Choosing the Best Volatility Models: The Model Confidence Set Approach
Hansen, Peter Reinhard, Lunde, Asger, Nason, James M.
Published in Oxford bulletin of economics and statistics (01.12.2003)
Published in Oxford bulletin of economics and statistics (01.12.2003)
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Journal Article
UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY
Nason, James M., Smith, Gregor W.
Published in International economic review (Philadelphia) (01.11.2023)
Published in International economic review (Philadelphia) (01.11.2023)
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Journal Article
Measuring the slowly evolving trend in US inflation with professional forecasts
Nason, James M., Smith, Gregor W.
Published in Journal of applied econometrics (Chichester, England) (01.01.2021)
Published in Journal of applied econometrics (Chichester, England) (01.01.2021)
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Journal Article
Testing for structural breaks in cointegrated relationships
Gregory, Allan W., Nason, James M., Watt, David G.
Published in Journal of econometrics (01.03.1996)
Published in Journal of econometrics (01.03.1996)
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Journal Article
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R., Inoue, Atsushi, Nason, James M., Rossi, Barbara
Published in Journal of econometrics (01.10.2012)
Published in Journal of econometrics (01.10.2012)
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Journal Article
Identifying the new Keynesian Phillips curve
Nason, James M., Smith, Gregor W.
Published in Journal of applied econometrics (Chichester, England) (01.08.2008)
Published in Journal of applied econometrics (Chichester, England) (01.08.2008)
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Journal Article
Long-run monetary neutrality and long-horizon regressions
Coe, Patrick J., Nason, James M.
Published in Journal of applied econometrics (Chichester, England) (01.05.2004)
Published in Journal of applied econometrics (Chichester, England) (01.05.2004)
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Journal Article
Simple versus optimal rules as guides to policy
Brock, William A., Durlauf, Steven N., Nason, James M., Rondina, Giacomo
Published in Journal of monetary economics (01.07.2007)
Published in Journal of monetary economics (01.07.2007)
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Journal Article
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
Cogley, Timothy, Durlauf, Steven N, Nason, James M
Published in Journal of econometrics (01.10.2008)
Published in Journal of econometrics (01.10.2008)
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Journal Article
Testing the implications of long-run neutrality for monetary business cycle models
Nason, James M., Cogley, Timothy
Published in Journal of applied econometrics (Chichester, England) (01.12.1994)
Published in Journal of applied econometrics (Chichester, England) (01.12.1994)
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Journal Article
Common trends and common cycles in Canada: who knew so much has been going on?
Wakerly, Elizabeth C., Scott, Byron G., Nason, James M.
Published in The Canadian journal of economics (01.02.2006)
Published in The Canadian journal of economics (01.02.2006)
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Journal Article