James M. Nason

Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research

Timothy Cogley, James M. Nason · Journal of Economic Dynamics and Control · 1995 · 893 citations

Social Sciences, Business Economics, Economics +16

Output Dynamics in Real-Business-Cycles Models

Timothy Cogley, James M. Nason · American Economic Review · 1995 · 504 citations

Social Sciences, Business Economics, Economics +15

Testing for structural breaks in cointegrated relationships

Allan W. Gregory, James M. Nason, David G. Watt · Journal of Econometrics · 1996 · 267 citations

Social Sciences, Economics, Econometrics +7

The present-value model of the current account has been rejected: Round up the usual suspects

James M. Nason, John H. Rogers · Journal of International Economics · 2005 · 189 citations · Full text

Social Sciences, Economics, Financial Economics +15

Impulse dynamics and propagation mechanisms in a real business cycle model

Timothy Cogley, James M. Nason · Economics Letters · 1993 · 74 citations

Social Sciences, Business Economics, Economics +14