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Jim Nason
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The model confidence set
PR Hansen, A Lunde, JM Nason
Econometrica 79 (2), 453-497, 2011
16502011
Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research
T Cogley, JM Nason
Journal of Economic Dynamics and Control 19 (1-2), 253-278, 1995
12551995
Output dynamics in real-business-cycle models
T Cogley, JM Nason
American Economic Review 85 (3), 492-511, 1995
9751995
Technical Appendix: Output Dynamics in Real Business Cycle Models
JM Nason, T Cogley
UBC Departmental Archives, 1994
962*1994
Nonparametric exchange rate prediction?
FX Diebold, JM Nason
Journal of international Economics 28 (3), 315-332, 1990
7161990
Testing for structural breaks in cointegrated relationships
AW Gregory, JM Nason, DG Watt
Journal of econometrics 71 (1-2), 321-341, 1996
3341996
Identifying the new Keynesian Phillips curve
JM Nason, GW Smith
Journal of Applied Econometrics 23 (5), 525-551, 2008
2142008
The present-value model of the current account has been rejected: Round up the usual suspects
JM Nason, JH Rogers
Journal of International Economics 68 (1), 159-187, 2006
2142006
Choosing the best volatility models: The model confidence set approach*
PR Hansen, A Lunde, JM Nason
Oxford Bulletin of Economics and Statistics 65 (S1), 839-861, 2003
2102003
Testing the significance of calendar effects
P Hansen, A Lunde, JM Nason
Federal Reserve Bank of Atlanta Working Paper, 2005
1372005
The new Keynesian Phillips curve: Lessons from single-equation econometric estimation
JM Nason, GW Smith
FRB Richmond Economic Quarterly 94 (4), 361-395, 2008
1032008
Investment and the Current Account in the Short Run and the Long Run
JM Nason, JH Rogers
Journal of Money, Credit and Banking 34 (3), 967-986, 2002
1022002
Testing the implications of long‐run neutrality for monetary business cycle models
JM Nason, T Cogley
Journal of Applied Econometrics 9 (S1), S37-S70, 1994
1011994
Information criteria for impulse response function matching estimation of DSGE models
A Hall, A Inoue, J Nason, B Rossi
Journal of Econometrics 170, 499-518, 2012
792012
Bayesian estimation of DSGE models
PA Guerrón-Quintana, JM Nason
Handbook of Research Methods and Applications in Empirical Macroeconomics …, 2013
672013
Impulse dynamics and propagation mechanisms in a real business cycle model
T Cogley, JM Nason
Economics Letters 43 (1), 77-81, 1993
631993
Simple versus optimal rules as guides to policy
WA Brock, SN Durlauf, JM Nason, G Rondina
Journal of Monetary Economics 54 (5), 1372-1396, 2007
522007
Long‐run monetary neutrality and long‐horizon regressions
PJ Coe, JM Nason
Journal of Applied Econometrics 19 (3), 355-373, 2004
50*2004
Bringing financial stability into monetary policy
EM Leeper, JM Nason
CAMA Working Paper, 2014
472014
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks
JM Nason, EW Tallman
Macroeconomic Dynamics 19, 836-882, 2015
432015
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