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 |
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 |
| 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 |
|
|
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