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Economics and Finance

D-Index
44
Citations
13063
World Ranking
1812
National Ranking
1067

Overview

Nelson C. Mark is affiliated with the University of Notre Dame in the United States, focusing on research within the fields of Economics, Econometrics, and Finance. Their work spans several specialized subfields, including Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Renewable Energy, Sustainability and the Environment, and Accounting.

Their publications frequently address topics such as Market Dynamics and Volatility, Monetary Policy and Economic Impact, Climate Change Policy and Economics, Energy, Environment, Economic Growth, Global Energy and Sustainability Research, Economic Growth and Productivity, and Global Financial Crisis and Policies.

Recent papers by Nelson C. Mark include "Global temperature shocks and real exchange rates" (2022) published in the Journal of Climate Finance; "GDP and temperature: Evidence on cross-country response heterogeneity" (2024) in the European Economic Review; and two versions of the paper titled "GDP and Temperature: Evidence on Cross-Country Response Heterogeneity" published in 2023 and 2022 in the SSRN Electronic Journal. Another earlier paper titled "Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model" appeared in the SSRN Electronic Journal in 2020.

Publication venues where Nelson has been frequently published include the SSRN Electronic Journal with three papers, European Economic Review, Journal of Climate Finance, RePEc: Research Papers in Economics, and the Journal of Money Credit and Banking.

Collaborations feature several co-authors with whom Nelson has published multiple times. Frequent co-authors include Kimberly Berg, Chadwick Curtis, Sinyoung O. Lee, Jonas Nauerz, and Jonathan Rawls.

  • Economics, Econometrics and Finance
  • Economics and Econometrics
  • General Economics, Econometrics and Finance
  • Finance
  • Renewable Energy, Sustainability and the Environment
  • Accounting

  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • Climate Change Policy and Economics
  • Energy, Environment, Economic Growth
  • Global Energy and Sustainability Research
  • Economic Growth and Productivity
  • Global Financial Crisis and Policies

  • Global temperature shocks and real exchange rates, 2022, Journal of Climate Finance
  • GDP and temperature: Evidence on cross-country response heterogeneity, 2024, European Economic Review
  • GDP and Temperature: Evidence on Cross-Country Response Heterogeneity, 2023, SSRN Electronic Journal
  • GDP and Temperature: Evidence on Cross-Country Response Heterogeneity, 2022, SSRN Electronic Journal
  • Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model, 2020, SSRN Electronic Journal

  • Kimberly Berg
  • Chadwick Curtis
  • Sinyoung O. Lee
  • Jonas Nauerz
  • Jonathan Rawls

  • SSRN Electronic Journal
  • European Economic Review
  • Journal of Climate Finance
  • RePEc: Research Papers in Economics
  • Journal of Money Credit and Banking

Best Publications

  • Exchange rates and fundamentals: Evidence on long-horizon predictability

    Nelson C. Mark

  • Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*

    Nelson C. Mark;Nelson C. Mark;Nelson C. Mark;Donggyu Sul

  • Mean Reversion in Equilibrium Asset Prices

    Stephen G Cecchetti;Pok-sang Lam;Nelson C Mark

  • Nominal exchange rates and monetary fundamentals Evidence from a small post-Bretton woods panel

    Nelson C. Mark;Donggyu Sul

  • Exchange Rate Models Are Not as Bad as You Think [with Comments and Discussion]

    Charles Engel;Nelson C. Mark;Kenneth D. West;Kenneth Rogoff

  • Real and nominal exchange rates in the long run: An empirical investigation

    Nelson C. Mark

  • Exchange Rate Models Are Not as Bad as You Think

    Charles Engel;Nelson C. Mark;Kenneth D. West

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

    Stephen G Cecchetti;Pok-sang Lam;Nelson C Mark

  • Price Index Convergence among United States Cities

    Stephen G. Cecchetti;Nelson C. Mark;Robert J. Sonora

  • The equity premium and the risk-free rate: matching the moments

    Stephen Cecchetti;P. Lam;Nelson Mark

  • International Macroeconomics and Finance: Theory and Empirical Methods

    Nelson C. Mark

  • Dynamic Seemingly Unrelated Cointegrating Regressions

    Nelson C. Mark;Masao Ogaki;Donggyu Sul

  • Testing the CAPM with Time-Varying Risks and Returns

    James N. Bodurtha;Nelson C. Mark

  • The Economic Content of Indicators of Developing Country Creditworthiness

    Nadeem Ul Haque;Manmohan S. Kumar;Nelson Mark;Donald J. Mathieson

  • On time varying risk premia in the foreign exchange market: An econometric analysis

    Nelson C. Mark

  • Factor Model Forecasts of Exchange Rates

    Charles Engel;Nelson C. Mark;Kenneth D. West

  • Rethinking Deviations From Uncovered Interest Parity: the Role of Covariance Risk and Noise

    Nelson C. Mark;Yangru Wu

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

    Nelson C. Mark

  • Demographic Patterns and Household Saving in China

    Chadwick C. Curtis;Steven Lugauer;Nelson C. Mark

  • Some evidence on the international inequality of real interest rates

    Nelson C. Mark

  • The equity premium and the risk-free rate: Matching the moments

    Stephen G Cecchetti;Stephen G Cecchetti;Pok-sang Lam;Nelson C Clark

Frequent Co-Authors

Stephen G. Cecchetti
Stephen G. Cecchetti Brandeis University
Charles M. Engel
Charles M. Engel University of Wisconsin–Madison
Yangru Wu
Yangru Wu Rutgers, The State University of New Jersey
Barbara Rossi
Barbara Rossi Pompeu Fabra University
Lucio Sarno
Lucio Sarno University of Cambridge
Kenneth Rogoff
Kenneth Rogoff Harvard University

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