Department of Economics
3060 Jenkins-Nanovic Hall
University of Notre Dame
Notre Dame, IN 46556
NBER Program Affiliations:
NBER Affiliation: Research Associate
Institutional Affiliation: University of Notre Dame
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, . citation courtesy of
|August 2017||Identifying Exchange Rate Common Factors|
with Ryan Greenaway-McGrevy, Donggyu Sul, Jyh-Lin Wu: w23726
Published: 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. citation courtesy of
|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
|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