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Charles Nelson
Van Voorhis Professor
Areas of Interest:
Econometrics, Monetary Economics, Financial Markets
Email: cnelson@u.washington.edu
Home Page:
http://www.econ.washington.edu/user/cnelson/
Office: Savery 353
Phone: (206) 685-1382
Office Hours: By apt.
Curriculum
Vitae
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| Courses Taught |
Econ 201 - Intro to Macroeconomics
| Winter 2009 |
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| Books |
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| Working Papers |
(PDF) = PDF File which requires Adobe
Acrobat Reader
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| Published
Papers |
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Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?
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Jinho Bae, Konkuk University (Korea); Charles R. Nelson; Journal of Macroeconomics , Vol. 29, No. 4, December 2007, 690-707. .
- UWEC-2006-07-P -
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The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models
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Charles Nelson; Richard Startz; Journal of Econometrics, Vol. 138, 47-62.. (PDF)
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Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified
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Jun Ma, U of Alabama; Charles R. Nelson; Richard Startz; Studies n Nonlinear Dynamics & Econometrics, Volume 11, Issue 1, Article 1, March 2007, 1-27..
- UWEC-2006-13-P -
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Business-Cycle Filtering of Macroeconomic Data Via A Latent Business-Cycle Index
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Michael Dueker, Federal Reserve Bank of St. Louis; Charles Nelson; Macroeconomics Dynamics, Vol. 10, pp. 1-22..
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Improved Inference in Weakly Identified Instrumental Variables Regression
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Eric Zivot; Richard Startz; Charles Nelson; Econometric Theory and Practice, Cambridge U Press, pp 125-66..
- UWEC-2004-03-FC -
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The Zero-Information-Limit Condition and Spurious Inference
in Weakly Identified Models
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Charles Nelson; Richard Startz; Forthcoming in Journal of Econometrics. (PDF)
- UWEC-2002-01 -
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Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?
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James Morley, Washington University in St. Louis; Charles Nelson, University of Washington; Eric Zivot, University of Washington; Review of Economics and Statistics, LXXXV, No. 2. May, 2003. (PDF)
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The Less Volatile US Economy: A Bayesian Investigation of Timing, Breadth and Potential Explanations
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Chang-Jin Kim; Charles Nelson; Jeremy Piger; Journal of Bus. and Econ. Statistics, 22 (1), Jan. 2004, 80-93..
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Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?
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Chang-Jin Kim; Forthcoming in Journal of Empirical Finance. (PDF)
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Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle
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Chang-Jin Kim; Charles Nelson; The Review of Economics and Statistics, November 1999, 81 (4), 608-616..
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Markov Regime Switching and Unit Root Tests
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Charles Nelson; Jeremy Piger; Eric Zivot; Journal of Business & Economic Statistics, October 2001.
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A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
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Chang-Jin Kim; Charles Nelson; International Economic Review, 42, 4 (October 2001), 989-1013.. (PDF)
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State-Space Modeling of the Relationship Between Air Quality and Mortality
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Christian Murray; Charles Nelson; J. of the Air & Waste Management Assn., 50 (July 2000), 1075-1080.. (PDF)
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Business Cycle Turning Points, A New Coincident Index, and Test of Duration Dependence Based on a Dynamic Factor Model with Regime Switching
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Chang-Jin Kim; Charles Nelson; The Review of Economics and Statistics, 80, (May 1998), 188-201.
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The Uncertain Trend in U.S. GDP
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Chris Murray; Charles Nelson; Journal of Monetary Economics, 46, (2000), 79-95. (PDF)
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