Access Statistics for James H. Stock
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 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
| 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 |
|
|