Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP so Different? von Morley, James C., Nelson, Charles R., Zivot, Eric

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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 von Kim, Chang-Jin, Nelson, Charles R.

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New measures of the output gap based on the forward-looking new Keynesian Phillips curve von Basistha, Arabinda, Nelson, Charles R.

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Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve von KIM, CHANG-JIN, MANOPIMOKE, PYM, NELSON, CHARLES R.

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Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data von Kim, Chang-Jin, Nelson, Charles R.

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The Beveridge–Nelson decomposition in retrospect and prospect von Nelson, Charles R.

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The zero-information-limit condition and spurious inference in weakly identified models von Nelson, Charles R., Startz, Richard

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Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? von Kim, Y., Nelson, C. R.

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Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator von Nelson, Charles R., Startz, Richard

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BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX von DUEKER, MICHAEL, NELSON, CHARLES R.

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Why are stock returns and volatility negatively correlated? von Bae, Jinho, Kim, Chang-Jin, Nelson, Charles R.

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Business Cycle Turning Points, a New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model with Regime Switching von Kim, Chang-Jin, Nelson, Charles R.

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Predictable Stock Returns: The Role of Small Sample Bias von NELSON, CHARLES R., KIM, MYUNG J.

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The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations von Kim, Chang-Jin, Nelson, Charles R, Piger, Jeremy

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Expectation horizon and the Phillips Curve: the solution to an empirical puzzle von Lee, Jaejoon, Nelson, Charles R.

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Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified von Ma, Jun, Nelson, Charles R, Startz, Richard

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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? von Kim, Chang-Jin, Morley, James C., Nelson, Charles R.

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A Bayesian Approach To Testing for Markov-Switching in Univariate and Dynamic Factor Models von Kim, Chang-Jin, Nelson, Charles R.

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Markov Regime Switching and Unit-Root Tests von Nelson, Charles R, Piger, Jeremy, Zivot, Eric

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The Structural Break in the Equity Premium von Kim, Chang-Jin, Morley, James C, Nelson, Charles R

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