James H. Stock : Citation Profile

Are you James H. Stock?

Harvard University

59

H index

92

i10 index

37338

Citations

RESEARCH PRODUCTION:

49

Articles

93

Papers

6

Books

19

Chapters

RESEARCH ACTIVITY:

   41 years (1983 - 2024). See details.
   Cites by year: 910
   Journals where James H. Stock has often published
   Relations with other researchers
   Recent citing documents: 2115.    Total self citations: 58 (0.16 %)

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   Permalink: http://citec.repec.org/pst148
   Updated: 2024-12-03    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Mertens, Karel (6)

Lewis, Daniel (6)

Atkeson, Andrew (2)

Watson, Mark (2)

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

Is cited by:

GUPTA, RANGAN (390)

Marcellino, Massimiliano (369)

Miller, Stephen (157)

Pesaran, Mohammad (156)

Shahbaz, Muhammad (134)

Koop, Gary (134)

Kapetanios, George (129)

Balcilar, Mehmet (125)

Gil-Alana, Luis (123)

Clark, Todd (122)

Rossi, Barbara (118)

Cites to:

Watson, Mark (81)

Sims, Christopher (31)

Reichlin, Lucrezia (27)

Eichenbaum, Martin (20)

Gordon, Robert (19)

Christiano, Lawrence (19)

Phillips, Peter (18)

Forni, Mario (18)

Nelson, Charles (18)

Giannone, Domenico (17)

Hamilton, James (17)

Main data

Where James H. Stock has published?

Journals with more than one article published# docs
Econometrica8
Journal of Business & Economic Statistics6
Journal of Economic Perspectives4
Journal of Econometrics4
Journal of Monetary Economics3
Proceedings2
Proceedings - Economic Policy Symposium - Jackson Hole2
Carnegie-Rochester Conference Series on Public Policy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc57
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago4
Staff Reports / Federal Reserve Bank of New York2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Instructional Stata datasets for econometrics / Boston College Department of Economics2
Liberty Street Economics / Federal Reserve Bank of New York2

Recent works citing James H. Stock (2024 and 2023)

YearTitle of citing document
2023A Sufficient Statistics Approach for Macro Policy. (2023). Mesters, Geert ; Barnichon, Regis. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:11:p:2809-45.

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2023Women, Wealth Effects, and Slow Recoveries. (2023). Nakamura, Emi ; Fukui, Masao ; Steinsson, Jon. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:1:p:269-313.

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2024Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Goldin, Ian ; Winkler, Julian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268.

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2023Mobile Internet Use and Climate Adaptation: Empirical Evidence from Vietnamese Coffee Farmers. (2022). , Kahsay. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322849.

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2023R&D Lags in Economic Models. (2023). Pardey, Philip ; Alston, Julian M ; Wang, Shanchao. In: Staff Papers. RePEc:ags:umaesp:330085.

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2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2024How Individualism Influences Female Financial Inclusion through Education: Evidence from Historical Prevalence of Infectious Diseases. (2024). Dutta, Nabamita ; Shakya, Shishir. In: Working Papers. RePEc:apl:wpaper:24-07.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2024Design-Based Uncertainty for Quasi-Experiments. (2020). Roth, Jonathan ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:2008.00602.

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2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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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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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2024When Should We (Not) Interpret Linear IV Estimands as LATE?. (2020). Sloczy, Tymon. In: Papers. RePEc:arx:papers:2011.06695.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

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2023Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2023Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297.

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2023Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

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2024Revisiting Event Study Designs: Robust and Efficient Estimation. (2021). Spiess, Jann ; Jaravel, Xavier ; Borusyak, Kirill. In: Papers. RePEc:arx:papers:2108.12419.

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2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

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2024Prosperity or pollution? Mineral mining and regional growth in industrializing Japan. (2021). Ogasawara, Kota. In: Papers. RePEc:arx:papers:2112.14514.

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2024Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2024Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2023Living and perceiving a crisis: how the pandemic influenced Americans preferences and beliefs. (2022). Briscese, Guglielmo ; Stapleton, Stephen ; Grignani, Maddalena. In: Papers. RePEc:arx:papers:2202.12339.

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2023GMM is Inadmissible Under Weak Identification. (2022). Mikusheva, Anna ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:2204.12462.

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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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2023On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2023A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2023The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126.

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2023Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291.

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2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2023What Impulse Response Do Instrumental Variables Identify?. (2022). Seo, Myung Hwan ; Lee, Seojeong ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828.

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2024Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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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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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Why Does GDP Move Before G? Its all in the Measurement. (2022). Sellemi, Victor ; Briganti, Edoardo. In: Papers. RePEc:arx:papers:2212.06073.

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2023Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263.

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2023Identification of time-varying counterfactual parameters in nonlinear panel models. (2022). Muris, Chris ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2212.09193.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2024Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables. (2023). Zhu, Xiaofeng ; Lorincz-Comi, Noah ; Yang, Yihe. In: Papers. RePEc:arx:papers:2301.05130.

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2023Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model. (2023). Simsek, Yasin ; Cakmakli, Cem. In: Papers. RePEc:arx:papers:2301.13692.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2024High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2023On semiparametric estimation of the intercept of the sample selection model: a kernel approach. (2023). Pan, Zhewen. In: Papers. RePEc:arx:papers:2302.05089.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404.

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2023Identification-robust inference for the LATE with high-dimensional covariates. (2023). Ma, Yukun. In: Papers. RePEc:arx:papers:2302.09756.

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2023Econometric assessment of the monetary policy shocks in Morocco: Evidence from a Bayesian Factor-Augmented VAR. (2023). Daoui, Marouane. In: Papers. RePEc:arx:papers:2302.14114.

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2023A Comparative Analysis of Forecasting Models Using Moroccan Economic Data: The Factor-Augmented Error Correction Model in Perspective. (2023). Marouane, Daoui. In: Papers. RePEc:arx:papers:2302.14180.

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2023A specification test for the strength of instrumental variables. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14396.

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2024Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

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2023EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2023). Adomavicius, Gediminas ; Yang, Mochen ; McFowland, Edward ; Burtch, Gordon. In: Papers. RePEc:arx:papers:2303.02820.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023Financial Time Series Forecasting using CNN and Transformer. (2023). Veloso, Manuela ; Balch, Tucker ; Rahimi, Saba ; Siddagangappa, Suchetha ; Kaur, Rachneet ; Zeng, Zhen. In: Papers. RePEc:arx:papers:2304.04912.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023The Ordinary Least Eigenvalues Estimator. (2023). Sassi, Yassine Sbai. In: Papers. RePEc:arx:papers:2304.12554.

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

Works by James H. Stock:

YearTitleTypeCited
1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]		article862
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 862		paper
1987Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 862		paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
[Full Text][Citation analysis]		article995
2001Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 995		article
2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 995		paper
1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article346
2001Vector Autoregressions In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article587
2003Retrospectives: Who Invented Instrumental Variable Regression? In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article44
1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article225
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. In: Journal of Business & Economic Statistics.
[Citation analysis]		article600
1990Recursive 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 nother version. Agregated cites: 600		paper
1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
[Citation analysis]		article684
1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 684		paper
1994Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 684		paper
2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1371
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2141
1988A Reexamination of Friedmans Consumption Puzzle. In: Journal of Business & Economic Statistics.
[Citation analysis]		article5
1988A Reexamination of Friedmans Consumption Puzzle: Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]		article3
1996VAR, Error Correction and Pretest Forecasts at Long Horizons. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article45
2003caschool In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2003oj In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper533
2004Optimal Invariant Similar Tests for Instrumental Variables Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper33
2004Optimal Invariant Similar Tests for Instrumental Variables Regression.(2004) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2005Inference with Weak Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper141
2005Inference with Weak Instruments.(2005) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
1987Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality. In: Economic Journal.
[Full Text][Citation analysis]		article11
1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. In: Econometrica.
[Full Text][Citation analysis]		article604
1989Semiparametric Estimation of Index Coefficients. In: Econometrica.
[Full Text][Citation analysis]		article390
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]		article1488
1990Pensions, the Option Value of Work, and Retirement. In: Econometrica.
[Full Text][Citation analysis]		article397
1988Pensions, The Option Value of Work, and Retirement.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 397		paper
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
[Full Text][Citation analysis]		article2363
1991A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has nother version. Agregated cites: 2363		paper
1996Efficient Tests for an Autoregressive Unit Root. In: Econometrica.
[Full Text][Citation analysis]		article3857
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3857		paper
1997Instrumental Variables Regression with Weak Instruments In: Econometrica.
[Citation analysis]		article4481
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1992Three Models of Retirement: Computational Complexity versus Predictive Validity In: NBER Chapters.
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1990The Pension Inducement to Retire: An Option Value Analysis In: NBER Chapters.
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1988The Pension Inducement to Retire: An Option Value Analysis.(1988) In: NBER Working Papers.
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1993A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters.
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1996Why Are Retirement Rates So High at Age 65? In: NBER Chapters.
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1995Why are Retirement Rates So High at Age 65?.(1995) In: NBER Working Papers.
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1994Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models In: NBER Chapters.
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1994The Use of a Monetary Aggregate to Target Nominal GDP In: NBER Chapters.
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1996Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits In: NBER Chapters.
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1997How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters.
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1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers.
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1996Asymptotics for GMM Estimators with Weak Instruments In: NBER Technical Working Papers.
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1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers.
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2002Testing for Weak Instruments in Linear IV Regression In: NBER Technical Working Papers.
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2006Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: NBER Technical Working Papers.
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2006Why Has U.S. Inflation Become Harder to Forecast? In: NBER Working Papers.
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2011Forecasts in a Slightly Misspecified Finite Order VAR In: NBER Working Papers.
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2015The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard In: NBER Working Papers.
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2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers.
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2018The Price of Biodiesel RINs and Economic Fundamentals In: NBER Working Papers.
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2019The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment In: NBER Working Papers.
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1992Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models In: NBER Working Papers.
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1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers.
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2005Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association.
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