James Hamilton : Citation Profile


University of California-San Diego (UCSD)

52

H index

79

i10 index

22429

Citations

RESEARCH PRODUCTION:

72

Articles

67

Papers

3

Chapters

RESEARCH ACTIVITY:

   41 years (1983 - 2024). See details.
   Cites by year: 547
   Journals where James Hamilton has often published
   Relations with other researchers
   Recent citing documents: 719.    Total self citations: 59 (0.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha60
   Updated: 2025-05-17    RAS profile: 2023-03-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Baumeister, Christiane (6)

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

Is cited by:

Kilian, Lutz (268)

GUPTA, RANGAN (261)

Wang, Yudong (127)

Baumeister, Christiane (121)

Balcilar, Mehmet (121)

Filis, George (120)

Ratti, Ronald (119)

Owyang, Michael (109)

Ferrara, Laurent (99)

Serletis, Apostolos (93)

Degiannakis, Stavros (90)

Cites to:

Kilian, Lutz (60)

Baumeister, Christiane (44)

Swanson, Eric (41)

Gürkaynak, Refet (33)

Rudebusch, Glenn (30)

Zha, Tao (26)

Watson, Mark (25)

Peersman, Gert (23)

Canova, Fabio (22)

Piazzesi, Monika (19)

Ang, Andrew (18)

Main data


Where James Hamilton has published?


Journals with more than one article published# docs
Journal of Monetary Economics7
Journal of Econometrics7
Journal of Money, Credit and Banking6
Journal of Political Economy5
American Economic Review4
Journal of International Money and Finance4
Journal of Economic Dynamics and Control3
Journal of Business & Economic Statistics3
Review2
Econometric Reviews2
Carnegie-Rochester Conference Series on Public Policy2
The Energy Journal2
Macroeconomic Dynamics2
Econometrica2
Review of Economic Dynamics2
International Journal of Forecasting2
Empirical Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc45
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing James Hamilton (2025 and 2024)


YearTitle of citing document
2024The Ends of 27 Big Depressions. (2024). O'Rourke, Kevin ; Lee, Sang Seok ; Ellison, Martin. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:1:p:134-68.

Full description at Econpapers || Download paper

2024The impact of oil price shocks on economic growth in Algeria. (2024). Dib, Hafsa. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:323-338.

Full description at Econpapers || Download paper

2024Quantitative easing and its implications for contingent convertible triggers: an analytical perspective. (2024). Vid, Alin Ioan ; Chepti, Alexandra ; Cotescu, Rzvan ; Vasilca, Miruna-Mihaela. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:357-373.

Full description at Econpapers || Download paper

2025The relationship between external factors and economic growth: Differences between the global financial crisis and the COVID-19 pandemic from a Granger causality perspective. (2025). Vid, Alin-Ioan ; Vasilca, Miruna-Mihaela ; Bejenaru, Cristina ; Cheptis, Alexandra. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:125-134.

Full description at Econpapers || Download paper

2024Nitrogen Fertilizer Price Bubbles and Contributing Factors: Evidence from the Chinese Urea Fertilizer Market. (2024). Hu, Zhepeng ; Lai, Tianyun. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343535.

Full description at Econpapers || Download paper

2024Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343541.

Full description at Econpapers || Download paper

2024Short-Term Impact of the Trade War on U.S. Agricultural Commodities Futures Prices. (2024). Yu, Shuo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344060.

Full description at Econpapers || Download paper

2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

Full description at Econpapers || Download paper

2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2024Options Pricing under Bayesian MS-VAR Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

Full description at Econpapers || Download paper

2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2024Equity-Linked Life Insurances on Maximum of Several Assets. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

Full description at Econpapers || Download paper

2024Augmented Dynamic Gordon Growth Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

Full description at Econpapers || Download paper

2024Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970.

Full description at Econpapers || Download paper

2024The Log Private Company Valuation Model. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

Full description at Econpapers || Download paper

2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

Full description at Econpapers || Download paper

2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

Full description at Econpapers || Download paper

2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

Full description at Econpapers || Download paper

2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

Full description at Econpapers || Download paper

2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

Full description at Econpapers || Download paper

2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

Full description at Econpapers || Download paper

2024Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2402.05272.

Full description at Econpapers || Download paper

2024Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329.

Full description at Econpapers || Download paper

2024On Bayesian Filtering for Markov Regime Switching Models. (2024). Maih, Junior ; Kirsanova, Tatiana ; Hashimzade, Nigar. In: Papers. RePEc:arx:papers:2402.08051.

Full description at Econpapers || Download paper

2025A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. (2025). Lanne, Markku ; Virolainen, Savi. In: Papers. RePEc:arx:papers:2403.14216.

Full description at Econpapers || Download paper

2024Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235.

Full description at Econpapers || Download paper

2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

Full description at Econpapers || Download paper

2024NIFTY Financial News Headlines Dataset. (2024). Saqur, Raeid ; Vinden, Nicholas ; Kato, Ken ; Rudzicz, Frank. In: Papers. RePEc:arx:papers:2405.09747.

Full description at Econpapers || Download paper

2024Mixing it up: Inflation at risk. (2024). Schroder, Maximilian. In: Papers. RePEc:arx:papers:2405.17237.

Full description at Econpapers || Download paper

2024Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849.

Full description at Econpapers || Download paper

2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

Full description at Econpapers || Download paper

2024EM Estimation of Conditional Matrix Variate $t$ Distributions. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.10837.

Full description at Econpapers || Download paper

2024What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs. (2024). Saqur, Raeid. In: Papers. RePEc:arx:papers:2406.15508.

Full description at Econpapers || Download paper

2024The Mertons Default Risk Model for Public Company. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2406.18121.

Full description at Econpapers || Download paper

2024How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2407.02183.

Full description at Econpapers || Download paper

2024Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches. (2024). Behme, Anita. In: Papers. RePEc:arx:papers:2407.05866.

Full description at Econpapers || Download paper

2024Has the Recession Started?. (2024). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:2408.05856.

Full description at Econpapers || Download paper

2024The mean-variance portfolio selection based on the average and current profitability of the risky asset. (2024). Li, YU ; Wu, Yuhan ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2408.07969.

Full description at Econpapers || Download paper

2024Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

Full description at Econpapers || Download paper

2024Modeling the Dynamics of Growth in Master-Planned Communities. (2024). Gabashvili, Irene S ; Allsup, Christopher K. In: Papers. RePEc:arx:papers:2408.14214.

Full description at Econpapers || Download paper

2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

Full description at Econpapers || Download paper

2024Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality. (2024). Dufour, Jean-Marie ; Wang, Endong. In: Papers. RePEc:arx:papers:2409.10820.

Full description at Econpapers || Download paper

2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

Full description at Econpapers || Download paper

2024Robust Bond Risk Premia Predictability Test in the Quantiles. (2024). Fan, Qingliang ; Li, Xinjue ; Liao, Xiaosai. In: Papers. RePEc:arx:papers:2410.03557.

Full description at Econpapers || Download paper

2024Dynamic Factor Allocation Leveraging Regime-Switching Signals. (2024). Mulvey, John M ; Shu, Yizhan. In: Papers. RePEc:arx:papers:2410.14841.

Full description at Econpapers || Download paper

2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

Full description at Econpapers || Download paper

2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

Full description at Econpapers || Download paper

2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

Full description at Econpapers || Download paper

2024Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches. (2024). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2412.17379.

Full description at Econpapers || Download paper

2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

Full description at Econpapers || Download paper

2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

Full description at Econpapers || Download paper

2025AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics. (2025). Yuksel, Kamer Ali ; Sawaf, Hassan. In: Papers. RePEc:arx:papers:2502.00029.

Full description at Econpapers || Download paper

2025Fiscal Policy and Household Savings in Central Europe (Poland, Croatia, and Slovak Republic) -- A Markov Switching VAR with Covid Shock. (2025). , Ehsanullah ; Yusof, Mohd Faizal ; Hassan, Md Sharif ; Islam, Md Aminul ; Rab, Naharin Binte. In: Papers. RePEc:arx:papers:2502.14041.

Full description at Econpapers || Download paper

2025Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework. (2025). Vinden, Nicholas ; Saqur, Raeid ; Zhu, Zining ; Rudzicz, Frank. In: Papers. RePEc:arx:papers:2502.16023.

Full description at Econpapers || Download paper

2025Tactical Asset Allocation with Macroeconomic Regime Detection. (2025). Oliveira, Daniel Cunha ; Sandfelder, Dylan ; Dong, Xiaowen ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2503.11499.

Full description at Econpapers || Download paper

2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

Full description at Econpapers || Download paper

2025Labor Market Impact on Homelessness: Evidence from Canadian Administrative Data on Shelter Usage. (2025). Tuvaandorj, Purevdorj ; Lkhagvasuren, Damba. In: Papers. RePEc:arx:papers:2503.23259.

Full description at Econpapers || Download paper

2025Statistical applications of the 20/60/20 rule in risk management and portfolio optimization. (2025). Wyloma, Agnieszka ; Pitera, Marcin ; Pkaczek, Kewin ; Jelito, Damian. In: Papers. RePEc:arx:papers:2504.02840.

Full description at Econpapers || Download paper

2025Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2504.18958.

Full description at Econpapers || Download paper

2024Policy choice in time series by empirical welfare maximization. (2024). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: CeMMAP working papers. RePEc:azt:cemmap:27/24.

Full description at Econpapers || Download paper

2024Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224.

Full description at Econpapers || Download paper

2024The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03.

Full description at Econpapers || Download paper

2024Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?. (2024). Zhang, Ji ; Xie, Yinxi ; Wu, Jing Cynthia. In: Staff Working Papers. RePEc:bca:bocawp:24-38.

Full description at Econpapers || Download paper

2024Renewable Energy Shocks and Business Cycle Dynamics with Application to Brazil. (2024). Kornelius, Alexandre ; Divino, Jose Angelo. In: Working Papers Series. RePEc:bcb:wpaper:592.

Full description at Econpapers || Download paper

2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

Full description at Econpapers || Download paper

2024US monetary policy spillovers to the euro area. (2024). Degasperi, Riccardo ; Venditti, Fabrizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_891_24.

Full description at Econpapers || Download paper

2025Energy price shocks and their effects on the main macroeconomic variables: a Bayesian SVAR analysis. (2025). Lilla, Francesca ; Infante, Luigi ; Pasetto, Michela E. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_926_25.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

Full description at Econpapers || Download paper

2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

Full description at Econpapers || Download paper

2024Heterogeneous recessions and expansions in Mexican regions and sectors. (2024). Mascarua, Miguel A. In: Working Papers. RePEc:bdm:wpaper:2024-13.

Full description at Econpapers || Download paper

2024The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938.

Full description at Econpapers || Download paper

2024Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955.

Full description at Econpapers || Download paper

2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

Full description at Econpapers || Download paper

2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

Full description at Econpapers || Download paper

2024Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries. (2024). Kocaman, Merve. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:8:y:2024:i:2:p:205-218.

Full description at Econpapers || Download paper

2024Quo vadis, r*? The natural rate of interest after the pandemic. (2024). Sandri, Damiano ; Nuño Barrau, Galo ; Hofmann, Boris ; Benigno, Gianluca. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403b.

Full description at Econpapers || Download paper

2024The plucking model of the unemployment rate floor: Corss-country estimates and empirics. (2024). Suah, Jing Lian. In: BIS Working Papers. RePEc:bis:biswps:1159.

Full description at Econpapers || Download paper

2024Reserve requirements as a financial stability instrument. (2024). Gondo Mori, Rocio ; Cantu Garcia, Carlos ; Martinez, Berenice. In: BIS Working Papers. RePEc:bis:biswps:1182.

Full description at Econpapers || Download paper

2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

Full description at Econpapers || Download paper

2025Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142.

Full description at Econpapers || Download paper

2024Estimation of the public debt threshold effects on economic growth in sub‐Saharan African countries. (2024). Kitutila, Yannick. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:2:p:377-390.

Full description at Econpapers || Download paper

2024The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199.

Full description at Econpapers || Download paper

2024Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Karaki, Mohamad ; Neaimeh, Andrios. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571.

Full description at Econpapers || Download paper

2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

Full description at Econpapers || Download paper

2024Global economic contraction, climate change and the gold market volatility: A GARCH‐MIDAS approach. (2024). Salisu, Afees ; Vo, Xuan Vinh ; Penzin, Dinci J. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:712-728.

Full description at Econpapers || Download paper

2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

Full description at Econpapers || Download paper

2024U.S. shale oil production and trend estimation: Forecasting a Hubbert model. (2024). Reynolds, Douglas B. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:468-487.

Full description at Econpapers || Download paper

2024Unequal ground: oil booms and income inequality in the USA. (2024). Abdelwahed, Loujaina ; Campbell, Cole. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:880-910.

Full description at Econpapers || Download paper

2024Alternative Monetary Policy Commitments and the Yield Curve. (2024). Haworth, Cameron ; Gai, Prasanna. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:137-159.

Full description at Econpapers || Download paper

2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

Full description at Econpapers || Download paper

2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

Full description at Econpapers || Download paper

2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

Full description at Econpapers || Download paper

2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

Full description at Econpapers || Download paper

2024The Working Capital Credit Multiplier. (2024). Kim, Taehyun ; Carvalho, Daniel ; Almeida, Heitor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4247-4302.

Full description at Econpapers || Download paper

2024Socioeconomic impacts of Russian invasion of Ukraine: A multiregional assessment for Europe. (2024). Almazngmez, Miguel Ngel ; Llano, Carlos ; Rauhut, Daniel ; Prez, Julin. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:2:p:333-354.

Full description at Econpapers || Download paper

2024Give me a U, give me a V, give me an L!: How effective are countercyclical policies in shaping the output dynamic during recessions. (2024). Pearrieta, Luis Castro ; Castaeda, Gonzalo. In: Metroeconomica. RePEc:bla:metroe:v:75:y:2024:i:1:p:107-133.

Full description at Econpapers || Download paper

2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

Full description at Econpapers || Download paper

2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

Full description at Econpapers || Download paper

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

Works by James Hamilton:


YearTitleTypeCited
1986On the Limitations of Government Borrowing: A Framework for EmpiricalTesting. In: American Economic Review.
[Full Text][Citation analysis]
article542
1985On the Limitations of Government Borrowing: A Framework for Empirical Testing.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 542
paper
1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It? In: American Economic Review.
[Full Text][Citation analysis]
article629
1992Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market. In: American Economic Review.
[Full Text][Citation analysis]
article89
1997Measuring the Liquidity Effect. In: American Economic Review.
[Full Text][Citation analysis]
article135
1996Measuring the liquidity effect.(1996) In: Working Papers in Applied Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 135
paper
2011Estimating the Market-Perceived Monetary Policy Rule In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article31
2010Estimating the Market-Perceived Monetary Policy Rule.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
1985Historical Causes of Postwar Oil Shocks and Recessions In: The Energy Journal.
[Full Text][Citation analysis]
article120
2009Understanding Crude Oil Prices In: The Energy Journal.
[Full Text][Citation analysis]
article761
2008Understanding Crude Oil Prices.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 761
paper
1986Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering. In: Journal of Business & Economic Statistics.
[Citation analysis]
article27
1991A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions. In: Journal of Business & Economic Statistics.
[Citation analysis]
article64
1991The Quantitative Significance of the Lucas Critique: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2009Causes and Consequences of the Oil Shock of 2007-08 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article811
2010Causes and consequences of the oil shock of 2007–08.(2010) In: FRB Atlanta CQER Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 811
paper
2009Causes and Consequences of the Oil Shock of 2007-08.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 811
paper
1988ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION In: Contemporary Economic Policy.
[Full Text][Citation analysis]
article27
2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed : Re-evaluating the role of monetary policy in economic fluctuations In: Research Discussion Papers.
[Full Text][Citation analysis]
paper78
2005Comment on Investigating Nonlinearity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
2001Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper54
1999A Parametric Approach to Flexible Nonlinear Inference In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper137
2001A Parametric Approach to Flexible Nonlinear Inference..(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 137
article
2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper199
2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread..(2002) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 199
article
2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199
paper
2015Robust Bond Risk Premia In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper85
2015Robust bond risk premia.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85
paper
2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85
paper
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper13
2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper87
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper42
2020Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
article
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42
paper
2020Advances in Structural Vector Autoregressions with Imperfect Identifying Information In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper2
2008INSIDE THE ECONOMISTS MIND In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2011NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article322
2010Nonlinearities and the Macroeconomic Effects of Oil Prices.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 322
paper
1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica.
[Full Text][Citation analysis]
article4856
1988Are the macroeconomic effects of oil-price changes symmetric? : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article26
1998The supply and demand for Federal Reserve deposits In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article17
1988Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article476
2002On the interpretation of cointegration in the linear-quadratic inventory model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article14
2003Comment on A comparison of two business cycle dating methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article32
1986State-space models In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter10
2003What is an oil shock? In: Journal of Econometrics.
[Full Text][Citation analysis]
article1546
2000What is an Oil Shock?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1546
paper
2012Identification and estimation of Gaussian affine term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]
article124
2012Identification and Estimation of Gaussian Affine Term Structure Models.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 124
paper
2014Testable implications of affine term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]
article33
2011Testable Implications of Affine Term Structure Models.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33
paper
1986A standard error for the estimated state vector of a state-space model In: Journal of Econometrics.
[Full Text][Citation analysis]
article94
1990Analysis of time series subject to changes in regime In: Journal of Econometrics.
[Full Text][Citation analysis]
article997
1994Autoregressive conditional heteroskedasticity and changes in regime In: Journal of Econometrics.
[Full Text][Citation analysis]
article894
1996Specification testing in Markov-switching time-series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article227
2011Calling recessions in real time In: International Journal of Forecasting.
[Full Text][Citation analysis]
article121
2010Calling Recessions in Real Time.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121
paper
2011Response to comments In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
2014Risk premia in crude oil futures prices In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article198
2013Risk Premia in Crude Oil Futures Prices.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 198
paper
2019Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2016Macroeconomic Regimes and Regime Shifts In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter69
2016Macroeconomic Regimes and Regime Shifts.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69
paper
2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article87
2018Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
paper
2018Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations.(2018) In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87
paper
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article105
1987Monetary factors in the great depression In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article120
1989The long-run behavior of the velocity of circulation : A review essay In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article9
1996This is what happened to the oil price-macroeconomy relationship In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article1068
1998The augmented Solow model and the productivity slowdown In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article56
2008Daily monetary policy shocks and new home sales In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article72
2016Heterogeneity and Unemployment Dynamics In: Working Papers.
[Full Text][Citation analysis]
paper10
2016Heterogeneity and Unemployment Dynamics.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2016Heterogeneity and Unemployment Dynamics.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2004Normalization in econometrics In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper79
2007Normalization in Econometrics.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79
article
2016Do macro variables help forecast interest rates? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2004Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments In: Proceedings.
[Full Text][Citation analysis]
article1
2019Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper15
2020Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2022Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2018Factors in Unemployment Dynamics In: FEDS Notes.
[Full Text][Citation analysis]
paper0
2009The market-perceived monetary policy rule In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper12
2007Housing and the monetary transmission mechanism: commentary In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article0
2005Whats real about the business cycle? In: Review.
[Full Text][Citation analysis]
article36
2005Whats Real About the Business Cycle?.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
2008Assessing monetary policy effects using daily federal funds futures contracts In: Review.
[Full Text][Citation analysis]
article17
2009The propagation of regional recessions In: Working Papers.
[Full Text][Citation analysis]
paper119
2011The Propagation of Regional Recessions.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119
paper
2012The Propagation of Regional Recessions.(2012) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119
article
1999A model for the federal funds rate target In: Department of Economics.
[Full Text][Citation analysis]
paper193
2000A Model for the Federal Funds Rate Target.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193
paper
2002A Model of the Federal Funds Rate Target.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193
article
2009Concerns about the Feds New Balance Sheet In: Book Chapters.
[Full Text][Citation analysis]
chapter1
1986On Testing for Self-fulfilling Speculative Price Bubbles. In: International Economic Review.
[Full Text][Citation analysis]
article33
2012Import Prices and Inflation In: International Journal of Central Banking.
[Full Text][Citation analysis]
article7
1996Stock Market Volatility and the Business Cycle. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article363
1991The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article0
2004Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices. In: Journal of Money, Credit and Banking.
[Citation analysis]
article106
2003Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106
paper
2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment. In: Journal of Money, Credit and Banking.
[Citation analysis]
article515
2009Daily Changes in Fed Funds Futures Prices In: Journal of Money, Credit and Banking.
[Citation analysis]
article45
2007Daily Changes in Fed Funds Futures Prices.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2012The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article518
2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 518
paper
2005Dating Business Cycle Turning Points In: NBER Working Papers.
[Full Text][Citation analysis]
paper75
2007Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2008Macroeconomics and ARCH In: NBER Working Papers.
[Full Text][Citation analysis]
paper47
2008Daily Monetary Policy Shocks and the Delayed Response of New Home Sales In: NBER Working Papers.
[Full Text][Citation analysis]
paper71
2010Sources of Variation in Holding Returns for Fed Funds Futures Contracts In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
2011Sources of variation in holding returns for fed funds futures contracts.(2011) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2011Historical Oil Shocks In: NBER Working Papers.
[Full Text][Citation analysis]
paper169
2012Oil Prices, Exhaustible Resources, and Economic Growth In: NBER Working Papers.
[Full Text][Citation analysis]
paper28
2013Off-Balance-Sheet Federal Liabilities In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2013Crunch Time: Fiscal Crises and the Role of Monetary Policy In: NBER Working Papers.
[Full Text][Citation analysis]
paper62
2014Effects of Index-Fund Investing on Commodity Futures Prices In: NBER Working Papers.
[Full Text][Citation analysis]
paper46
2014The Changing Face of World Oil Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper12
2014Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information In: NBER Working Papers.
[Full Text][Citation analysis]
paper309
2015Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 309
article
2015The Equilibrium Real Funds Rate: Past, Present and Future In: NBER Working Papers.
[Full Text][Citation analysis]
paper265
2016The Equilibrium Real Funds Rate: Past, Present, and Future.(2016) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265
article
2017Why You Should Never Use the Hodrick-Prescott Filter In: NBER Working Papers.
[Full Text][Citation analysis]
paper176
2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks In: NBER Working Papers.
[Full Text][Citation analysis]
paper509
2018A Skeptical View of the Impact of the Fed’s Balance Sheet In: NBER Working Papers.
[Full Text][Citation analysis]
paper20
2019Measuring Global Economic Activity In: NBER Working Papers.
[Full Text][Citation analysis]
paper56
2019Perspectives on U.S. Monetary Policy Tools and Instruments In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2020Advances in Using Vector Autoregressions to Estimate Structural Magnitudes In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2021Supply, Demand, and Specialized Production In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
1989Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? In: NBER Working Papers.
[Full Text][Citation analysis]
paper11
2024Principal Component Analysis for a Mix of Stationary and Nonstationary Variables In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2021Online Appendix to Measuring Labor-Force Participation and the Incidence and Duration of Unemployment In: Online Appendices.
[Full Text][Citation analysis]
paper6
2022Measuring Labor-Force Participation and the Incidence and Duration of Unemployment.(2022) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
1997Comment on U.S. Oil Consumption, Oil Prices, and the Macroeconomy. In: Empirical Economics.
[Citation analysis]
article1
2002New directions in business cycle research and financial analysis In: Empirical Economics.
[Full Text][Citation analysis]
article29
2000Book review In: Econometric Reviews.
[Full Text][Citation analysis]
article2
1996What Do the Leading Indicators Lead? In: The Journal of Business.
[Full Text][Citation analysis]
article88
1996The Daily Market for Federal Funds. In: Journal of Political Economy.
[Full Text][Citation analysis]
article279
1983Oil and the Macroeconomy since World War II. In: Journal of Political Economy.
[Full Text][Citation analysis]
article2178
1985Uncovering Financial Market Expectations of Inflation. In: Journal of Political Economy.
[Full Text][Citation analysis]
article43
1988A Neoclassical Model of Unemployment and the Business Cycle. In: Journal of Political Economy.
[Full Text][Citation analysis]
article347

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team