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Charles R. Nelson

Global rank #331 99%

Institution: University of Washington

Primary Field: Macro (weighted toward more recent publications)

First Publication: 1970

Most Recent: 2014

RePEc ID: pne247 ↗

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 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 14.75 21.95 4.36 0.00 107.25

Publication Statistics

Raw Publications 31
Coauthorship-Adjusted Count 41.23

Publications (31)

Year Article Journal Tier Authors
2014 Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve Journal of Money, Credit, and Banking B 3
2008 The Beveridge-Nelson decomposition in retrospect and prospect Journal of Econometrics A 1
2007 New measures of the output gap based on the forward-looking new Keynesian Phillips curve Journal of Monetary Economics A 2
2007 The zero-information-limit condition and spurious inference in weakly identified models Journal of Econometrics A 2
2006 Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data Journal of Monetary Economics A 2
2003 Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? Review of Economics and Statistics A 3
2000 The uncertain trend in U.S. GDP Journal of Monetary Economics A 2
1999 Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle Review of Economics and Statistics A 2
1998 Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching Review of Economics and Statistics A 2
1993 Predictable Stock Returns: The Role of Small Sample Bias. Journal of Finance A 2
1991 Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence Review of Economic Studies S 3
1989 A Markov model of heteroskedasticity, risk, and learning in the stock market Journal of Financial Economics A 3
1989 The NERC Fan in Retrospect and Lessons for the Future The Energy Journal B 3
1988 Long-Term Behavior of Yield Curves Journal of Financial and Quantitative Analysis B 2
1988 Spurious trend and cycle in the state space decomposition of a time series with a unit root Journal of Economic Dynamics and Control B 1
1987 A Reappraisal of Recent Tests of the Permanent Income Hypothesis [Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence]. Journal of Political Economy S 1
1982 Trends and random walks in macroeconmic time series : Some evidence and implications Journal of Monetary Economics A 2
1981 A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle' Journal of Monetary Economics A 2
1979 Hypothesis testing based on goodness-of-fit in the moving average time series model Journal of Econometrics A 2
1979 Granger Causality and the Natural Rate Hypothesis. Journal of Political Economy S 1
1979 Recursive Structure in U.S. Income, Prices, and Output. Journal of Political Economy S 1
1978 The stochastic properties of velocity and the quantity theory of money Journal of Monetary Economics A 4
1977 Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant. American Economic Review S 2
1976 Inflation and Rates of Return on Common Stocks. Journal of Finance A 1
1976 Inflation and Capital Budgeting. Journal of Finance A 1
1976 Gains in efficiency from joint estimation of systems of autoregressive-moving average processes Journal of Econometrics A 1
1974 The Stochastic Structure of the Velocity of Money. American Economic Review S 2
1974 The first-order moving average process : Identification, estimation and prediction Journal of Econometrics A 1
1972 The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy. American Economic Review S 1
1972 Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework. Journal of Political Economy S 1
1970 A Critique of Some Recent Empirical Research on the Explanation of the Term Structure of Interest Rates: Comment. Journal of Political Economy S 1