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James M. Nason

Global rank #4200 95%

Institution: Australian National University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.jamesmnason.net/

First Publication: 1990

Most Recent: 2023

RePEc ID: pna12 ↗

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 2.01 0.00 2.01
Last 10 Years 0.00 0.00 3.02 0.00 3.02
All Time 2.01 4.36 5.70 0.00 23.80

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 14.81

Publications (17)

Year Article Journal Tier Authors
2023 UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY International Economic Review B 2
2021 Measuring the slowly evolving trend in US inflation with professional forecasts Journal of Applied Econometrics B 2
2020 Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility Quantitative Economics B 2
2014 Business Cycle Implications of Internal Consumption Habit for New Keynesian Models Journal of Money, Credit, and Banking B 2
2012 Information criteria for impulse response function matching estimation of DSGE models Journal of Econometrics A 4
2008 Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson Journal of Econometrics A 3
2007 Simple versus optimal rules as guides to policy Journal of Monetary Economics A 4
2007 The McKenna Rule and UK World War I Finance American Economic Review S 2
2006 The present-value model of the current account has been rejected: Round up the usual suspects Journal of International Economics A 2
2006 Common trends and common cycles in Canada: who knew so much has been going on? Canadian Journal of Economics C 3
2003 The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted? Economics Letters C 2
2003 Choosing the Best Volatility Models: The Model Confidence Set Approach* Oxford Bulletin of Economics and Statistics B 3
1996 Testing for structural breaks in cointegrated relationships Journal of Econometrics A 3
1995 Output Dynamics in Real-Business-Cycle Models. American Economic Review S 2
1995 Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research Journal of Economic Dynamics and Control B 2
1993 Impulse dynamics and propagation mechanisms in a real business cycle model Economics Letters C 2
1990 Nonparametric exchange rate prediction? Journal of International Economics A 2