{"id":8,"date":"2023-04-25T06:29:10","date_gmt":"2023-04-25T10:29:10","guid":{"rendered":"https:\/\/sites.nd.edu\/nmark\/?page_id=8"},"modified":"2023-04-25T06:50:52","modified_gmt":"2023-04-25T10:50:52","slug":"research","status":"publish","type":"page","link":"https:\/\/sites.nd.edu\/nmark\/research\/","title":{"rendered":"Research"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\"><strong>Working Papers<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BCM_GDP_Temp_Draft03_01.pdf\">GDP and Temperature: Evidence on Cross-Country Response Heterogeneity<\/a>&nbsp;(with K.A. Berg and C.C. Curtis). Revised from the original 11 August 2021 version.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Berg_Mark_MS28656.pdf\">Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model<\/a>&nbsp;(with K.A. Berg)&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Berg_Mark_Appendix_MS28656.pdf\">Appendix<\/a><\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>Selected published papers<\/strong><\/h2>\n\n\n\n<p><strong>(Downloadable. These papers are copyrighted by the journal publisher and are not to be reproduced without the copyright holder&#8217;s permission)<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\" reversed>\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Climate_Exra_JCF_Rev.pdf\">Global Temperature Shocks and Real Exchange Rates<\/a>&nbsp;(with S.O. Lee, J.&nbsp;Nauerz, J. Rawls, and Z. Wei), forthcoming,&nbsp;<em>Journal of Climate Finance<\/em>.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/JMCB%20Demographics%20and%20Monetary%20Policy%20Shocks.pdf\">Demographics and Monetary Policy Shocks,<\/a>&nbsp;(with K.A. Berg, C.C. Curtis, and S.&nbsp;Lugauer),&nbsp;<em>Journal of Money, Credit, and Banking&nbsp;<\/em>May 2021<em>.&nbsp;<\/em><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/MS20-029-Online-Appendix.pdf\">Online Appendix<\/a>.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BCLM_Figs_Tabs_Eviews.zip\">Data and Replication Codes for Local Projections<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BCLM_CEX_SCF.zip\">Data and Replication Code on Survey of Consumer Finance Facts<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BCLM_ModelCode.zip\">Data and Replication Code for the Model<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Berg_Mark_WhereTheRisk.pdf\">Where&#8217;s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium<\/a>&nbsp;(with K.A. Berg),<em>&nbsp;Journal of International Money and Finance<\/em>, 95, July (2019), pp. 297-316.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BergMark_WheresTheRisk_JIMF_Appendix.pdf\">Appendix<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Greenaway-McGrevy_et_al-2018-International_Economic_Review.pdf\">Identifying Exchange Rate Common Factors<\/a>&nbsp;(with R.&nbsp;Greenaway-McGrevy, D. Sul and JY Wu),&nbsp;<em>International Economic Review,<\/em>&nbsp;Vol. 59, No. 4, November 2018, pp. 2193-2218.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Berg_Mark_JEF.pdf\">Global Macro Risks in Currency Excess Returns<\/a>&nbsp;(with K.A. Berg),&nbsp;<em>Journal of Empirical Finance, 45&nbsp;<\/em><em>(2018) 300-315<\/em>.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BergMarkMeasuresOfGlobalUncertainty.pdf\">Measures of Global Uncertainty and Carry Trade Excess Returns<\/a>, (with K.A. Berg),&nbsp;<em>Journal of International Money and Finance,&nbsp;<\/em>88 (2018), 212-227.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BergMark_JIMF2017_Appendix.pdf\">Appendix&#8211;GMM standard errors<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/CHOI_et_al-2017-Journal_of_Money,_Credit_and_Banking.pdf\">Precautionary Saving of Chinese and US Households<\/a>&nbsp;(with H. Choi and S. Lugauer),&nbsp;<em>Journal of Money, Credit, and Banking,&nbsp;<\/em>(June, 2017). Online&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/OnlineAppendix.pdf\">Appendix<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/J_MacroPublishedVersion.pdf\">Demographics and Aggregate Household Saving in Japan, China, and India<\/a>&nbsp;(with C. Curtis and S. Lugauer),&nbsp;<em>Journal of Macroeconomics,&nbsp;<\/em>March 2017.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Berg_Mark_JIE_2015.pdf\">Third-Country Effects on the Exchange Rate<\/a>&nbsp;(with K.A. Berg), July 2015,&nbsp;<em>Journal of International Economics<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/CLM_AEJ_Macro_2015.pdf\">Demographic Patterns and Household Saving in China<\/a>&nbsp;(with C. Curtis and S. Lugauer), (April 2015) 7(2): 58-94.&nbsp;<em>American Economic Journal: Macroeconomics.<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/emwall.pdf\">Factor Model Forecasts of Exchange Rates<\/a>&nbsp;(with C. Engel and K.D. West),&nbsp;<em>Econometric Reviews,<\/em>&nbsp;34 (2015): 32-55.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/emwappA.pdf\">Appendix A<\/a>&nbsp;and&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/emwappB.pdf\">Appendix B<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/SokolovLeeMarkPER.pdf\">Linkages Between Exchange Rate Policy and Macroeconomic Performance<\/a>&nbsp;(with V. Sokolov and B.J. Lee),&nbsp;<em>Pacific Economic Review.<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/HKIMR_WP_LugauerMark2013.pdf\">The Role of Household Saving in the Economic Rise of China<\/a>&nbsp;(with S. Lugauer), HKIMR working paer version. Published&nbsp;in Yin-Wong Cheung and Frank Westermann, eds.,&nbsp;<em>Global Interdependence, Decoupling and Recoupling,&nbsp;<\/em>CES-ifo seminar series (MIT Press),&nbsp;<a href=\"http:\/\/www.cesifo-group.de\/ifoHome\/publications\/book-series\/CESifo-Seminar-Series\/Archive\/40_Yin-Wong_Cheung.html\">restricted access<\/a>.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Curtis_Mark_2011.pdf\">Business Cycles, Consumption and Risk-Sharing: How Different is China?<\/a>(with C. Curtis), in Yin-Wong Cheung,Vikas Kakkar,and Guonan Ma, eds.,&nbsp;<em>The Evolving Role of Asia in Global Finance<\/em>.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Curtis_Mark_Present_Beijing.pdf\">Presentation Slides<\/a>.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Choi_et_al-2010-Oxford_Bulletin_of_Economics_and_Statistics.pdf\">Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment<\/a>&nbsp;(with C.Y. Choi and D. Sul)&nbsp;<em>Oxford Bulletin of Economics, 72,5 (2010): 567-599<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Dubas_Lee_Mark_JIMF.pdf\">A Multinomial Logit Approach to Exchange Rate Policy Classification with an Application to Growth<\/a>&nbsp;(with J. Dubas and B.J. Lee)&nbsp;<em>Journal of International Money and Finance, 29 (2010), 1438-1462.<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/jmcb_TaylorRule.pdf\">Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics<\/a>&nbsp;J<em>ournal of Money, Credit, and Banking, September 2009, 1047-1070.<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Mark-Sul_2011_08_29.pdf\">When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than Time-Series Regression Forecasts?<\/a>&nbsp;(with D. Sul), in Jessica James, Ian Marsh, and Lucio Sarno, eds.,<em>&nbsp;Handbook of Exchange Rates.<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/JIE_Savings_Glut_Current_Account.pdf\">Endogenous Discounting, the World Saving Glut and the U.S. Current Account<\/a>&nbsp;(with H. Choi and D. Sul),&nbsp;<em>Journal of International Economics<\/em>, 75, May 2008, 30-53.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/EMW%20MacroAnnual%203-21-07.pdf\">Exchange Rate Models Are Not&nbsp;As&nbsp;Bad As You Think<\/a>&nbsp;(with C. Engel and K.D. West),&nbsp;<em>NBER Macroeconomics Annual<\/em>2007.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/EMPFIN329.pdf\">Official Interventions and the Forward Premium Anomaly<\/a>&nbsp;2007, (with Y.K. Moh),&nbsp;<em>Journal of Empirical Finance, 14, 499-522.<\/em><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/PPP%20Bias_JMCB.pdf\">Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data<\/a>&nbsp;(with C.Y. Choi and D. Sul),&nbsp;<em>Journal of Money, Credit, and Banking,<\/em>&nbsp;June, 38, 2006: 921-938<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Dynamic%20SUR%20RES.pdf\">Dynamic Seemingly Unrelated Cointegrating Regressions<\/a>&nbsp;(with M. Ogaki and D. Sul),&nbsp;<em>Review of Economic Studies,&nbsp;<\/em>July, 72, 2005: 797-820.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/PDOLS_Oxford_Bulletin.pdf\">Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand<\/a>(with D. Sul),&nbsp;<em>Oxford Bulletin of Economics and Statistics, December 2003,65, 665-680.<\/em>&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/PDOLS%20Appendix%2004-15-03.pdf\">Technical Appendix<\/a>&nbsp;(Previously entitled A Computationally Simple Cointegration Vector Estimator for Panel Data.)&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/PDOLSV2.ZIP\">Gauss programs and data<\/a>.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Price_IER.pdf\">Price Index Convergence among United States Cities<\/a>&nbsp;<em>(<\/em>with S.G. Cecchetti and R. Sonora).&nbsp;<em>International Economic Review., November 2002.<\/em>&nbsp;(Previously circulated under the title &#8220;Price Level Convergence among United States Cities: Lessons for the European Central Bank.&#8221;)&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/PCITIES.ZIP\">Gauss Programs and Data<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Panel_Exra_Fundmtls.pdf\">Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel,<\/a>&nbsp;(with D. Sul),&nbsp;<em>Journal of International Economics,<\/em>&nbsp;53, 2001, 29-52.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/marksul.zip\">Gauss Programs and Data<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/distort.pdf\">Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to be True?<\/a>&nbsp;(with S.G. Cecchetti and P-s Lam),&nbsp;<em>American Economic Review,&nbsp;<\/em>90, 2000, 787-805.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Rethink-DUIP.pdf\">Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise<\/a>&nbsp;(with Y. Wu), 1998,&nbsp;<em>Economic Journal,<\/em>108, 1686-1706.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/READ.ME\">Data File Description<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Hai_Mark_Wu_JAE.pdf\">Understanding Spot and Forward Exchange Rate Regressions<\/a>&nbsp;(with W. Hai and Y Wu) 1997,&nbsp;<em>Journal of Applied Econometrics,&nbsp;<\/em>12, 715-34.&nbsp;<a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/REQUEST.ZIP\">Gauss Programs and Data<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Creditworthiness.pdf\">The Economic Content of Indicators of Developing Country&nbsp;Creditness<\/a>&nbsp;(with&nbsp;N.Haque, M.S. Kumar, and D.J. Mathieson),&nbsp;<em>International Monetary Fund Staff Papers,&nbsp;<\/em>43(4) December 1996: 688-724.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Chen_Mark_1996.pdf\">Alternative Long-Horizon Exchange Rate Predictors<\/a>(with J. Chen),&nbsp;<em>International Journal of Finance and Economics<\/em>, 1,4 October 1996: 229&#8211;250.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Exchange%20Rates%20and%20Fundamentals.pdf\">Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability<\/a>, 1995,&nbsp;<em>American Economic Review,&nbsp;<\/em>85,1, 201-218.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/CLM_JF_volBounds.pdf\">Testing Volatility Restrictions on Intertemporal Marginal Rate of Substitution Implied by Euler Equations and Asset Returns<\/a>, (with S.G. Cecchetti and P-s Lam),&nbsp;<em>Journal of Finance,<\/em>&nbsp;49, 1994.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/CLM-2_JME.pdf\">The Equity Premium and the Risk-Free Rate: Matching the moments<\/a>&nbsp;(with S.G. Cecchetti and P-s. Lam) 1993,&nbsp;<em>Journal of Monetary Economics<\/em>, 31, 21-45.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Driskill_Mark_Sheffrin.pdf\">Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability<\/a>&nbsp;(with R.A. Driskill and S.M.&nbsp;Sheffrin),&nbsp;<em>International Economic Review<\/em>, 33,1 February (1992): 223-237.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Bodurtha_Mark.pdf\">Testing the CAPM with Time-Varying Risks and Returns<\/a>&nbsp;(with J.N.&nbsp;Bodurtha&nbsp;Jr),&nbsp;<em>Journal of Finance<\/em>, 46,4 September (1991): 1485-1505.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Mean-Reversion.pdf\">Mean Reversion in Equilibrium Asset Prices<\/a>&nbsp;(with S.G. Cecchetti and P-s. Lam) 1990,&nbsp;<em>American Economic Review<\/em>, 80, 398-418.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Evaluating%20Tests.pdf\">Evaluating Empirical Tests of Asset Pricing Models: Alternative Interpretations<\/a>&nbsp;(with S.G. Cecchetti) 1990,&nbsp;<em>Papers and Proceedings of the American Economic Association<\/em>, 48-51.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/JIE1988.pdf\">Real and Nominal Exchange Rates in the Long Run: An Empirical Investigation<\/a>,&nbsp;<em>Journal of International Economics<\/em>, 28, February (1990): 115-136.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/JFE_1988.pdf\">Time-Varying Betas and Risk Premia in&nbsp;teh&nbsp;Pricing of Forward Foreign Exchange Contracts,<\/a>&nbsp;<em>Journal of Financial Economics<\/em>, 22,2 December (1988): 335-354.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/CantorMarkIER.pdf\">International Transmission of Real Business Cycles,<\/a>&nbsp;(with R. Cantor),&nbsp;<em>International Economic Review<\/em>, 29,3 August (1988): 493-507.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/CantorMarkJIMF.pdf\">International Debt and World Business Fluctuations<\/a>&nbsp;(with R. Cantor), ),&nbsp;<em>Journal of International Money and Finance<\/em>, 6,2 June (1987): 153-65.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/TVRP_JME.pdf\">On Time Varying Risk Premia in the Foreign Exchange Market: An Econometric Analysis<\/a>,&nbsp;<em>Journal of Monetary Economics<\/em>, 6,1 July (1985): 3-18.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/REStatsNote.pdf\">A Note on International Real Interest Rate Differentials,<\/a>&nbsp;<em>Review of Economics and Statistics<\/em>, 67,4 November (1985): 681-84.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/JIMF_RealInterestDifferentials.pdf\">Some Evidence on the International Inequality of Real Interest Rates,<\/a>&nbsp;<em>Journal of International Money and Finance<\/em>, 4,2 June (1985): 189-208.<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>Presentation Slides<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Lustig_Richmond_Discussion.pdf\">Discussion Lustig and Richmond<\/a>, Midwest Finance Association, March 2017.<\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/HRS_Discussion.pdf\">Discussion of Husted, Rogers, and Sun<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/RBF.JPG\">RBF<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/HesburghLectureSlides.pdf\">Hesburgh Lecture Slides<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/BMM_FX_dm.pdf\">BMM_Interventions<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/Slides_Norges.pdf\">Where&#8217;s The Risk<\/a><\/li>\n\n\n\n<li><a href=\"http:\/\/sites.nd.edu\/nmark\/files\/2023\/04\/wrkpaper\/IU_Seminar.pdf\">IU Seminar GDP and Temperature.pdf<\/a><\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Working Papers Selected published papers (Downloadable. These papers are copyrighted by the journal publisher and are not to be reproduced without the copyright holder&#8217;s permission) Presentation Slides<\/p>\n","protected":false},"author":4499,"featured_media":0,"parent":0,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-8","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/8","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/users\/4499"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/comments?post=8"}],"version-history":[{"count":3,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/8\/revisions"}],"predecessor-version":[{"id":58,"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/pages\/8\/revisions\/58"}],"wp:attachment":[{"href":"https:\/\/sites.nd.edu\/nmark\/wp-json\/wp\/v2\/media?parent=8"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}