James Hamilton : Citation Profile

Are you James Hamilton?

University of California-San Diego (UCSD)

52

H index

79

i10 index

21891

Citations

RESEARCH PRODUCTION:

72

Articles

67

Papers

3

Chapters

RESEARCH ACTIVITY:

   41 years (1983 - 2024). See details.
   Cites by year: 533
   Journals where James Hamilton has often published
   Relations with other researchers
   Recent citing documents: 1208.    Total self citations: 59 (0.27 %)

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   Permalink: http://citec.repec.org/pha60
   Updated: 2024-12-03    RAS profile: 2023-03-10    
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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 (263)

GUPTA, RANGAN (259)

Wang, Yudong (126)

Balcilar, Mehmet (121)

Ratti, Ronald (119)

Baumeister, Christiane (119)

Filis, George (118)

Owyang, Michael (109)

Ferrara, Laurent (98)

Degiannakis, Stavros (88)

Manera, Matteo (82)

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
The Energy Journal2
Macroeconomic Dynamics2
Carnegie-Rochester Conference Series on Public Policy2
Empirical Economics2
International Journal of Forecasting2
Review2
Econometric Reviews2
Review of Economic Dynamics2
Econometrica2

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 (2024 and 2023)

YearTitle of citing document
2023Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03.

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2023Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08.

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2023Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China. (2023). Vespignani, Joaquin ; Hong, Haidi ; Brueckner, Markus. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-690.

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2023Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. (2023). Rieth, Malte ; Camehl, Annika. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:217-48.

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2023Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064.

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2023.

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2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2023Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach. (2023). Bertoni, Danilo ; Valenti, Daniele ; Olper, Alessandro ; Cavicchioli, Davide. In: FEEM Working Papers. RePEc:ags:feemwp:338780.

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2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790.

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2023The Great, Greater, and Greatest Recessions of US States. (2023). Wall, Howard. In: Journal of Regional Analysis and Policy. RePEc:ags:jrapmc:339973.

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2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities. (2023). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Working Papers. RePEc:aoz:wpaper:234.

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2023Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237.

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2023Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2023Rainbow Options under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2112.10447.

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2024Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2023Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2024The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2023Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2023Regime-switching affine term structures. (2023). Eksi, Zehra ; Eisenberg, Paul ; Celary, Andreas. In: Papers. RePEc:arx:papers:2302.07721.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902.

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2023Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937.

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2023Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708.

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2023HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE. (2023). Lin, Dahua ; Dai, BO ; Rao, Anyi ; Wei, Zikai. In: Papers. RePEc:arx:papers:2306.02848.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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2023The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Bayesian Nonlinear Regression using Sums of Simple Functions. (2023). Huber, Florian. In: Papers. RePEc:arx:papers:2312.01881.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. (2024). Virolainen, Savi ; Lanne, Markku. In: Papers. RePEc:arx:papers:2403.14216.

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

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2024Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

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

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2023Global Evidence of Oil Supply Shocks and Climate Risk a GARCH-MIDAS Approach. (2023). Adeyemi, Farouq A ; Ayinde, Taofeek O. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:78.

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2023Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35.

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

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2023Persistent Debt and Business Cycles in an Economy with Production Heterogeneity. (2023). Khan, Aubhik ; Lee, So Young. In: Staff Working Papers. RePEc:bca:bocawp:23-17.

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2023Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19.

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2023Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data. (2023). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:23-4.

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2023Assessing global potential output growth and the US neutral rate: April 2023. (2023). Ekanayake, Eshini ; Chaar, Tania ; Avshalumov, Aviel ; Ahmed, Salma ; Xiang, Lin ; Toktamyssov, Argyn ; Rolland-Mills, Jenna ; Poirier, Louis ; Lao, Helen. In: Staff Analytical Notes. RePEc:bca:bocsan:23-5.

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2023Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587.

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

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2023Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23.

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

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2023Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03.

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2023A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo ; Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander. In: Borradores de Economia. RePEc:bdr:borrec:1255.

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2023International sanctions and the dollar: Evidence from trade invoicing. (2023). Alain, Naef. In: Working papers. RePEc:bfr:banfra:923.

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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]		article534
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: 534		paper
1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It? In: American Economic Review.
[Full Text][Citation analysis]		article628
1992Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market. In: American Economic Review.
[Full Text][Citation analysis]		article88
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]		article117
2009Understanding Crude Oil Prices In: The Energy Journal.
[Full Text][Citation analysis]		article745
2008Understanding Crude Oil Prices.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 745		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]		article767
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: 767		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: 767		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]		paper72
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]		paper136
2001A Parametric Approach to Flexible Nonlinear Inference..(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 136		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]		paper80
2015Robust bond risk premia.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2017Robust Bond Risk Premia.(2017) In: NBER Working Papers.
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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]		paper79
2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper38
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]
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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: 38		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]		article311
2010Nonlinearities and the Macroeconomic Effects of Oil Prices.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 311		paper
1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica.
[Full Text][Citation analysis]		article4790
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]		article19
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]		article470
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]		article1487
2000What is an Oil Shock?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1487		paper
2012Identification and estimation of Gaussian affine term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article123
2012Identification and Estimation of Gaussian Affine Term Structure Models.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 123		paper
2014Testable implications of affine term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2011Testable Implications of Affine Term Structure Models.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
1986A standard error for the estimated state vector of a state-space model In: Journal of Econometrics.
[Full Text][Citation analysis]		article93
1990Analysis of time series subject to changes in regime In: Journal of Econometrics.
[Full Text][Citation analysis]		article985
1994Autoregressive conditional heteroskedasticity and changes in regime In: Journal of Econometrics.
[Full Text][Citation analysis]		article881
1996Specification testing in Markov-switching time-series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article226
2011Calling recessions in real time In: International Journal of Forecasting.
[Full Text][Citation analysis]		article120
2010Calling Recessions in Real Time.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		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]		article192
2013Risk Premia in Crude Oil Futures Prices.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 192		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]		chapter65
2016Macroeconomic Regimes and Regime Shifts.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		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]		article79
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: 79		paper
.() In: .
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This paper has nother version. Agregated cites: 79		paper
1985The observable implications of self-fulfilling expectations In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article104
1987Monetary factors in the great depression In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article119
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]		article1051
1998The augmented Solow model and the productivity slowdown In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article55
2008Daily monetary policy shocks and new home sales In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article69
2016Heterogeneity and Unemployment Dynamics In: Working Papers.
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