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Common trends and common cycles in Canada : who knew so much has been going on?
Wakerly, Elizabeth C.; Scott, Byron G.; Nason, James Michael - 2004
Persistent link: https://www.econbiz.de/10001980667
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Real-time inflation forecast densities from ensemble Phillips curves
Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - 2009
A popular macroeconomic forecasting strategy takes combinations across many models to hedge against model instabilities of unknown timing; see (among others) Stock andWatson (2004) and Clark and McCracken (2009). In this paper, we examine the effectiveness of recursive-weight and equal-weight...
Persistent link: https://www.econbiz.de/10003907085
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Real-time inflation forecast densities from ensemble Phillips curves
Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - 2010
Persistent link: https://www.econbiz.de/10008798837
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Effects of the Hodrick-Prescot filter on trend and difference stationary time series : implications for business cycle research
Cogley, Timothy; Nason, James Michael - 1992
Persistent link: https://www.econbiz.de/10000853627
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar; Nason, James Michael - 2015
Persistent link: https://www.econbiz.de/10011341627
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar; Nason, James Michael - 2017 - Revised version
Persistent link: https://www.econbiz.de/10011746888
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Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar; Nason, James Michael - 2018 - Current draft: February 16, 2018
Persistent link: https://www.econbiz.de/10011867086
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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Long run monetary neutrality in three samples : the United Kingdom, the United States and the small
Coe, Patrick J.; Nason, James Michael - 1999
Persistent link: https://www.econbiz.de/10001474620
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2003
Persistent link: https://www.econbiz.de/10001831943