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Nelson Mark

Global rank #887 99%

Institution: University of Notre Dame

Primary Field: International (weighted toward more recent publications)

Homepage: http://www.nd.edu/~nmark/

First Publication: 1985

Most Recent: 2024

RePEc ID: pma186 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 2.18 0.00 2.18
Last 10 Years 0.00 0.00 5.36 0.00 5.36
All Time 5.03 16.76 13.74 0.00 67.36

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 35.68

Publications (32)

Year Article Journal Tier Authors
2024 GDP and temperature: Evidence on cross-country response heterogeneity European Economic Review B 3
2024 UNCERTAINTY, LONG‐RUN, AND MONETARY POLICY RISKS IN A TWO‐COUNTRY MACRO MODEL International Economic Review B 2
2021 Demographics and Monetary Policy Shocks Journal of Money, Credit, and Banking B 4
2019 Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium Journal of International Money and Finance B 2
2018 Measures of global uncertainty and carry-trade excess returns Journal of International Money and Finance B 2
2018 IDENTIFYING EXCHANGE RATE COMMON FACTORS International Economic Review B 4
2017 Precautionary Saving of Chinese and U.S. Households Journal of Money, Credit, and Banking B 3
2015 Third-country effects on the exchange rate Journal of International Economics A 2
2015 Demographic Patterns and Household Saving in China American Economic Journal: Macroeconomics A 3
2010 Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment Oxford Bulletin of Economics and Statistics B 3
2010 A multinomial logit approach to exchange rate policy classification with an application to growth Journal of International Money and Finance B 3
2009 Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics Journal of Money, Credit, and Banking B 1
2008 Endogenous discounting, the world saving glut and the U.S. current account Journal of International Economics A 3
2005 Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003 Journal of International Economics A 1
2005 Dynamic Seemingly Unrelated Cointegrating Regressions Review of Economic Studies S 3
2003 Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand Oxford Bulletin of Economics and Statistics B 2
2001 Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel Journal of International Economics A 2
2000 Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? American Economic Review S 3
1997 Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. Oxford Bulletin of Economics and Statistics B 2
1997 Real exchange-rate prediction over long horizons Journal of International Economics A 2
1995 Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability. American Economic Review S 1
1994 Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns. Journal of Finance A 3
1993 The equity premium and the risk-free rate : Matching the moments Journal of Monetary Economics A 3
1991 Testing the CAPM with Time-Varying Risks and Returns. Journal of Finance A 2
1990 Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations. American Economic Review S 2
1990 Mean Reversion in Equilibrium Asset Prices. American Economic Review S 3
1990 Real and nominal exchange rates in the long run: An empirical investigation Journal of International Economics A 1
1988 Time-varying betas and risk premia in the pricing of forward foreign exchange contracts Journal of Financial Economics A 1
1987 International debt and world business fluctuations Journal of International Money and Finance B 2
1985 Some evidence on the international inequality of real interest rates Journal of International Money and Finance B 1
1985 On time varying risk premia in the foreign exchange market: An econometric analysis Journal of Monetary Economics A 1
1985 A Note on International Real Interest Rate Differentials. Review of Economics and Statistics A 1