James H. Stock : Citation Profile

Are you James H. Stock?

Harvard University

46

H index

73

i10 index

21324

Citations

RESEARCH PRODUCTION:

44

Articles

71

Papers

1

Books

13

Chapters

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 609
   Journals where James H. Stock has often published
   Relations with other researchers
   Recent citing documents: 1641.    Total self citations: 42 (0.2 %)

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   Permalink: http://citec.repec.org/pst148
   Updated: 2018-08-11    RAS profile: 2007-07-25    
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Relations with other researchers

Works with:

Watson, Mark (3)

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

Is cited by:

Marcellino, Massimiliano (259)

GUPTA, RANGAN (245)

Pesaran, M (136)

Miller, Stephen (135)

Kabundi, Alain (105)

Shahbaz, Muhammad (92)

Balcilar, Mehmet (87)

Perron, Pierre (80)

Banerjee, Anindya (79)

Koop, Gary (79)

Clark, Todd (77)

Cites to:

Watson, Mark (63)

Sims, Christopher (29)

Reichlin, Lucrezia (19)

Christiano, Lawrence (16)

Sargent, Thomas (16)

Eichenbaum, Martin (15)

Phillips, Peter (15)

Nelson, Charles (15)

Campbell, John (15)

King, Robert (15)

Blanchard, Olivier (14)

Main data

Where James H. Stock has published?

Journals with more than one article published# docs
Econometrica8
Journal of Business & Economic Statistics6
Journal of Econometrics4
Journal of Economic Perspectives4
Journal of Monetary Economics3
Proceedings2
Carnegie-Rochester Conference Series on Public Policy2

Working Papers Series with more than one paper published# docs
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago4
Instructional Stata datasets for econometrics / Boston College Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing James H. Stock (2018 and 2017)

YearTitle of citing document
2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الØ. (2017). Ertugrul, Hasan ; Atasoy, Burak Sencer ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117.

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2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

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2017Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Emmanuel, Letete ; Mare, Sarr . In: Working Paper Series. RePEc:adb:adbwps:2392.

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2017Working Paper 281 - Early Childbearing, School Attainment and Cognitive Skills. (2017). sahn, david ; David, Sahn E ; Catalina, Herrera . In: Working Paper Series. RePEc:adb:adbwps:2398.

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2017The Great Escape? A Quantitative Evaluation of the Feds Liquidity Facilities. (2017). Ferrero, Andrea ; Eggertsson, Gauti ; Del Negro, Marco ; Kiyotaki, Nobuhiro. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:3:p:824-57.

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2017Geographic Dispersion of Economic Shocks: Evidence from the Fracking Revolution. (2017). Mansur, Erin ; Feyrer, James ; Sacerdote, Bruce . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1313-34.

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2017The Substitution Elasticity, Factor Shares, and the Low-Frequency Panel Model. (2017). Mallick, Debdulal ; Chirinko, Bob. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:4:p:225-53.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

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2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

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2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

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2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Boyer, Jean-Daniel ; Rivot, Sylvie ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:11-17.

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2017Does Providing Informal Elderly Care Hasten Retirement? Evidence from Japan. (2017). Niimi, Yoko. In: AGI Working Paper Series. RePEc:agi:wpaper:00000127.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2017Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: ET: Economic Theory. RePEc:ags:feemet:253725.

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2017What has been Wrong with the Retirement Rules in Hungary?. (2017). Simonovits, Andras ; Tir, Melinda ; Szabo, Endre ; Czegledi, Tibor. In: Acta Oeconomica. RePEc:aka:aoecon:v:67:y:2017:i:3:p:359-387.

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2017Banks, Firms, and Jobs. (2017). Richiardi, Matteo ; Presbitero, Andrea ; Mocetti, Sauro ; Berton, Fabio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:136.

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2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

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2018INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH. (2018). Ferreira, Diego ; Palma, Andreza Aparecida. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:125.

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2018AVALIAÇÃO DA MEDIDA DE NÚCLEO DE INFLAÇÃO BASEADA NO MÉTODO WAVELET PARA O BRASIL. (2018). Denardin, Anderson Antonio ; Schmidt, Alex A ; Kozakevicius, Alice. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:34.

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2017Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence. (2017). Siddiqui, Sikandar ; Tyagi, Somya. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:61-67.

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2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

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2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

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2017The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944.

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2017The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840.

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2017Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1706.07216.

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2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

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2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:1711.10527.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2018Testing for unobserved heterogeneous treatment effects in a nonseparable model with endogenous selection. (2018). Hsu, Yu-Chin ; Xu, Haiqing ; Huang, Ta-Cheng . In: Papers. RePEc:arx:papers:1803.07514.

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2018Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura . In: Papers. RePEc:arx:papers:1805.04178.

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2018Leave-out estimation of variance components. (2018). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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2018Cluster-robust Standard Errors for Linear Regression Models with Many Controls. (2018). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314.

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2017The Relationship Between Financial Development and Income Inequality in India: Evidence from VARX and ARDL Assessments. (2017). Fukuda, Takashi . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1014-1027.

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2018Does Bank Corporate Governance Matter for Bank Performance and Risk-Taking? New Insights of an Emerging Economy. (2018). Moudud-Ul, Syed ; Gupta, Anupam Das ; Zheng, Changjun. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:205-230.

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2017Revisiting the Causal Nexus between Defense Expenditure and Economic Growth: Time Series Analysis for Saudi Arabia. (2017). Ping, Guo ; Saud, Alotaish Mohammed . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:35-43.

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2017Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028.

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2018Structural Change and the Fertility Transition in the American South. (2018). Ager, Philipp ; Herz, Benedikt ; Brueckner, Markus. In: CEH Discussion Papers. RePEc:auu:hpaper:062.

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2017Aid and growth.New evidence using an excludable instrument. (2017). Dreher, Axel ; Langlotz, Sarah. In: Working Papers. RePEc:awi:wpaper:0635.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2018The Effects of Temporal Aggregation on Search Engine Data. (2018). , Heather ; Nazarov, Zafar ; Kim, Jiyoon. In: Review of Economics & Finance. RePEc:bap:journl:180205.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

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2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). Wright, Stephen ; Robertson, Donald ; Mitchell, James. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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2018Measuring Retail Trade Using Card Transactional Data. (2018). Bodas, Diego ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon . In: Working Papers. RePEc:bbv:wpaper:1803.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle . In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan. (2017). Sergeyev, Dmitriy ; Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Staff Working Papers. RePEc:bca:bocawp:17-40.

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2017Is the Discretionary Income Effect of Oil Price Shocks a Hoax?. (2017). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:17-50.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2018Climate change and Migration: Is Agriculture the Main Channel?. (2018). Galeotti, Marzio ; Falco, Chiara ; Olper, Alessandro. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp100.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2017A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel . In: Occasional Papers. RePEc:bde:opaper:1703.

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2017Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan. In: Working Papers. RePEc:bde:wpaper:1716.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2018Credit constraints, firms investment and growth evidence from survey data. (2018). Gomez, Miguel Garcia-Posada. In: Working Papers. RePEc:bde:wpaper:1808.

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2017Banks, firms, and jobs. (2017). Presbitero, Andrea ; Mocetti, Sauro ; Berton, Fabio ; Richiardi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1097_17.

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2017Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17.

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2018Real exchange rate misalignments in the euro area. (2018). Giordano, Claire ; Schmitz, Martin ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2018Credit supply and productivity growth. (2018). Manaresi, Francesco ; Pierri, Nicola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1168_18.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2017The Effect of Bank Credit and the Trade Patterns of Colombian Exporters. (2017). Molina, Danielken ; Danielken, Molina ; Monica, Roa. In: Working Papers. RePEc:bdm:wpaper:2017-19.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Revista Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2017CAPITAL PRODUCTIVITY IN INDUSTRIALISED ECONOMIES: EVIDENCE FROM ERROR-CORRECTION MODEL AND LAGRANGE MULTIPLIER TESTS. (2017). Trofimov, Ivan D. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:215:p:53-80.

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2017Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02.

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2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Working papers. RePEc:bfr:banfra:622.

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2017Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, V ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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2017Firms’ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Capital flows in the post-global financial crisis era: implications for financial stability and monetary policy. (2017). Binici, Mahir . In: IFC Bulletins chapters. RePEc:bis:bisifc:42-07.

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2017Price information collected online and short-term inflation forecasts / Scraped sales price information and short-term CPI forecasts. (2017). Hull, Isaiah ; Tibblin, Markus ; Lof, Marten. In: IFC Bulletins chapters. RePEc:bis:bisifc:44-09.

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2017Is there a debt service channel of monetary transmission?. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Quarterly Review. RePEc:bis:bisqtr:1712e.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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

Works by James H. Stock:

YearTitleTypeCited
1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]		article694
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
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1987Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 694		paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
[Full Text][Citation analysis]		article636
2001Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings.
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This paper has another version. Agregated cites: 636		article
2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 636		paper
1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article268
2001Vector Autoregressions In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article291
2003Retrospectives: Who Invented Instrumental Variable Regression? In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article28
1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article165
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]		article441
1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 441		paper
1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article427
1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
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This paper has another version. Agregated cites: 427		paper
1994Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 427		paper
2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article862
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1128
1988A Reexamination of Friedmans Consumption Puzzle. In: Journal of Business & Economic Statistics.
[Citation analysis]		article4
1988A Reexamination of Friedmans Consumption Puzzle: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1996VAR, Error Correction and Pretest Forecasts at Long Horizons. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article26
2003caschool In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2003oj In: Instructional Stata datasets for econometrics.
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2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper316
2004Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper17
2004Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 17		paper
2005Inference with Weak Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper54
2005Inference with Weak Instruments.(2005) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 54		paper
1987Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality. In: Economic Journal.
[Full Text][Citation analysis]		article8
1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. In: Econometrica.
[Full Text][Citation analysis]		article431
1989Semiparametric Estimation of Index Coefficients. In: Econometrica.
[Full Text][Citation analysis]		article253
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]		article899
1990Pensions, the Option Value of Work, and Retirement. In: Econometrica.
[Full Text][Citation analysis]		article272
1988Pensions, The Option Value of Work, and Retirement.(1988) In: NBER Working Papers.
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This paper has another version. Agregated cites: 272		paper
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
[Full Text][Citation analysis]		article1367
1991A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues.
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This paper has another version. Agregated cites: 1367		paper
1996Efficient Tests for an Autoregressive Unit Root. In: Econometrica.
[Full Text][Citation analysis]		article2546
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
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1997Instrumental Variables Regression with Weak Instruments In: Econometrica.
[Citation analysis]		article2588
1994Instrumental Variables Regression with Weak Instruments.(1994) In: NBER Technical Working Papers.
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2000GMM with Weak Identification In: Econometrica.
[Citation analysis]		article225
2000Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper6
2001Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 6		paper
1990Unit roots in real GNP: Do we know and do we care? : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article5
2001Searching for prosperity In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article72
2001Searching for Prosperity.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 72		paper
1986Unit roots, structural breaks and trends In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter0
2005Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters.
[Full Text][Citation analysis]		article35
2001Macro-econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2001Confidence intervals for autoregressive coefficients near one In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
1994Deciding between I(1) and I(0) In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
1992Deciding Between I(1) and I(0).(1992) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 16		paper
1997Inference in a nearly integrated autoregressive model with nonnormal innovations In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review.
[Full Text][Citation analysis]		article227
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers.
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This paper has another version. Agregated cites: 227		paper
1999Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics.
[Full Text][Citation analysis]		chapter293
1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 293		paper
1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article131
1991Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series.(1991) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 131		paper
1996Measuring money growth when financial markets are changing In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article16
1994Measuring Money Growth When Financial Markets Are Changing.(1994) In: NBER Working Papers.
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1999Forecasting inflation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article666
1999Forecasting Inflation.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 666		paper
1990Efficient windows and labor force reduction In: Journal of Public Economics.
[Full Text][Citation analysis]		article23
1990Efficient Windows and Labor Force Reduction.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 23		paper
1999Robust monetary policy under model uncertainty in a small model of the U.S. economy In: Proceedings.
[Citation analysis]		article185
2000Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 185		paper
1992A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]		paper14
2003Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]		article139
2003How did leading indicator forecasts perform during the 2001 recession? In: Economic Quarterly.
[Full Text][Citation analysis]		article31
1989NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government.
[Citation analysis]		paper597
1989New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters.
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1991Bayesian Approaches to the Unit Root Problem: A Comment. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1
2004Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting.
[Full Text][Citation analysis]		article336
2004Structural Stability and Models of the Business Cycle In: De Economist.
[Full Text][Citation analysis]		article2
1986Semiparametric estimation of weighted average derivatives In: Working papers.
[Full Text][Citation analysis]		paper6
1993Business Cycles, Indicators and Forecasting In: NBER Books.
[Citation analysis]		book47
2003Has the Business Cycle Changed and Why? In: NBER Chapters.
[Full Text][Citation analysis]		chapter684
2002Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 684		paper
1992Three Models of Retirement: Computational Complexity versus Predictive Validity In: NBER Chapters.
[Full Text][Citation analysis]		chapter55
1990Three Models of Retirement: Computational Complexity Versus Predictive Validity.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 55		paper
1990The Pension Inducement to Retire: An Option Value Analysis In: NBER Chapters.
[Full Text][Citation analysis]		chapter48
1988The Pension Inducement to Retire: An Option Value Analysis.(1988) In: NBER Working Papers.
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This paper has another version. Agregated cites: 48		paper
1993Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters.
[Full Text][Citation analysis]		chapter41
1993A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters.
[Full Text][Citation analysis]		chapter100
1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience.(1992) In: NBER Working Papers.
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This paper has another version. Agregated cites: 100		paper
1996Why Are Retirement Rates So High at Age 65? In: NBER Chapters.
[Full Text][Citation analysis]		chapter29
1995Why are Retirement Rates So High at Age 65?.(1995) In: NBER Working Papers.
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1994Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models In: NBER Chapters.
[Full Text][Citation analysis]		chapter16
1994The Use of a Monetary Aggregate to Target Nominal GDP In: NBER Chapters.
[Full Text][Citation analysis]		chapter92
1993The Use of Monetary Aggregate to Target Nominal GDP.(1993) In: NBER Working Papers.
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This paper has another version. Agregated cites: 92		paper
1996Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits In: NBER Chapters.
[Full Text][Citation analysis]		chapter16
1994Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16		paper
1997How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters.
[Full Text][Citation analysis]		chapter215
1996How Precise are Estimates of the Natural Rate of Unemployment?.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 215		paper
1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper12
1992Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper75
1996Asymptotics for GMM Estimators with Weak Instruments In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper2
1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper9
2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper762
2006Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper144
1983A Relationship Between Regression Tests and Volatility Tests of Market ncy In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2005Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers.
[Full Text][Citation analysis]		paper389
2006Why Has U.S. Inflation Become Harder to Forecast? In: NBER Working Papers.
[Full Text][Citation analysis]		paper539
2008Phillips Curve Inflation Forecasts In: NBER Working Papers.
[Full Text][Citation analysis]		paper97
2010Modeling Inflation After the Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		paper46
2010Estimating Turning Points Using Large Data Sets In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
2011Forecasts in a Slightly Misspecified Finite Order VAR In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2012Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers.
[Full Text][Citation analysis]		paper68
1986Growing in Debt: The Farm Crisis and Public Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2015Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand In: NBER Working Papers.
[Full Text][Citation analysis]		paper29
2015Core Inflation and Trend Inflation In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2015The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2016Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1987Interpreting Evidence on Money-Income Causality In: NBER Working Papers.
[Full Text][Citation analysis]		paper34
2017The Disappointing Recovery of Output after 2009 In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
1987Integrated Regressors and Tests of the Permanent Income Hypothesis In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1988A Probability Model of The Coincident Economic Indicators In: NBER Working Papers.
[Full Text][Citation analysis]		paper72
1990Drawing Inferences From Statistics Based on Multi-Year Asset Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
1990Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
1992Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers.
[Full Text][Citation analysis]		paper69
1998Diffusion Indexes In: NBER Working Papers.
[Full Text][Citation analysis]		paper205
2001Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2003Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]		paper365
2005Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association.
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This paper has another version. Agregated cites: 365		article
1999A dynamic factor model framework for forecast combination In: Spanish Economic Review.
[Full Text][Citation analysis]		article28
1987Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets. In: Economics Working Papers.
[Citation analysis]		paper5
1987Measuring Business Cycle Time. In: Journal of Political Economy.
[Full Text][Citation analysis]		article42

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