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 1 3 249 0 2 9 717
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 1 2 8 1,460 1 8 21 4,168
A Probability Model of The Coincident Economic Indicators 5 12 38 1,467 5 20 89 3,027
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 0 0 2 697 0 0 7 1,639
A Relationship Between Regression Tests and Volatility Tests of Market ncy 0 0 1 139 0 1 9 861
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 1 1 1 145 1 1 4 480
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 0 0 9 603
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 3 4 11 1,431
A state-dependent model for inflation forecasting 0 0 2 71 1 1 11 214
An Econometric Model of International Long-run Growth Dynamics 0 1 12 104 0 6 25 108
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand 0 0 1 45 0 2 6 135
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 0 0 505 0 0 6 2,652
Asymptotics for GMM Estimators with Weak Instruments 0 0 0 291 0 0 4 1,129
Business Cycle Fluctuations in U.S. Macroeconomic Time Series 0 1 16 2,328 5 8 43 5,309
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 0 0 1 222 0 0 2 688
Climate Royalty Surcharges 0 0 3 10 1 2 9 39
Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series 0 0 0 214 0 1 2 584
Core Inflation and Trend Inflation 1 2 8 169 3 9 35 408
Data Gaps and the Policy Response to the Novel Coronavirus 0 0 2 88 0 2 19 246
Deciding Between I(1) and I(0) 0 0 0 95 0 0 4 387
Diffusion Indexes 3 4 30 1,383 5 11 64 2,842
Disentangling the Channels of the 2007-2009 Recession 2 3 10 367 8 15 55 1,075
Drawing Inferences From Statistics Based on Multi-Year Asset Returns 1 1 1 265 1 1 4 910
Economic Benefits of COVID-19 Screening Tests 1 1 2 16 1 1 7 32
Economic Benefits of COVID-19 Screening Tests 0 1 4 21 0 2 29 112
Efficient Tests for an Autoregressive Unit Root 0 3 8 762 3 9 30 2,279
Efficient Windows and Labor Force Reduction 0 1 1 59 0 1 4 407
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 313 0 0 4 1,193
Empirical Bayes Forecasts of One Time Series Using Many Predictors 1 1 2 251 2 5 16 677
Estimating Turning Points Using Large Data Sets 0 2 3 251 1 3 8 569
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 1 843 0 2 10 2,035
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 1 2 11 602
Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies 0 0 0 41 0 0 0 73
Forecasting Inflation 1 2 20 3,372 3 7 47 7,722
Forecasting Output and Inflation: The Role of Asset Prices 0 0 1 902 0 5 23 2,042
Forecasts in a Slightly Misspecified Finite Order VAR 0 0 0 115 1 1 2 208
Growing in Debt: The 'Farm Crisis' and Public Policy 0 0 0 40 0 0 1 250
Has the Business Cycle Changed and Why? 0 0 4 1,883 2 5 33 4,633
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 3 1,031 0 0 18 4,328
High Frequency Data and a Weekly Economic Index during the Pandemic 0 0 2 9 0 1 19 46
How Precise are Estimates of the Natural Rate of Unemployment? 0 0 7 1,056 0 4 28 4,290
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 4 9 94 1 5 21 180
Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland 0 0 3 9 0 0 4 58
Implications of Dynamic Factor Models for VAR Analysis 0 1 7 1,612 6 13 52 3,942
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 157 0 0 7 876
Inference with Weak Instruments 0 1 3 420 0 2 8 1,028
Inference with Weak Instruments 0 1 3 181 0 2 11 616
Instrumental Variables Regression with Weak Instruments 3 6 16 1,914 3 9 49 5,710
Integrated Regressors and Tests of the Permanent Income Hypothesis 0 0 0 81 0 0 1 238
Interpreting Evidence on Money-Income Causality 0 0 1 316 0 2 8 729
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 1 669 0 0 11 1,808
Measuring Money Growth When Financial Markets Are Changing 0 0 0 135 0 2 9 925
Measuring Real Activity Using a Weekly Economic Index 0 1 3 30 0 1 12 50
Measuring Real Activity Using a Weekly Economic Index 0 1 12 51 2 5 69 217
Modeling Inflation After the Crisis 1 3 6 407 2 15 47 873
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 0 3 16 2,533
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 1 1 80 1 2 6 414
Optimal Invariant Similar Tests for Instrumental Variables Regression 0 0 0 135 1 1 3 512
Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models 0 0 0 93 0 0 3 1,193
Pensions, The Option Value of Work, and Retirement 0 0 2 387 0 3 15 1,189
Phillips Curve Inflation Forecasts 1 2 21 941 7 15 66 2,300
Prices, Wages and the U.S. NAIRU in the 1990s 0 0 1 372 1 5 11 1,126
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence 0 3 4 393 0 8 15 909
Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets 0 0 0 3 0 0 2 255
Reopening Scenarios 0 2 7 24 0 3 15 89
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 0 1 94 0 0 3 950
Robust Decarbonization of the US Power Sector: Policy Options 1 1 6 22 1 3 17 48
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy 0 0 1 310 0 0 1 821
Searching for Prosperity 0 0 3 180 1 1 6 795
Semiparametric estimation of weighted average derivatives 0 0 0 112 0 0 2 223
Slack and Cyclically Sensitive Inflation 0 1 5 78 0 5 50 234
Stochastic Trends and Economic Fluctuations 0 0 2 929 0 2 8 2,127
Stochastic trends and economic fluctuations 0 0 0 3 1 2 11 1,423
Testing for Weak Instruments in Linear IV Regression 2 7 34 4,264 16 41 231 10,888
The Disappointing Recovery of Output after 2009 0 0 0 67 1 1 3 137
The Disappointing Recovery of Output after 2009 0 0 0 23 0 0 12 126
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment 0 0 2 55 0 1 8 162
The Macroeconomic Impact of Europe’s Carbon Taxes 1 3 24 80 2 10 66 222
The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard 0 0 0 21 0 1 2 99
The Pension Inducement to Retire: An Option Value Analysis 0 0 0 174 0 0 4 495
The Price of Biodiesel RINs and Economic Fundamentals 0 0 0 28 0 0 0 87
The Use of Monetary Aggregate to Target Nominal GDP 0 0 0 172 0 1 7 921
Three Models of Retirement: Computational Complexity Versus Predictive Validity 0 0 1 194 0 1 4 499
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak 1 1 5 29 2 3 16 101
Understanding Changes in International Business Cycle Dynamics 0 0 2 753 0 1 9 2,277
Why Has U.S. Inflation Become Harder to Forecast? 0 1 6 802 2 4 20 1,943
Why are Retirement Rates So High at Age 65? 0 0 0 252 1 1 6 1,719
caschool 3 12 256 2,435 12 52 503 5,136
oj 0 1 7 267 0 3 20 875
Total Working Papers 30 92 652 41,141 111 371 2,208 121,228
2 registered items for which data could not be found


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 1 1 198
A Reexamination of Friedman's Consumption Puzzle: Reply 0 0 0 0 0 0 2 90
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 4 7 24 1,682 10 21 120 4,047
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments 0 0 0 0 1 3 24 2,135
A dynamic factor model framework for forecast combination 0 0 1 465 0 0 10 1,213
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 0 3 7 464 2 6 26 1,463
Asymptotic properties of the Hahn-Hausman test for weak-instruments 0 0 1 299 0 1 6 761
Bayesian Approaches to the 'Unit Root' Problem: A Comment 0 0 0 63 0 0 2 227
Combination forecasts of output growth in a seven-country data set 0 0 1 278 1 6 18 833
Confidence intervals for autoregressive coefficients near one 0 0 0 64 0 0 0 249
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series 0 0 0 413 0 1 6 761
Deciding between I(1) and I(0) 0 0 0 61 0 2 2 165
Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality 0 0 0 11 0 0 4 98
Efficient Tests for an Autoregressive Unit Root 5 28 102 2,356 22 89 346 6,518
Efficient windows and labor force reduction 0 0 0 23 0 0 5 233
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 2 11 53 991
Forecasting Output and Inflation: The Role of Asset Prices 0 1 5 158 0 7 40 2,089
Forecasting inflation 4 8 57 1,599 5 28 147 3,915
Forecasting output and inflation: the role of asset prices 0 1 2 560 0 1 10 1,462
GMM with Weak Identification 0 0 0 0 0 3 11 815
Has inflation become harder to forecast? 0 0 1 24 0 0 4 85
Has the business cycle changed? 2 5 5 679 2 5 9 1,553
How did leading indicator forecasts perform during the 2001 recession? 0 1 3 522 1 2 9 1,184
Inference in Linear Time Series Models with Some Unit Roots 1 4 31 1,704 2 12 87 4,168
Inference in a nearly integrated autoregressive model with nonnormal innovations 0 0 1 44 1 3 4 147
Instrumental Variables Regression with Weak Instruments 0 0 0 8 10 38 177 7,796
Macro-econometrics 0 0 1 153 0 0 3 326
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 2 7 57 2,655
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 1 9 328 1 5 25 808
Measuring Business Cycle Time 0 0 3 259 0 1 9 1,362
Measuring money growth when financial markets are changing 0 0 0 52 0 1 9 281
Modeling inflation after the crisis 0 1 6 171 2 6 44 688
Pensions, the Option Value of Work, and Retirement 0 0 3 918 1 3 24 2,616
Phillips curve inflation forecasts 1 1 4 189 4 6 29 619
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence 0 0 0 0 0 5 19 1,089
Retrospectives: Who Invented Instrumental Variable Regression? 0 0 1 195 1 2 11 895
Robust monetary policy under model uncertainty in a small model of the U.S. economy 0 0 0 1 0 1 3 433
Searching for prosperity 0 0 1 104 0 3 16 468
Semiparametric Estimation of Index Coefficients 0 2 6 426 0 2 15 1,036
Stochastic Trends and Economic Fluctuations 2 5 23 2,445 7 21 93 6,308
Structural Stability and Models of the Business Cycle 0 0 2 94 0 1 3 225
Temporal instability of the unemployment-inflation relationship 0 0 2 177 1 1 9 516
The Disappointing Recovery in U.S. Output after 2009 0 0 0 9 0 0 0 42
The NAIRU, Unemployment and Monetary Policy 2 2 4 1,362 2 3 21 5,465
Understanding Changes In International Business Cycle Dynamics 0 0 3 514 0 0 9 1,783
Unit roots in real GNP: Do we know and do we care?: A comment 0 0 0 40 0 0 1 138
VAR, Error Correction and Pretest Forecasts at Long Horizons 0 0 0 0 1 3 10 458
Variable Trends in Economic Time Series 0 0 8 830 0 2 18 1,598
Vector Autoregressions 3 7 39 1,707 10 41 140 3,497
Total Journal Articles 24 77 356 21,451 91 354 1,691 76,502


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 1 10 536
Environmental and Energy Policy and the Economy, volume 1 0 0 0 0 1 4 17 69
Environmental and Energy Policy and the Economy, volume 2 0 0 0 0 1 3 11 41
Environmental and Energy Policy and the Economy, volume 3 0 0 0 0 0 1 4 4
International Seminar on Macroeconomics (ISOM) 2002 0 0 0 0 0 0 1 72
International Seminar on Macroeconomics 1996 0 0 0 0 0 0 0 25
Total Books 0 0 0 0 2 9 43 747


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 1 188 1 2 14 413
Business cycle fluctuations in us macroeconomic time series 2 8 32 2,897 7 16 89 6,750
Climate Change, Climate Policy, and Economic Growth 0 0 5 12 0 1 9 47
Has the Business Cycle Changed and Why? 0 1 3 428 4 8 28 1,095
How Precise Are Estimates of the Natural Rate of Unemployment? 2 2 3 194 2 2 15 780
Introduction to "Business Cycles, Indicators and Forecasting" 0 0 1 88 0 0 3 230
Introduction to "Environmental and Energy Policy and the Economy" 1 3 3 7 1 3 3 33
Introduction to "Environmental and Energy Policy and the Economy, volume 2" 0 1 1 3 0 1 6 22
Introduction to "Environmental and Energy Policy and the Economy, volume 3" 0 1 3 3 2 4 13 13
Introduction to "Environmental and Energy Policy and the Economy, volume 4" 1 1 1 1 1 1 1 1
New Indexes of Coincident and Leading Economic Indicators 1 4 15 1,352 6 26 94 2,934
Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models 0 0 0 18 0 0 2 89
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits 0 0 0 20 0 0 3 92
The Pension Inducement to Retire: An Option Value Analysis 0 0 1 46 0 1 4 166
The Use of a Monetary Aggregate to Target Nominal GDP 1 3 4 91 2 5 16 330
Three Models of Retirement: Computational Complexity versus Predictive Validity 0 0 1 60 1 3 9 178
Unit roots, structural breaks and trends 0 1 4 571 0 2 8 1,072
Why Are Retirement Rates So High at Age 65? 0 0 1 51 0 1 7 183
Total Chapters 8 25 79 6,030 27 76 324 14,428


Statistics updated 2022-08-04