James M Nason

Works (11)

Updated: April 5th, 2024 08:11

2021 journal article

Issue Information

JOURNAL OF APPLIED ECONOMETRICS, 36(1), 1–17.

By: J. Nason & G. Smith

Source: Web Of Science
Added: March 8, 2021

2020 journal article

Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility

QUANTITATIVE ECONOMICS, 11(4), 1485–1520.

By: E. Mertens * & J. Nason*

author keywords: Inflation; sticky information; professional forecasts; unobserved components; stochastic volatility; time‐ varying parameters; Bayesian; particle filter; C11; C32; E31
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth (Web of Science; OpenAlex)
Source: Web Of Science
Added: December 11, 2020

2020 article

Measuring the slowly evolving trend in US inflation with professional forecasts

Nason, J. M., & Smith, G. W. (2020, July 14). JOURNAL OF APPLIED ECONOMETRICS.

By: J. Nason n & G. Smith *

UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth (Web of Science; OpenAlex)
Source: Web Of Science
Added: August 3, 2020

2018 journal article

Discussion of "Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation"

International Journal of Central Banking, 14(3), 377–387.

By: J. Nason

Source: NC State University Libraries
Added: August 6, 2018

2014 journal article

BUSINESS CYCLES AND FINANCIAL CRISES: THE ROLES OF CREDIT SUPPLY AND DEMAND SHOCKS

MACROECONOMIC DYNAMICS, 19(4), 836–882.

By: J. Nason n & E. Tallman *

author keywords: Inside Money; Credit Shock; Bayesian Vector Autoregression; Markov Switching; Stochastic Volatility
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Source: Web Of Science
Added: August 6, 2018

2014 journal article

Business Cycle Implications of Internal Consumption Habit for New Keynesian Models

JOURNAL OF MONEY CREDIT AND BANKING, 46(2-3), 519–544.

By: T. Kano * & J. Nason*

author keywords: propagation; consumption habit; E32; Bayesian Monte Carlo; E20; E10; posterior predictive analysis; New Keynesian; monetary transmission
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth (Web of Science; OpenAlex)
Source: Web Of Science
Added: August 6, 2018

2013 journal article

Corrigendum to “Information criteria for impulse response function matching estimation of DSGE models” [J. Econom. 170 (2012) 499–518]

Journal of Econometrics, 178, 706.

By: A. Hall, A. Inoue*, J. Nason* & B. Rossi

Source: Crossref
Added: August 28, 2020

2012 journal article

Information criteria for impulse response function matching estimation of DSGE models

Journal of Econometrics, 170(2), 499–518.

By: A. Hall*, A. Inoue n, J. Nason* & B. Rossi *

UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
Source: Crossref
Added: August 28, 2020

2011 journal article

UK World War I and interwar data for business cycle and growth analysis

Cliometrica, 6(2), 115–142.

By: J. Nason* & S. Vahey*

author keywords: Hours worked; Average tax rates; Growth accounting; Bayesian model averaging
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth (OpenAlex)
Source: Crossref
Added: November 22, 2020

2008 journal article

Identifying the new Keynesian Phillips curve

Journal of Applied Econometrics, 23(5), 525–551.

By: J. Nason* & G. Smith *

Source: Crossref
Added: August 28, 2020

2005 journal article

The present-value model of the current account has been rejected: Round up the usual suspects

Journal of International Economics, 68(1), 159–187.

By: J. Nason* & J. Rogers*

author keywords: current account; present value model; world real interest rate; international capital mobility; Bayesian Monte Carlo
Source: Crossref
Added: August 28, 2020

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