Access Statistics for James Hamilton

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model for the Federal Funds Rate Target 8 28 63 531 10 48 142 2,265
A Parametric Approach to Flexible Nonlinear Inference 4 9 39 208 9 19 103 585
A Parametric Approach to Flexible Nonlinear Inference 2 5 5 5 2 9 12 12
A Re-examination of the Predictability of Economic Activity Using the Yield Spread 4 14 24 370 8 22 57 977
A Re-examination of the Predictability of Economic Activity Using the Yield Spread 3 6 28 255 4 13 64 512
A model for the federal funds rate target 2 11 27 276 4 35 82 1,108
Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts 1 3 9 33 1 4 39 88
Autoregressive Conditional Heteroskedasticity and Changes in Regime 0 0 0 6 34 100 262 1,337
Causes and Consequences of the Oil Shock of 2007-08 77 79 79 79 46 48 48 48
Daily Changes in Fed Funds Futures Prices 3 4 10 46 8 15 40 148
Daily Monetary Policy Shocks and the Delayed Response of New Home Sales 2 4 30 30 5 13 60 60
Dating Business Cycle Turning Points 3 15 40 249 8 40 131 567
Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? 4 19 47 210 8 30 81 494
Macroeconomics and ARCH 4 15 144 147 7 26 116 121
Measuring the Liquidity Effect 0 0 0 1 0 6 25 244
Measuring the liquidity effect 0 0 0 3 1 13 66 681
Normalization in econometrics 3 6 29 194 8 28 122 515
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy 3 19 111 756 12 50 227 1,359
On the Limitations of Government Borrowing: A Framework for Empirical Testing 9 24 59 276 14 42 141 713
Rational Expectations and the Economic Consequences of Changes in Regime 0 0 0 0 0 4 14 119
Specification Testing in Markov-Switching Time Series Models 0 0 0 3 9 26 89 785
State-Space Models 0 0 0 0 7 10 33 468
Stock Market Volatility and The Business Cycle 7 13 61 659 11 22 112 1,231
The Augmented Solow Model and the Productivity Slowdown 7 22 57 486 18 72 204 1,329
The Daily Market for Federal Funds 0 0 0 1 3 9 34 254
The Supply and Demand for Federal Reserve Deposits 0 4 16 181 14 49 133 659
The propagation of regional recessions 2 37 37 37 2 11 11 11
This is what happened to the Oil Price-Macroeconomy Relationship 0 0 0 2 10 29 175 842
Understanding Crude Oil Prices 9 23 128 128 18 52 177 177
What do the Leading Indicators Lead? 0 0 0 3 6 17 101 638
What is an Oil Shock? 16 58 257 1,479 38 148 561 3,318
What's Real About the Business Cycle? 1 3 10 177 1 7 33 299
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices 3 8 47 362 5 16 122 1,104
Total Working Papers 177 429 1,357 7,193 331 1,033 3,617 23,068


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of the Federal Funds Rate Target 2 7 18 297 4 16 60 1,060
A Neoclassical Model of Unemployment and the Business Cycle 3 27 132 441 81 216 793 1,919
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 26 103 468 2,624 52 192 806 5,154
A Parametric Approach to Flexible Nonlinear Inference 0 0 0 2 5 12 42 449
A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions 0 0 0 0 9 23 130 718
A Reexamination of the Predictability of Economic Activity Using the Yield Spread 0 0 0 0 6 15 56 538
A standard error for the estimated state vector of a state-space model 1 6 29 52 8 19 83 170
Analysis of time series subject to changes in regime 36 102 377 1,467 50 137 548 2,197
Are the macroeconomic effects of oil-price changes symmetric?: A comment 0 4 28 29 0 6 40 42
Assessing monetary policy effects using daily federal funds futures contracts 2 3 7 7 6 14 32 32
Autoregressive conditional heteroskedasticity and changes in regime 29 91 290 993 35 141 423 1,447
Book review 0 0 4 4 0 0 7 10
Comment on "A comparison of two business cycle dating methods" 0 1 6 24 3 7 24 102
Comment on "Investigating Nonlinearity" 0 1 10 18 0 3 15 69
Comment on "U.S. Oil Consumption, Oil Prices, and the Macroeconomy." 0 0 0 0 0 3 32 2,352
Daily Changes in Fed Funds Futures Prices 1 1 1 1 2 2 2 2
Daily monetary policy shocks and new home sales 1 2 4 4 3 7 18 18
Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering 0 0 0 0 8 15 66 495
Housing and the monetary transmission mechanism: commentary 0 3 8 8 0 4 11 11
INSIDE THE ECONOMIST'S MIND 1 3 7 7 1 7 15 15
Long Swings in the Dollar: Are They in the Data and Do Markets Know It? 11 35 101 528 21 60 180 1,299
Measuring the Liquidity Effect 2 9 38 205 3 14 63 459
Monetary factors in the great depression 9 51 234 412 20 91 652 1,385
New directions in business cycle research and financial analysis 1 3 38 251 8 25 118 604
Normalization in Econometrics 1 2 14 29 3 8 43 76
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment 0 0 0 0 9 24 87 218
Oil and the Macroeconomy since World War II 13 51 260 2,130 24 86 431 6,848
On Testing for Self-fulfilling Speculative Price Bubbles 3 10 48 122 9 18 83 238
On the Limitations of Government Borrowing: A Framework for EmpiricalTesting 1 6 23 127 1 12 45 301
On the interpretation of cointegration in the linear-quadratic inventory model 0 1 5 19 0 3 11 61
ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION 4 4 4 4 8 9 9 9
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates 11 33 123 325 18 65 214 517
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments 1 1 5 30 1 3 12 88
Specification testing in Markov-switching time-series models 13 56 183 577 21 94 290 883
Stock Market Volatility and the Business Cycle 18 39 159 1,248 32 84 382 3,032
The Daily Market for Federal Funds 3 8 58 301 8 20 103 892
The Quantitative Significance of the Lucas Critique: Comment 0 0 0 0 0 4 10 151
The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment 0 0 0 9 0 1 2 92
The augmented Solow model and the productivity slowdown 0 7 26 85 1 16 72 233
The long-run behavior of the velocity of circulation: A review essay 0 0 5 13 0 3 11 26
The observable implications of self-fulfilling expectations 6 12 41 90 9 28 88 196
The supply and demand for Federal Reserve deposits 3 9 19 54 7 31 118 246
This is what happened to the oil price-macroeconomy relationship 5 34 180 627 10 52 302 1,028
Uncovering Financial Market Expectations of Inflation 1 5 24 126 6 13 48 280
Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market 6 19 173 359 26 75 1,037 2,815
What Do the Leading Indicators Lead? 4 8 39 283 9 28 105 763
What is an oil shock? 5 18 96 582 12 53 231 1,226
What's real about the business cycle? 2 8 21 84 3 19 47 201
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices 0 0 0 0 4 18 98 1,580
Total Journal Articles 225 783 3,306 14,598 546 1,796 8,095 42,547
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
State-space models 12 23 87 305 17 44 161 542
Total Chapters 12 23 87 305 17 44 161 542


Statistics updated 2009-07-03