45
H index
72
i10 index
19267
Citations
James H. Stock : Citation Profile
Harvard University | RESEARCH PRODUCTION: 44 Articles 69 Papers 1 Books 13 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
33 years (1983 - 2016). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with James H. Stock. | Is cited by:
| Cites to:
|
Main data
Where James H. Stock has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometrica | 8 |
| Journal of Business & Economic Statistics | 6 |
| Journal of Econometrics | 4 |
| Journal of Economic Perspectives | 4 |
| Journal of Monetary Economics | 3 |
| Carnegie-Rochester Conference Series on Public Policy | 2 |
| Proceedings | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago | 4 |
| Instructional Stata datasets for econometrics / Boston College Department of Economics | 2 |
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Recent works citing James H. Stock (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2016 | Fixed-b Inference in the Presence of Time-Varying Volatility. (2016). Kruse, Robinson ; Demetrescu, Matei ; Hanck, Christoph . In: CREATES Research Papers. RePEc:aah:create:2016-01. Full description at Econpapers || Download paper | |
| 2016 | Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2016-10. Full description at Econpapers || Download paper | |
| 2016 | Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. (2016). Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2016-24. Full description at Econpapers || Download paper | |
| 2016 | Pitfalls in Testing for Cointegration between Inequality and the Real Income. (2016). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-07. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-15. Full description at Econpapers || Download paper | |
| 2017 | Improving 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. Full description at Econpapers || Download paper | |
| 2016 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632. Full description at Econpapers || Download paper | |
| 2016 | Rent Extraction by Capitalists. (2016). Brückner, Markus ; Brueckner, Markus . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-634. Full description at Econpapers || Download paper | |
| 2016 | Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2016). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-01. Full description at Econpapers || Download paper | |
| 2017 | Exogeneity 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. Full description at Econpapers || Download paper | |
| 2016 | Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations. (2016). Ajello, Andrea . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:8:p:2256-2303. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Geographic 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. Full description at Econpapers || Download paper | |
| 2017 | Twenty 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. Full description at Econpapers || Download paper | |
| 2016 | Economic and Demographic Interactions in Post World War France: A Gendered Approach. (2016). Jaoul-Grammare, Magali ; Perrin, Faustine . In: Working Papers. RePEc:afc:wpaper:10-16. Full description at Econpapers || Download paper | |
| 2017 | Does Providing Informal Elderly Care Hasten Retirement? Evidence from Japan. (2017). Niimi, Yoko. In: AGI Working Paper Series. RePEc:agi:wpaper:00000127. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2016 | An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states. (2016). Kokotovi, Filip . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:79-92. Full description at Econpapers || Download paper | |
| 2016 | The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76. Full description at Econpapers || Download paper | |
| 2016 | Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey. (2016). Erdem, Ekrem ; Yucel, Ali Gokhan ; Koseoglu, Ahmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:17-26. Full description at Econpapers || Download paper | |
| 2016 | An empirical study of factors influencing total unemployment rate in comparison to youth unemployment rate in selected EU member-states. (2016). Kokotovi, Filip . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:79-92. Full description at Econpapers || Download paper | |
| 2016 | Crop diversification, downside risk exposure, and crop production in the Niger basin of Benin. (2016). Kounagbe, Boris Odilon . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246389. Full description at Econpapers || Download paper | |
| 2016 | THE SUSTAINABILITY OF PROJECT OUTCOMES FROM FARMER-LED DISSEMINATION OF HIGH-YIELDING GROUNDNUT ROSETTE DISEASE RESISTANT GROUNDNUT VARIETIES. (2016). BRAVO-URETA, BORIS ; Okello, David Kalule ; Deom, Michael C ; Jelliffe, Jeremy L. In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246450. Full description at Econpapers || Download paper | |
| 2016 | Climate, Shocks, Weather and Maize Intensification Decisions in Rural Kenya. (2016). Di Falco, Salvatore ; Smale, Melinda ; Bozzola, Martina . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235601. Full description at Econpapers || Download paper | |
| 2016 | The Renewable Fuel Standard: Market and Welfare Effects of Alternative Policy Scenarios. (2016). Lapan, Harvey ; Kim, Hyunseok ; Moschini, Gian Carlo . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235721. Full description at Econpapers || Download paper | |
| 2016 | Retail Market Power in a Shopping Basket Model of Supermarket Competition. (2016). Richards, Timothy ; Hamilton, Stephen . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235801. Full description at Econpapers || Download paper | |
| 2016 | Personalized Pricing and Price Fairness. (2016). Richards, Timothy ; Nadia, Streletskya ; Liaukonyte, Jura . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235809. Full description at Econpapers || Download paper | |
| 2016 | Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan. (2016). Katchova, Ani ; Miranda, Mario Javier ; Chaudhry, Muhammad Imran . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235953. Full description at Econpapers || Download paper | |
| 2016 | Who Benefits Most from SNAP?. (2016). Deb, Partha ; Gregory, Christian . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236648. Full description at Econpapers || Download paper | |
| 2016 | An assessment of the effect of a national fertiliser subsidy programme on farmer participation in private fertiliser markets in the North Rift region of Kenya. (2016). Makau, Joyce Mumbua ; Kirimi, Lilian Wambui ; Nyikal, Rose Adhiambo ; Irungu, Patrick . In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:252459. Full description at Econpapers || Download paper | |
| 2016 | Demystifying RINs: A Partial Equilibrium Model of U.S. Biofuels Markets. (2016). Just, David ; Korting, Christina . In: Working Papers. RePEc:ags:cudawp:250034. Full description at Econpapers || Download paper | |
| 2016 | Firm Employment Growth, R&D Expenditures and Exports. (2016). Grassi, Emanuele ; Di Cintio, Marco ; Sucharita, Sucharita Ghosh . In: ET: Economic Theory. RePEc:ags:feemet:240750. Full description at Econpapers || Download paper | |
| 2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Bastianin, Andrea ; Galeotti, Marzio . In: ET: Economic Theory. RePEc:ags:feemet:253725. Full description at Econpapers || Download paper | |
| 2016 | IMPACT OF LEGUME TECHNOLOGIES ON FOOD SECURITY: EVIDENCE FROM ZAMBIA. (2016). Sauer, Christine M ; Mofya-Mukaka, Rhoda ; Maredia, Mywish K ; Mason, Nicole M. In: Miscellaneous Publications. RePEc:ags:midamp:251853. Full description at Econpapers || Download paper | |
| 2016 | Relationship among Energy, Bioenergy, and Agricultural Commodity Prices: Re-Considering Structural Changes. (2016). Nemati, Mehdi. In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229793. Full description at Econpapers || Download paper | |
| 2016 | Arsenic Contamination of Drinking Water and Mental Health. (2016). Zimmermann, Klaus ; Krause, Annabelle ; Chowdhury, Shyamal. In: Discussion Papers. RePEc:ags:ubzefd:242033. Full description at Econpapers || Download paper | |
| 2016 | On the Number of Social Reforms in MENA Economies. (2016). Puzon, Klarizze Anne ; MULLER, Christophe ; Martin, Klarizze Anne . In: AMSE Working Papers. RePEc:aim:wpaimx:1623. Full description at Econpapers || Download paper | |
| 2016 | Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy. (2016). Hommes, Cars ; Zhu, M. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-03. Full description at Econpapers || Download paper | |
| 2017 | Banks, Firms, and Jobs. (2017). Richiardi, Matteo ; Presbitero, Andrea ; Mocetti, Sauro ; Berton, Fabio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:136. Full description at Econpapers || Download paper | |
| 2016 | Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?. (2016). Górajski, Mariusz ; Gorajski, Mariusz . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2016. Full description at Econpapers || Download paper | |
| 2016 | FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE. (2016). Santos, Andre ; Moura, Guilherme ; Tourrucoo, Fabricio ; Caldeira, Joo F. In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:028. Full description at Econpapers || Download paper | |
| 2016 | LARGE ESTIMATES OF THE ELASTICITY OF INTERTEMPORAL SUBSTITUTION: IS IT THE AGGREGATE RETURN SERIES OR THE INSTRUMENT LIST?. (2016). Reis, Fabio Augusto . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:030. Full description at Econpapers || Download paper | |
| 2016 | FROM REAL BUSINESS CYCLE AND NEW KEYNESIAN TO DSGE MACROECONOMICS: FACTS AND MODELS IN THE EMERGENCE OF A CONSENSUS. (2016). Duarte, Pedro. In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:009. Full description at Econpapers || Download paper | |
| 2016 | BEYOND THE MACROECONOMIC DETERMINANTS OF SOVEREIGN CREDIT RATINGS IN DEVELOPING ECONOMIES: A PANEL DATA ANALYSIS CONSIDERING DIFFERENT DIMENSIONS.. (2016). Montes, Gabriel ; Pacheco, Diego Silveira . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:049. Full description at Econpapers || Download paper | |
| 2016 | RESERVE REQUIREMENTS AS A MACROPRUDENTIAL INSTRUMENT IN BRAZIL AND COLOMBIA: SOME EMPIRICAL EVIDENCE. (2016). Silva, Miriam Oliveira . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:059. Full description at Econpapers || Download paper | |
| 2016 | BIOFUELS POLICIES AND FUEL DEMAND ELASTICITIES IN BRAZIL: AN IV APPROACH. (2016). Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Irwin, Elena Grace ; Borges, Leonardo Chaves . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:181. Full description at Econpapers || Download paper | |
| 2016 | The Effects of Inflation and its Risk on Interest Rate: An Empirical Evidence from Nigeria. (2016). , Amaefula . In: Economy. RePEc:aoj:econom:2016:p:74-78. Full description at Econpapers || Download paper | |
| 2016 | “The Distributive effects of conventional and unconventional monetary policies”. (2016). Davtyan, Karen . In: AQR Working Papers. RePEc:aqr:wpaper:201606. Full description at Econpapers || Download paper | |
| 2016 | Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia. (2016). Sheefeni, Johannes Peyavali ; Kaulihowa, Teresia . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2016:p:161-168. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164. Full description at Econpapers || Download paper | |
| 2016 | The Futures Premium and Rice Market Efficiency in Prewar Japan. (2016). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2016 | Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883. Full description at Econpapers || Download paper | |
| 2016 | Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2016 | Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel . In: Papers. RePEc:arx:papers:1603.01231. Full description at Econpapers || Download paper | |
| 2016 | Analysis of Price and Income Elasticities of Energy Demand in Ecuador: A Dynamic OLS Approach. (2016). Pinz, Kathia . In: Papers. RePEc:arx:papers:1611.05288. Full description at Econpapers || Download paper | |
| 2016 | Random matrix approach to estimation of high-dimensional factor models. (2016). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571. Full description at Econpapers || Download paper | |
| 2016 | A diagnostic criterion for approximate factor structure. (2016). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2017 | Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio . In: Papers. RePEc:arx:papers:1702.05944. Full description at Econpapers || Download paper | |
| 2017 | The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Albulescu, Claudiu ; Miller, Stephen . In: Papers. RePEc:arx:papers:1704.01840. Full description at Econpapers || Download paper | |
| 2016 | The Economics of the Democratic Deficit: The Effect of IMF Programs on Inequality. (2016). Lang, Valentin . In: Working Papers. RePEc:awi:wpaper:0617. Full description at Econpapers || Download paper | |
| 2016 | Does development aid increase military expenditure?. (2016). Potrafke, Niklas ; Langlotz, Sarah . In: Working Papers. RePEc:awi:wpaper:0618. Full description at Econpapers || Download paper | |
| 2016 | How Do Firms Respond to Political Tensions? The Heterogeneity of the Dalai Lama Effect on Trade. (2016). Fuchs, Andreas ; Hu, Cui ; Lin, Faqin . In: Working Papers. RePEc:awi:wpaper:0628. Full description at Econpapers || Download paper | |
| 2016 | Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Ahmadov, Vugar ; Adigozalov, Shaig . In: Working Papers. RePEc:aze:wpaper:1601. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2016 | Efficiency of the Fiscal Policy and the Fiscal Multipliers – The Case of the Republic of Macedonia. (2016). Trenovski, Borce ; Filipovski, Vladimir ; Fiti, Taki . In: Economic Studies journal. RePEc:bas:econst:y:2016:i:1:p:3-23. Full description at Econpapers || Download paper | |
| 2016 | Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603. Full description at Econpapers || Download paper | |
| 2017 | Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina . In: BCAM Working Papers. RePEc:bbk:bbkcam:1701. Full description at Econpapers || Download paper | |
| 2017 | Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina . In: BCAM Working Papers. RePEc:bbk:bbkcam:1702. Full description at Econpapers || Download paper | |
| 2016 | The evasive predictive ability of core inflation. (2016). Selaive, Jorge ; Pincheira, Pablo ; Nolazco, Jose. In: Working Papers. RePEc:bbv:wpaper:1534. Full description at Econpapers || Download paper | |
| 2016 | Analyzing the impact of monetary policy on financial markets in Chile. (2016). girardin, eric ; Garca-Herrero, Alicia ; Gonzlez, Hermann Esteban . In: Working Papers. RePEc:bbv:wpaper:16/14. Full description at Econpapers || Download paper | |
| 2016 | Forecasting travelers in Spain with Google queries. (2016). Camacho, Maximo ; Pacce, Matias . In: Working Papers. RePEc:bbv:wpaper:1621. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). Binette, Andre ; de Munnik, Daniel . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers || Download paper | |
| 2017 | Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle . In: Discussion Papers. RePEc:bca:bocadp:17-5. Full description at Econpapers || Download paper | |
| 2016 | The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates. (2016). Champagne, Julien ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-28. Full description at Econpapers || Download paper | |
| 2017 | Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1. Full description at Econpapers || Download paper | |
| 2017 | Markov-Switching Three-Pass Regression Filter. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Marcellino, Massimiliano ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2016 | Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr. In: Working Papers Series. RePEc:bcb:wpaper:435. Full description at Econpapers || Download paper | |
| 2016 | Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446. Full description at Econpapers || Download paper | |
| 2017 | A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel . In: Occasional Papers. RePEc:bde:opaper:1703. Full description at Econpapers || Download paper | |
| 2016 | Stock market cycles and supply side dynamics: two worlds, one vision?. (2016). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: Working Papers. RePEc:bde:wpaper:1626. Full description at Econpapers || Download paper | |
| 2017 | Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan . In: Working Papers. RePEc:bde:wpaper:1716. Full description at Econpapers || Download paper | |
| 2016 | Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16. Full description at Econpapers || Download paper | |
| 2017 | Banks, firms, and jobs. (2017). Presbitero, Andrea ; Mocetti, Sauro ; Richiardi, Matteo ; Berton, Fabio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1097_17. Full description at Econpapers || Download paper | |
| 2016 | Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03. Full description at Econpapers || Download paper | |
| 2016 | Changes in Inflation Predictability in Major Latin American Countries. (2016). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2016-20. Full description at Econpapers || Download paper | |
| 2017 | Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45. Full description at Econpapers || Download paper | |
| 2016 | PUBLIC DEBT SUSTAINABILITY IN SERBIA BEFORE AND DURING THE GLOBAL FINANCIAL CRISIS. (2016). Andric, Vladimir ; Arsi, Milojko ; Nojkovi, Aleksandra . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:210:p:47-78. Full description at Econpapers || Download paper | |
| 2017 | Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02. Full description at Econpapers || Download paper | |
| 2016 | Has Globalization Really Increased Business Cycle Synchronization?. (2016). PUY, Damien ; Monnet, Eric. In: Working papers. RePEc:bfr:banfra:592. Full description at Econpapers || Download paper | |
| 2016 | Immigration to the U.S.: A problem for the Republicans or the Democrats?. (2016). Steingress, Walter ; Peri, Giovanni. In: Working papers. RePEc:bfr:banfra:597. Full description at Econpapers || Download paper | |
| 2017 | The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Mouabbi, Sarah ; Grishchenko, Olesya. In: Working papers. RePEc:bfr:banfra:622. Full description at Econpapers || Download paper | |
| 2016 | Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). Peersman, Gert ; De Winne, Jasmien. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:183-286. Full description at Econpapers || Download paper | |
| 2016 | Lower Oil Prices and the U.S. Economy: Is This Time Different?. (2016). Kilian, Lutz ; Baumeister, Christiane ; Killian, Lutz. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:287-357. Full description at Econpapers || Download paper | |
| 2016 | An underlying inflation gauge (UIG) for China. (2016). People, The . In: BIS Papers chapters. RePEc:bis:bisbpc:89-08. Full description at Econpapers || Download paper | |
| 2017 | Capital 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. Full description at Econpapers || Download paper | |
| 2016 | Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F. In: BIS Working Papers. RePEc:bis:biswps:560. Full description at Econpapers || Download paper | |
| 2016 | Monetary policy, the financial cycle and ultra-low interest rates. (2016). Juselius, John ; Drehmann, Mathias ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:569. Full description at Econpapers || Download paper | |
| 2016 | Global inflation forecasts. (2016). Kearns, Jonathan. In: BIS Working Papers. RePEc:bis:biswps:582. Full description at Econpapers || Download paper | |
| 2016 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by James H. Stock:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1991 | Stochastic Trends and Economic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 661 |
| 1991 | Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 661 | paper | |
| 1987 | Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 661 | paper | |
| 2003 | Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 565 |
| 2001 | Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 565 | article | |
| 2001 | Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 565 | paper | |
| 1997 | The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 260 |
| 2001 | Vector Autoregressions In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 256 |
| 2003 | Retrospectives: Who Invented Instrumental Variable Regression? In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 26 |
| 1988 | Variable Trends in Economic Time Series. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 153 |
| 1992 | Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 419 |
| 1990 | Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 419 | paper | |
| 1996 | Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 387 |
| 1994 | Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 387 | paper | |
| 1994 | Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 387 | paper | |
| 2002 | Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 761 |
| 2002 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 993 |
| 1988 | A Reexamination of Friedmans Consumption Puzzle. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
| 1988 | A Reexamination of Friedmans Consumption Puzzle: Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 1996 | VAR, Error Correction and Pretest Forecasts at Long Horizons. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 25 |
| 2003 | caschool In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | oj In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 291 |
| 2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2005 | Inference with Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2005 | Inference with Weak Instruments.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1987 | Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality. In: Economic Journal. [Full Text][Citation analysis] | article | 7 |
| 1987 | Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. In: Econometrica. [Full Text][Citation analysis] | article | 397 |
| 1989 | Semiparametric Estimation of Index Coefficients. In: Econometrica. [Full Text][Citation analysis] | article | 239 |
| 1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 803 |
| 1990 | Pensions, the Option Value of Work, and Retirement. In: Econometrica. [Full Text][Citation analysis] | article | 251 |
| 1988 | Pensions, The Option Value of Work, and Retirement.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 251 | paper | |
| 1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 1202 |
| 1991 | A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 1202 | paper | |
| 1996 | Efficient Tests for an Autoregressive Unit Root. In: Econometrica. [Full Text][Citation analysis] | article | 2228 |
| 1992 | Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2228 | paper | |
| 1997 | Instrumental Variables Regression with Weak Instruments In: Econometrica. [Citation analysis] | article | 2289 |
| 1994 | Instrumental Variables Regression with Weak Instruments.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2289 | paper | |
| 2000 | GMM with Weak Identification In: Econometrica. [Citation analysis] | article | 212 |
| 2000 | Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 6 |
| 2001 | Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1990 | Unit 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] | article | 5 |
| 2001 | Searching for prosperity In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 72 |
| 2001 | Searching for Prosperity.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
| 1986 | Unit roots, structural breaks and trends In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | Asymptotic properties of the Hahn-Hausman test for weak-instruments In: Economics Letters. [Full Text][Citation analysis] | article | 32 |
| 2001 | Macro-econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Confidence intervals for autoregressive coefficients near one In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 1994 | Deciding between I(1) and I(0) In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 1992 | Deciding Between I(1) and I(0).(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1997 | Inference in a nearly integrated autoregressive model with nonnormal innovations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 219 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | paper | ||
| 1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 283 |
| 1998 | Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 283 | paper | |
| 1991 | Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 126 |
| 1991 | Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
| 1996 | Measuring money growth when financial markets are changing In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 15 |
| 1994 | Measuring Money Growth When Financial Markets Are Changing.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 624 |
| 1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 624 | paper | |
| 1990 | Efficient windows and labor force reduction In: Journal of Public Economics. [Full Text][Citation analysis] | article | 22 |
| 1990 | Efficient Windows and Labor Force Reduction.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 1999 | Robust monetary policy under model uncertainty in a small model of the U.S. economy In: Proceedings. [Citation analysis] | article | 186 |
| 2000 | Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | paper | |
| 1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 11 |
| 2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 125 |
| 2003 | How did leading indicator forecasts perform during the 2001 recession? In: Economic Quarterly. [Full Text][Citation analysis] | article | 27 |
| 1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 555 |
| 1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 555 | chapter | |
| 1991 | Bayesian Approaches to the Unit Root Problem: A Comment. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting. [Full Text][Citation analysis] | article | 293 |
| 2004 | Structural Stability and Models of the Business Cycle In: De Economist. [Full Text][Citation analysis] | article | 1 |
| 1986 | Semiparametric estimation of weighted average derivatives In: Working papers. [Full Text][Citation analysis] | paper | 6 |
| 1993 | Business Cycles, Indicators and Forecasting In: NBER Books. [Citation analysis] | book | 38 |
| 2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 644 |
| 2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 644 | paper | |
| 1992 | Three Models of Retirement: Computational Complexity versus Predictive Validity In: NBER Chapters. [Full Text][Citation analysis] | chapter | 53 |
| 1990 | Three Models of Retirement: Computational Complexity Versus Predictive Validity.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 1990 | The Pension Inducement to Retire: An Option Value Analysis In: NBER Chapters. [Full Text][Citation analysis] | chapter | 47 |
| 1988 | The Pension Inducement to Retire: An Option Value Analysis.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1993 | Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters. [Full Text][Citation analysis] | chapter | 32 |
| 1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 93 |
| 1992 | A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 1996 | Why Are Retirement Rates So High at Age 65? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 26 |
| 1995 | Why are Retirement Rates So High at Age 65?.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 1994 | Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models In: NBER Chapters. [Full Text][Citation analysis] | chapter | 15 |
| 1994 | The Use of a Monetary Aggregate to Target Nominal GDP In: NBER Chapters. [Full Text][Citation analysis] | chapter | 90 |
| 1993 | The Use of Monetary Aggregate to Target Nominal GDP.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 1996 | Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits In: NBER Chapters. [Full Text][Citation analysis] | chapter | 15 |
| 1994 | Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 215 |
| 1996 | How Precise are Estimates of the Natural Rate of Unemployment?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | paper | |
| 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1992 | Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 71 |
| 1996 | Asymptotics for GMM Estimators with Weak Instruments In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 721 |
| 2006 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 116 |
| 1983 | A Relationship Between Regression Tests and Volatility Tests of Market ncy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 342 |
| 2006 | Why Has U.S. Inflation Become Harder to Forecast? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 458 |
| 2008 | Phillips Curve Inflation Forecasts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 81 |
| 2010 | Modeling Inflation After the Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 2010 | Estimating Turning Points Using Large Data Sets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2011 | Forecasts in a Slightly Misspecified Finite Order VAR In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 1986 | Growing in Debt: The Farm Crisis and Public Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Interpreting Evidence on Money-Income Causality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 1987 | Integrated Regressors and Tests of the Permanent Income Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 1988 | A Probability Model of The Coincident Economic Indicators In: NBER Working Papers. [Full Text][Citation analysis] | paper | 69 |
| 1990 | Drawing Inferences From Statistics Based on Multi-Year Asset Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1992 | Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers. [Full Text][Citation analysis] | paper | 65 |
| 1998 | Diffusion Indexes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 195 |
| 2001 | Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 336 |
| 2005 | Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 336 | article | |
| 1999 | A dynamic factor model framework for forecast combination In: Spanish Economic Review. [Full Text][Citation analysis] | article | 26 |
| 1987 | Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets. In: Economics Working Papers. [Citation analysis] | paper | 5 |
| 1987 | Measuring Business Cycle Time. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 40 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team