Nelson C. Mark

Mean Reversion in Equilibrium Asset Prices

Year: 1988
Journal: American Economic Review
Authors: Stephen C. Cecchetti; Poksang Lam; Nelson C. Mark

The Equity Premium and the Risk Free Rate: Matching the Moments

Year: 1991
Journal: Journal of Monetary Economics
Authors: Stephen G. Cecchetti; P0ksang Lam; Nelson C. Mark

Price Level Convergence Among United States Cities: Lessons for the European Central Bank

Year: 2000
Journal: International Economic Review
Authors: Stephen G. Cecchetti; Nelson C. Mark; Robert J. Sonora

Official Interventions and the Forward Premium Anomaly

Year: 2003
Journal: Journal of Empirical Finance
Authors: Nelson C. Mark; Youngkyu Moh

Unbiased Estimation of the Halflife to PPP Convergence in Panel Data

Year: 2004
Journal: Journal of Money, Credit and Banking
Authors: Chiyoung Choi; Nelson C. Mark; Donggyu Sul

Effective Exchange Rate Classifications and Growth

Year: 2005
Journal: No Journal Matched
Authors: Justin M. Dubas; Byungjoo Lee; Nelson C. Mark

Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics

Year: 2005
Journal: Journal of Money, Credit and Banking
Authors: Nelson C. Mark

Exchange Rate Models Are Not As Bad As You Think

Year: 2007
Journal: No Journal Matched
Authors: Charles Engel; Nelson C. Mark; Kenneth D. West

Endogenous Discounting, the World Saving Glut, and the US Current Account

Year: 2007
Journal: Journal of International Economics
Authors: Horag Choi; Nelson C. Mark; Donggyu Sul

Trending Current Accounts

Year: 2009
Journal: No Journal Matched
Authors: Horag Choi; Nelson C. Mark

Demographic Patterns and Household Saving in China

Year: 2011
Journal: American Economic Journal: Macroeconomics
Authors: Chadwick C. Curtis; Steven Lugauer; Nelson C. Mark

Factor Model Forecasts of Exchange Rates

Year: 2012
Journal: Econometric Reviews
Authors: Charles Engel; Nelson C. Mark; Kenneth D. West

Precautionary Saving of Chinese and US Households

Year: 2014
Journal: Journal of Money, Credit and Banking
Authors: Horag Choi; Steven Lugauer; Nelson C. Mark

Demographics and Aggregate Household Saving in Japan, China, and India

Year: 2015
Journal: Journal of Macroeconomics
Authors: Chadwick C. Curtis; Steven Lugauer; Nelson C. Mark

Demographics and Monetary Policy Shocks

Year: 2019
Journal: Journal of Money, Credit and Banking
Authors: Kimberly A. Berg; Chadwick C. Curtis; Steven Lugauer; Nelson C. Mark

Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model

Year: 2020
Journal: No Journal Matched
Authors: Kimberly A. Berg; Nelson C. Mark