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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha60
   Updated: 2021-09-11    RAS profile: 2020-11-23    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article439
1985On the Limitations of Government Borrowing: A Framework for Empirical Testing.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 439		paper
1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It? In: American Economic Review.
[Full Text][Citation analysis]		article497
1992Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market. In: American Economic Review.
[Full Text][Citation analysis]		article52
1997Measuring the Liquidity Effect. In: American Economic Review.
[Full Text][Citation analysis]		article117
1996Measuring the liquidity effect.(1996) In: Working Papers in Applied Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 117		paper
2011Estimating the Market-Perceived Monetary Policy Rule In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article20
2010Estimating the Market-Perceived Monetary Policy Rule.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
1985Historical Causes of Postwar Oil Shocks and Recessions In: The Energy Journal.
[Full Text][Citation analysis]		article91
2009Understanding Crude Oil Prices In: The Energy Journal.
[Full Text][Citation analysis]		article534
2008Understanding Crude Oil Prices.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 534		paper
1986Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering. In: Journal of Business & Economic Statistics.
[Citation analysis]		article24
1991A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article48
1991The Quantitative Significance of the Lucas Critique: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2009Causes and Consequences of the Oil Shock of 2007-08 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article431
2010Causes and consequences of the oil shock of 2007–08.(2010) In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 431		paper
2009Causes and Consequences of the Oil Shock of 2007-08.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 431		paper
1988ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article19
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.
[Full Text][Citation analysis]		paper30
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2005Comment on Investigating Nonlinearity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2001Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper49
1999A Parametric Approach to Flexible Nonlinear Inference In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper128
2001A Parametric Approach to Flexible Nonlinear Inference..(2001) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 128		article
2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper174
2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread..(2002) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 174		article
2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 174		paper
2015Robust Bond Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper25
2015Robust bond risk premia.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper115
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115		paper
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008INSIDE THE ECONOMISTS MIND In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article207
2010Nonlinearities and the Macroeconomic Effects of Oil Prices.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		paper
1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica.
[Full Text][Citation analysis]		article3466
1988Are the macroeconomic effects of oil-price changes symmetric? : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article13
1998The supply and demand for Federal Reserve deposits In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article11
1988Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article391
2002On the interpretation of cointegration in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2003Comment on A comparison of two business cycle dating methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article27
1986State-space models In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter10
2003What is an oil shock? In: Journal of Econometrics.
[Full Text][Citation analysis]		article1109
2000What is an Oil Shock?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1109		paper
2012Identification and estimation of Gaussian affine term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article87
2012Identification and Estimation of Gaussian Affine Term Structure Models.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87		paper
2014Testable implications of affine term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2011Testable Implications of Affine Term Structure Models.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
1986A standard error for the estimated state vector of a state-space model In: Journal of Econometrics.
[Full Text][Citation analysis]		article83
1990Analysis of time series subject to changes in regime In: Journal of Econometrics.
[Full Text][Citation analysis]		article818
1994Autoregressive conditional heteroskedasticity and changes in regime In: Journal of Econometrics.
[Full Text][Citation analysis]		article785
1996Specification testing in Markov-switching time-series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article210
2011Calling recessions in real time In: International Journal of Forecasting.
[Full Text][Citation analysis]		article102
2010Calling Recessions in Real Time.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		paper
2011Response to comments In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2014Risk premia in crude oil futures prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article128
2013Risk Premia in Crude Oil Futures Prices.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 128		paper
2019Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2016Macroeconomic Regimes and Regime Shifts In: Handbook of Macroeconomics.
[Full Text][Citation analysis]		chapter20
2016Macroeconomic Regimes and Regime Shifts.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article95
1987Monetary factors in the great depression In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article104
1989The long-run behavior of the velocity of circulation : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article8
1996This is what happened to the oil price-macroeconomy relationship In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article788
1998The augmented Solow model and the productivity slowdown In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article48
2008Daily monetary policy shocks and new home sales In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article46
2016Heterogeneity and Unemployment Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper8
2016Heterogeneity and Unemployment Dynamics.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Heterogeneity and Unemployment Dynamics.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2004Normalization in econometrics In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper71
2007Normalization in Econometrics.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		article
2016Do macro variables help forecast interest rates? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2004Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments In: Proceedings.
[Full Text][Citation analysis]		article0
2019Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2020Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.() In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2018Factors in Unemployment Dynamics In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2009The market-perceived monetary policy rule In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper12
2007Housing and the monetary transmission mechanism: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]		article0
2005Whats real about the business cycle? In: Review.
[Full Text][Citation analysis]		article30
2005Whats Real About the Business Cycle?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2008Assessing monetary policy effects using daily federal funds futures contracts In: Review.
[Full Text][Citation analysis]		article7
2009The propagation of regional recessions In: Working Papers.
[Full Text][Citation analysis]		paper76
2011The Propagation of Regional Recessions.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2012The Propagation of Regional Recessions.(2012) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		article
1999A model for the federal funds rate target In: Department of Economics.
[Full Text][Citation analysis]		paper166
2000A Model for the Federal Funds Rate Target.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		paper
2002A Model of the Federal Funds Rate Target.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 166		article
2009Concerns about the Feds New Balance Sheet In: Book Chapters.
[Full Text][Citation analysis]		chapter1
1986On Testing for Self-fulfilling Speculative Price Bubbles. In: International Economic Review.
[Full Text][Citation analysis]		article27
2012Import Prices and Inflation In: International Journal of Central Banking.
[Full Text][Citation analysis]		article5
1996Stock Market Volatility and the Business Cycle. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article300
1991The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2004Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices. In: Journal of Money, Credit and Banking.
[Citation analysis]		article92
2003Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment. In: Journal of Money, Credit and Banking.
[Citation analysis]		article386
2009Daily Changes in Fed Funds Futures Prices In: Journal of Money, Credit and Banking.
[Citation analysis]		article34
2007Daily Changes in Fed Funds Futures Prices.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2012The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article338
2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 338		paper
2005Dating Business Cycle Turning Points In: NBER Working Papers.
[Full Text][Citation analysis]		paper61
2007Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2008Macroeconomics and ARCH In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2008Daily Monetary Policy Shocks and the Delayed Response of New Home Sales In: NBER Working Papers.
[Full Text][Citation analysis]		paper44
2010Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2011Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2011Historical Oil Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper80
2012Oil Prices, Exhaustible Resources, and Economic Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2013Off-Balance-Sheet Federal Liabilities In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2013Crunch Time: Fiscal Crises and the Role of Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper42
2014Effects of Index-Fund Investing on Commodity Futures Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2014The Changing Face of World Oil Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
[Full Text][Citation analysis]		paper117
2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		article
2015The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers.
[Full Text][Citation analysis]		paper145
2016The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 145		article
2017Why You Should Never Use the Hodrick-Prescott Filter In: NBER Working Papers.
[Full Text][Citation analysis]		paper106
2018A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2019Measuring Global Economic Activity In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2019Perspectives on U.S. Monetary Policy Tools and Instruments In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2021Supply, Demand, and Specialized Production In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1989Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1997Comment on U.S. Oil Consumption, Oil Prices, and the Macroeconomy. In: Empirical Economics.
[Citation analysis]		article1
2002New directions in business cycle research and financial analysis In: Empirical Economics.
[Full Text][Citation analysis]		article26
2000Book review In: Econometric Reviews.
[Full Text][Citation analysis]		article2
1996What Do the Leading Indicators Lead? In: The Journal of Business.
[Full Text][Citation analysis]		article80
1996The Daily Market for Federal Funds. In: Journal of Political Economy.
[Full Text][Citation analysis]		article252
1983Oil and the Macroeconomy since World War II. In: Journal of Political Economy.
[Full Text][Citation analysis]		article1595
1985Uncovering Financial Market Expectations of Inflation. In: Journal of Political Economy.
[Full Text][Citation analysis]		article36
1988A Neoclassical Model of Unemployment and the Business Cycle. In: Journal of Political Economy.
[Full Text][Citation analysis]		article279

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team