrumental Variable Estimator (RePEc:wpa:wuwpem:9905001)
by Richard Startz & Charles Nelson & Eric Zivot
Spurious Periodicity in Inappropriately Detrended Time Series (RePEc:wrk:warwec:161)
by Nelson, Charles R & Kang, Heejoon

The profile is maintained by Charles R. Nelson

Permanent link: http://authors.repec.org/pro/pzi1/