Nelson C Mark
Biographic Data
| ID | 5735330 |
|---|---|
| NAME | Nelson C Mark |
| GIVEN NAMES | Nelson C |
| FAMILY NAME | Mark |
| SIGNATURE | MARK N C |
| AFFILIATIONS | University of Notre Dame |
| ORCID | 0000-0001-5446-5119 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1985 |
| LATEST PUBLICATION YEAR | 2006 |
| H-INDEX | 1 |
Ten Days That Unexpectedly Changed America
Journal Article Ten Days That Unexpectedly Changed America: Freedom Summer Get access Ten Days That Unexpectedly Changed America: Freedom Summer. Dir. and prod. by Williams Marco. History Channel, 2006. 60 mins. ( A&E Home Video, P.O. Box 2284, South Burlington, VT 05407; 888-423-1212; http://www.store.aetv.com/) Newman Mark Newman Mark University of EdinburghEdinburgh, Scotland Search for other works by this author on: Oxford Academic Google Sch…
Cointegration Vector Estimation by Panel Dols and Long‐run Money Demand
We study the panel dynamic ordinary least square (DOLS) estimator of a homogeneous cointegration vector for a balanced panel of N individuals observed over T time periods. Allowable heterogeneity across individuals include individual‐specific time trends, individual‐specific fixed effects and time‐specific effects. The estimator is fully parametric, computationally convenient, and more precise than the single equation estimator. For fixed N as T …
Rethinking Deviations From Uncovered Interest Parity
We examine the ability of the standard intertemporal asset pricing model and a model of noise trading to explain why the forward foreign exchange premium predicts the future currency depreciation with the 'wrong' sign. We find that the intertemporal asset pricing model is unable to predict risk premia with the correct sign to be consistent with the data. The noise‐trader model, while highly stylised, receives fragmentary support from empirical re…
A Note on International Real Interest Rate Differentials
Abstrac t-This note empirically examines the issue of real interest rate equalization across countries. The equality of real interest rates is implied by two frequently employed concepts of equilibrium in international asset (capital) and commodity markets and imposes certain time series restrictions on ex post real interest rates. Statistical tests of these restrictions strongly reject the hypothesis that real interest rates have been equal acro…
Rethinking Deviations From Uncovered Interest Parity
We examine the ability of the standard intertemporal asset pricing model and a model of noise trading to explain why the forward foreign exchange premium predicts the future currency depreciation with the 'wrong' sign. We find that the intertemporal asset pricing model is unable to predict risk premia with the correct sign to be consistent with the data. The noise‐trader model, while highly stylised, receives fragmentary support from empirical re…
A Note on International Real Interest Rate Differentials
Abstrac t-This note empirically examines the issue of real interest rate equalization across countries. The equality of real interest rates is implied by two frequently employed concepts of equilibrium in international asset (capital) and commodity markets and imposes certain time series restrictions on ex post real interest rates. Statistical tests of these restrictions strongly reject the hypothesis that real interest rates have been equal acro…
Rethinking Deviations From Uncovered Interest Parity
We examine the ability of the standard intertemporal asset pricing model and a model of noise trading to explain why the forward foreign exchange premium predicts the future currency depreciation with the 'wrong' sign. We find that the intertemporal asset pricing model is unable to predict risk premia with the correct sign to be consistent with the data. The noise‐trader model, while highly stylised, receives fragmentary support from empirical re…
Cointegration Vector Estimation by Panel Dols and Long‐run Money Demand
We study the panel dynamic ordinary least square (DOLS) estimator of a homogeneous cointegration vector for a balanced panel of N individuals observed over T time periods. Allowable heterogeneity across individuals include individual‐specific time trends, individual‐specific fixed effects and time‐specific effects. The estimator is fully parametric, computationally convenient, and more precise than the single equation estimator. For fixed N as T …
Ten Days That Unexpectedly Changed America
Journal Article Ten Days That Unexpectedly Changed America: Freedom Summer Get access Ten Days That Unexpectedly Changed America: Freedom Summer. Dir. and prod. by Williams Marco. History Channel, 2006. 60 mins. ( A&E Home Video, P.O. Box 2284, South Burlington, VT 05407; 888-423-1212; http://www.store.aetv.com/) Newman Mark Newman Mark University of EdinburghEdinburgh, Scotland Search for other works by this author on: Oxford Academic Google Sch…
Econometrics (3 works) · Monetary Policy and Economic Impact (3 works) · Economics (2 works) · Mathematics (2 works) · Monetary economics (2 works) · Statistics (2 works) · American Constitutional Law and Politics (1 work) · American Political and Social Dynamics (1 work) · Applied Mathematics (1 work) · Art history (1 work)