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 0 0 0 681 1 2 2 2,822
A Parametric Approach to Flexible Nonlinear Inference 0 0 2 22 0 2 6 51
A Re-examination of the Predictability of Economic Activity Using the Yield Spread 1 2 2 540 3 8 18 1,449
A Re-examination of the Predictability of Economic Activity Using the Yield Spread 0 1 1 13 2 7 12 74
A Skeptical View of the Impact of the Fed’s Balance Sheet 1 2 55 55 1 3 31 31
A model for the federal funds rate target 0 0 0 331 1 2 5 1,274
Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts 0 0 0 53 0 1 3 197
Calling Recessions in Real Time 0 1 3 160 0 2 10 250
Causes and Consequences of the Oil Shock of 2007-08 0 0 4 325 2 6 28 746
Causes and consequences of the oil shock of 2007–08 1 1 7 56 1 4 21 194
Crunch Time: Fiscal Crises and the Role of Monetary Policy 0 0 4 157 1 4 27 365
Daily Changes in Fed Funds Futures Prices 0 0 0 79 1 1 4 365
Daily Monetary Policy Shocks and the Delayed Response of New Home Sales 0 0 0 60 0 1 3 179
Dating Business Cycle Turning Points 0 0 3 402 0 0 20 1,032
Effects of Index-Fund Investing on Commodity Futures Prices 0 0 3 56 1 2 15 183
Estimating the Market-Perceived Monetary Policy Rule 0 0 1 45 0 0 5 167
Heterogeneity and Unemployment Dynamics 0 0 2 13 1 8 24 43
Heterogeneity and Unemployment Dynamics 0 0 1 5 0 1 7 16
Heterogeneity and Unemployment Dynamics 0 0 0 27 0 2 6 44
Historical Oil Shocks 0 1 9 396 0 7 33 592
Identification and Estimation of Gaussian Affine Term Structure Models 0 0 0 94 0 0 7 273
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 6 59 1 1 14 26
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 22 43 0 5 40 49
Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It? 0 0 3 335 0 0 6 825
Macroeconomic Regimes and Regime Shifts 0 0 8 134 0 0 22 150
Macroeconomics and ARCH 0 0 1 268 1 1 6 446
Measuring Global Economic Activity 3 13 13 13 7 20 20 20
Measuring the liquidity effect 0 0 0 3 0 0 10 1,004
Nonlinearities and the Macroeconomic Effects of Oil Prices 0 0 8 329 0 2 22 596
Normalization in econometrics 2 2 6 352 3 6 21 1,522
Off-Balance-Sheet Federal Liabilities 0 0 0 25 0 1 1 89
Oil Prices, Exhaustible Resources, and Economic Growth 0 1 5 219 1 3 15 497
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy 0 0 5 98 0 0 13 187
On the Limitations of Government Borrowing: A Framework for Empirical Testing 0 3 14 621 0 6 38 1,421
Perspectives on U.S. Monetary Policy Tools and Instruments 30 30 30 30 50 50 50 50
Risk Premia in Crude Oil Futures Prices 0 1 3 91 0 2 12 171
Robust Bond Risk Premia 0 0 0 10 0 0 10 51
Robust Bond Risk Premia 0 2 2 11 0 2 6 17
Robust bond risk premia 0 0 0 21 0 1 6 41
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information 0 4 10 120 0 5 22 212
Sources of Variation in Holding Returns for Fed Funds Futures Contracts 0 0 1 25 0 1 7 86
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 0 0 2 27 1 3 10 26
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks 0 4 7 50 0 10 26 60
Testable Implications of Affine Term Structure Models 0 0 0 57 0 1 6 196
The Changing Face of World Oil Markets 0 0 4 220 0 0 11 240
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment 0 1 4 214 1 9 25 689
The Equilibrium Real Funds Rate: Past, Present and Future 0 3 9 140 0 3 28 200
The Propagation of Regional Recessions 0 0 2 72 0 0 5 156
The market-perceived monetary policy rule 0 0 0 66 0 0 1 141
The propagation of regional recessions 0 0 3 145 0 0 5 219
Understanding Crude Oil Prices 3 6 20 737 8 18 77 1,873
What is an Oil Shock? 3 9 28 2,692 14 48 176 7,594
What's Real About the Business Cycle? 0 0 0 230 1 1 6 485
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices 0 0 0 436 0 0 6 1,406
Why You Should Never Use the Hodrick-Prescott Filter 2 8 39 230 13 38 193 379
Total Working Papers 46 95 352 11,693 116 300 1,203 31,471


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 0 1 2 454 2 5 12 1,463
A Neoclassical Model of Unemployment and the Business Cycle 0 7 18 923 7 31 113 4,599
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 8 31 170 5,339 24 91 455 11,693
A Parametric Approach to Flexible Nonlinear Inference 0 0 0 2 0 1 5 603
A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions 0 0 0 0 0 0 5 998
A Reexamination of the Predictability of Economic Activity Using the Yield Spread 0 0 0 0 1 5 20 905
A standard error for the estimated state vector of a state-space model 1 3 12 199 3 8 27 580
Analysis of time series subject to changes in regime 9 34 112 3,456 20 66 216 5,559
Are the macroeconomic effects of oil-price changes symmetric?: A comment 0 1 4 234 0 4 12 515
Assessing monetary policy effects using daily federal funds futures contracts 0 0 0 33 0 2 6 148
Autoregressive conditional heteroskedasticity and changes in regime 9 22 80 2,301 17 53 184 4,018
Book review 0 0 0 12 0 0 2 38
Calling recessions in real time 0 0 4 68 0 3 17 217
Causes and Consequences of the Oil Shock of 2007-08 0 3 16 280 6 35 127 1,437
Comment on "A comparison of two business cycle dating methods" 0 0 0 68 0 1 7 252
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
Daily Changes in Fed Funds Futures Prices 0 0 0 62 1 2 5 275
Daily monetary policy shocks and new home sales 0 3 4 75 0 6 10 190
Do macro variables help forecast interest rates? 0 1 3 16 0 2 8 35
EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES 0 0 4 25 0 0 12 97
Estimating the Market-Perceived Monetary Policy Rule 0 1 4 70 1 3 19 302
Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering 0 0 0 0 0 2 3 710
Historical Causes of Postwar Oil Shocks and Recessions 0 1 10 195 1 9 28 942
Housing and the monetary transmission mechanism: commentary 0 1 1 40 0 2 7 92
INSIDE THE ECONOMIST'S MIND 0 0 0 43 0 0 2 101
Identification and estimation of Gaussian affine term structure models 0 1 2 41 1 4 14 207
Import Prices and Inflation 1 1 2 64 1 2 6 214
Long Swings in the Dollar: Are They in the Data and Do Markets Know It? 4 11 50 935 14 36 115 2,293
Measuring the Liquidity Effect 0 1 11 427 0 4 32 1,032
Monetary factors in the great depression 1 7 52 907 2 13 122 2,878
NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES 3 4 13 160 3 11 51 400
New directions in business cycle research and financial analysis 0 0 1 338 1 1 3 848
Normalization in Econometrics 1 1 4 120 2 7 21 351
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment 0 0 0 0 10 30 120 1,359
Oil and the Macroeconomy since World War II 0 5 22 3,205 4 24 113 9,306
On Testing for Self-fulfilling Speculative Price Bubbles 0 1 5 187 0 1 13 422
On the Limitations of Government Borrowing: A Framework for EmpiricalTesting 8 16 71 434 16 45 183 1,112
On the interpretation of cointegration in the linear-quadratic inventory model 0 0 0 32 0 0 1 108
ROLE OF THE INTERNATIONAL GOLD STANDARD IN PROPAGATING THE GREAT DEPRESSION 1 3 17 418 5 14 77 1,253
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates 0 2 8 846 2 13 42 1,465
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments 0 0 1 64 0 0 1 156
Response to comments 0 0 0 7 0 0 1 21
Risk premia in crude oil futures prices 1 1 4 82 2 8 35 409
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information 1 4 9 87 4 9 80 311
Sources of variation in holding returns for fed funds futures contracts 0 0 0 1 1 3 6 16
Specification testing in Markov-switching time-series models 1 5 23 1,271 2 10 38 1,994
Stock Market Volatility and the Business Cycle 4 12 41 2,326 8 25 98 5,470
Testable implications of affine term structure models 0 1 1 21 0 1 13 158
The Daily Market for Federal Funds 0 0 12 509 1 3 23 1,366
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment 1 3 10 251 6 21 66 1,164
The Propagation of Regional Recessions 1 6 11 112 3 14 42 345
The Quantitative Significance of the Lucas Critique: Comment 0 0 0 0 0 0 1 190
The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment 0 0 0 10 0 0 1 109
The augmented Solow model and the productivity slowdown 0 0 5 181 0 1 13 514
The long-run behavior of the velocity of circulation: A review essay 0 0 0 68 0 0 1 160
The observable implications of self-fulfilling expectations 0 2 11 288 0 5 27 631
The supply and demand for Federal Reserve deposits 0 0 2 148 0 0 4 736
This is what happened to the oil price-macroeconomy relationship 1 11 69 2,029 3 32 162 3,767
Uncovering Financial Market Expectations of Inflation 0 1 4 225 0 1 6 473
Understanding Crude Oil Prices 1 12 45 408 9 45 184 1,451
Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market 0 1 8 568 2 8 31 3,492
What Do the Leading Indicators Lead? 1 1 6 476 1 8 22 1,190
What is an oil shock? 4 28 103 1,403 17 89 358 3,496
What's real about the business cycle? 0 0 0 165 1 2 11 487
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices 0 0 0 0 2 2 23 1,927
Total Journal Articles 62 250 1,067 32,733 206 823 3,466 91,575


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 2 64
State-space models 0 7 22 784 4 24 89 1,662
Total Chapters 0 7 23 804 4 24 91 1,726


Statistics updated 2019-07-03