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An essay on general equilibrium asset pricing models and macroeconomics

Nason, James Michael - 1987

Persistent link: https://www.econbiz.de/10000753288

Testing for structural breaks in cointegrated relationships

Gregory, Allan W.; Nason, James Michael - 1991

Persistent link: https://www.econbiz.de/10000129433

Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research

Cogley, Timothy; Nason, James M. - 1992

Persistent link: https://www.econbiz.de/10000135963

Do real business cycle models pass the Nelson-Plosser test?

Cogley, Timothy; Nason, James M. - 1992

Persistent link: https://www.econbiz.de/10000135964

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Cogley, Timothy; Nason, James M. - 1994

Persistent link: https://www.econbiz.de/10000112459

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Cogley, Timothy; Nason, James M. - 1994

Persistent link: https://www.econbiz.de/10000112460

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Nason, James M.; Cogley, Timothy - 1994

Persistent link: https://www.econbiz.de/10000112461

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Nason, James M.; Cogley, Timothy - 1994

Persistent link: https://www.econbiz.de/10000112462

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

Mertens, Elmar; Nason, James M. - In: Quantitative Economics 11 (2020) 4, pp. 1485-1520

This paper studies the joint dynamics of U.S. inflation and a term structure of average inflation predictions taken from the Survey of Professional Forecasters (SPF). We estimate these joint dynamics by combining an unobserved components (UC) model of inflation and a sticky‐information...

Persistent link: https://www.econbiz.de/10012637317

Simple versus optimal rules as guides to policy

Brock, William A.; Durlauf, Steven N.; Nason, James Michael - 2007

Persistent link: https://www.econbiz.de/10003730895