NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Nelson Mark

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

September 2014Precautionary Saving of Chinese and U.S. Households
with Horag Choi, Steven Lugauer: w20527
September 2012Factor Model Forecasts of Exchange Rates
with Charles Engel, Kenneth D. West: w18382

Published: 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. citation courtesy of

February 2011Demographic Patterns and Household Saving in China
with Chadwick C. Curtis, Steven Lugauer: w16828
July 2010Business Cycles, Consumption and Risk-Sharing: How Different Is China?
with Chadwick C. Curtis: w16154

Business Cycles, Consumption and Risk-Sharing: How Different is China” (with C. Curtis), in Yin-Wong Cheung, Vikas Kakkar, and Guonan Ma, eds., The Evolving Role of Asia in Global Finance, forthcoming.

August 2009Trending Current Accounts
with Horag Choi: w15244
June 2008Exchange Rate Models Are Not As Bad As You Think
with Charles Engel, Kenneth D. West
in NBER Macroeconomics Annual 2007, Volume 22, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
November 2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account
with Horag Choi, Donggyu Sul: w13571

Published: 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. citation courtesy of

August 2007Exchange Rate Models Are Not as Bad as You Think
with Charles Engel, Kenneth D. West: w13318

Published: Exchange Rate Models Are Not As Bad As You Think, Charles Engel, Nelson C. Mark, Kenneth D. West. in NBER Macroeconomics Annual 2007, Volume 22, Acemoglu, Rogoff, and Woodford. 2008

April 2005Effective Exchange Rate Classifications and Growth
with Justin M. Dubas, Byung-Joo Lee: w11272
January 2005Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics
w11061

Published: 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, 09. citation courtesy of

August 2004The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
with Donggyu Sul: t0298
July 2004Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
with Chi-Young Choi, Donggyu Sul: w10614

Published: Choi, Chi-Young, Nelson C. Mark and Donggyu Sul. "Unbiased Estimation Of The Half-Life To PPP Convergence In Panel Data," Journal of Money, Credit and Banking, 2006, v38(4,Jun), 921-938. citation courtesy of

September 2003Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market
with Young-Kyu Moh: w9948

Published: Mark, Nelson and Y.K. Moh. “Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market." Journal of Empirical Finance 14 (September 2007): 499-522.

April 2003Dynamic Seemingly Unrelated Cointegrating Regression
with Masao Ogaki, Donggyu Sul: t0292

Published: Mark, Nelson C., Masao Ogaki and Donggyu Sul. "Dynamic Seemingly Unrelated Cointegrating Regressions," Review of Economic Studies, 2005, v72(252,Jul), 797-820.

December 2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
with Donggyu Sul: t0287

Published: Mark, Nelson C. and Donggyu Sul. "Cointegration Vector Estimation By Panel DOLS And Long-Run Money Demand," Oxford Bulletin of Economics and Statistics, 2003, v65(5,Dec), 665-680.

May 2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank
with Stephen G. Cecchetti, Robert J. Sonora: w7681

Published: Cecchetti, Stephen G., Nelson C. Mark and Robert J. Sonora. "Price Index Convergence Among United States Cities," International Economic Review, 2002, v43(4,Nov), 1081-1099.

January 1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?
with Stephen G. Cecchetti, Pok-sang Lam: w6354

Published: Cecchetti, Stephen G., Pok-sang Lam and Nelson C. Mark. "Asset Pricing With Distorted Beliefs: Are Equity Returns To Good To Be True?," American Economic Review, 2000, v90(4,Sep), 787-805. citation courtesy of

July 1992Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns
with Stephen G. Cecchetti, Pok-sang Lam: t0124

Published: Journal of Finance, Vol. 70, February 1994, pp. 80-102.

November 1988Mean Reversion in Equilibrium Asset Prices
with Stephen G. Cecchetti, Pok-sang Lam: w2762

Published: American Economic Review, Vol. 80, No. 3, pp. 398-418, (June 1990). citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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