Access Statistics for James Hamilton

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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 Model for the Federal Funds Rate Target 0 0 0 681 1 1 3 2,823
A Parametric Approach to Flexible Nonlinear Inference 0 0 2 22 0 0 5 51
A Re-examination of the Predictability of Economic Activity Using the Yield Spread 0 0 1 13 5 8 17 82
A Re-examination of the Predictability of Economic Activity Using the Yield Spread 0 0 2 540 3 5 20 1,454
A Skeptical View of the Impact of the Fed’s Balance Sheet 1 3 8 58 3 5 20 36
A model for the federal funds rate target 0 0 0 331 1 1 5 1,275
Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts 0 0 0 53 2 3 6 200
Calling Recessions in Real Time 0 0 2 160 4 5 12 255
Causes and Consequences of the Oil Shock of 2007-08 0 0 3 325 4 5 25 751
Causes and consequences of the oil shock of 2007–08 0 2 8 58 7 12 28 206
Crunch Time: Fiscal Crises and the Role of Monetary Policy 0 0 3 157 2 6 27 371
Daily Changes in Fed Funds Futures Prices 0 0 0 79 0 0 4 365
Daily Monetary Policy Shocks and the Delayed Response of New Home Sales 0 1 1 61 0 2 3 181
Dating Business Cycle Turning Points 0 0 3 402 7 10 24 1,042
Effects of Index-Fund Investing on Commodity Futures Prices 0 0 2 56 3 6 17 189
Estimating the Market-Perceived Monetary Policy Rule 0 0 1 45 3 7 11 174
Heterogeneity and Unemployment Dynamics 0 0 0 5 0 2 7 18
Heterogeneity and Unemployment Dynamics 0 0 0 27 2 4 9 48
Heterogeneity and Unemployment Dynamics 0 0 2 13 2 5 24 48
Historical Oil Shocks 1 1 7 397 5 7 29 599
Identification and Estimation of Gaussian Affine Term Structure Models 0 1 1 95 1 2 8 275
Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations 0 0 2 59 1 3 11 29
Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations 1 1 14 44 5 8 33 57
Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations 1 1 4 27 2 5 12 18
Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? 0 0 2 335 1 4 8 829
Macroeconomic Regimes and Regime Shifts 0 0 5 134 2 5 20 155
Macroeconomics and ARCH 1 2 2 270 2 5 10 451
Measuring Global Economic Activity 2 9 22 22 5 21 41 41
Measuring the liquidity effect 0 0 0 3 3 5 13 1,009
Nonlinearities and the Macroeconomic Effects of Oil Prices 1 1 8 330 2 2 21 598
Normalization in econometrics 0 1 7 353 3 10 30 1,532
Off-Balance-Sheet Federal Liabilities 0 0 0 25 0 1 2 90
Oil Prices, Exhaustible Resources, and Economic Growth 0 0 5 219 1 1 14 498
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy 0 1 5 99 1 2 12 189
On the Limitations of Government Borrowing: A Framework for Empirical Testing 0 0 10 621 5 8 35 1,429
Perspectives on U.S. Monetary Policy Tools and Instruments 4 39 69 69 17 47 97 97
Risk Premia in Crude Oil Futures Prices 0 0 3 91 3 4 14 175
Robust Bond Risk Premia 0 0 2 11 2 2 8 19
Robust Bond Risk Premia 0 0 0 10 3 6 12 57
Robust bond risk premia 1 1 1 22 5 8 14 49
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information 0 2 11 122 1 7 25 219
Sources of Variation in Holding Returns for Fed Funds Futures Contracts 0 0 1 25 0 1 8 87
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 0 1 6 51 0 6 25 66
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 0 0 2 27 0 0 7 26
Testable Implications of Affine Term Structure Models 0 0 0 57 1 2 7 198
The Changing Face of World Oil Markets 0 0 2 220 4 5 11 245
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment 0 0 3 214 3 12 29 701
The Equilibrium Real Funds Rate: Past, Present and Future 0 0 9 140 2 8 29 208
The Propagation of Regional Recessions 0 0 1 72 1 2 5 158
The market-perceived monetary policy rule 0 0 0 66 1 1 2 142
The propagation of regional recessions 0 0 2 145 2 4 7 223
Understanding Crude Oil Prices 2 5 24 742 6 14 82 1,887
What is an Oil Shock? 2 9 29 2,701 17 43 177 7,637
What's Real About the Business Cycle? 0 0 0 230 0 0 5 485
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices 0 0 0 436 1 3 9 1,409
Why You Should Never Use the Hodrick-Prescott Filter 5 13 42 243 27 61 193 440
Total Working Papers 22 94 339 11,813 184 412 1,332 31,896


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 1 3 5 457 2 8 16 1,471
A Neoclassical Model of Unemployment and the Business Cycle 1 3 17 926 6 20 106 4,619
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 11 32 150 5,371 34 113 436 11,806
A Parametric Approach to Flexible Nonlinear Inference 0 0 0 2 1 2 5 605
A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions 0 0 0 0 0 1 6 999
A Reexamination of the Predictability of Economic Activity Using the Yield Spread 0 0 0 0 2 2 17 907
A standard error for the estimated state vector of a state-space model 0 1 11 200 1 4 23 584
Analysis of time series subject to changes in regime 9 22 111 3,478 20 49 216 5,608
Are the macroeconomic effects of oil-price changes symmetric?: A comment 0 0 4 234 0 0 11 515
Assessing monetary policy effects using daily federal funds futures contracts 1 1 1 34 1 3 8 151
Autoregressive conditional heteroskedasticity and changes in regime 5 14 70 2,315 15 40 177 4,058
Book review 0 0 0 12 0 0 1 38
Calling recessions in real time 1 2 5 70 1 5 19 222
Causes and Consequences of the Oil Shock of 2007-08 4 4 16 284 13 27 132 1,464
Comment on "A comparison of two business cycle dating methods" 2 3 3 71 5 9 16 261
Comment on "Investigating Nonlinearity" 0 0 0 24 0 0 1 109
Comment on "U.S. Oil Consumption, Oil Prices, and the Macroeconomy." 0 0 0 0 0 0 3 2,416
Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro 1 2 2 2 2 4 4 4
Daily Changes in Fed Funds Futures Prices 2 2 2 64 2 2 7 277
Daily monetary policy shocks and new home sales 2 2 6 77 5 6 16 196
Do macro variables help forecast interest rates? 0 0 2 16 0 1 8 36
EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES 0 0 3 25 1 2 8 99
Estimating the Market-Perceived Monetary Policy Rule 0 0 2 70 2 8 20 310
Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering 0 0 0 0 2 3 5 713
Historical Causes of Postwar Oil Shocks and Recessions 0 2 10 197 5 11 35 953
Housing and the monetary transmission mechanism: commentary 1 1 2 41 3 4 8 96
INSIDE THE ECONOMIST'S MIND 0 0 0 43 0 0 0 101
Identification and estimation of Gaussian affine term structure models 0 0 1 41 1 3 12 210
Import Prices and Inflation 1 1 3 65 2 3 8 217
Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations 0 1 14 14 5 13 50 50
Long Swings in the Dollar: Are They in the Data and Do Markets Know It? 0 4 41 939 10 30 125 2,323
Measuring the Liquidity Effect 1 1 10 428 2 4 23 1,036
Monetary factors in the great depression 1 4 47 911 6 13 119 2,891
NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES 1 3 15 163 4 11 47 411
New directions in business cycle research and financial analysis 0 0 0 338 1 2 4 850
Normalization in Econometrics 0 1 4 121 2 7 25 358
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment 0 0 0 0 8 24 114 1,383
Oil and the Macroeconomy since World War II 1 4 24 3,209 7 21 111 9,327
On Testing for Self-fulfilling Speculative Price Bubbles 0 0 5 187 2 4 15 426
On the Limitations of Government Borrowing: A Framework for EmpiricalTesting 6 14 67 448 13 40 178 1,152
On the interpretation of cointegration in the linear-quadratic inventory model 0 0 0 32 1 1 1 109
ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION 2 4 18 422 9 29 88 1,282
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates 0 1 8 847 1 3 33 1,468
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments 0 0 1 64 0 1 2 157
Response to comments 0 0 0 7 0 1 2 22
Risk premia in crude oil futures prices 1 1 4 83 2 6 28 415
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information 1 2 9 89 3 9 72 320
Sources of variation in holding returns for fed funds futures contracts 0 0 0 1 2 3 9 19
Specification testing in Markov-switching time-series models 1 4 21 1,275 3 7 36 2,001
Stock Market Volatility and the Business Cycle 4 8 41 2,334 5 15 93 5,485
Testable implications of affine term structure models 0 0 1 21 2 4 15 162
The Daily Market for Federal Funds 0 0 10 509 5 13 30 1,379
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment 3 4 12 255 6 19 66 1,183
The Equilibrium Real Funds Rate: Past, Present, and Future 7 13 49 134 19 44 139 340
The Propagation of Regional Recessions 0 0 11 112 7 11 40 356
The Quantitative Significance of the Lucas Critique: Comment 0 0 0 0 0 1 1 191
The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment 0 0 0 10 0 2 3 111
The augmented Solow model and the productivity slowdown 0 4 7 185 0 7 17 521
The long-run behavior of the velocity of circulation: A review essay 0 0 0 68 1 1 1 161
The observable implications of self-fulfilling expectations 0 2 10 290 0 7 26 638
The supply and demand for Federal Reserve deposits 0 0 1 148 0 1 2 737
This is what happened to the oil price-macroeconomy relationship 3 13 63 2,042 7 31 144 3,798
Uncovering Financial Market Expectations of Inflation 0 2 4 227 0 3 5 476
Understanding Crude Oil Prices 2 10 48 418 7 26 178 1,477
Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market 0 1 8 569 0 4 33 3,496
What Do the Leading Indicators Lead? 1 3 6 479 1 6 24 1,196
What is an oil shock? 7 20 98 1,423 14 48 305 3,544
What's real about the business cycle? 0 0 0 165 0 0 10 487
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices 0 0 0 0 2 6 27 1,933
Total Journal Articles 84 219 1,083 33,086 283 808 3,565 92,716


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Concerns about the Fed's New Balance Sheet 0 0 1 20 0 0 1 64
Macroeconomic Regimes and Regime Shifts 1 2 5 10 3 4 25 36
State-space models 0 3 22 787 5 21 94 1,683
Total Chapters 1 5 28 817 8 25 120 1,783


Statistics updated 2019-10-05