Access Statistics for James H. Stock
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 Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
252 |
0 |
0 |
6 |
728 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
0 |
0 |
4 |
1,470 |
1 |
1 |
15 |
4,219 |
| A Guide to Macroeconomics and Climate Change |
1 |
7 |
25 |
25 |
4 |
15 |
37 |
37 |
| A Probability Model of The Coincident Economic Indicators |
0 |
3 |
14 |
1,532 |
1 |
7 |
34 |
3,181 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
0 |
1 |
4 |
1,663 |
| A Relationship Between Regression Tests and Volatility Tests of Market ncy |
0 |
0 |
1 |
141 |
0 |
0 |
4 |
874 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
0 |
1 |
2 |
483 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
613 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
0 |
4 |
12 |
1,461 |
| A state-dependent model for inflation forecasting |
0 |
0 |
1 |
74 |
0 |
2 |
7 |
235 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
1 |
4 |
112 |
1 |
4 |
9 |
130 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
47 |
0 |
0 |
4 |
144 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
2 |
510 |
0 |
0 |
4 |
2,672 |
| Asymptotics for GMM Estimators with Weak Instruments |
0 |
0 |
0 |
292 |
0 |
1 |
1 |
1,133 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
1 |
2 |
5 |
2,353 |
3 |
4 |
18 |
5,389 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
1 |
224 |
0 |
1 |
9 |
700 |
| Charging Uncertainty: Real-Time Charging Data and Electric Vehicle Adoption |
0 |
0 |
11 |
11 |
0 |
1 |
16 |
16 |
| Climate Policy Reform Options in 2025 |
0 |
0 |
4 |
16 |
1 |
1 |
7 |
19 |
| Climate Royalty Surcharges |
0 |
0 |
0 |
13 |
2 |
2 |
8 |
54 |
| Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series |
0 |
0 |
0 |
215 |
0 |
0 |
0 |
592 |
| Core Inflation and Trend Inflation |
0 |
0 |
8 |
185 |
0 |
1 |
32 |
475 |
| Data Gaps and the Policy Response to the Novel Coronavirus |
0 |
0 |
0 |
91 |
0 |
0 |
4 |
265 |
| Deciding Between I(1) and I(0) |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
387 |
| Diffusion Indexes |
0 |
1 |
10 |
1,450 |
0 |
2 |
35 |
2,999 |
| Disentangling the Channels of the 2007-2009 Recession |
0 |
5 |
12 |
397 |
9 |
22 |
52 |
1,240 |
| Drawing Inferences From Statistics Based on Multi-Year Asset Returns |
0 |
0 |
1 |
266 |
0 |
0 |
1 |
917 |
| Economic Benefits of COVID-19 Screening Tests |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
38 |
| Economic Benefits of COVID-19 Screening Tests |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
122 |
| Efficient Tests for an Autoregressive Unit Root |
0 |
0 |
3 |
779 |
3 |
10 |
36 |
2,379 |
| Efficient Windows and Labor Force Reduction |
0 |
0 |
0 |
59 |
1 |
1 |
1 |
411 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
0 |
0 |
3 |
684 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
0 |
0 |
0 |
1,195 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
1 |
255 |
0 |
1 |
3 |
584 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
1 |
1 |
3 |
850 |
2 |
3 |
10 |
2,060 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
1 |
1 |
11 |
624 |
| Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
75 |
| Forecasting Inflation |
0 |
1 |
7 |
3,393 |
1 |
2 |
14 |
7,780 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
0 |
1 |
907 |
3 |
3 |
10 |
2,094 |
| Forecasts in a Slightly Misspecified Finite Order VAR |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
209 |
| Growing in Debt: The 'Farm Crisis' and Public Policy |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
255 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
2 |
1,890 |
2 |
3 |
12 |
4,676 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
1 |
2 |
2 |
1,035 |
1 |
5 |
9 |
4,365 |
| High Frequency Data and a Weekly Economic Index during the Pandemic |
0 |
1 |
1 |
11 |
0 |
2 |
5 |
58 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
1 |
1,063 |
1 |
3 |
6 |
4,317 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
0 |
4 |
108 |
0 |
0 |
7 |
214 |
| Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
67 |
| Implications of Dynamic Factor Models for VAR Analysis |
0 |
3 |
8 |
1,632 |
1 |
8 |
41 |
4,061 |
| Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
0 |
0 |
0 |
158 |
0 |
1 |
3 |
882 |
| Inference with Weak Instruments |
1 |
2 |
2 |
196 |
1 |
3 |
7 |
640 |
| Inference with Weak Instruments |
0 |
0 |
1 |
424 |
0 |
0 |
7 |
1,046 |
| Instrumental Variables Regression with Weak Instruments |
2 |
2 |
10 |
1,940 |
5 |
9 |
41 |
5,813 |
| Integrated Regressors and Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
82 |
0 |
0 |
3 |
242 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
0 |
0 |
0 |
732 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
5 |
683 |
0 |
0 |
8 |
1,836 |
| Measuring Money Growth When Financial Markets Are Changing |
0 |
0 |
0 |
136 |
1 |
1 |
7 |
938 |
| Measuring Real Activity Using a Weekly Economic Index |
1 |
1 |
4 |
60 |
1 |
7 |
15 |
267 |
| Measuring Real Activity Using a Weekly Economic Index |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
68 |
| Modeling Inflation After the Crisis |
0 |
0 |
0 |
416 |
0 |
2 |
16 |
980 |
| Monitoring Real Activity in Real Time: The Weekly Economic Index |
1 |
2 |
8 |
277 |
3 |
7 |
26 |
733 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
2 |
3 |
5 |
2,556 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
1 |
1 |
138 |
0 |
1 |
3 |
521 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
1 |
1 |
81 |
1 |
2 |
3 |
419 |
| Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
1,196 |
| Pensions, The Option Value of Work, and Retirement |
0 |
1 |
2 |
399 |
0 |
2 |
8 |
1,225 |
| Phillips Curve Inflation Forecasts |
0 |
1 |
2 |
963 |
3 |
8 |
31 |
2,433 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
0 |
0 |
2 |
1,135 |
| Recovering from COVID |
0 |
18 |
19 |
19 |
1 |
19 |
24 |
24 |
| Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence |
0 |
0 |
1 |
396 |
0 |
0 |
1 |
919 |
| Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
260 |
| Reopening Scenarios |
0 |
0 |
0 |
25 |
1 |
2 |
4 |
115 |
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
952 |
| Robust Decarbonization of the US Power Sector: Policy Options |
0 |
0 |
1 |
30 |
0 |
0 |
8 |
72 |
| Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy |
0 |
0 |
0 |
310 |
1 |
2 |
2 |
823 |
| Searching for Prosperity |
0 |
0 |
0 |
181 |
0 |
2 |
4 |
803 |
| Semiparametric estimation of weighted average derivatives |
0 |
0 |
1 |
113 |
0 |
0 |
4 |
229 |
| Slack and Cyclically Sensitive Inflation |
0 |
0 |
3 |
88 |
1 |
1 |
9 |
302 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
1 |
936 |
0 |
1 |
6 |
2,153 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
1 |
3 |
17 |
1,464 |
| Testing for Weak Instruments in Linear IV Regression |
3 |
7 |
24 |
4,339 |
17 |
37 |
155 |
11,360 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
134 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
2 |
2 |
3 |
148 |
| The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment |
0 |
0 |
1 |
65 |
2 |
3 |
6 |
196 |
| The Macroeconomic Impact of Europe’s Carbon Taxes |
0 |
1 |
3 |
123 |
1 |
4 |
15 |
336 |
| The Market and Climate Implications of U.S. LNG Exports |
0 |
0 |
1 |
13 |
0 |
0 |
8 |
32 |
| The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard |
0 |
0 |
0 |
22 |
2 |
2 |
4 |
108 |
| The Pension Inducement to Retire: An Option Value Analysis |
0 |
0 |
0 |
175 |
1 |
1 |
4 |
506 |
| The Price of Biodiesel RINs and Economic Fundamentals |
0 |
0 |
0 |
29 |
1 |
1 |
3 |
104 |
| The Use of Monetary Aggregate to Target Nominal GDP |
0 |
0 |
1 |
174 |
2 |
7 |
26 |
954 |
| Three Models of Retirement: Computational Complexity Versus Predictive Validity |
0 |
0 |
1 |
196 |
1 |
1 |
3 |
506 |
| Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) |
1 |
1 |
1 |
43 |
1 |
1 |
5 |
130 |
| U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
113 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
755 |
2 |
3 |
9 |
2,293 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
4 |
815 |
1 |
3 |
16 |
1,983 |
| Why are Retirement Rates So High at Age 65? |
0 |
0 |
0 |
256 |
1 |
1 |
2 |
1,737 |
| caschool |
7 |
10 |
50 |
2,757 |
10 |
15 |
125 |
5,794 |
| oj |
0 |
0 |
0 |
269 |
0 |
0 |
3 |
911 |
| Total Working Papers |
20 |
75 |
286 |
42,541 |
105 |
270 |
1,160 |
126,017 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Reexamination of Friedman's Consumption Puzzle |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
201 |
| A Reexamination of Friedman's Consumption Puzzle: Reply |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
92 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
2 |
5 |
1,729 |
1 |
4 |
31 |
4,200 |
| A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments |
0 |
0 |
0 |
0 |
3 |
10 |
38 |
2,228 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
0 |
469 |
0 |
0 |
2 |
1,225 |
| Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors |
1 |
2 |
6 |
489 |
3 |
4 |
16 |
1,522 |
| Asymptotic properties of the Hahn-Hausman test for weak-instruments |
0 |
0 |
1 |
301 |
0 |
0 |
3 |
776 |
| Bayesian Approaches to the 'Unit Root' Problem: A Comment |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
231 |
| Combination forecasts of output growth in a seven-country data set |
1 |
1 |
1 |
285 |
5 |
5 |
12 |
884 |
| Confidence intervals for autoregressive coefficients near one |
0 |
0 |
1 |
65 |
0 |
0 |
2 |
253 |
| Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series |
0 |
0 |
0 |
416 |
0 |
2 |
9 |
778 |
| Deciding between I(1) and I(0) |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
169 |
| Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
102 |
| Efficient Tests for an Autoregressive Unit Root |
2 |
5 |
39 |
2,516 |
11 |
35 |
167 |
7,222 |
| Efficient windows and labor force reduction |
0 |
0 |
0 |
23 |
1 |
2 |
3 |
237 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
2 |
5 |
35 |
1,115 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
1 |
7 |
178 |
2 |
8 |
41 |
2,226 |
| Forecasting inflation |
2 |
4 |
32 |
1,689 |
5 |
14 |
86 |
4,212 |
| Forecasting output and inflation: the role of asset prices |
0 |
0 |
0 |
563 |
2 |
2 |
7 |
1,495 |
| GMM with Weak Identification |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
836 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
88 |
| Has the business cycle changed? |
0 |
1 |
1 |
688 |
0 |
1 |
6 |
1,574 |
| How did leading indicator forecasts perform during the 2001 recession? |
0 |
0 |
0 |
524 |
0 |
0 |
7 |
1,196 |
| Inference in Linear Time Series Models with Some Unit Roots |
0 |
1 |
8 |
1,752 |
0 |
13 |
58 |
4,383 |
| Inference in a nearly integrated autoregressive model with nonnormal innovations |
0 |
0 |
0 |
45 |
0 |
1 |
3 |
153 |
| Instrumental Variables Regression with Weak Instruments |
0 |
0 |
0 |
8 |
20 |
45 |
175 |
8,262 |
| Macro-econometrics |
0 |
0 |
0 |
153 |
0 |
1 |
3 |
334 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
4 |
12 |
44 |
2,830 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
335 |
2 |
3 |
8 |
837 |
| Measuring Business Cycle Time |
0 |
0 |
0 |
263 |
0 |
1 |
4 |
1,379 |
| Measuring money growth when financial markets are changing |
0 |
0 |
0 |
52 |
0 |
2 |
3 |
287 |
| Modeling inflation after the crisis |
0 |
0 |
6 |
186 |
0 |
2 |
17 |
766 |
| Pensions, the Option Value of Work, and Retirement |
1 |
2 |
6 |
944 |
1 |
3 |
16 |
2,709 |
| Phillips curve inflation forecasts |
1 |
3 |
11 |
220 |
1 |
4 |
33 |
732 |
| Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
1,116 |
| Retrospectives: Who Invented Instrumental Variable Regression? |
0 |
0 |
1 |
201 |
0 |
0 |
5 |
917 |
| Robust monetary policy under model uncertainty in a small model of the U.S. economy |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
442 |
| Searching for prosperity |
0 |
0 |
0 |
107 |
0 |
0 |
2 |
478 |
| Semiparametric Estimation of Index Coefficients |
0 |
1 |
3 |
439 |
1 |
2 |
9 |
1,065 |
| Stochastic Trends and Economic Fluctuations |
1 |
2 |
13 |
2,493 |
2 |
12 |
41 |
6,494 |
| Structural Stability and Models of the Business Cycle |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
229 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
2 |
214 |
0 |
0 |
6 |
587 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
1 |
1 |
10 |
0 |
1 |
1 |
43 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
0 |
4 |
1,371 |
1 |
1 |
32 |
5,516 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
1 |
1 |
523 |
0 |
2 |
9 |
1,814 |
| Unit roots in real GNP: Do we know and do we care?: A comment |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
140 |
| VAR, Error Correction and Pretest Forecasts at Long Horizons |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
475 |
| Variable Trends in Economic Time Series |
0 |
0 |
1 |
837 |
1 |
1 |
3 |
1,622 |
| Vector Autoregressions |
2 |
5 |
37 |
1,821 |
7 |
22 |
138 |
3,951 |
| Total Journal Articles |
11 |
32 |
188 |
22,205 |
78 |
231 |
1,116 |
80,423 |
| Chapter |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience |
1 |
1 |
4 |
201 |
2 |
2 |
20 |
458 |
| Business cycle fluctuations in us macroeconomic time series |
4 |
6 |
13 |
2,970 |
7 |
13 |
45 |
6,957 |
| Climate Change, Climate Policy, and Economic Growth |
0 |
1 |
2 |
18 |
0 |
2 |
5 |
63 |
| Climate Policy Reform Options in 2025 |
0 |
0 |
1 |
1 |
0 |
0 |
5 |
7 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
3 |
439 |
1 |
5 |
34 |
1,182 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
4 |
201 |
1 |
4 |
18 |
829 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
1 |
1 |
4 |
242 |
| Introduction to "Environmental and Energy Policy and the Economy" |
0 |
0 |
0 |
10 |
0 |
1 |
5 |
42 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 2" |
0 |
0 |
0 |
3 |
1 |
1 |
5 |
29 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 3" |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
20 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 4" |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
9 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
1 |
6 |
1,388 |
5 |
11 |
46 |
3,104 |
| Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
93 |
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits |
0 |
0 |
0 |
20 |
0 |
1 |
4 |
96 |
| The Pension Inducement to Retire: An Option Value Analysis |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
178 |
| The Use of a Monetary Aggregate to Target Nominal GDP |
0 |
0 |
0 |
95 |
2 |
2 |
5 |
355 |
| Three Models of Retirement: Computational Complexity versus Predictive Validity |
0 |
0 |
0 |
64 |
0 |
0 |
6 |
197 |
| Unit roots, structural breaks and trends |
0 |
2 |
4 |
583 |
1 |
3 |
10 |
1,107 |
| Why Are Retirement Rates So High at Age 65? |
0 |
0 |
0 |
53 |
1 |
1 |
4 |
197 |
| Total Chapters |
5 |
11 |
38 |
6,211 |
22 |
48 |
223 |
15,165 |
|
|
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