Jim Nason

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Peter HansenHenry A. Latané Distinguished Professor, Dept. of Economics, University of North Carolina & VisitingVerified email at unc.edu
Asger LundePartner, Copenhagen EconomicsVerified email at copenhageneconomics.com
Gregor W. SmithProfessor of Economics, Queen's University, CanadaVerified email at queensu.ca
John RogersFanhai International School of Finance, Fudan UniversityVerified email at fudan.edu.cn
Francis DieboldProfessor of Economics, University of PennsylvaniaVerified email at sas.upenn.edu
Barbara RossiICREA-Univ. Pompeu Fabra, Barcelona GSE and CREIVerified email at upf.edu
Atsushi InoueVanderbilt UniversityVerified email at vanderbilt.edu
Shaun VaheyUniversity of Warwick and CAMA (ANU)Verified email at wbs.ac.uk
Patrick J. CoeCarleton UniversityVerified email at carleton.ca
Takashi KanoProfessor of Economics, Hitotsubashi UniversityVerified email at econ.hit-u.ac.jp
Elmar MertensDeutsche BundesbankVerified email at elmarmertens.com
william brockprofessor of economics, university of wisconsin, madisonVerified email at ssc.wisc.edu
Ellis TallmanResearch Director, Federal Reserve Bank of ClevelandVerified email at clev.frb.org
Yoram HalevyProfessor of Economics, University of TorontoVerified email at utoronto.ca
John RogersVerified email at frb.gov

Jim Nason

Department of Economics, North Carolina State University

Verified email at ncsu.edu - Homepage

macro and monetary economics international macro and finance asset pricing


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
The model confidence set PR Hansen, A Lunde, JM Nason Econometrica 79 (2), 453-497, 2011	1650	2011
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	1255	1995
Output dynamics in real-business-cycle models T Cogley, JM Nason American Economic Review 85 (3), 492-511, 1995	975	1995
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	716	1990
Testing for structural breaks in cointegrated relationships AW Gregory, JM Nason, DG Watt Journal of econometrics 71 (1-2), 321-341, 1996	334	1996
Identifying the new Keynesian Phillips curve JM Nason, GW Smith Journal of Applied Econometrics 23 (5), 525-551, 2008	214	2008
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	214	2006
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	210	2003
Testing the significance of calendar effects P Hansen, A Lunde, JM Nason Federal Reserve Bank of Atlanta Working Paper, 2005	137	2005
The new Keynesian Phillips curve: Lessons from single-equation econometric estimation JM Nason, GW Smith FRB Richmond Economic Quarterly 94 (4), 361-395, 2008	103	2008
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	102	2002
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	101	1994
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	79	2012
Bayesian estimation of DSGE models PA Guerrón-Quintana, JM Nason Handbook of Research Methods and Applications in Empirical Macroeconomics …, 2013	67	2013
Impulse dynamics and propagation mechanisms in a real business cycle model T Cogley, JM Nason Economics Letters 43 (1), 77-81, 1993	63	1993
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	52	2007
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	47	2014
Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks JM Nason, EW Tallman Macroeconomic Dynamics 19, 836-882, 2015	43	2015

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