James Nason

Current Position:

Jenkins Distinguished Professor of Economics, Department of Economics, North Carolina State University, August 2013–current.

Immediate Past Position:

Vice President and Economist, Research Department, Federal Reserve Bank of Philadelphia, March 2010–August 2013.

Several Refereed Publications:

“Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks” (with E.W. Tallman), Macroeconomic Dynamics (2014), forthcoming.

"Business Cycle Implications of Internal Habit Formation for New Keynesian Models” (with T. Kano), Journal of Money, Credit and Banking (2014), forthcoming.

“Information Criteria for Impulse Response Function Matching Estimation of DSGE Models” (with A.R. Hall, A. Inoue, and B. Rossi), Journal of Econometrics, 170 (2012), 499–518.

“The Model Confidence Set” (with P.R. Hansen and A. Lunde), Econometrica, 79 („2011)…, 453–497.

“Identifying the New Keynesian Phillips Curve” (with G.W. Smith), Journal of Applied Econometrics, 23 („2008)…, 525–551.

Several Contributions to Edited Volumes:

“Bayesian Estimation of DSGE Models” (with P.A. Guerrón-Quintana), in Hashimzade, N. and Thorton, M. (eds.), The Handbook of Empirical Methods in Macroeconomics (2013), by Edward Elgar Publishing Ltd., Cheltenham, U.K.

“Phillips Curve: Lessons from Single-Equation Estimation” (with G.W. Smith), in Hornstein, A. (ed.), The New Keynesian Phillips Curve, Economic Quarterly Federal Reserve Bank of Richmond 94 (Fall 2008), 361–395.

“Simple versus Optimal Rules as Guides to Policy” (with W.A. Brock, S.N. Durlauf, and G. Rondina), Journal of Monetary Economics, Carnegie-Rochester Conference Series on Public Policy: Issues in Current Monetary Policy Analysis, 54 (2007), 1372–1396.