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 0 252 3 7 15 743
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 0 1 2 1,471 4 8 22 4,239
A Guide to Macroeconomics and Climate Change 5 30 74 76 23 68 169 175
A Probability Model of The Coincident Economic Indicators 1 3 11 1,536 3 11 35 3,203
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 0 0 0 700 3 4 9 1,670
A Relationship Between Regression Tests and Volatility Tests of Market ncy 0 1 1 142 3 6 13 887
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 0 0 0 145 2 2 8 489
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 1 1 5 618
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 7 9 36 1,492
A state-dependent model for inflation forecasting 0 0 0 74 2 7 23 255
An Econometric Model of International Long-run Growth Dynamics 0 0 1 112 2 9 25 151
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 48 7 10 16 160
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 0 0 510 6 7 41 2,713
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 292 2 5 10 1,142
Business Cycle Fluctuations in U.S. Macroeconomic Time Series 1 1 6 2,357 10 13 47 5,432
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 0 0 1 224 2 4 15 713
Charging Uncertainty: Real-Time Charging Data and Electric Vehicle Adoption 0 0 3 13 3 5 17 29
Climate Policy Reform Options in 2025 0 0 3 16 2 4 16 31
Climate Royalty Surcharges 0 0 0 13 6 9 24 75
Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series 0 0 0 215 1 3 14 606
Core Inflation and Trend Inflation 0 2 6 190 0 7 22 495
Data Gaps and the Policy Response to the Novel Coronavirus 0 0 0 91 1 3 14 279
Deciding Between I(1) and I(0) 0 0 0 95 2 3 7 394
Diffusion Indexes 0 1 5 1,454 1 7 41 3,036
Disentangling the Channels of the 2007-2009 Recession 2 4 16 406 5 20 71 1,283
Drawing Inferences From Statistics Based on Multi-Year Asset Returns 0 0 0 266 3 5 11 928
Economic Benefits of COVID-19 Screening Tests 0 0 0 22 3 4 11 133
Economic Benefits of COVID-19 Screening Tests 0 0 0 16 1 4 13 51
Efficient Tests for an Autoregressive Unit Root 0 1 5 784 10 18 47 2,416
Efficient Windows and Labor Force Reduction 0 0 0 59 1 1 8 418
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 251 1 1 8 692
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 313 3 5 11 1,206
Estimating Turning Points Using Large Data Sets 0 0 0 255 1 1 9 592
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 1 850 8 10 26 2,083
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 11 15 26 649
Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies 0 0 0 42 1 6 11 86
Forecasting Inflation 0 1 3 3,394 10 12 28 7,804
Forecasting Output and Inflation: The Role of Asset Prices 0 0 1 908 8 13 25 2,116
Forecasts in a Slightly Misspecified Finite Order VAR 0 0 0 115 5 5 11 220
Growing in Debt: The 'Farm Crisis' and Public Policy 0 0 0 40 2 4 9 264
Has the Business Cycle Changed and Why? 0 0 1 1,890 8 10 18 4,689
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 1 4 8 1,041 3 7 33 4,391
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 1 11 4 11 20 75
How Precise are Estimates of the Natural Rate of Unemployment? 0 0 0 1,063 4 5 18 4,332
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 0 1 109 3 9 20 234
Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland 0 0 0 11 4 5 12 79
Implications of Dynamic Factor Models for VAR Analysis 0 1 10 1,637 17 24 60 4,109
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 158 3 4 10 891
Inference with Weak Instruments 0 1 4 198 6 10 24 661
Inference with Weak Instruments 0 0 0 424 3 15 28 1,074
Instrumental Variables Regression with Weak Instruments 0 1 8 1,945 8 17 68 5,870
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 82 1 3 12 254
Interpreting Evidence on Money-Income Causality 0 0 0 316 5 7 17 749
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 1 683 3 6 15 1,850
Measuring Money Growth When Financial Markets Are Changing 0 0 0 136 2 3 11 948
Measuring Real Activity Using a Weekly Economic Index 1 2 5 64 11 19 50 310
Measuring Real Activity Using a Weekly Economic Index 0 0 1 35 6 20 42 109
Modeling Inflation After the Crisis 0 0 0 416 1 2 12 989
Monitoring Real Activity in Real Time: The Weekly Economic Index 0 0 9 283 3 9 45 769
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 9 10 24 2,577
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 81 4 9 20 437
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 1 138 0 0 7 526
Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models 0 0 0 93 1 2 7 1,203
Pensions, The Option Value of Work, and Retirement 0 2 3 401 0 32 80 1,303
Phillips Curve Inflation Forecasts 0 0 2 963 6 13 42 2,466
Policy Options to Achieve US Sustainable Aviation Fuel Targets 0 0 13 13 0 8 33 33
Prices, Wages and the U.S. NAIRU in the 1990s 0 0 0 373 3 6 11 1,146
Recovering from COVID 0 0 21 21 2 3 44 44
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 0 0 396 9 11 29 948
Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets 0 0 0 3 0 0 3 263
Reopening Scenarios 0 0 0 25 0 2 11 123
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 0 0 94 5 6 13 964
Robust Decarbonization of the US Power Sector: Policy Options 0 0 2 31 2 3 17 87
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 0 310 1 2 7 828
Searching for Prosperity 0 0 0 181 1 1 11 812
Semiparametric estimation of weighted average derivatives 0 0 0 113 3 4 13 242
Slack and Cyclically Sensitive Inflation 0 0 1 89 1 4 21 322
Stochastic Trends and Economic Fluctuations 0 0 1 937 8 10 25 2,177
Stochastic trends and economic fluctuations 0 0 0 3 4 5 27 1,487
Testing for Weak Instruments in Linear IV Regression 5 12 32 4,360 37 97 252 11,559
The Disappointing Recovery of Output after 2009 0 0 0 23 2 2 11 145
The Disappointing Recovery of Output after 2009 0 0 0 68 1 2 10 156
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 0 0 65 4 10 28 221
The Macroeconomic Effects of Climate Policy Uncertainty 3 20 20 20 19 58 58 58
The Macroeconomic Impact of Europe’s Carbon Taxes 2 4 10 132 11 27 52 383
The Market and Climate Implications of U.S. LNG Exports 0 0 2 15 2 3 7 39
The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard 0 0 0 22 1 4 15 121
The Pension Inducement to Retire: An Option Value Analysis 0 0 0 175 8 10 19 523
The Price of Biodiesel RINs and Economic Fundamentals 0 1 1 30 0 2 7 109
The Use of Monetary Aggregate to Target Nominal GDP 0 0 0 174 2 5 33 980
Three Models of Retirement: Computational Complexity Versus Predictive Validity 0 0 0 196 2 3 17 522
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) 0 0 1 43 2 8 19 148
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 0 0 0 30 3 5 17 130
Understanding Changes in International Business Cycle Dynamics 1 1 1 756 3 4 16 2,302
Why Has U.S. Inflation Become Harder to Forecast? 0 0 1 815 9 11 25 2,003
Why are Retirement Rates So High at Age 65? 0 0 0 256 4 5 15 1,751
caschool 2 11 60 2,806 7 38 153 5,929
oj 0 2 3 272 1 4 15 926
Total Working Papers 24 107 365 42,786 441 951 2,698 128,344


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 1 3 10 209
A Reexamination of Friedman's Consumption Puzzle: Reply 0 0 0 0 2 3 7 98
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 0 0 7 1,733 18 24 58 4,251
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 18 25 153 2,367
A dynamic factor model framework for forecast combination 0 0 0 469 1 3 11 1,236
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 2 4 7 494 7 11 32 1,550
Asymptotic properties of the Hahn-Hausman test for weak-instruments 0 0 0 301 2 4 13 789
Bayesian Approaches to the 'Unit Root' Problem: A Comment 0 0 0 63 2 3 7 238
Combination forecasts of output growth in a seven-country data set 2 2 6 290 6 8 40 918
Confidence intervals for autoregressive coefficients near one 0 0 0 65 2 2 10 263
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series 0 0 0 416 1 1 16 788
Deciding between I(1) and I(0) 0 0 0 61 1 2 4 172
Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality 0 0 0 11 1 2 7 108
Efficient Tests for an Autoregressive Unit Root 3 9 24 2,531 28 56 182 7,353
Efficient windows and labor force reduction 0 0 0 23 1 1 9 244
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 8 21 59 1,165
Forecasting Output and Inflation: The Role of Asset Prices 0 0 5 181 15 21 59 2,268
Forecasting inflation 1 4 21 1,702 20 35 109 4,296
GMM with Weak Identification 0 0 0 0 7 8 16 851
Has inflation become harder to forecast? 0 0 0 24 3 4 8 96
Has the business cycle changed? 0 0 1 688 2 3 16 1,589
How did leading indicator forecasts perform during the 2001 recession? 0 0 0 524 0 1 12 1,207
Inference in Linear Time Series Models with Some Unit Roots 1 2 8 1,758 22 33 88 4,450
Inference in a nearly integrated autoregressive model with nonnormal innovations 0 0 0 45 2 2 12 163
Instrumental Variables Regression with Weak Instruments 0 0 0 8 27 100 294 8,494
Macro-econometrics 0 0 0 153 2 3 5 338
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 13 35 88 2,901
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 1 1 336 5 6 22 854
Measuring Business Cycle Time 0 0 0 263 2 5 8 1,386
Measuring money growth when financial markets are changing 0 1 1 53 2 11 25 310
Modeling inflation after the crisis 0 1 2 188 4 12 27 791
Pensions, the Option Value of Work, and Retirement 0 1 3 945 4 10 24 2,728
Phillips curve inflation forecasts 0 1 5 221 4 10 25 752
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 11 12 33 1,147
Retrospectives: Who Invented Instrumental Variable Regression? 1 2 4 205 5 9 24 941
Searching for prosperity 0 0 0 107 2 13 27 505
Semiparametric Estimation of Index Coefficients 4 6 8 446 19 26 39 1,102
Stochastic Trends and Economic Fluctuations 0 2 7 2,497 12 21 73 6,552
Structural Stability and Models of the Business Cycle 0 0 0 95 0 1 3 232
Temporal instability of the unemployment-inflation relationship 0 0 0 214 2 4 10 597
The Disappointing Recovery in U.S. Output after 2009 0 0 1 10 4 6 20 62
The NAIRU, Unemployment and Monetary Policy 0 0 0 1,371 5 9 22 5,536
Understanding Changes In International Business Cycle Dynamics 0 0 1 523 2 7 16 1,828
Unit roots in real GNP: Do we know and do we care?: A comment 0 0 0 41 1 1 4 144
VAR, Error Correction and Pretest Forecasts at Long Horizons 0 0 0 0 3 4 7 480
Variable Trends in Economic Time Series 0 0 0 837 4 7 12 1,633
Vector Autoregressions 2 13 37 1,847 11 82 266 4,181
Total Journal Articles 16 49 149 21,739 314 670 2,012 80,163
2 registered items for which data could not be found


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 1 6 14 568
Environmental and Energy Policy and the Economy, volume 1 0 0 0 0 2 3 16 108
Environmental and Energy Policy and the Economy, volume 2 0 0 0 0 1 26 49 100
Environmental and Energy Policy and the Economy, volume 3 0 0 0 0 0 3 12 29
International Seminar on Macroeconomics (ISOM) 2002 0 0 0 0 1 2 5 83
International Seminar on Macroeconomics 1996 0 0 0 0 3 3 8 36
Total Books 0 0 0 0 8 43 104 924


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 0 4 202 5 7 22 475
Business cycle fluctuations in us macroeconomic time series 1 2 15 2,979 8 30 83 7,027
Climate Change, Climate Policy, and Economic Growth 2 2 4 20 3 8 12 72
Climate Policy Reform Options in 2025 0 0 2 3 2 7 29 34
Has the Business Cycle Changed and Why? 0 1 3 442 10 28 57 1,232
How Precise Are Estimates of the Natural Rate of Unemployment? 0 0 0 201 9 19 42 864
Introduction to "Business Cycles, Indicators and Forecasting" 0 0 0 92 2 2 9 250
Introduction to "Environmental and Energy Policy and the Economy" 0 0 0 10 0 1 8 49
Introduction to "Environmental and Energy Policy and the Economy, volume 2" 0 0 0 3 1 2 3 31
Introduction to "Environmental and Energy Policy and the Economy, volume 3" 0 0 0 4 1 1 4 24
Introduction to "Environmental and Energy Policy and the Economy, volume 4" 0 0 0 4 3 3 6 15
New Indexes of Coincident and Leading Economic Indicators 0 1 3 1,390 14 28 79 3,168
Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models 0 0 0 18 3 8 16 108
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 0 1 21 1 9 18 113
The Pension Inducement to Retire: An Option Value Analysis 0 0 0 47 10 13 24 201
The Use of a Monetary Aggregate to Target Nominal GDP 0 0 0 95 6 14 31 384
Three Models of Retirement: Computational Complexity versus Predictive Validity 0 0 0 64 2 6 12 209
Unit roots, structural breaks and trends 0 1 8 589 1 3 18 1,121
Why Are Retirement Rates So High at Age 65? 0 0 0 53 3 3 10 206
Total Chapters 3 7 40 6,237 84 192 483 15,583


Statistics updated 2026-05-06