Nelson C. Mark

University of Notre Dame - Department of Economics and Econometrics

442 Flanner

Notre Dame, IN 46556

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

34

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SSRN CITATIONS
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Top 1,889

in Total Papers Citations

110

CROSSREF CITATIONS

580

Scholarly Papers (34)

The Economic Content of Indicators of Developing Country Creditworthiness

Number of pages: 38 Posted: 15 Feb 2006
Nadeem Ul Haque, Nelson C. Mark and Donald J. Mathieson
Pakistan Institute of Development Economics, University of Notre Dame - Department of Economics and Econometrics and International Monetary Fund (IMF)
Downloads 543 (64,877)
Citation 11

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The Economic Content of Indicators of Developing Country Creditworthiness

IMF Staff Papers
Posted: 15 Sep 1999
Pakistan Institute of Development Economics, International Monetary Fund (IMF), University of Notre Dame - Department of Economics and Econometrics, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)

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2.

The Relative Importance of Political and Economic Variables in Creditworthiness Ratings

Number of pages: 13 Posted: 15 Feb 2006
Nadeem Ul Haque, Nelson C. Mark and Donald J. Mathieson
Pakistan Institute of Development Economics, University of Notre Dame - Department of Economics and Econometrics and International Monetary Fund (IMF)
Downloads 524 (68,644)
Citation 3

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Credit ratings, creditworthiness

3.

Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel

Number of pages: 27 Posted: 24 Mar 1999
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 366 (104,793)
Citation 48

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4.

Continuous-Time Market Dynamics, Arch Effects, and the Forward Premium Anomaly

Ohio State University Working Paper
Number of pages: 34 Posted: 20 Jul 2002
Nelson C. Mark and Young-Kyu Moh
University of Notre Dame - Department of Economics and Econometrics and Texas Tech University
Downloads 206 (188,700)
Citation 5

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ARCH, forward premium anomaly, foreign exchange intervention

5.

Mean Reversion in Equilibrium Asset Prices

Number of pages: 46 Posted: 16 Jun 2004 Last Revised: 21 Jul 2021
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 172 (221,520)
Citation 5

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6.

Exchange Rates as Exchange Rate Common Factors

HKIMR Working Paper No.21/2012
Number of pages: 29 Posted: 31 Aug 2012
affiliation not provided to SSRN, University of Notre Dame - Department of Economics and Econometrics, Independent and National Sun Yat-sen UniversityNational Chung Cheng University - Department of Economics
Downloads 124 (287,928)
Citation 6

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exchange rates, common factors, forecasting

7.

Asymptotic Power Advantages of Long-Horizon Regression Tests

Ohio State University
Number of pages: 40 Posted: 19 Jul 2002
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 96 (343,046)
Citation 5

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Local Asymptotic Power, Long-Horizon, Regression

8.

The Role of Household Saving in the Economic Rise of China

HKIMR Working Paper No.04/2013
Number of pages: 24 Posted: 13 Mar 2013
Steven Lugauer and Nelson C. Mark
University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 89 (359,841)
Citation 1

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household saving, precautionary motive, China

9.

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

Number of pages: 23 Posted: 08 Jul 2004
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 86 (367,566)
Citation 7

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Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

Number of pages: 37 Posted: 16 Jul 2009
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 74 (405,559)
Citation 1

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Recursive Mean Adjustment, Fixed Effects, Cross-sectional Dependence.

Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 5, pp. 567-599, October 2010
Number of pages: 33 Posted: 30 Aug 2010
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 3 (815,011)
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11.

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

Number of pages: 41 Posted: 23 Aug 2004 Last Revised: 27 Oct 2021
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 60 (447,452)

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12.

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

Number of pages: 26 Posted: 06 Dec 2002 Last Revised: 16 Oct 2021
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 56 (462,339)
Citation 5

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13.

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

Number of pages: 26 Posted: 16 Jul 2000 Last Revised: 13 Nov 2021
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 56 (462,339)
Citation 9

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14.

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

Number of pages: 22 Posted: 27 Jul 2004 Last Revised: 04 Jul 2021
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 55 (466,121)

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15.

Effective Exchange Rate Classifications and Growth

Number of pages: 35 Posted: 31 May 2005 Last Revised: 21 Oct 2021
Justin M. Dubas, Byung-Joo Lee and Nelson C. Mark
affiliation not provided to SSRN, University of Notre Dame - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 54 (469,947)

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16.

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

Number of pages: 28 Posted: 18 May 2000 Last Revised: 28 Jun 2021
National Bureau of Economic Research (NBER)Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and Univeristy of Montana
Downloads 43 (516,720)
Citation 2

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17.

Dynamic Seemingly Unrelated Cointegrating Regression

Number of pages: 39 Posted: 05 Apr 2003 Last Revised: 21 Oct 2021
Nelson C. Mark, Masao Ogaki and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics, Ohio State University and Independent
Downloads 42 (521,394)
Citation 4

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18.

Factor Model Forecasts of Exchange Rates

Number of pages: 33 Posted: 15 Sep 2012 Last Revised: 24 Sep 2021
Charles M. Engel, Nelson C. Mark and Kenneth D. West
University of Wisconsin - Madison - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Wisconsin - Madison - Department of Economics
Downloads 39 (535,884)
Citation 4

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19.

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

Number of pages: 27 Posted: 08 Aug 2012 Last Revised: 23 Sep 2021
Nelson C. Mark
University of Notre Dame - Department of Economics and Econometrics
Downloads 34 (561,771)
Citation 4

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20.

Demographic Patterns and Household Saving in China

Number of pages: 21 Posted: 28 Feb 2011 Last Revised: 26 Jun 2021
Chadwick Curtis, Steven Lugauer and Nelson C. Mark
affiliation not provided to SSRN, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 34 (561,771)
Citation 9

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21.

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

Number of pages: 39 Posted: 27 Jun 2007 Last Revised: 05 Nov 2021
National Bureau of Economic Research (NBER)Brandeis International Business School, Ohio State University (OSU) - Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 26 (609,005)

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22.

Exchange Rate Models are Not as Bad as You Think

Number of pages: 61 Posted: 23 May 2012 Last Revised: 22 Nov 2021
Charles M. Engel, Nelson C. Mark and Kenneth D. West
University of Wisconsin - Madison - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and University of Wisconsin - Madison - Department of Economics
Downloads 25 (615,699)
Citation 9

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23.

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

Number of pages: 37 Posted: 05 Nov 2007 Last Revised: 31 Jan 2021
Horag Choi, Nelson C. Mark and Donggyu Sul
Monash University, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 24 (622,568)

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24.

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

Number of pages: 34 Posted: 04 Oct 2006 Last Revised: 08 Sep 2021
Nelson C. Mark and Young-Kyu Moh
University of Notre Dame - Department of Economics and Econometrics and Texas Tech University
Downloads 24 (622,568)
Citation 1

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25.

Demographics and Monetary Policy Shocks

Number of pages: 72 Posted: 01 Jul 2019 Last Revised: 03 Sep 2021
Miami University of Ohio, University of Richmond - E. Claiborne Robins School of Business - Economics, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 20 (650,588)
Citation 1

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26.

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

Number of pages: 32 Posted: 12 Jul 2010 Last Revised: 21 Feb 2021
Chadwick Curtis and Nelson C. Mark
affiliation not provided to SSRN and University of Notre Dame - Department of Economics and Econometrics
Downloads 19 (657,822)
Citation 2

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27.

Precautionary Saving of Chinese and U.S. Households

Number of pages: 42 Posted: 30 Sep 2014 Last Revised: 04 Aug 2021
Horag Choi, Steven Lugauer and Nelson C. Mark
Monash University, Economics Department, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 17 (672,171)
Citation 1

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28.

Global Macro Risks in Currency Excess Returns

Number of pages: 55 Posted: 11 Sep 2017 Last Revised: 07 Jun 2021
Kimberly Berg and Nelson C. Mark
Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics
Downloads 16 (679,555)
Citation 6

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29.

Identifying Exchange Rate Common Factors

Number of pages: 43 Posted: 28 Aug 2017 Last Revised: 31 Oct 2021
University of Auckland Business School, Independent, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen UniversityNational Chung Cheng University - Department of Economics
Downloads 15 (687,094)

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30.

Price Index Convergence Among United States Cities

Number of pages: 19 Posted: 05 Jan 2003
National Bureau of Economic Research (NBER)Brandeis International Business School, University of Notre Dame - Department of Economics and Econometrics and Univeristy of Montana
Downloads 15 (687,094)
Citation 5
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31.

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

Number of pages: 33 Posted: 14 Sep 2015 Last Revised: 25 Nov 2021
Chadwick Curtis, Steven Lugauer and Nelson C. Mark
University of Richmond - E. Claiborne Robins School of Business - Economics, University of Kentucky - Department of Economics and University of Notre Dame - Department of Economics and Econometrics
Downloads 14 (694,807)
Citation 3

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32.

Trending Current Accounts

Number of pages: 42 Posted: 18 Aug 2009 Last Revised: 28 Aug 2021
Horag Choi and Nelson C. Mark
Monash University and University of Notre Dame - Department of Economics and Econometrics
Downloads 9 (734,158)

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33.

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

Number of pages: 34 Posted: 21 Sep 2020 Last Revised: 18 Nov 2021
Kimberly Berg and Nelson C. Mark
Miami University of Ohio and University of Notre Dame - Department of Economics and Econometrics
Downloads 2 (790,682)
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34.

Linkages between Exchange Rate Policy and Macroeconomic Performance

Pacific Economic Review, Vol. 16, Issue 4, pp. 395-420, 2011
Number of pages: 26 Posted: 13 Oct 2011
Vladimir Sokolov, Byung-Joo Lee and Nelson C. Mark
National Research University Higher School of Economics, affiliation not provided to SSRN and University of Notre Dame - Department of Economics and Econometrics
Downloads 2 (790,682)
Citation 1
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