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 0 0 1 252 0 0 8 728
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 0 2 5 1,470 0 3 19 4,218
A Probability Model of The Coincident Economic Indicators 2 7 15 1,531 3 10 36 3,177
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 0 0 0 700 0 1 4 1,662
A Relationship Between Regression Tests and Volatility Tests of Market ncy 0 0 1 141 0 0 5 874
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 0 0 0 145 1 2 2 483
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 0 1 4 613
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 3 5 12 1,460
A state-dependent model for inflation forecasting 0 0 1 74 1 2 8 234
An Econometric Model of International Long-run Growth Dynamics 1 2 5 112 1 2 7 127
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 0 47 0 1 4 144
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 1 2 510 0 1 4 2,672
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 292 0 0 0 1,132
Business Cycle Fluctuations in U.S. Macroeconomic Time Series 0 0 4 2,351 0 2 20 5,385
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 0 1 1 224 0 1 8 699
Charging Uncertainty: Real-Time Charging Data and Electric Vehicle Adoption 0 1 11 11 1 8 16 16
Climate Policy Reform Options in 2025 0 3 4 16 0 3 7 18
Climate Royalty Surcharges 0 0 0 13 0 1 6 52
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 2 9 185 0 3 34 474
Data Gaps and the Policy Response to the Novel Coronavirus 0 0 0 91 0 0 5 265
Deciding Between I(1) and I(0) 0 0 0 95 0 0 0 387
Diffusion Indexes 1 1 13 1,450 1 4 42 2,998
Disentangling the Channels of the 2007-2009 Recession 5 8 14 397 8 16 44 1,226
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 22 0 0 1 122
Economic Benefits of COVID-19 Screening Tests 0 0 0 16 0 0 1 38
Efficient Tests for an Autoregressive Unit Root 0 1 4 779 5 9 35 2,374
Efficient Windows and Labor Force Reduction 0 0 0 59 0 0 0 410
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 2 255 0 0 3 583
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 3 849 0 0 8 2,057
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 0 0 11 623
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 3,392 0 2 14 7,778
Forecasting Output and Inflation: The Role of Asset Prices 0 1 1 907 0 2 7 2,091
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 1 2 1,890 0 3 10 4,673
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 0 1,033 1 3 6 4,361
High Frequency Data and a Weekly Economic Index during the Pandemic 1 1 1 11 1 2 5 57
How Precise are Estimates of the Natural Rate of Unemployment? 0 0 2 1,063 1 2 5 4,315
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 0 5 108 0 0 9 214
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 1 3 6 1,630 2 7 40 4,055
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 1 1 4 882
Inference with Weak Instruments 0 0 1 194 1 1 7 638
Inference with Weak Instruments 0 0 1 424 0 0 7 1,046
Instrumental Variables Regression with Weak Instruments 0 1 9 1,938 1 4 38 5,805
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 1 5 683 0 1 8 1,836
Macroeconomics and Climate Change 6 24 24 24 9 31 31 31
Measuring Money Growth When Financial Markets Are Changing 0 0 0 136 0 0 7 937
Measuring Real Activity Using a Weekly Economic Index 0 0 0 34 0 0 2 67
Measuring Real Activity Using a Weekly Economic Index 0 0 3 59 5 6 14 265
Modeling Inflation After the Crisis 0 0 1 416 1 4 18 979
Monitoring Real Activity in Real Time: The Weekly Economic Index 1 2 9 276 4 7 29 730
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 0 0 3 2,553
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 80 0 0 1 417
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 137 0 1 3 520
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 0 1 398 0 1 7 1,223
Phillips Curve Inflation Forecasts 1 2 2 963 1 5 27 2,426
Prices, Wages and the U.S. NAIRU in the 1990s 0 0 0 373 0 1 2 1,135
Recovering from COVID 18 19 19 19 13 18 18 18
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 0 1 2 113
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 0 0 94 0 1 2 952
Robust Decarbonization of the US Power Sector: Policy Options 0 1 1 30 0 2 8 72
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 1 1 1 822
Searching for Prosperity 0 0 0 181 1 1 3 802
Semiparametric estimation of weighted average derivatives 0 0 1 113 0 0 4 229
Slack and Cyclically Sensitive Inflation 0 0 4 88 0 0 11 301
Stochastic Trends and Economic Fluctuations 0 0 1 936 1 1 6 2,153
Stochastic trends and economic fluctuations 0 0 0 3 2 4 18 1,463
Testing for Weak Instruments in Linear IV Regression 2 9 22 4,334 9 39 154 11,332
The Disappointing Recovery of Output after 2009 0 0 0 68 0 0 2 146
The Disappointing Recovery of Output after 2009 0 0 0 23 0 0 4 134
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 0 1 65 1 1 4 194
The Macroeconomic Impact of Europe’s Carbon Taxes 1 2 4 123 2 4 15 334
The Market and Climate Implications of U.S. LNG Exports 0 1 3 13 0 1 11 32
The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard 0 0 0 22 0 0 3 106
The Pension Inducement to Retire: An Option Value Analysis 0 0 0 175 0 1 3 505
The Price of Biodiesel RINs and Economic Fundamentals 0 0 0 29 0 1 3 103
The Use of Monetary Aggregate to Target Nominal GDP 0 0 2 174 1 2 21 948
Three Models of Retirement: Computational Complexity Versus Predictive Validity 0 0 1 196 0 0 2 505
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 0 0 42 0 0 5 129
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 0 1 2 113
Understanding Changes in International Business Cycle Dynamics 0 1 1 755 0 5 6 2,290
Why Has U.S. Inflation Become Harder to Forecast? 0 2 4 815 1 4 14 1,981
Why are Retirement Rates So High at Age 65? 0 0 0 256 0 0 1 1,736
caschool 1 4 48 2,748 2 11 121 5,781
oj 0 0 0 269 0 0 3 911
Total Working Papers 41 105 289 42,507 86 258 1,117 125,833


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 0 1 199
A Reexamination of Friedman's Consumption Puzzle: Reply 0 0 0 0 0 0 1 91
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1 2 6 1,728 1 9 35 4,197
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 3 11 39 2,221
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 0 1 7 487 0 2 17 1,518
Asymptotic properties of the Hahn-Hausman test for weak-instruments 0 0 1 301 0 0 4 776
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 0 0 1 284 0 1 9 879
Confidence intervals for autoregressive coefficients near one 0 0 1 65 0 0 3 253
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series 0 0 0 416 0 4 7 776
Deciding between I(1) and I(0) 0 0 0 61 0 0 1 168
Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality 0 0 0 11 0 1 3 101
Efficient Tests for an Autoregressive Unit Root 2 9 40 2,513 15 59 176 7,202
Efficient windows and labor force reduction 0 0 0 23 0 0 1 235
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 0 6 37 1,110
Forecasting Output and Inflation: The Role of Asset Prices 0 2 7 177 4 17 44 2,222
Forecasting inflation 1 5 30 1,686 4 21 83 4,202
Forecasting output and inflation: the role of asset prices 0 0 0 563 0 2 6 1,493
GMM with Weak Identification 0 0 0 0 0 2 4 835
Has inflation become harder to forecast? 0 0 0 24 0 0 3 88
Has the business cycle changed? 0 0 1 687 0 2 6 1,573
How did leading indicator forecasts perform during the 2001 recession? 0 0 0 524 0 1 7 1,196
Inference in Linear Time Series Models with Some Unit Roots 1 4 9 1,752 7 22 62 4,377
Inference in a nearly integrated autoregressive model with nonnormal innovations 0 0 0 45 0 1 2 152
Instrumental Variables Regression with Weak Instruments 0 0 0 8 12 44 162 8,229
Macro-econometrics 0 0 0 153 0 0 2 333
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 6 16 43 2,824
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 335 1 3 6 835
Measuring Business Cycle Time 0 0 0 263 0 0 5 1,378
Measuring money growth when financial markets are changing 0 0 0 52 0 0 1 285
Modeling inflation after the crisis 0 2 8 186 1 4 21 765
Pensions, the Option Value of Work, and Retirement 0 1 6 942 0 3 19 2,706
Phillips curve inflation forecasts 2 4 11 219 2 7 35 730
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 0 1 7 1,115
Retrospectives: Who Invented Instrumental Variable Regression? 0 0 2 201 0 1 7 917
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 0 0 1 440
Searching for prosperity 0 0 1 107 0 0 3 478
Semiparametric Estimation of Index Coefficients 1 2 3 439 1 3 10 1,064
Stochastic Trends and Economic Fluctuations 0 2 11 2,491 7 14 40 6,489
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 8 587
The Disappointing Recovery in U.S. Output after 2009 1 1 1 10 1 1 1 43
The NAIRU, Unemployment and Monetary Policy 0 1 4 1,371 0 4 31 5,515
Understanding Changes In International Business Cycle Dynamics 0 0 0 522 1 3 9 1,813
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 1 8 474
Variable Trends in Economic Time Series 0 0 1 837 0 0 2 1,621
Vector Autoregressions 2 11 43 1,818 8 35 151 3,937
Total Journal Articles 11 47 197 22,184 75 301 1,128 80,267


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Cycles, Indicators, and Forecasting 0 0 0 0 0 0 4 554
Environmental and Energy Policy and the Economy, volume 1 0 0 0 0 0 0 7 92
Environmental and Energy Policy and the Economy, volume 2 0 0 0 0 0 0 2 51
Environmental and Energy Policy and the Economy, volume 3 0 0 0 0 1 1 4 18
International Seminar on Macroeconomics (ISOM) 2002 0 0 0 0 0 0 1 78
International Seminar on Macroeconomics 1996 0 0 0 0 0 0 2 28
Total Books 0 0 0 0 1 1 20 821


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 0 2 3 200 0 3 20 456
Business cycle fluctuations in us macroeconomic time series 1 2 11 2,965 2 8 42 6,946
Climate Change, Climate Policy, and Economic Growth 1 2 2 18 1 3 5 62
Climate Policy Reform Options in 2025 0 0 1 1 0 2 6 7
Has the Business Cycle Changed and Why? 0 0 3 439 3 6 35 1,180
How Precise Are Estimates of the Natural Rate of Unemployment? 0 1 4 201 2 8 19 827
Introduction to "Business Cycles, Indicators and Forecasting" 0 0 0 92 0 1 4 241
Introduction to "Environmental and Energy Policy and the Economy" 0 0 0 10 0 0 4 41
Introduction to "Environmental and Energy Policy and the Economy, volume 2" 0 0 0 3 0 0 4 28
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 0 6 1,387 3 10 48 3,096
Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models 0 0 0 18 0 1 3 93
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 0 0 20 0 0 3 95
The Pension Inducement to Retire: An Option Value Analysis 0 0 0 47 0 0 3 177
The Use of a Monetary Aggregate to Target Nominal GDP 0 0 0 95 0 0 3 353
Three Models of Retirement: Computational Complexity versus Predictive Validity 0 0 0 64 0 0 6 197
Unit roots, structural breaks and trends 2 2 4 583 2 3 10 1,106
Why Are Retirement Rates So High at Age 65? 0 0 0 53 0 0 3 196
Total Chapters 4 9 35 6,204 13 45 219 15,130


Statistics updated 2025-07-04