Department of Economics
University of Notre Dame
Notre Dame, IN 46556
NBER Program Affiliations:
NBER Affiliation: Research Associate
Information about this author at RePEc
NBER Working Papers and Publications
|September 2017||Global Macro Risks in Currency Excess Returns|
with Kimberly A. Berg: w23764
Published: Kimberly A. Berg & Nelson C. Mark, 2017. "Global macro risks in currency excess returns," Journal of Empirical Finance, .
|August 2017||Identifying Exchange Rate Common Factors|
with Ryan Greenaway-McGrevy, Donggyu Sul, Jyh-Lin Wu: w23726
|September 2015||Demographics and Aggregate Household Saving in Japan, China, and India|
with Chadwick C. Curtis, Steven Lugauer: w21555
Published: 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. citation courtesy of
|September 2014||Precautionary Saving of Chinese and U.S. Households|
with Horag Choi, Steven Lugauer: w20527
Published: HORAG CHOI & STEVEN LUGAUER & NELSON C. MARK, 2017. "Precautionary Saving of Chinese and U.S. Households," Journal of Money, Credit and Banking, vol 49(4), pages 635-661. citation courtesy of
|September 2012||Factor 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 2011||Demographic Patterns and Household Saving in China|
with Chadwick C. Curtis, Steven Lugauer: w16828
Published: 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. citation courtesy of
|July 2010||Business 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 2009||Trending Current Accounts|
with Horag Choi: w15244
|June 2008||Exchange 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 2007||Endogenous 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 2007||Exchange 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 2005||Effective Exchange Rate Classifications and Growth|
with Justin M. Dubas, Byung-Joo Lee: w11272
|January 2005||Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics|
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 2004||The Use of Predictive Regressions at Alternative Horizons in Finance and Economics|
with Donggyu Sul: t0298
|July 2004||Unbiased 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 2003||Official 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 2003||Dynamic 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 2002||Cointegration 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 2000||Price 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 1998||Asset 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 1992||Testing 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 1988||Mean 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