Mark J. Jensen
Personal Details
First Name: | Mark |
Middle Name: | J. |
Last Name: | Jensen |
Suffix: | |
RePEc Short-ID: | pje71 |
[This author has chosen not to make the email address public] | |
Federal Reserve Bank of Atlanta 1000 Peachtree Street, NE Atlanta, GA 30309-4470 | |
Affiliation
Economic Research Department
Federal Reserve Bank of Atlanta
Atlanta, Georgia (United States)http://www.frbatlanta.org/research/
RePEc:edi:efrbaus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019.
"Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry,"
FRB Atlanta Working Paper
2019-3, Federal Reserve Bank of Atlanta.
- Fisher, Mark & Jensen, Mark J., 2022. "Bayesian nonparametric learning of how skill is distributed across the mutual fund industry," Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
- Mark Fisher & Mark J. Jensen, 2018.
"Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors,"
FRB Atlanta Working Paper
2018-2, Federal Reserve Bank of Atlanta.
- Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
- Mark J. Jensen, 2015.
"Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility,"
FRB Atlanta Working Paper
2015-12, Federal Reserve Bank of Atlanta.
- Jensen Mark J., 2016. "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 455-475, September.
- Mark J. Jensen & John M. Maheu, 2014.
"Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis,"
FRB Atlanta Working Paper
2014-6, Federal Reserve Bank of Atlanta.
- Mark J. Jensen & John M. Maheu, 2018. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, vol. 11(3), pages 1-29, September.
- Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.
- Mark J. Jensen & John M. Maheu, 2014. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series 31_14, Rimini Centre for Economic Analysis.
- William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 2012.
"A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201219, University of Kansas, Department of Economics, revised Sep 2012.
- William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004. "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 581-615, Emerald Group Publishing Limited.
- Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997. "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, vol. 82(1), pages 157-192.
- William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996. "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics 9602005, University Library of Munich, Germany, revised 29 Jan 1997.
- Mark J. Jensen & John M. Maheu, 2012.
"Bayesian semiparametric multivariate GARCH modeling,"
FRB Atlanta Working Paper
2012-09, Federal Reserve Bank of Atlanta.
- Jensen, Mark J. & Maheu, John M., 2013. "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
- Mark J Jensen & John M Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," Working Papers tecipa-458, University of Toronto, Department of Economics.
- Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
- Mark J. Jensen & John M. Maheu, 2012.
"Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture,"
FRB Atlanta Working Paper
2012-06, Federal Reserve Bank of Atlanta.
- Jensen, Mark J. & Maheu, John M., 2014. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
- Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
- Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
- William Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 2012.
"The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201215, University of Kansas, Department of Economics, revised Sep 2012.
- William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," Econometrics 9602003, University Library of Munich, Germany.
- Mark J. Jensen & John M. Maheu, 2008.
"Bayesian semiparametric stochastic volatility modeling,"
FRB Atlanta Working Paper
2008-15, Federal Reserve Bank of Atlanta.
- Jensen, Mark J. & Maheu, John M., 2010. "Bayesian semiparametric stochastic volatility modeling," Journal of Econometrics, Elsevier, vol. 157(2), pages 306-316, August.
- Mark J. Jensen & John M. Maheu, 2009. "Bayesian Semiparametric Stochastic Volatility Modeling," Working Paper series 23_09, Rimini Centre for Economic Analysis.
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Mark J. Jensen, 2006.
"The long-run Fisher effect: can it be tested?,"
FRB Atlanta Working Paper
2006-11, Federal Reserve Bank of Atlanta.
- Mark J. Jensen, 2009. "The Long-Run Fisher Effect: Can It Be Tested?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 221-231, February.
- Mark J. Jensen, 2009. "The Long‐Run Fisher Effect: Can It Be Tested?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 221-231, February.
- Mark J. Jensen, 1999.
"An Approximate Wavelet MLE of Short- and Long-Memory Parameters,"
Computing in Economics and Finance 1999
1243, Society for Computational Economics.
- Jensen Mark J., 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, University Library of Munich, Germany, revised 21 Jun 1999.
- Jensen, Mark J, 1999.
"Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter,"
MPRA Paper
39152, University Library of Munich, Germany.
- Mark J. Jensen, 1997. "Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter," Econometrics 9710002, University Library of Munich, Germany.
- SangKun Bae & Mark J. Jensen, 1998. "Long-Run Neutrality in a Long-Memory Model," Macroeconomics 9809006, University Library of Munich, Germany, revised 21 Apr 1999.
- Mark J. Jensen, 1997.
"An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets,"
Econometrics
9709002, University Library of Munich, Germany.
- Jensen, Mark J., 2000. "An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 361-387, March.
- Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997.
"Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings,"
Econometrics
9711001, University Library of Munich, Germany, revised 04 Mar 1998.
- Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999. "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, vol. 15(5), pages 719-752, October.
- Mark J. Jensen, 1995. "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics 9506002, University Library of Munich, Germany.
- Jensen, Mark J, 1995. "A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression," MPRA Paper 39020, University Library of Munich, Germany.
- Mark J. Jensen, 1995.
"A Homotopy Approach to Solving Nonlinear Rational Expectation Problems,"
Computational Economics
9506002, University Library of Munich, Germany.
- Jensen, Mark J, 1997. "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics, Springer;Society for Computational Economics, vol. 10(1), pages 47-65, February.
- Mark J. Jensen, 1994. "Wavelet Analysis of Fractionally Integrated Processes," Econometrics 9405001, University Library of Munich, Germany.
- Mark J. Jensen, 1993.
"The Tracking Ability of the Divisia Monetary Aggregate Under Risk,"
Macroeconomics
9309002, University Library of Munich, Germany.
repec:fip:a00001:88480 is not listed on IDEAS
repec:fip:a00001:89429 is not listed on IDEAS
Articles
- Fisher, Mark & Jensen, Mark J., 2022.
"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
- Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
- Mark J. Jensen, 2020. "Measuring and Managing COVID-19 Model Risk," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2020(7), pages 1-12, June.
- Fisher, Mark & Jensen, Mark J., 2019.
"Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," FRB Atlanta Working Paper 2018-2, Federal Reserve Bank of Atlanta.
- Mark Fisher & Mark J. Jensen, 2018. "Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors," Working Paper series 18-12, Rimini Centre for Economic Analysis.
- Mark J. Jensen & John M. Maheu, 2018.
"Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis,"
JRFM, MDPI, vol. 11(3), pages 1-29, September.
- Mark J. Jensen & John M. Maheu, 2014. "Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis," FRB Atlanta Working Paper 2014-6, Federal Reserve Bank of Atlanta.
- Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.
- Mark J. Jensen & John M. Maheu, 2014. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series 31_14, Rimini Centre for Economic Analysis.
- Jensen Mark J., 2016.
"Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 455-475, September.
- Mark J. Jensen, 2015. "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," FRB Atlanta Working Paper 2015-12, Federal Reserve Bank of Atlanta.
- Jensen, Mark J., 2016. "A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it”," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 166-168.
- Jensen, Mark J. & Maheu, John M., 2014.
"Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 523-538.
- Mark J. Jensen & John M. Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Paper series 45_12, Rimini Centre for Economic Analysis.
- Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," FRB Atlanta Working Paper 2012-06, Federal Reserve Bank of Atlanta.
- Mark J Jensen & John M Maheu, 2012. "Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture," Working Papers tecipa-453, University of Toronto, Department of Economics.
- Jensen, Mark J. & Maheu, John M., 2013.
"Bayesian semiparametric multivariate GARCH modeling,"
Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
- Mark J Jensen & John M Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," Working Papers tecipa-458, University of Toronto, Department of Economics.
- Mark J. Jensen & John M. Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," FRB Atlanta Working Paper 2012-09, Federal Reserve Bank of Atlanta.
- Mark J. Jensen & John M. Maheu, 2012. "Bayesian Semiparametric Multivariate GARCH Modeling," Working Paper series 48_12, Rimini Centre for Economic Analysis.
- Jensen, Mark J. & Maheu, John M., 2010.
"Bayesian semiparametric stochastic volatility modeling,"
Journal of Econometrics, Elsevier, vol. 157(2), pages 306-316, August.
- Mark J. Jensen & John M. Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," FRB Atlanta Working Paper 2008-15, Federal Reserve Bank of Atlanta.
- Mark J. Jensen & John M. Maheu, 2009. "Bayesian Semiparametric Stochastic Volatility Modeling," Working Paper series 23_09, Rimini Centre for Economic Analysis.
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Mark J. Jensen, 2009.
"The Long-Run Fisher Effect: Can It Be Tested?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 221-231, February.
- Mark J. Jensen, 2009. "The Long‐Run Fisher Effect: Can It Be Tested?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 221-231, February.
- Mark J. Jensen, 2006. "The long-run Fisher effect: can it be tested?," FRB Atlanta Working Paper 2006-11, Federal Reserve Bank of Atlanta.
- Jensen, Mark J. & Liu, Ming, 2006. "Do long swings in the business cycle lead to strong persistence in output?," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 597-611, April.
- Bae, Sang-Kun & Jensen, Mark J. & Murdock, Scott G., 2005. "Long-run neutrality in a fractionally integrated model," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 257-274, June.
- Mark J. Jensen, 2004. "Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(6), pages 895-922, November.
- Reisen Valderio A & Cribari-Neto Francisco & Jensen Mark J, 2003. "Long Memory Inflationary Dynamics: The Case of Brazil," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 1-18, October.
- Jensen, Mark J., 2000.
"An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 361-387, March.
- Mark J. Jensen, 1997. "An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets," Econometrics 9709002, University Library of Munich, Germany.
- Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999.
"Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings,"
Econometric Theory, Cambridge University Press, vol. 15(5), pages 719-752, October.
- Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997. "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics 9711001, University Library of Munich, Germany, revised 04 Mar 1998.
- Jensen Mark J., 1999.
"An Approximate Wavelet MLE of Short- and Long-Memory Parameters,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(4), pages 1-17, January.
- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, University Library of Munich, Germany, revised 21 Jun 1999.
- Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics.
- Mark Jensen, 1997. "Revisiting the flexibility and regularity properties of the asymptotically ideal production model," Econometric Reviews, Taylor & Francis Journals, vol. 16(2), pages 179-203.
- Mark J. Jensen & Charles L. Leven, 1997. "Quality of life in central cities and suburbs," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 31(4), pages 431-449.
- Barnett, William A. & Liu, Yi & Jensen, Mark, 1997. "Capm Risk Adjustment For Exact Aggregation Over Financial Assets," Macroeconomic Dynamics, Cambridge University Press, vol. 1(2), pages 485-512, June.
- Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997.
"A single-blind controlled competition among tests for nonlinearity and chaos,"
Journal of Econometrics, Elsevier, vol. 82(1), pages 157-192.
- William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004. "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 581-615, Emerald Group Publishing Limited.
- William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 2012. "A Single-Blind Controlled Competition Among Tests For Nonlinearity And Chaos," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201219, University of Kansas, Department of Economics, revised Sep 2012.
- William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996. "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics 9602005, University Library of Munich, Germany, revised 29 Jan 1997.
- Jensen, Mark J, 1997.
"A Homotopy Approach to Solving Nonlinear Rational Expectation Problems,"
Computational Economics, Springer;Society for Computational Economics, vol. 10(1), pages 47-65, February.
- Mark J. Jensen, 1995. "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics 9506002, University Library of Munich, Germany.
- Cribari-Neto, Francisco & Jensen, Mark J, 1997. "MATLAB as an Econometric Programming Environment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(6), pages 735-744, Nov.-Dec..
- Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1995.
"Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size,"
Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 301-320, July.
- William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan, 2004. "Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size," Contributions to Economic Analysis, in: Functional Structure and Approximation in Econometrics, pages 529-548, Emerald Group Publishing Limited.
Chapters
- Mark J. Jensen & Brandon Whitcher, 2014. "Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility," Dynamic Modeling and Econometrics in Economics and Finance, in: Marco Gallegati & Willi Semmler (ed.), Wavelet Applications in Economics and Finance, edition 127, pages 103-129, Springer.
- William A. Barnett & Yi Liu & Mark Jensen, 2000. "CAPM Risk Adjustment," Contributions to Economic Analysis, in: The Theory of Monetary Aggregation, pages 245-273, Emerald Group Publishing Limited.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 19 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.- NEP-ETS: Econometric Time Series (14) 1998-10-02 1998-12-09 1999-07-12 2008-05-05 2008-06-27 2012-05-02 2012-05-15 2012-07-08 2012-07-08 2012-07-14 2012-08-23 2015-12-01 2018-03-05 2018-03-12. Author is listed
- NEP-ECM: Econometrics (8) 1998-10-02 2008-05-05 2012-05-02 2012-07-08 2013-12-15 2015-12-01 2018-03-05 2019-03-25. Author is listed
- NEP-FOR: Forecasting (6) 2012-05-02 2012-05-15 2012-07-08 2012-07-08 2012-07-14 2012-08-23. Author is listed
- NEP-ORE: Operations Research (5) 2008-05-05 2012-05-02 2012-07-08 2015-12-01 2018-03-12. Author is listed
- NEP-RMG: Risk Management (2) 2012-09-09 2014-12-24
- NEP-CBA: Central Banking (1) 2006-09-16
- NEP-IFN: International Finance (1) 2006-09-16
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2006-09-16
- NEP-MAC: Macroeconomics (1) 2006-09-16
- NEP-MON: Monetary Economics (1) 2006-09-16
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