Access Statistics for James H. Stock

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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 3 9 19 121 7 26 68 326
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 9 25 76 1,028 19 54 164 2,776
A Probability Model of The Coincident Economic Indicators 14 27 135 613 30 88 338 1,319
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 8 19 69 477 15 40 128 1,149
A Relationship Between Regression Tests and Volatility Tests of Market ncy 4 8 20 58 11 43 134 295
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 0 7 22 74 2 12 40 280
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 1 4 30 410
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 16 41 105 751
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 5 16 50 315 21 59 197 2,011
Asymptotics for GMM Estimators with Weak Instruments 3 5 25 203 7 18 64 856
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 1 4 27 115 6 24 105 366
Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series 1 5 31 112 2 12 62 322
Deciding Between I(1) and I(0) 0 1 8 49 2 7 20 238
Diffusion Indexes 13 31 137 772 20 50 215 1,617
Drawing Inferences From Statistics Based on Multi-Year Asset Returns 3 8 44 144 8 30 153 455
Efficient Tests for an Autoregressive Unit Root 6 28 113 408 11 55 227 1,159
Efficient Windows and Labor Force Reduction 1 3 7 39 6 17 53 238
Empirical Bayes Forecasts of One Time Series Using Many Predictors 1 5 18 180 3 15 58 457
Empirical Bayes Forecasts of One Time Series Using Many Predictors 1 5 17 242 3 22 68 918
Evidence on Structural Instability in Macroeconomic Time Series Relations 6 17 77 488 13 39 128 1,161
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 4 10 48 323
Forecasting Inflation 31 95 350 2,173 54 185 721 5,016
Forecasting Output and Inflation: The Role of Asset Prices 4 15 39 445 7 28 92 836
Growing in Debt: The 'Farm Crisis' and Public Policy 0 1 7 22 4 12 48 137
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 10 45 132 338 48 222 626 1,336
How Precise are Estimates of the Natural Rate of Unemployment? 6 21 56 863 15 42 131 3,617
Implications of Dynamic Factor Models for VAR Analysis 7 26 109 524 19 61 248 1,083
Inference in Models with Nearly Integrated Regressors 0 0 0 0 1 12 41 274
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 1 8 21 84 7 36 75 519
Inference with Weak Instruments 2 6 20 84 4 11 48 265
Inference with Weak Instruments 6 14 67 189 12 45 150 413
Instrumental Variables Regression with Weak Instruments 20 70 205 961 48 180 556 2,843
Integrated Regressors and Tests of the Permanent Income Hypothesis 1 3 6 38 4 13 23 103
Interpreting Evidence on Money-Income Causality 1 10 37 164 5 26 79 320
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 5 19 51 348 12 35 109 888
Measuring Money Growth When Financial Markets Are Changing 0 0 7 110 4 13 38 748
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 17 57 220 1,780
Optimal Invariant Similar Tests for Instrumental Variables Regression 2 4 15 93 6 17 59 307
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 2 6 47 3 15 41 267
PENSIONS, THE OPTION VALUE OF WORK, AND RETIREMENT 0 0 0 2 2 15 48 605
Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models 1 5 13 59 16 30 117 870
Pensions, The Option Value of Work, and Retirement 2 5 31 193 9 26 108 536
Phillips Curve Inflation Forecasts 13 32 182 182 19 59 219 219
Prices, Wages and the U.S. NAIRU in the 1990s 2 10 40 277 6 28 92 771
Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets 0 0 0 3 0 6 17 168
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 2 4 9 77 10 22 61 763
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 2 5 23 204 4 15 50 509
Searching for Prosperity 2 4 10 118 3 12 37 563
Semiparametric estimation of weighted average derivatives 4 7 19 58 4 10 29 109
Stochastic Trends and Economic Fluctuations 5 25 91 599 12 56 177 1,398
Stochastic trends and economic fluctuations 0 0 0 3 10 31 96 958
THE PENSION INDUCEMENT TO RETIRE: AN OPTION VALUE ANALYSIS 0 0 0 1 1 2 17 310
Testing for Weak Instruments in Linear IV Regression 43 114 363 1,384 78 264 791 2,857
The Pension Inducement to Retire: An Option Value Analysis 0 3 20 128 3 9 54 272
The Use of Monetary Aggregate to Target Nominal GDP 0 7 24 98 10 43 134 511
Three Models of Retirement: Computational Complexity Versus Predictive Validity 1 3 18 122 5 13 49 258
Understanding Changes in International Business Cycle Dynamics 10 27 72 359 17 51 168 969
Why Has U.S. Inflation Become Harder to Forecast? 7 31 83 311 19 68 199 633
Why are Retirement Rates So High at Age 65? 0 6 15 196 9 27 90 1,372
caschool 2 20 63 257 4 37 126 627
oj 0 13 21 89 1 30 63 334
Total Working Papers 271 883 3,120 16,655 719 2,530 8,452 53,791
2 registered items for which data could not be found

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 2 10 25 124
A Reexamination of Friedman's Consumption Puzzle: Reply 0 0 0 0 0 1 8 55
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 19 58 142 646 31 90 249 1,497
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 16 38 151 982
A dynamic factor model framework for forecast combination 0 6 27 335 1 16 62 917
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 2 11 51 202 4 20 144 718
Asymptotic properties of the Hahn-Hausman test for weak-instruments 12 17 53 114 12 34 106 276
Bayesian Approaches to the 'Unit Root' Problem: A Comment 0 0 7 43 1 2 23 156
Combination forecasts of output growth in a seven-country data set 2 4 30 118 6 16 74 325
Confidence intervals for autoregressive coefficients near one 0 1 3 34 0 5 15 124
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series 0 12 48 174 1 17 70 299
Deciding between I(1) and I(0) 2 2 7 35 3 4 10 67
Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality 0 0 1 9 0 0 5 44
Efficient Tests for an Autoregressive Unit Root 16 42 137 751 31 83 255 1,689
Efficient windows and labor force reduction 0 2 7 14 0 2 17 65
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 4 15 66 395
Forecasting Output and Inflation: The Role of Asset Prices 0 0 0 4 27 56 188 764
Forecasting inflation 21 39 154 462 26 69 341 963
Forecasting output and inflation: the role of asset prices 6 19 68 335 9 24 105 767
GMM with Weak Identification 0 0 0 0 8 13 45 441
Has the business cycle changed? 3 15 60 354 9 31 127 711
How did leading indicator forecasts perform during the 2001 recession? 2 15 52 243 5 21 94 648
Inference in Linear Time Series Models with Some Unit Roots 16 35 128 665 24 69 265 1,687
Inference in a nearly integrated autoregressive model with nonnormal innovations 0 0 6 29 0 0 10 62
Instrumental Variables Regression with Weak Instruments 0 0 0 8 34 107 487 2,475
Macro-econometrics 2 11 25 69 5 19 51 144
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 20 73 194 1,063
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 3 6 17 125 4 12 44 299
Measuring Business Cycle Time 1 1 26 214 9 22 133 1,084
Measuring money growth when financial markets are changing 2 3 6 30 4 5 12 86
Pensions, the Option Value of Work, and Retirement 5 19 49 366 10 30 96 1,288
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 5 24 86 597
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 1 8 31 210
Searching for prosperity 2 2 8 42 3 6 28 129
Semiparametric Estimation of Index Coefficients 2 13 91 240 3 19 129 552
Stochastic Trends and Economic Fluctuations 17 65 184 972 41 142 466 2,629
Structural Stability and Models of the Business Cycle 0 2 11 56 0 2 18 114
Testing for and Dating Common Breaks in Multivariate Time Series 3 10 52 263 8 21 86 603
The NAIRU, Unemployment and Monetary Policy 5 25 104 1,092 21 66 352 4,562
Understanding Changes In International Business Cycle Dynamics 4 9 54 213 18 36 175 647
Unit roots in real GNP: Do we know and do we care?: A comment 3 3 10 19 3 3 18 59
VAR, Error Correction and Pretest Forecasts at Long Horizons 0 0 0 0 5 19 61 298
Variable Trends in Economic Time Series 4 31 82 515 7 46 145 852
Vector Autoregressions 12 53 130 965 24 85 217 1,678
Who Invented Instrumental Variable Regression? 2 7 19 84 8 20 76 486
Total Journal Articles 168 538 1,849 9,841 453 1,401 5,360 33,631

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 3 7 7 7 5 13 13 13
Business cycle fluctuations in us macroeconomic time series 14 62 357 1,120 33 145 739 2,485
Has the Business Cycle Changed and Why? 15 26 26 26 18 38 38 38
How Precise Are Estimates of the Natural Rate of Unemployment? 7 7 7 7 9 10 10 10
Introduction to "Business Cycles, Indicators and Forecasting" 0 4 4 4 3 10 10 10
New Indexes of Coincident and Leading Economic Indicators 22 40 40 40 24 54 54 54
Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models 0 0 0 0 2 3 3 3
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 1 1 1 0 3 3 3
The Pension Inducement to Retire: An Option Value Analysis 0 0 0 0 0 0 0 0
The Use of a Monetary Aggregate to Target Nominal GDP 4 6 6 6 6 10 10 10
Three Models of Retirement: Computational Complexity versus Predictive Validity 1 3 3 3 1 6 6 6
Unit roots, structural breaks and trends 6 12 51 255 7 18 81 446
Why Are Retirement Rates So High at Age 65? 1 3 3 3 2 6 6 6
Total Chapters 73 171 505 1,472 110 316 973 3,084

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Statistics updated 2009-07-03