James M. Nason

Vice President and Economist

"UK World War I and Interwar Data for Business Cycle and Growth Analysis," (joint with Shaun P. Vahey), Cliometrica (2012, forthcoming).
"The Model Confidence Set" (with Peter R. Hansen and Asger Lunde), Econometrica, 79 (2011), 453-497.
"Phillips Curve: Lessons from Single-Equation Estimation," Gregor W. Smith, in Hornstein, A. (ed.), The New Keynesian Phillips Curve, Economic Quarterly Federal Reserve Bank of Richmond 94 (Fall 2008), 361-395.
"Identifying the New Keynesian Phillips Curve" (with G.W. Smith), Journal of Applied
Econometrics, 23 (2008), 525-521.
"Simple versus Optimal Rules as Guides to Policy," with William A. Brock, Steven N. Durlauf, and Giacomo Rondina, Journal of Monetary Economics, Carnegie-Rochester Conference Series on Public Policy: Issues in Current Monetary Policy Analysis 54 (July 2007), 1372-1396.
"The McKenna Rule and U.K. World War I Finance," with Shaun P. Vahey, American Economic Review, Papers and Proceedings 97(May 2007), 290-294.
"The Present-Value Model of the Current Has Been Rejected: Round up the Usual Suspects," John H. Rogers, Journal of International Economics 68 (January 2006), 159-187.

"Bayesian Estimation of DSGE Models," with Pablo A. Guerrón-Quintana, Working Paper 12-4, February 2012.
"UK World War I and Interwar Data for Business Cycle and Growth Analysis," with Shaun P. Vahey, Working Paper 11-10, February 2011.
"Business Cycle Implications of Internal Habit Formation for New Keynesian Models," (joint with Takashi Kano), Federal Reserve Bank of Atlanta Working Papers, 2009-16 July 2009.
"Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," (joint with Alastair R. Hall, Atsushi Inoue, Barbara Rossi), Economic Research Initiatives at Duke (ERID) Working Paper No. 29 , September 2009.
"Exchange Rates and Fundamentals: A Generalization" (joint with John H. Rogers), Board of Governors of the Federal Reserve System, International Finance Discussion Papers, 2008-948, September 2008.