Nelson Mark
Personal Details
First Name: | Nelson |
Middle Name: | C. |
Last Name: | Mark |
Suffix: | |
RePEc Short-ID: | pma186 |
[This author has chosen not to make the email address public] | |
http://www.nd.edu/~nmark/ | |
Department of Economics and Econometrics University of Notre Dame 437 Flanner Hall Notre Dame, IN 46656 | |
Terminal Degree: | 1983 Department of Economics; University of Chicago (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Notre Dame
South Bend, Indiana (United States)http://economics.nd.edu/
RePEc:edi:deendus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Kimberly A. Berg & Chadwick C. Curtis & Nelson Mark, 2023.
"GDP and Temperature: Evidence on Cross-Country Response Heterogeneity,"
NBER Working Papers
31327, National Bureau of Economic Research, Inc.
- Berg, Kimberly A. & Curtis, Chadwick C. & Mark, Nelson C., 2024. "GDP and temperature: Evidence on cross-country response heterogeneity," European Economic Review, Elsevier, vol. 169(C).
- Kimberly A. Berg & Nelson C. Mark, 2020.
"Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model,"
NBER Working Papers
27844, National Bureau of Economic Research, Inc.
- Kimberly A. Berg & Nelson C. Mark, 2024. "Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1387-1413, August.
- Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2019.
"Demographics and Monetary Policy Shocks,"
NBER Working Papers
25970, National Bureau of Economic Research, Inc.
- Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2021. "Demographics and Monetary Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1229-1266, September.
- Kimberly Berg & Chadwick Curtis & Nelson Mark & Steven Lugauer, 2019. "Demographics and Monetary Policy Shocks," 2019 Meeting Papers 409, Society for Economic Dynamics.
- Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017.
"Identifying Exchange Rate Common Factors,"
NBER Working Papers
23726, National Bureau of Economic Research, Inc.
- Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018. "Identifying Exchange Rate Common Factors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2193-2218, November.
- Kimberly A. Berg & Nelson Mark, 2017.
"Measures of Global Uncertainty and Carry-Trade Excess Returns,"
GRU Working Paper Series
GRU_2017_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Berg, Kimberly A. & Mark, Nelson C., 2018. "Measures of global uncertainty and carry-trade excess returns," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 212-227.
- Kimberly Berg & Nelson C. Mark, 2016.
"Global Macro Risks in Currency Excess Returns,"
Staff Working Papers
16-32, Bank of Canada.
- Berg, Kimberly A. & Mark, Nelson C., 2018. "Global macro risks in currency excess returns," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 300-315.
- Kimberly A. Berg & Nelson Mark, 2017. "Global Macro Risks in Currency Excess Returns," NBER Working Papers 23764, National Bureau of Economic Research, Inc.
- Horag Choi & Steven Lugauer & Nelson C. Mark, 2014.
"Precautionary Saving of Chinese and U.S. Households,"
NBER Working Papers
20527, National Bureau of Economic Research, Inc.
- Horag Choi & Steven Lugauer & Nelson C. Mark, 2017. "Precautionary Saving of Chinese and U.S. Households," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 635-661, June.
- Steven Lugauer & Nelson Mark & Horag Choi, 2013. "The Size of the Precautionary Component of Household Saving: China and the U.S," 2013 Meeting Papers 1046, Society for Economic Dynamics.
- Nelson Mark & Kimberly Berg, 2013.
"Third-Country Effects on the Exchange Rate,"
2013 Meeting Papers
1050, Society for Economic Dynamics.
- Berg, Kimberly A. & Mark, Nelson C., 2015. "Third-country effects on the exchange rate," Journal of International Economics, Elsevier, vol. 96(2), pages 227-243.
- Steven Lugauer & Nelson C. Mark, 2013.
"The Role of Household Saving in the Economic Rise of China,"
Working Papers
042013, Hong Kong Institute for Monetary Research.
- Nelson Mark & Steven Lugauer & Clayton Sadler, 2012. "The Role of Household Saving in the Economic Rise of China," Working Papers 004, University of Notre Dame, Department of Economics, revised Jun 2012.
- Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu, 2012.
"Exchange Rates as Exchange Rate Common Factors,"
Working Papers
212012, Hong Kong Institute for Monetary Research.
- Nelson Mark, 2012. "Exchange Rates as Exchange Rate Common Factors," Working Papers 011, University of Notre Dame, Department of Economics, revised Mar 2012.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2012.
"Factor Model Forecasts of Exchange Rates,"
NBER Working Papers
18382, National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2015. "Factor Model Forecasts of Exchange Rates," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 32-55, February.
- Nelson Mark, 2008. "Factor Model Forecasts of Exchange Rates," Working Papers 012, University of Notre Dame, Department of Economics, revised Jan 2012.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2011.
"Demographic Patterns and Household Saving in China,"
NBER Working Papers
16828, National Bureau of Economic Research, Inc.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2015. "Demographic Patterns and Household Saving in China," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 58-94, April.
- Steven Lugauer & Nelson C. Mark & Chadwick R. Curtis, 2011. "Demographic Patterns and Household Saving in China," 2011 Meeting Papers 529, Society for Economic Dynamics.
- Steven Lugauer & Nelson Mark, 2010. "Demographic Patterns and Household Saving in China," Working Papers 007, University of Notre Dame, Department of Economics, revised Jun 2012.
- S.G. Cecchetti & P. Lam & N.C. Mark, 2010.
"The equity premium and the risk-free rate: matching the moments,"
Levine's Working Paper Archive
1396, David K. Levine.
- Cecchetti, Stephen G. & Lam, Pok-sang & Mark, Nelson C., 1993. "The equity premium and the risk-free rate : Matching the moments," Journal of Monetary Economics, Elsevier, vol. 31(1), pages 21-45, February.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Clark, 1991. "The Equity Premium and the Risk Free Rate: Matching the Moments," NBER Working Papers 3752, National Bureau of Economic Research, Inc.
- Chadwick C. Curtis & Nelson Mark, 2010. "Business Cycles, Consumption and Risk-Sharing: How Different Is China?," NBER Working Papers 16154, National Bureau of Economic Research, Inc.
- Horag Choi & Nelson C. Mark, 2009. "Trending Current Accounts," NBER Working Papers 15244, National Bureau of Economic Research, Inc.
- Horag Choi & Nelson C. Mark & Donggyu Sul, 2007.
"Endogenous Discounting, the World Saving Glut and the U.S. Current Account,"
NBER Working Papers
13571, National Bureau of Economic Research, Inc.
- Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008. "Endogenous discounting, the world saving glut and the U.S. current account," Journal of International Economics, Elsevier, vol. 75(1), pages 30-53, May.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2007.
"Exchange Rate Models Are Not as Bad as You Think,"
NBER Working Papers
13318, National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2008. "Exchange Rate Models Are Not as Bad as You Think," NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 381-441, National Bureau of Economic Research, Inc.
- Nelson C. Mark, 2005.
"Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics,"
NBER Working Papers
11061, National Bureau of Economic Research, Inc.
- Nelson C. Mark, 2009. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
- Nelson C. Mark, 2009. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
- Justin M. Dubas & Byung-Joo Lee & Nelson C. Mark, 2005. "Effective Exchange Rate Classifications and Growth," NBER Working Papers 11272, National Bureau of Economic Research, Inc.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, University Library of Munich, Germany.
- Nelson C. Mark & Donggyu Sul, 2004.
"The Use of Predictive Regressions at Alternative Horizons in Finance and Economics,"
NBER Technical Working Papers
0298, National Bureau of Economic Research, Inc.
- Nelson C. Mark & Donggyu Sul, 2004. "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," Finance 0409032, University Library of Munich, Germany.
- Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004.
"Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data,"
NBER Working Papers
10614, National Bureau of Economic Research, Inc.
- Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 921-938, June.
- Young-Kyu Moh & Nelson C. Mark, 2004.
"Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market,"
Econometric Society 2004 Far Eastern Meetings
762, Econometric Society.
- Nelson Mark & Young-Kyu Moh, 2003. "Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market," NBER Working Papers 9948, National Bureau of Economic Research, Inc.
- Mark, Nelson & Ogaki, Masao & Sul, Donggyu, 2003.
"Dynamic Seemingly Unrelated Cointegrating Regression,"
Working Papers
144, Department of Economics, The University of Auckland.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005. "Dynamic Seemingly Unrelated Cointegrating Regressions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 797-820.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc.
- Masao Ogaki & Nelson Mark & Donggyu Sul, 2004. "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers 04-02, Ohio State University, Department of Economics.
- Mark, Nelson & Sul, Donggyu, 2002. "Asymptotic Power Advantages of Long-Horizon Regressions," Working Papers 145, Department of Economics, The University of Auckland.
- Mark, Nelson & Sul, Donggyu, 2002. "Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand," Working Papers 172, Department of Economics, The University of Auckland.
- Nelson C. Mark & Donggyu Sul, 2002.
"Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand,"
NBER Technical Working Papers
0287, National Bureau of Economic Research, Inc.
- Nelson C. Mark & Donggyu Sul, 2003. "Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
- Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2000.
"Price Level Convergence Among United States Cities: Lessons for the European Central Bank,"
NBER Working Papers
7681, National Bureau of Economic Research, Inc.
- Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1998. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," Working Papers 32, Oesterreichische Nationalbank (Austrian Central Bank).
- Stephen Cecchetti & Nelson C. Mark & Robert Sonora, 1999. "Price Level Convergence Among United States Cities: Lessons for the European Central Bank," Working Papers 99-01, Ohio State University, Department of Economics.
- Nelson Mark & Yangru Wu, 1998.
"Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise,"
Working Papers
98-05, Ohio State University, Department of Economics.
- Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998.
"Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?,"
NBER Working Papers
6354, National Bureau of Economic Research, Inc.
- Pok-sang Lam & Stephen G. Cecchetti & Nelson C. Mark, 2000. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?," American Economic Review, American Economic Association, vol. 90(4), pages 787-805, September.
- Nelson Mark & Donggyu Sul, 1998.
"Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel,"
Working Papers
98-19, Ohio State University, Department of Economics.
- Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
- Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics.
- Nelson C. Mark & Yangru Wu, 1997. "Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity," Tinbergen Institute Discussion Papers 97-041/2, Tinbergen Institute.
- Nelson C. Mark & S.G. Cecchetti & P-s. Lam, 1997.
"Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?,"
Working Papers
017, Ohio State University, Department of Economics.
- Stephen G. Cecchetti & Pok-Sang Lam & Nelson Mark, 1998. "Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?," Working Papers 98-04, Ohio State University, Department of Economics.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1992.
"Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns,"
NBER Technical Working Papers
0124, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C, 1994. "Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns," Journal of Finance, American Finance Association, vol. 49(1), pages 123-152, March.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1988.
"Mean Reversion in Equilibrium Asset Prices,"
NBER Working Papers
2762, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C, 1990. "Mean Reversion in Equilibrium Asset Prices," American Economic Review, American Economic Association, vol. 80(3), pages 398-418, June.
- Chadwick C. Curtis & Steven Lugauer & Nelson Mark, "undated".
"Demographics and Aggregate Household Saving in Japan, China, and India,"
GRU Working Paper Series
GRU_2016_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Curtis, Chadwick C. & Lugauer, Steven & Mark, Nelson C., 2017. "Demographics and aggregate household saving in Japan, China, and India," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 175-191.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2015. "Demographics and Aggregate Household Saving in Japan, China, and India," NBER Working Papers 21555, National Bureau of Economic Research, Inc.
Articles
- Kimberly A. Berg & Nelson C. Mark, 2024.
"Uncertainty, Long‐Run, And Monetary Policy Risks In A Two‐Country Macro Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1387-1413, August.
- Kimberly A. Berg & Nelson C. Mark, 2020. "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model," NBER Working Papers 27844, National Bureau of Economic Research, Inc.
- Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2021.
"Demographics and Monetary Policy Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1229-1266, September.
- Kimberly Berg & Chadwick Curtis & Nelson Mark & Steven Lugauer, 2019. "Demographics and Monetary Policy Shocks," 2019 Meeting Papers 409, Society for Economic Dynamics.
- Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2019. "Demographics and Monetary Policy Shocks," NBER Working Papers 25970, National Bureau of Economic Research, Inc.
- Berg, Kimberly A. & Mark, Nelson C., 2019. "Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 297-316.
- Berg, Kimberly A. & Mark, Nelson C., 2018.
"Measures of global uncertainty and carry-trade excess returns,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 212-227.
- Kimberly A. Berg & Nelson Mark, 2017. "Measures of Global Uncertainty and Carry-Trade Excess Returns," GRU Working Paper Series GRU_2017_002, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Berg, Kimberly A. & Mark, Nelson C., 2018.
"Global macro risks in currency excess returns,"
Journal of Empirical Finance, Elsevier, vol. 45(C), pages 300-315.
- Kimberly Berg & Nelson C. Mark, 2016. "Global Macro Risks in Currency Excess Returns," Staff Working Papers 16-32, Bank of Canada.
- Kimberly A. Berg & Nelson Mark, 2017. "Global Macro Risks in Currency Excess Returns," NBER Working Papers 23764, National Bureau of Economic Research, Inc.
- Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu, 2018.
"Identifying Exchange Rate Common Factors,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2193-2218, November.
- Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu, 2017. "Identifying Exchange Rate Common Factors," NBER Working Papers 23726, National Bureau of Economic Research, Inc.
- Horag Choi & Steven Lugauer & Nelson C. Mark, 2017.
"Precautionary Saving of Chinese and U.S. Households,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 635-661, June.
- Horag Choi & Steven Lugauer & Nelson C. Mark, 2014. "Precautionary Saving of Chinese and U.S. Households," NBER Working Papers 20527, National Bureau of Economic Research, Inc.
- Curtis, Chadwick C. & Lugauer, Steven & Mark, Nelson C., 2017.
"Demographics and aggregate household saving in Japan, China, and India,"
Journal of Macroeconomics, Elsevier, vol. 51(C), pages 175-191.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2015. "Demographics and Aggregate Household Saving in Japan, China, and India," NBER Working Papers 21555, National Bureau of Economic Research, Inc.
- Chadwick C. Curtis & Steven Lugauer & Nelson Mark, "undated". "Demographics and Aggregate Household Saving in Japan, China, and India," GRU Working Paper Series GRU_2016_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2015.
"Demographic Patterns and Household Saving in China,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 58-94, April.
- Steven Lugauer & Nelson C. Mark & Chadwick R. Curtis, 2011. "Demographic Patterns and Household Saving in China," 2011 Meeting Papers 529, Society for Economic Dynamics.
- Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2011. "Demographic Patterns and Household Saving in China," NBER Working Papers 16828, National Bureau of Economic Research, Inc.
- Steven Lugauer & Nelson Mark, 2010. "Demographic Patterns and Household Saving in China," Working Papers 007, University of Notre Dame, Department of Economics, revised Jun 2012.
- Berg, Kimberly A. & Mark, Nelson C., 2015.
"Third-country effects on the exchange rate,"
Journal of International Economics, Elsevier, vol. 96(2), pages 227-243.
- Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2015.
"Factor Model Forecasts of Exchange Rates,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 32-55, February.
- Nelson Mark, 2008. "Factor Model Forecasts of Exchange Rates," Working Papers 012, University of Notre Dame, Department of Economics, revised Jan 2012.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
- Vladimir Sokolov & Byung‐Joo Lee & Nelson C. Mark, 2011. "Linkages Between Exchange Rate Policy And Macroeconomic Performance," Pacific Economic Review, Wiley Blackwell, vol. 16(4), pages 395-420, October.
- Dubas, Justin M. & Lee, Byung-Joo & Mark, Nelson C., 2010. "A multinomial logit approach to exchange rate policy classification with an application to growth," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1438-1462, November.
- Chi‐Young Choi & Nelson C. Mark & Donggyu Sul, 2010. "Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(5), pages 567-599, October.
- Nelson C. Mark, 2009.
"Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
- Nelson C. Mark, 2009. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
- Nelson C. Mark, 2005. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," NBER Working Papers 11061, National Bureau of Economic Research, Inc.
- Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008.
"Endogenous discounting, the world saving glut and the U.S. current account,"
Journal of International Economics, Elsevier, vol. 75(1), pages 30-53, May.
- Horag Choi & Nelson C. Mark & Donggyu Sul, 2007. "Endogenous Discounting, the World Saving Glut and the U.S. Current Account," NBER Working Papers 13571, National Bureau of Economic Research, Inc.
- Mark, Nelson C. & Moh, Young-Kyu, 2007. "Official interventions and the forward premium anomaly," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 499-522, September.
- Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006.
"Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 921-938, June.
- Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," NBER Working Papers 10614, National Bureau of Economic Research, Inc.
- Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno, 2006. "Special issue on advances in international money, macro and finance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 175-175.
- Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005.
"Dynamic Seemingly Unrelated Cointegrating Regressions,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 797-820.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc.
- Masao Ogaki & Nelson Mark & Donggyu Sul, 2004. "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers 04-02, Ohio State University, Department of Economics.
- Mark, Nelson & Ogaki, Masao & Sul, Donggyu, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers 144, Department of Economics, The University of Auckland.
- Mark, Nelson C., 2005. "Exchange Rate Economics: By Lucio Sarno and Mark P. Taylor, Cambridge University Press, 2003," Journal of International Economics, Elsevier, vol. 65(2), pages 537-540, March.
- Nelson C. Mark & Donggyu Sul, 2003.
"Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
- Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
- Tom Doan, "undated". "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components RTZ00112, Boston College Department of Economics.
- Stephen G. Cecchetti & Nelson C. Mark & Robert J. Sonora, 2002. "Price Index Convergence Among United States Cities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(4), pages 1081-1099, November.
- Mark, Nelson C. & Sul, Donggyu, 2001.
"Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel,"
Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
- Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics.
- Pok-sang Lam & Stephen G. Cecchetti & Nelson C. Mark, 2000.
"Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?,"
American Economic Review, American Economic Association, vol. 90(4), pages 787-805, September.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?," NBER Working Papers 6354, National Bureau of Economic Research, Inc.
- Mark, Nelson C & Wu, Yangru, 1998.
"Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise,"
Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
- Nelson Mark & Yangru Wu, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Working Papers 98-05, Ohio State University, Department of Economics.
- Mark, Nelson C. & Choi, Doo-Yull, 1997. "Real exchange-rate prediction over long horizons," Journal of International Economics, Elsevier, vol. 43(1-2), pages 29-60, August.
- Hai, Weike & Mark, Nelson C & Wu, Yangru, 1997. "Understanding Spot and Forward Exchange Rate Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(6), pages 715-734, Nov.-Dec..
- Choi, In & Mark, Nelson C, 1997. "Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 549-562, November.
- Chen, Jian & Mark, Nelson C, 1996. "Alternative Long-Horizon Exchange-Rate Predictors," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 1(4), pages 229-250, October.
- Nadeem Ul Haque & Manmohan S. Kumar & Nelson Mark & Donald J. Mathieson, 1996. "The Economic Content of Indicators of Developing Country Creditworthiness," IMF Staff Papers, Palgrave Macmillan, vol. 43(4), pages 688-724, December.
- Mark, Nelson C, 1995. "Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability," American Economic Review, American Economic Association, vol. 85(1), pages 201-218, March.
- Tarek Amer & Karl Hackenbrack & Mark Nelson, 1995. "Context†Dependence of Auditors' Interpretations of the SFAS No. 5 Probability Expressions," Contemporary Accounting Research, John Wiley & Sons, vol. 12(1), pages 25-39, September.
- Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C, 1994.
"Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns,"
Journal of Finance, American Finance Association, vol. 49(1), pages 123-152, March.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1992. "Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns," NBER Technical Working Papers 0124, National Bureau of Economic Research, Inc.
- Driskill, Robert A & Mark, Nelson C & Sheffrin, Steven M, 1993. "Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability: Erratum," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(2), pages 459-459, May.
- Cecchetti, Stephen G. & Lam, Pok-sang & Mark, Nelson C., 1993.
"The equity premium and the risk-free rate : Matching the moments,"
Journal of Monetary Economics, Elsevier, vol. 31(1), pages 21-45, February.
- S.G. Cecchetti & P. Lam & N.C. Mark, 2010. "The equity premium and the risk-free rate: matching the moments," Levine's Working Paper Archive 1396, David K. Levine.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Clark, 1991. "The Equity Premium and the Risk Free Rate: Matching the Moments," NBER Working Papers 3752, National Bureau of Economic Research, Inc.
- Driskill, Robert A & Mark, Nelson C & Sheffrin, Steven M, 1992. "Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(1), pages 223-237, February.
- Bodurtha, James N, Jr & Mark, Nelson C, 1991. "Testing the CAPM with Time-Varying Risks and Returns," Journal of Finance, American Finance Association, vol. 46(4), pages 1485-1505, September.
- Cecchetti, Stephen G & Mark, Nelson C, 1990. "Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations," American Economic Review, American Economic Association, vol. 80(2), pages 48-51, May.
- Cecchetti, Stephen G & Lam, Pok-sang & Mark, Nelson C, 1990.
"Mean Reversion in Equilibrium Asset Prices,"
American Economic Review, American Economic Association, vol. 80(3), pages 398-418, June.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1988. "Mean Reversion in Equilibrium Asset Prices," NBER Working Papers 2762, National Bureau of Economic Research, Inc.
- Mark, Nelson C., 1990. "Real and nominal exchange rates in the long run: An empirical investigation," Journal of International Economics, Elsevier, vol. 28(1-2), pages 115-136, February.
- Cantor, Richard & Mark, Nelson C, 1988. "The International Transmission of Real Business Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(3), pages 493-507, August.
- Mark, Nelson C., 1988. "Time-varying betas and risk premia in the pricing of forward foreign exchange contracts," Journal of Financial Economics, Elsevier, vol. 22(2), pages 335-354, December.
- Cantor, Richard & Mark, Nelson C., 1987. "International debt and world business fluctuations," Journal of International Money and Finance, Elsevier, vol. 6(2), pages 153-165, June.
- Mark, Nelson C., 1985. "Some evidence on the international inequality of real interest rates," Journal of International Money and Finance, Elsevier, vol. 4(2), pages 189-208, June.
- Mark, Nelson C, 1985. "A Note on International Real Interest Rate Differentials," The Review of Economics and Statistics, MIT Press, vol. 67(4), pages 681-684, November.
- Mark, Nelson C., 1985. "On time varying risk premia in the foreign exchange market: An econometric analysis," Journal of Monetary Economics, Elsevier, vol. 16(1), pages 3-18, July.
Chapters
- Chadwick C. Curtis & Nelson C. Mark, 2011. "Chapter 1 Business Cycles, Consumption, and Risk Sharing: How Different Is China?," Frontiers of Economics and Globalization, in: The Evolving Role of Asia in Global Finance, pages 3-22, Emerald Group Publishing Limited.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2008.
"Exchange Rate Models Are Not as Bad as You Think,"
NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 381-441,
National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
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This author is among the top 5% authors according to these criteria:- Average Rank Score
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 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-MAC: Macroeconomics (11) 2009-08-16 2010-07-10 2012-11-11 2013-03-23 2014-11-28 2015-09-18 2016-08-07 2019-07-15 2019-07-15 2019-07-22 2020-10-05. Author is listed
- NEP-IFN: International Finance (10) 2003-04-09 2003-09-08 2004-07-18 2004-10-30 2005-02-01 2005-04-24 2007-08-27 2016-08-07 2017-09-24 2019-07-22. Author is listed
- NEP-MON: Monetary Economics (9) 2000-05-16 2002-12-09 2005-02-01 2007-08-27 2012-09-22 2012-11-11 2017-09-03 2019-07-15 2020-10-05. Author is listed
- NEP-CBA: Central Banking (6) 2005-02-01 2007-08-27 2007-11-10 2009-08-16 2010-07-10 2012-09-22. Author is listed
- NEP-ECM: Econometrics (5) 2002-12-11 2003-04-12 2004-07-18 2004-09-12 2004-09-30. Author is listed
- NEP-ETS: Econometric Time Series (5) 2002-12-09 2003-04-09 2004-07-18 2004-09-12 2004-09-12. Author is listed
- NEP-AGE: Economics of Ageing (4) 2012-11-11 2015-09-18 2019-07-15 2019-07-15
- NEP-CNA: China (4) 2010-07-10 2012-11-11 2014-11-28 2015-09-18
- NEP-DEV: Development (4) 2010-07-10 2012-11-11 2012-11-11 2013-03-23
- NEP-DGE: Dynamic General Equilibrium (4) 2009-08-16 2010-07-10 2012-11-11 2020-10-05
- NEP-FOR: Forecasting (4) 2007-08-27 2012-09-22 2012-11-11 2017-09-03
- NEP-OPM: Open Economy Macroeconomics (4) 2009-08-16 2012-09-22 2017-09-03 2023-07-17
- NEP-TRA: Transition Economics (4) 2010-07-10 2012-11-11 2013-03-23 2014-11-28
- NEP-DEM: Demographic Economics (3) 2012-11-11 2012-11-11 2019-07-15
- NEP-CFN: Corporate Finance (2) 1999-02-08 2004-09-12
- NEP-ENV: Environmental Economics (2) 2012-11-11 2023-07-17
- NEP-FIN: Finance (2) 2004-09-12 2004-09-30
- NEP-BEC: Business Economics (1) 2010-07-10
- NEP-CSE: Economics of Strategic Management (1) 2016-08-07
- NEP-EEC: European Economics (1) 2000-05-17
- NEP-ENE: Energy Economics (1) 2012-11-11
- NEP-FMK: Financial Markets (1) 2017-09-24
- NEP-HIS: Business, Economic and Financial History (1) 2013-03-23
- NEP-LAB: Labour Economics (1) 2019-07-15
- NEP-ORE: Operations Research (1) 2020-10-05
- NEP-UPT: Utility Models and Prospect Theory (1) 2014-11-28
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