45
H index
73
i10 index
21042
Citations
James H. Stock : Citation Profile
Harvard University | RESEARCH PRODUCTION: 44 Articles 71 Papers 1 Books 13 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1983 - 2018). 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:
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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 |
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
| Instructional Stata datasets for econometrics / Boston College Department of Economics | 2 |
Recent works citing James H. Stock (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. 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 | |
| 2017 | Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Emmanuel, Letete ; Mare, Sarr . In: Working Paper Series. RePEc:adb:adbwps:2392. Full description at Econpapers || Download paper | |
| 2017 | Working 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. 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 | |
| 2017 | Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10. Full description at Econpapers || Download paper | |
| 2017 | Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13. 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 | The 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. 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 | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian. Full description at Econpapers || Download paper | |
| 2017 | Prix 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. 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 | |
| 2018 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | Financial 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2017 | Statistical 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. Full description at Econpapers || Download paper | |
| 2017 | What 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. 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 | |
| 2018 | BRICS 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. Full description at Econpapers || Download paper | |
| 2018 | INFLATION 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. Full description at Econpapers || Download paper | |
| 2018 | AVALIAÇÃO 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. Full description at Econpapers || Download paper | |
| 2017 | Yield 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. Full description at Econpapers || Download paper | |
| 2017 | Trend 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. 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 | |
| 2017 | The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). 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 | |
| 2017 | Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493. 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 | |
| 2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper | |
| 2017 | Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). 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). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840. Full description at Econpapers || Download paper | |
| 2017 | Virtual 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. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868. Full description at Econpapers || Download paper | |
| 2017 | Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137. Full description at Econpapers || Download paper | |
| 2017 | Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392. Full description at Econpapers || Download paper | |
| 2017 | Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:1711.10527. Full description at Econpapers || Download paper | |
| 2018 | Implications 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. Full description at Econpapers || Download paper | |
| 2018 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | Revisiting 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. Full description at Econpapers || Download paper | |
| 2017 | Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028. Full description at Econpapers || Download paper | |
| 2018 | Structural Change and the Fertility Transition in the American South. (2018). Ager, Philipp ; Herz, Benedikt ; Brueckner, Markus. In: CEH Discussion Papers. RePEc:auu:hpaper:062. Full description at Econpapers || Download paper | |
| 2017 | Aid and growth.New evidence using an excludable instrument. (2017). Dreher, Axel ; Langlotz, Sarah. In: Working Papers. RePEc:awi:wpaper:0635. 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 | |
| 2017 | Sectoral 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. 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 | |
| 2017 | Posterior 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. Full description at Econpapers || Download paper | |
| 2018 | R2 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. Full description at Econpapers || Download paper | |
| 2018 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . 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 | |
| 2017 | A 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. 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). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2017 | A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38. Full description at Econpapers || Download paper | |
| 2017 | Government 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. Full description at Econpapers || Download paper | |
| 2017 | Is 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. Full description at Econpapers || Download paper | |
| 2018 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis . In: Staff Working Papers. RePEc:bca:bocawp:18-14. Full description at Econpapers || Download paper | |
| 2018 | What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5. Full description at Econpapers || Download paper | |
| 2018 | Climate change and Migration: Is Agriculture the Main Channel?. (2018). Galeotti, Marzio ; Falco, Chiara ; Olper, Alessandro. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp100. Full description at Econpapers || Download paper | |
| 2018 | The 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. 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 | |
| 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 | |
| 2017 | Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2018 | Credit constraints, firms investment and growth evidence from survey data. (2018). Gomez, Miguel Garcia-Posada. In: Working Papers. RePEc:bde:wpaper:1808. Full description at Econpapers || Download paper | |
| 2017 | Banks, 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. Full description at Econpapers || Download paper | |
| 2017 | Pairwise 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. Full description at Econpapers || Download paper | |
| 2018 | Real 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. Full description at Econpapers || Download paper | |
| 2018 | Credit supply and productivity growth. (2018). Manaresi, Francesco ; Pierri, Nicola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1168_18. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Identifying 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. Full description at Econpapers || Download paper | |
| 2017 | Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17. Full description at Econpapers || Download paper | |
| 2017 | The 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. 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 | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. Full description at Econpapers || Download paper | |
| 2017 | CAPITAL 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. 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 | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643. Full description at Econpapers || Download paper | |
| 2018 | Explaining 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. Full description at Econpapers || Download paper | |
| 2017 | Firms’ Innovation Strategy under the Shadow of Analyst Coverage. (2017). Perez-Castrillo, David ; Toldra-Simats, Anna ; Guo, Bing. In: Working Papers. RePEc:bge:wpaper:980. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. 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 | |
| 2017 | Price 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. Full description at Econpapers || Download paper | |
| 2017 | Is there a debt service channel of monetary transmission?. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Quarterly Review. RePEc:bis:bisqtr:1712e. Full description at Econpapers || Download paper | |
| 2017 | Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606. Full description at Econpapers || Download paper | |
| 2017 | The real effects of household debt in the short and long run. (2017). SHIM, ILHYOCK ; Mohanty, Madhusudan ; Lombardi, Marco. In: BIS Working Papers. RePEc:bis:biswps:607. Full description at Econpapers || Download paper | |
| 2017 | Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614. Full description at Econpapers || Download paper | |
| 2017 | External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622. Full description at Econpapers || Download paper | |
| 2017 | Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim. In: BIS Working Papers. RePEc:bis:biswps:640. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649. 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 | 690 |
| 1991 | Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 1987 | Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 2003 | Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 626 |
| 2001 | Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 626 | 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: 626 | paper | |
| 1997 | The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 267 |
| 2001 | Vector Autoregressions In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 282 |
| 2003 | Retrospectives: Who Invented Instrumental Variable Regression? In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 28 |
| 1988 | Variable Trends in Economic Time Series. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 166 |
| 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 | 433 |
| 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: 433 | paper | |
| 1996 | Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 425 |
| 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: 425 | 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: 425 | paper | |
| 2002 | Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 847 |
| 2002 | A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1114 |
| 1988 | A Reexamination of Friedmans Consumption Puzzle. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 4 |
| 1988 | A Reexamination of Friedmans Consumption Puzzle: Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 1996 | VAR, Error Correction and Pretest Forecasts at Long Horizons. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 26 |
| 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 | 313 |
| 2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | paper | |
| 2005 | Inference with Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 54 |
| 2005 | Inference with Weak Instruments.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 1987 | Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality. In: Economic Journal. [Full Text][Citation analysis] | article | 8 |
| 1987 | Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. In: Econometrica. [Full Text][Citation analysis] | article | 425 |
| 1989 | Semiparametric Estimation of Index Coefficients. In: Econometrica. [Full Text][Citation analysis] | article | 251 |
| 1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 884 |
| 1990 | Pensions, the Option Value of Work, and Retirement. In: Econometrica. [Full Text][Citation analysis] | article | 271 |
| 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: 271 | paper | |
| 1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 1335 |
| 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: 1335 | paper | |
| 1996 | Efficient Tests for an Autoregressive Unit Root. In: Econometrica. [Full Text][Citation analysis] | article | 2487 |
| 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: 2487 | paper | |
| 1997 | Instrumental Variables Regression with Weak Instruments In: Econometrica. [Citation analysis] | article | 2557 |
| 1994 | Instrumental Variables Regression with Weak Instruments.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2557 | paper | |
| 2000 | GMM with Weak Identification In: Econometrica. [Citation analysis] | article | 221 |
| 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 | 35 |
| 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 | 30 |
| 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 | 30 |
| 2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 225 |
| 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: 225 | paper | ||
| 1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 291 |
| 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: 291 | 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 | 131 |
| 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: 131 | paper | |
| 1996 | Measuring money growth when financial markets are changing In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 16 |
| 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: 16 | paper | |
| 1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 661 |
| 1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 661 | paper | |
| 1990 | Efficient windows and labor force reduction In: Journal of Public Economics. [Full Text][Citation analysis] | article | 23 |
| 1990 | Efficient Windows and Labor Force Reduction.(1990) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 1999 | Robust monetary policy under model uncertainty in a small model of the U.S. economy In: Proceedings. [Citation analysis] | article | 185 |
| 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: 185 | paper | |
| 1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 14 |
| 2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 139 |
| 2003 | How did leading indicator forecasts perform during the 2001 recession? In: Economic Quarterly. [Full Text][Citation analysis] | article | 30 |
| 1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 590 |
| 1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 590 | 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 | 333 |
| 2004 | Structural Stability and Models of the Business Cycle In: De Economist. [Full Text][Citation analysis] | article | 2 |
| 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 | 44 |
| 2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 679 |
| 2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 679 | paper | |
| 1992 | Three Models of Retirement: Computational Complexity versus Predictive Validity In: NBER Chapters. [Full Text][Citation analysis] | chapter | 55 |
| 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: 55 | paper | |
| 1990 | The Pension Inducement to Retire: An Option Value Analysis In: NBER Chapters. [Full Text][Citation analysis] | chapter | 48 |
| 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: 48 | paper | |
| 1993 | Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters. [Full Text][Citation analysis] | chapter | 38 |
| 1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 99 |
| 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: 99 | paper | |
| 1996 | Why Are Retirement Rates So High at Age 65? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 29 |
| 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: 29 | paper | |
| 1994 | Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models In: NBER Chapters. [Full Text][Citation analysis] | chapter | 16 |
| 1994 | The Use of a Monetary Aggregate to Target Nominal GDP In: NBER Chapters. [Full Text][Citation analysis] | chapter | 92 |
| 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: 92 | paper | |
| 1996 | Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits In: NBER Chapters. [Full Text][Citation analysis] | chapter | 16 |
| 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: 16 | paper | |
| 1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 214 |
| 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: 214 | paper | |
| 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 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 | 74 |
| 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 | 9 |
| 2002 | Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 759 |
| 2006 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 140 |
| 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 | 388 |
| 2006 | Why Has U.S. Inflation Become Harder to Forecast? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 527 |
| 2008 | Phillips Curve Inflation Forecasts In: NBER Working Papers. [Full Text][Citation analysis] | paper | 97 |
| 2010 | Modeling Inflation After the Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2010 | Estimating Turning Points Using Large Data Sets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 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 | 66 |
| 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 | 28 |
| 2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | 15 |
| 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 | 1 |
| 1987 | Interpreting Evidence on Money-Income Causality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2017 | The Disappointing Recovery of Output after 2009 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1987 | Integrated Regressors and Tests of the Permanent Income Hypothesis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | A Probability Model of The Coincident Economic Indicators In: NBER Working Papers. [Full Text][Citation analysis] | paper | 71 |
| 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 | 69 |
| 1998 | Diffusion Indexes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 205 |
| 2001 | Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 365 |
| 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: 365 | article | |
| 1999 | A dynamic factor model framework for forecast combination In: Spanish Economic Review. [Full Text][Citation analysis] | article | 27 |
| 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 | 41 |
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