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Tuesday, April 28, 2015

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James M. Nason, Vice President and EconomistJames M. Nason

Vice President and Economist

Phone: (215) 574-3463
Fax: (215) 574-4303
Send an e-mail to James M. Nason E-mail
Curriculum vitae PDF


  • "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models" (with Alastair R. Hall, Atsushi Inoue, Barbara Rossi), Journal of Econometrics , 170 (October 2012), 499-518.
  • "UK World War I and Interwar Data for Business Cycle and Growth Analysis" (with Shaun P. Vahey), Cliometrica, 6 (2012), 115-142.
  • "The Model Confidence Set" (with Peter R. Hansen and Asger Lunde), Econometrica, 79 (2011), 453-497.
  • "Phillips Curve: Lessons from Single-Equation Estimation" (with 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
    , 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" (with John H. Rogers), Journal of International Economics 68 (January 2006), 159-187.

Working Papers

Federal Reserve Bank of Philadelphia Business Review Articles

Research Interests

  • Macroeconomics
  • International Economics
  • Times Series Econometrics
  • Late update: September 3, 2013