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Nathan Balke

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First Name:Nathan
Middle Name:
Last Name:Balke
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RePEc Short-ID:pba121
[This author has chosen not to make the email address public]
http://faculty.smu.edu/nbalke/BalkeWebpageindex.htm
Department of Economics Southern Methodist University Dallas, TX 75275

Affiliation

Department of Economics
Southern Methodist University

Dallas, Texas (United States)
http://www.smu.edu/economics/
RePEc:edi:desmuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Nathan S. Balke & Xin Jin & Mine K. Yücel, 2020. "The Shale Revolution and the Dynamics of the Oil Market," Working Papers 2021, Federal Reserve Bank of Dallas.
  2. Nathan S. Balke & Enrique Martínez García & Zheng Zeng, 2017. "Understanding the Aggregate Effects of Credit Frictions and Uncertainty," Globalization Institute Working Papers 317, Federal Reserve Bank of Dallas.
  3. Nathan S. Balke & Michael D. Plante & Mine K. Yücel, 2014. "Fuel subsidies, the oil market and the world economy," Working Papers 1407, Federal Reserve Bank of Dallas.
  4. Stefan Avdjiev & Nathan Balke, 2010. "Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations," BIS Working Papers 323, Bank for International Settlements.
  5. Nathan S. Balke & Stephen P. A. Brown & Mine K. Yücel, 2010. "Oil price shocks and U.S. economic activity: an international perspective," Working Papers 1003, Federal Reserve Bank of Dallas.
  6. Nathan S. Balke & Stephen P. A. Brown & Mine K. Yücel, 2008. "An international perspective on oil price shocks and U.S. economic activity," Globalization Institute Working Papers 20, Federal Reserve Bank of Dallas.
  7. Nathan S. Balke & Hiranya K. Nath, 2006. "Sectoral Price Changes and Output Growth: Supply and Demand in General Equilibrium," Working Papers 0604, Sam Houston State University, Department of Economics and International Business.
  8. Nathan S. Balke & Mark A. Wynne, 2003. "The relative price effects of monetary shocks," Working Papers 0306, Federal Reserve Bank of Dallas.
  9. Nathan S. Balke & Mark E. Wohar, 2000. "Low frequency movements in stock prices: a state space decomposition," Working Papers 0001, Federal Reserve Bank of Dallas.
  10. Nathan S. Balke & Stephen P. A. Brown & Mine K. Yücel, 1999. "Oil price shocks and the U.S. economy: where does the asymmetry originate?," Working Papers 9911, Federal Reserve Bank of Dallas.
  11. Nathan S. Balke & D'Ann M. Petersen, 1998. "How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively," Working Papers 9802, Federal Reserve Bank of Dallas.
  12. Nathan S. Balke & Mark E. Wohar, 1997. "Nonlinear dynamics and covered interest rate parity," Working Papers 9701, Federal Reserve Bank of Dallas.
  13. Nathan S. Balke & Mark A. Wynne, 1996. "An equilibrium analysis of relative price changes and aggregate inflation," Working Papers 9609, Federal Reserve Bank of Dallas.
  14. Nathan S. Balke & Chih-Ping Chang, 1995. "Credit and economic activity: shocks or propagation mechanism?," Working Papers 9519, Federal Reserve Bank of Dallas.
  15. Nathan S. Balke & Mark A. Wynne, 1995. "Are deep recessions followed by strong recoveries? Results for the G-7 countries," Working Papers 9509, Federal Reserve Bank of Dallas.
  16. Nathan S. Balke & Mark A. Wynne, 1994. "The dynamics of recoveries," Working Papers 9406, Federal Reserve Bank of Dallas.
  17. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries in real business cycle models: do real business cycle models generate cyclical behavior?," Working Papers 9322, Federal Reserve Bank of Dallas.
  18. Nathan S. Balke & Thomas B. Fomby, 1992. "Threshold cointegration," Working Papers 9209, Federal Reserve Bank of Dallas.
    • Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-645, August.
  19. Nathan S. Balke & Mark A. Wynne, 1992. "Are deep recessions followed by strong recoveries?," Working Papers 9201, Federal Reserve Bank of Dallas.
  20. Nathan S. Balke, 1991. "Detecting level shifts in time series: misspecification and a proposed solution," Working Papers 9109, Federal Reserve Bank of Dallas.
  21. Nathan S. Balke & Kenneth M. Emery, 1991. "The algebra of price stability," Working Papers 9117, Federal Reserve Bank of Dallas.
  22. Nathan S. Balke & Thomas B. Fomby, 1991. "Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series," Working Papers 9101, Federal Reserve Bank of Dallas.
  23. Nathan S. Balke & Joseph H. Haslag, 1989. "Asymmetric information and the role of FED watching," Working Papers 8903, Federal Reserve Bank of Dallas.
  24. Nathan S. Balke & Joseph H. Haslag, 1988. "Augmented information in a theory of ambiguity, credibility and inflation," Working Papers 8804, Federal Reserve Bank of Dallas.
  25. Nathan S. Balke & Robert J. Gordon, 1988. "The Estimation of Prewar GNP: Methodology and New Evidence," NBER Working Papers 2674, National Bureau of Economic Research, Inc.
  26. Nathan S. Balke & Robert J. Gordon, 1986. "The Estimation of Prewar GNP Volatility, 1869-1938," NBER Working Papers 1999, National Bureau of Economic Research, Inc.

Articles

  1. Nathan S Balke & Xin Jin & Mine Yücel, 2024. "The Shale Revolution and the Dynamics of the Oil Market," The Economic Journal, Royal Economic Society, vol. 134(662), pages 2252-2289.
  2. Balke, Nathan S. & Zeng, Zheng & Zhang, Ren, 2021. "Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
  3. Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021. "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, vol. 100(C).
  4. Balke, Nathan S. & Brown, Stephen P.A., 2018. "Oil supply shocks and the U.S. economy: An estimated DSGE model," Energy Policy, Elsevier, vol. 116(C), pages 357-372.
  5. Nathan S. Balke & Michael Fulmer & Ren Zhang, 2017. "Incorporating the Beige Book into a Quantitative Index of Economic Activity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 497-514, August.
  6. Nathan S. Balke, Michael Plante, and Mine Yücel, 2015. "Fuel Subsidies, the Oil Market and the World Economy," The Energy Journal, International Association for Energy Economics, vol. 0(Adelman S).
  7. Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2015. "A Bayesian Analysis Of Weak Identification In Stock Price Decompositions," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 728-752, June.
  8. Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013. "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, vol. 90(1), pages 1-16.
  9. Balke Nathan S. & Zeng Zheng, 2013. "Credit demand, credit supply, and economic activity," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 643-680, October.
  10. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75.
  11. Balke, Nathan S. & Wynne, Mark A., 2007. "The relative price effects of monetary shocks," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 19-36, March.
  12. Nathan S. Balke & Mark E. Wohar, 2006. "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 55-78, July.
  13. Balke, Nathan S & Petersen, D'Ann, 2002. "How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 114-136, February.
  14. Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, November.
  15. Nathan S. Balke & Stephen P.A. Brown & Mine K. Yucel, 2002. "Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 27-52.
  16. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34.
  17. Nathan S. Balke, 2000. "Credit and Economic Activity: Credit Regimes and Nonlinear Propagation of Shocks," The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 344-349, May.
  18. Balke, Nathan S. & Wynne, Mark A., 2000. "An equilibrium analysis of relative price changes and aggregate inflation," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 269-292, April.
  19. Nathan S. Balke & Mine K. Yücel, 2000. "Evaluating the Eleventh District's Beige Book," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 2-10.
  20. Mark E. Wohar & Nathan S. Balke, 1998. "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, vol. 23(4), pages 535-559.
  21. Nathan S. Balke & Stephen P. A. Brown & Mine K. Yücel, 1998. "Crude oil and gasoline prices: an asymmetric relationship?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q 1, pages 2-11.
  22. Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-645, August.
  23. Nathan S. Balke & Mark A. Wynne, 1996. "Supply shocks and the distribution of price changes," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 10-18.
  24. Nathan S. Balke & Kenneth M. Emery, 1995. "Inflation and monetary restraint: too little, too late?," Southwest Economy, Federal Reserve Bank of Dallas, issue Jan, pages 3-5.
  25. Balke, Nathan S & Wynne, Mark A, 1995. "Recessions and Recoveries in Real Business Cycle Models," Economic Inquiry, Western Economic Association International, vol. 33(4), pages 640-663, October.
  26. Balke, Nathan S. & Emery, Kenneth M., 1994. "The algebra of price stability," Journal of Macroeconomics, Elsevier, vol. 16(1), pages 77-97.
  27. Nathan S. Balke & Kenneth M. Emery, 1994. "The federal funds rate as an indicator of monetary policy: evidence from the 1980s," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 1-15.
  28. Balke, Nathan S & Fomby, Thomas B, 1994. "Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 181-200, April-Jun.
  29. Nathan S. Balke & Kenneth M. Emery, 1994. "Understanding the price puzzle," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 15-26.
  30. Balke, Nathan S, 1993. "Detecting Level Shifts in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 81-92, January.
  31. Balke, Nathan S & Slottje, Daniel J, 1993. "Poverty and Change in the Macroeconomy: A Dynamic Macroeconometric Model," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 117-122, February.
  32. Nathan S. Balke & Mark A. Wynne, 1993. "Recessions and recoveries," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jan, pages 1-17.
  33. Balke, Nathan S & Haslag, Joseph H, 1992. "A Theory of Fed Watching in a Macroeconomic Policy Game," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 619-628, August.
  34. Wynne, Mark A. & Balke, Nathan S., 1992. "Are deep recessions followed by strong recoveries?," Economics Letters, Elsevier, vol. 39(2), pages 183-189, June.
  35. Balke, Nathan S. & Fomby, Thomas B., 1991. "Infrequent permanent shocks and the finite-sample performance of unit root tests," Economics Letters, Elsevier, vol. 36(3), pages 269-273, July.
  36. Nathan S. Balke, 1991. "Modeling trends in macroeconomic time series," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue May, pages 19-33.
  37. Balke, Nathan S. & Fomby, Thomas B., 1991. "Shifting trends, segmented trends, and infrequent permanent shocks," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 61-85, August.
  38. Balke, Nathan S, 1990. "The Rational Timing of Parliamentary Elections," Public Choice, Springer, vol. 65(3), pages 201-216, June.
  39. Balke, Nathan S & Gordon, Robert J, 1989. "The Estimation of Prewar Gross National Product: Methodology and New Evidence," Journal of Political Economy, University of Chicago Press, vol. 97(1), pages 38-92, February.

Chapters

  1. Nathan S. Balke, 2012. "Sectoral Effects of Aggregate Shocks," Advances in Econometrics, in: 30th Anniversary Edition, pages 299-357, Emerald Group Publishing Limited.
  2. Nathan Balke & Robert J. Gordon, 1986. "Appendix B: Historical Data," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 781-850, National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Number of Authors
  6. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  10. h-index
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Number of Journal Pages, Weighted by Recursive Impact Factor
  14. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  16. Euclidian citation score
  17. Wu-Index
  18. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (4) 2008-10-07 2010-08-14 2014-09-05 2020-08-24
  2. NEP-MAC: Macroeconomics (4) 2008-10-07 2010-08-14 2014-09-05 2017-07-02
  3. NEP-DGE: Dynamic General Equilibrium (2) 2010-08-14 2017-07-02
  4. NEP-OPM: Open Economy Macroeconomics (2) 2008-10-07 2010-08-14
  5. NEP-BEC: Business Economics (1) 2010-08-14
  6. NEP-CBA: Central Banking (1) 2008-10-07
  7. NEP-ETS: Econometric Time Series (1) 2010-11-13
  8. NEP-MON: Monetary Economics (1) 2005-01-10

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