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List of works by Nelson Mark

Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?

scholarly article published January 1998

Business Cycles, Consumption and Risk-Sharing: How Different Is China?

scientific article published in July 2010

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

scientific article published in January 2005

Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand

scientific article published in December 2002

Demographic Patterns and Household Saving in China

scientific article published in February 2011

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

scientific article published in September 2015

Demographics and Monetary Policy Shocks

scientific article published in June 2019

Dynamic Seemingly Unrelated Cointegrating Regression

Effective Exchange Rate Classifications and Growth

scientific article published in April 2005

Endogenous Discounting, the World Saving Glut and the U.S. Current Account

scientific article published in November 2007

Exchange Rate Models Are Not as Bad as You Think

scientific article published in August 2007

Factor Model Forecasts of Exchange Rates

scientific article published in September 2012

Global Macro Risks in Currency Excess Returns

scientific article published in September 2017

Identifying Exchange Rate Common Factors

scientific article published in August 2017

Mean Reversion in Equilibrium Asset Prices

scientific article published in November 1988

Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market

scientific article published in September 2003

Precautionary Saving of Chinese and U.S. Households

scientific article published in September 2014

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

Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

The Use of Predictive Regressions at Alternative Horizons in Finance and Economics

scientific article published in August 2004

Trending Current Accounts

scientific article published in August 2009

Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data

scientific article published in July 2004

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

scientific article published in September 2020