Nelson Mark

Alfred C. DeCrane Jr. Professor of International Economics
Concurrent Professor of Finance
(PhD, University of Chicago, 1983)
442A Flanner Hall
Notre Dame, IN 46556
574-631-0518
email: nmark@nd.edu
www.nd.edu/~nmark

Geographic focus: International

Thematic interests: International finance and open economy macroeconomics; aggregate asset pricing; macroeconomics.

Selected publications: Author, International Macroeconomics and Finance: Theory and Empirical Methods (Blackwell Publishers, 2001); co-author, The Relative Importance of Political and Economic Variables in Creditworthiness Ratings, with N. Haque and D. Mathieson; co-author, Ratings of Sovereign Creditworthiness: An Econometric Analysis, with N. Haque, D. Mathieson, and S. Sharma; co-author, Cointegration Vector Estimation by Panel Dynamic OLS and Long-Run Money Demand, with D. Sul; co-author, Dynamically Seemingly Unrelated Cointegrating Regression, with M. Ogaki and D. Sul; co-author, Continuous-Time Market Dynamics, ARCH Effects, and the Forward Premium Anomaly, with Y.K. Moh; book reviewer, The Economics of the Dollar Cycle (MIT Press, 1990) and On Exchange Rates (MIT Press, 1993); contributor, Fundamentals of the Real Dollar-Pound Rate 1871-1994 in Ronald MacDonald and Jerome Stein, eds., Equilibrium Exchange Rates (Kluwer Press, 1999); book review editor, Journal of Money, Credit, and Banking (1991-94); has served as referee for over 20 publications