Home > Research & Data > Economists > James M. Nason
- "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models" (with Alastair R. Hall, Atsushi Inoue, Barbara Rossi), Journal of Econometrics , 170 (October 2012), 499-518.
- "UK World War I and Interwar Data for Business Cycle and Growth Analysis" (with Shaun P. Vahey), Cliometrica, 6 (2012), 115-142.
- "The Model Confidence Set" (with Peter R. Hansen and Asger Lunde), Econometrica, 79 (2011), 453-497.
- "Phillips Curve: Lessons from Single-Equation Estimation" (with Gregor W. Smith), in Hornstein, A. (ed.), The New Keynesian Phillips Curve, Economic
Quarterly Federal Reserve Bank of Richmond 94 (Fall 2008), 361-395.
- "Identifying the New Keynesian Phillips Curve" (with G.W. Smith), Journal of Applied
Econometrics, 23 (2008), 525-521.
- "Simple versus Optimal Rules as Guides to Policy" (with William A. Brock, Steven N. Durlauf, and Giacomo Rondina), Journal of Monetary Economics, Carnegie-Rochester Conference Series on Public Policy: Issues in Current Monetary Policy Analysis 54 (July 2007), 1372-1396.
- "The McKenna Rule and U.K. World War I Finance" (with Shaun P. Vahey), American Economic Review, Papers and Proceedings 97(May 2007), 290-294.
- "The Present-Value Model of the Current Has Been Rejected: Round up the Usual Suspects" (with John H. Rogers), Journal of International Economics 68 (January 2006),
- “Reverse Kalman Filtering U.S. Inflation with Sticky Professional Forecasts” (with Gregor W. Smith), Working Paper 13-34, September 2013.
- “Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks” (with Ellis W. Tallman), Working Paper 12-24/R, August 2013.
- “Business Cycle Implications of Internal Consumption Habit for New Keynesian Models” (with Takashi Kano), Working Paper 12-30/R, June 2013.
- “Bayesian Estimation of DSGE Models” (with Pablo A. Guerrón-Quintana), Working Paper 12-4, February 2012.
- “Exchange Rates and Fundamentals: A Generalization” (with John H. Rogers), Board of Governors of the Federal Reserve System, International Finance Discussion Papers, 2008-948, September 2008.
Federal Reserve Bank of Philadelphia Business Review Articles
- International Economics
- Times Series Econometrics