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Charles R. Nelson · Study
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Author
Charles R. Nelson
9 works
· latest 2016
· 1 institutions
cluster: provisional
ORCID 0000-0002-9706-614X
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Citations
1,262
Works here
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16
Most cited in this library
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
1991 · 469 citations
Pitfalls in the use of Time as an Explanatory Variable in Regression
1983 · 204 citations
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components
1999 · 203 citations
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?
2000 · 116 citations
Interest Rates and Inflation: The Message in the Entrails
2016 · 77 citations
Works
9 shown
Interest Rates and Inflation: The Message in the Entrails
American Economic Review
·
2016
·
5 authors
77
citations
A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data
RePEc: Research Papers in Economics
·
2006
·
3 authors
·
preprint
15
citations
A Bayesian Approach To Testing for Markov‐Switching in Univariate and Dynamic Factor Models
International Economic Review
·
2001
·
2 authors
·
Open access
66
citations
Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?
RePEc: Research Papers in Economics
·
2000
·
3 authors
·
preprint
116
citations
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components
Journal of money credit and banking
·
1999
·
2 authors
203
citations
The Uncertain Trend in U.S. GDP
SSRN Electronic Journal
·
1997
·
2 authors
·
preprint
·
Open access
55
citations
Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence
The Review of Economic Studies
·
1991
·
2 authors
·
Open access
469
citations
A Reappraisal of Recent Tests of the Permanent Income Hypothesis
National Bureau of Economic Research
·
1985
·
1 author
·
report
·
Open access
57
citations
Pitfalls in the use of Time as an Explanatory Variable in Regression
National Bureau of Economic Research
·
1983
·
2 authors
·
report
·
Open access
204
citations