James Hamilton : Citation Profile


Are you James Hamilton?

University of California-San Diego (UCSD)

44

H index

70

i10 index

15924

Citations

RESEARCH PRODUCTION:

70

Articles

64

Papers

3

Chapters

RESEARCH ACTIVITY:

   38 years (1983 - 2021). See details.
   Cites by year: 419
   Journals where James Hamilton has often published
   Relations with other researchers
   Recent citing documents: 1088.    Total self citations: 51 (0.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha60
   Updated: 2021-09-11    RAS profile: 2020-11-23    
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Relations with other researchers


Works with:

Baumeister, Christiane (11)

Bauer, Michael (2)

West, Kenneth (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with James Hamilton.

Is cited by:

GUPTA, RANGAN (219)

Kilian, Lutz (164)

Balcilar, Mehmet (114)

Filis, George (107)

Wang, Yudong (97)

Ratti, Ronald (96)

Aguiar-Conraria, Luís (96)

Owyang, Michael (86)

Baumeister, Christiane (81)

Degiannakis, Stavros (77)

MORANA, CLAUDIO (72)

Cites to:

Kilian, Lutz (34)

Swanson, Eric (33)

Gürkaynak, Refet (26)

Rudebusch, Glenn (25)

Zha, Tao (18)

Piazzesi, Monika (18)

Ang, Andrew (18)

Baumeister, Christiane (16)

Wu, Jing Cynthia (14)

Harvey, Andrew (14)

Orphanides, Athanasios (14)

Main data


Where James Hamilton has published?


Journals with more than one article published# docs
Journal of Monetary Economics7
Journal of Econometrics7
Journal of Money, Credit and Banking6
Journal of Political Economy5
American Economic Review4
Journal of Economic Dynamics and Control3
Journal of International Money and Finance3
Journal of Business & Economic Statistics3
Empirical Economics2
The Energy Journal2
Macroeconomic Dynamics2
Econometric Reviews2
Carnegie-Rochester Conference Series on Public Policy2
Econometrica2
Review2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing James Hamilton (2021 and 2020)


YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2020Exploring the Inflationary Effect of Oil Price Volatility in Africas Oil Exporting Countries. (2020). Adekunle, Ibrahim A ; George, Emmanuel O ; Ogede, Sina J. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/020.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052.

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2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

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2021The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach. (2021). Dufrenot, Gilles ; Pourroy, Marc ; Ginn, William. In: AMSE Working Papers. RePEc:aim:wpaimx:2130.

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2020Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Kamah, Miriam ; Riti, Joshua S. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46.

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2020Determining the Interaction of the International Portfolio Flows with Exchange Rate Volatility in Developing Countries. (2020). Altunoz, Utku. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:1:p:41-54.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020Modulated Information Flows on Random Point Fields. (2018). Menguturk, Levent A ; Macrina, Andrea ; Hoyle, Edward . In: Papers. RePEc:arx:papers:1708.06948.

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2020On the bail-out dividend problem for spectrally negative Markov additive models. (2019). Yu, Xiang ; Jos'e-Luis P'erez, ; Noba, Kei. In: Papers. RePEc:arx:papers:1901.03021.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model. (2019). Liu, Ruihua ; Dai, Weizhong ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:1908.04900.

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2020Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1910.08344.

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2021Inference of Binary Regime Models with Jump Discontinuities. (2019). Rajani, Sharan ; Goswami, Anindya ; Das, Milan Kumar. In: Papers. RePEc:arx:papers:1910.10606.

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2020Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391.

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2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2020An empirical study of neural networks for trend detection in time series. (2019). Drigout, Gilles ; Miot, Alexandre. In: Papers. RePEc:arx:papers:1912.04009.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2021Clustering volatility regimes for dynamic trading strategies. (2020). Prakash, Arjun ; Menzies, Max ; James, Nick ; Francis, Gilad. In: Papers. RePEc:arx:papers:2004.09963.

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2020Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791.

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2020Inflation Dynamics of Financial Shocks. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03301.

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2020Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458.

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2020Sovereign Default Risk and Credit Supply: Evidence from the Euro Area. (2020). Palmén, Olli. In: Papers. RePEc:arx:papers:2006.03592.

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2021A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

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2020What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2020Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307.

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2020Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2020Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2020Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2020Synchronization of Prefectural Business Cycles in Japan 1978-2018. (2020). Onozaki, Tamotsu ; Muto, Makoto ; Saiki, Yoshitaka. In: Papers. RePEc:arx:papers:2010.08835.

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2020Optimal control of multiple Markov switching stochastic system with application to portfolio decision. (2020). Shi, Jianmin. In: Papers. RePEc:arx:papers:2010.16102.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2020A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models. (2020). Garcia-Jimeno, Camilo ; Ditraglia, Francis J. In: Papers. RePEc:arx:papers:2011.07276.

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2020Price of liquidity in the reinsurance of fund returns. (2020). Seco, Luis ; Saunders, David ; Senn, Markus. In: Papers. RePEc:arx:papers:2011.13268.

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2020If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951.

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2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2021Unraveling S&P500 stock volatility and networks -- An encoding and decoding approach. (2021). Hsieh, Fushing ; Wang, Xiaodong. In: Papers. RePEc:arx:papers:2101.09395.

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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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2021Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273.

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2021Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences. (2021). Salterini, Benedetta ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2106.13888.

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2021Numerical approximation of hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay. (2021). Coffie, Emmanuel. In: Papers. RePEc:arx:papers:2107.03712.

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2021A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2021The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore. (2021). Szulczyk, Kenneth R ; Ziaei, Sayyed Mahdi ; Chuan, Jordan Ngu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:191-204.

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2020An Assymetric Evaluation of Oil Price- Inflation Nexus: Evidence from Nigeria. (2020). Olaniran, Oladotun D ; Alimi, Ahmed S ; Ayuba, Timothy. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:1-11.

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2020Asymmetric Responses of Oil Price Shocks on Economic Growth in Algeria: An Empirical Analysis through NARDL Approach. (2020). BENBOUZIANE, Mohamed ; Driouche, Dahmani Mohamed ; Mohamed, Benbouziane ; Moussa, Chenini ; Manel, Attouchi. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:74-93.

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2020Crude Oil Price Fluctuation and Unemployment Nexus in Nigeria: Evidence from VECM Technique. (2020). Musa, Kabiru Saidu ; Maijamaaa, Rabiu. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:94-109.

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2020Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2020:p:109-126.

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2021Financial, Absorption and Business Cycles in Selected African Countries. (2021). Yah, Neba Cletus ; Awoutcha, Romuald Fernand. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2021:p:14-25.

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2021COVID-19 and Daily Oil Price Pass-Through. (2021). YILMAZKUDAY, HAKAN. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:2.

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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2020The New Benchmark for Forecasts of the Real Price of Crude Oil. (2020). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: Staff Working Papers. RePEc:bca:bocawp:20-39.

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2020RegGae: a toolkit for macroprudential policy with DSGEs. (2020). Castro, Eduardo C. In: Working Papers Series. RePEc:bcb:wpaper:526.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Transfer Learning for Business Cycle Identification. (2021). , Rafael ; Rafael, ; Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:545.

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2021Learning, expectations and monetary policy. (2021). Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp153.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2020The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007.

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2020External imbalances and recoveries. (2020). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Camarero, Mariam ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Working Papers. RePEc:bde:wpaper:2012.

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2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

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2021Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2021Unconventional monetary policies and expectations on economic variables. (2021). Rossi, Luca ; Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1323_21.

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2021Dating the euro area business cycle: an evaluation. (2021). Pacella, Claudia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1332_21.

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2020The NAIRU and Informality in the Mexican Labor Market. (2020). Alcaraz Pribaz, Carlo ; Rodriguez-Perez, Cid Alonso ; Ramirez, Claudia ; Aguilar-Argaez, Ana Maria . In: Working Papers. RePEc:bdm:wpaper:2020-09.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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2020Temporary Unemployment and Labor Market Dynamics During the COVID-19 Recession. (2020). Lange, Fabian ; Gallant, Jessica ; Notowidigdo, Matthew J ; Kroft, Kory. In: Working Papers. RePEc:bfi:wpaper:2020-141.

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2020U.S. Banks and Global Liquidity. (2020). Correa, Ricardo ; Du, Wenxin ; Liao, Gordon. In: Working Papers. RePEc:bfi:wpaper:2020-89.

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2020Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: Working papers. RePEc:bfr:banfra:761.

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2020Terror and Tourism: The Economic Consequences of Media Coverage. (2020). Mueller, Hannes ; Besley, Timothy ; Fetzer, Thiemo. In: Working Papers. RePEc:bge:wpaper:1141.

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2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2020IBRN Initiative on Interactions of Monetary and Prudential Policies. (2020). Ushakova, Yulia ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:3:p:58-74.

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2020A Markov‐switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79.

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2021Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381.

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2020A quantile autoregression analysis of price volatility in agricultural markets. (2020). Chavas, Jean-Paul ; Li, Jian. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:2:p:273-289.

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2020Fiscal Sustainability of Local Governments in Japan. (2020). Yoshida, Motonori. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:2:p:127-162.

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2020Effect of green innovation strategy on firm‐idiosyncratic risk: A competitive action perspective. (2020). Yip, Nick ; Lin, Woon Leong ; Sambasivan, Murali ; Mohamed, Azali Bin. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:886-901.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2021Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model. (2021). Kundu, Srikanta ; Sarkar, Kaustav Kanti ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:469-493.

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2021AN EXAMINATION OF THE EFFECTS OF ENVIRONMENTAL REGULATIONS ON RETAIL GASOLINE PRICE SEASONALITY. (2021). Davis, Michael C. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:1:p:178-193.

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2020External Financial Liberalization and Macroeconomic Performance in Emerging Countries: An Empirical Evaluation of the Brazilian Case. (2020). Prates, Daniela Magalhes ; Cunha, Andre Moreira ; da Silva, Pedro Perfeito. In: Development and Change. RePEc:bla:devchg:v:51:y:2020:i:5:p:1225-1245.

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2020THE IMPACT OF RETURN ON COLLATERAL IN A CHANNEL SYSTEM. (2020). Shao, Enchuan ; Bediako, Kwabena. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1314-1341.

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2020Energy and capital. (2020). Kennedy, Christopher. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:24:y:2020:i:5:p:1047-1058.

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2020TAXATION OF ECONOMIC RENTS. (2020). Schwerhoff, Gregor ; Edenhofer, Ottmar ; Fleurbaey, Marc. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:2:p:398-423.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2020A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

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2020Markov switching modelling of shooting performance variability and teammate interactions in basketball. (2020). Zuccolotto, Paola ; Sandri, Marco ; Manisera, Marica. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1337-1356.

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2020Regional inequality in the U.S.: Evidence from city‐level purchasing power. (2020). Chudik, Alexander ; Choi, Horag. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:4:p:738-774.

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2020Monetary regimes, the term structure and business cycles in Ireland, 1972–2018. (2020). Stuart, Rebecca. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:5:p:731-748.

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2020Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

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2020Oil Prices and Urban Housing Demand. (2020). Zhao, Weihua ; Larson, William. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:3:p:808-849.

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2020Covered Interest Parity in long-dated securities. (2020). Syrstad, Olav. In: Working Paper. RePEc:bno:worpap:2020_11.

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2020Inflation expectations and the pass-through of oil prices. (2020). Bjørnland, Hilde ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0086.

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2021OPECs crude game: Strategic Competition and Regime-switching in Global Oil Markets. (2021). Gundersen, Thomas ; Hvinden, Even Soltvedt. In: Working Papers. RePEc:bny:wpaper:0096.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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More than 100 citations found, this list is not complete...

Works by James Hamilton:


YearTitleTypeCited
1986On the Limitations of Government Borrowing: A Framework for EmpiricalTesting. In: American Economic Review.
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1985On the Limitations of Government Borrowing: A Framework for Empirical Testing.(1985) In: NBER Working Papers.
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1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It? In: American Economic Review.
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1992Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market. In: American Economic Review.
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1997Measuring the Liquidity Effect. In: American Economic Review.
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1996Measuring the liquidity effect.(1996) In: Working Papers in Applied Economic Theory.
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2011Estimating the Market-Perceived Monetary Policy Rule In: American Economic Journal: Macroeconomics.
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2010Estimating the Market-Perceived Monetary Policy Rule.(2010) In: NBER Working Papers.
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1985Historical Causes of Postwar Oil Shocks and Recessions In: The Energy Journal.
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2009Understanding Crude Oil Prices In: The Energy Journal.
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2008Understanding Crude Oil Prices.(2008) In: NBER Working Papers.
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1986Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering. In: Journal of Business & Economic Statistics.
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1991A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions. In: Journal of Business & Economic Statistics.
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1991The Quantitative Significance of the Lucas Critique: Comment. In: Journal of Business & Economic Statistics.
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2009Causes and Consequences of the Oil Shock of 2007-08 In: Brookings Papers on Economic Activity.
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2009Causes and Consequences of the Oil Shock of 2007-08.(2009) In: NBER Working Papers.
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1988ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION In: Contemporary Economic Policy.
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2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations In: Research Discussion Papers.
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2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: CEPR Discussion Papers.
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2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Journal of Monetary Economics.
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2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers.
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2005Comment on Investigating Nonlinearity In: Studies in Nonlinear Dynamics & Econometrics.
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2001Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series.
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1999A Parametric Approach to Flexible Nonlinear Inference In: University of California at San Diego, Economics Working Paper Series.
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2001A Parametric Approach to Flexible Nonlinear Inference..(2001) In: Econometrica.
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2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread In: University of California at San Diego, Economics Working Paper Series.
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2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread..(2002) In: Journal of Money, Credit and Banking.
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2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread.(2000) In: NBER Working Papers.
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2015Robust Bond Risk Premia In: CESifo Working Paper Series.
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2015Robust bond risk premia.(2015) In: Working Paper Series.
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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers.
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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: NBER Working Papers.
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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
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2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance.
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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers.
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2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers.
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2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information.(2020) In: NBER Working Papers.
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2008INSIDE THE ECONOMISTS MIND In: Macroeconomic Dynamics.
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2010Nonlinearities and the Macroeconomic Effects of Oil Prices.(2010) In: NBER Working Papers.
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1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica.
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1988Are the macroeconomic effects of oil-price changes symmetric? : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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1998The supply and demand for Federal Reserve deposits In: Carnegie-Rochester Conference Series on Public Policy.
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1988Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates In: Journal of Economic Dynamics and Control.
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2002On the interpretation of cointegration in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control.
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2003Comment on A comparison of two business cycle dating methods In: Journal of Economic Dynamics and Control.
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2012Identification and estimation of Gaussian affine term structure models In: Journal of Econometrics.
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2012Identification and Estimation of Gaussian Affine Term Structure Models.(2012) In: NBER Working Papers.
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2014Testable implications of affine term structure models In: Journal of Econometrics.
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2011Testable Implications of Affine Term Structure Models.(2011) In: NBER Working Papers.
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1986A standard error for the estimated state vector of a state-space model In: Journal of Econometrics.
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1990Analysis of time series subject to changes in regime In: Journal of Econometrics.
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1994Autoregressive conditional heteroskedasticity and changes in regime In: Journal of Econometrics.
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1996Specification testing in Markov-switching time-series models In: Journal of Econometrics.
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2011Calling recessions in real time In: International Journal of Forecasting.
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2010Calling Recessions in Real Time.(2010) In: NBER Working Papers.
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2011Response to comments In: International Journal of Forecasting.
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2014Risk premia in crude oil futures prices In: Journal of International Money and Finance.
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2013Risk Premia in Crude Oil Futures Prices.(2013) In: NBER Working Papers.
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2019Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro In: Journal of International Money and Finance.
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2016Macroeconomic Regimes and Regime Shifts In: Handbook of Macroeconomics.
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1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
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1987Monetary factors in the great depression In: Journal of Monetary Economics.
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1989The long-run behavior of the velocity of circulation : A review essay In: Journal of Monetary Economics.
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1996This is what happened to the oil price-macroeconomy relationship In: Journal of Monetary Economics.
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1998The augmented Solow model and the productivity slowdown In: Journal of Monetary Economics.
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2008Daily monetary policy shocks and new home sales In: Journal of Monetary Economics.
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2016Heterogeneity and Unemployment Dynamics.(2016) In: Finance and Economics Discussion Series.
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2004Normalization in econometrics In: FRB Atlanta Working Paper.
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2007Normalization in Econometrics.(2007) In: Econometric Reviews.
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2016Do macro variables help forecast interest rates? In: FRBSF Economic Letter.
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2004Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments In: Proceedings.
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2019Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Finance and Economics Discussion Series.
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2009The market-perceived monetary policy rule In: International Finance Discussion Papers.
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2007Housing and the monetary transmission mechanism: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole.
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2009The propagation of regional recessions In: Working Papers.
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2011The Propagation of Regional Recessions.(2011) In: NBER Working Papers.
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2000A Model for the Federal Funds Rate Target.(2000) In: NBER Working Papers.
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2002A Model of the Federal Funds Rate Target.(2002) In: Journal of Political Economy.
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2009Concerns about the Feds New Balance Sheet In: Book Chapters.
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2012Import Prices and Inflation In: International Journal of Central Banking.
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1996Stock Market Volatility and the Business Cycle. In: Journal of Applied Econometrics.
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1991The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment. In: Journal of Money, Credit and Banking.
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2004Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices. In: Journal of Money, Credit and Banking.
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