NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Nelson Mark

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

September 2012Factor Model Forecasts of Exchange Rates
with Charles Engel, Kenneth D. West: w18382
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
August 2009Trending Current Accounts
with Horag Choi: w15244
November 2007Endogenous Discounting, the World Saving Glut and the U.S. Current Account
with Horag Choi, Donggyu Sul: w13571
August 2007Exchange Rate Models Are Not as Bad as You Think
with Charles Engel, Kenneth D. West: w13318
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
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
September 2003Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market
with Young-Kyu Moh: w9948
April 2003Dynamic Seemingly Unrelated Cointegrating Regression
with Masao Ogaki, Donggyu Sul: t0292
December 2002Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
with Donggyu Sul: t0287
May 2000Price Level Convergence Among United States Cities: Lessons for the European Central Bank
with Stephen G. Cecchetti, Robert J. Sonora: w7681
January 1998Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?
with Stephen G. Cecchetti, Pok-sang Lam: w6354
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
November 1988Mean Reversion in Equilibrium Asset Prices
with Stephen G. Cecchetti, Pok-sang Lam: w2762

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us