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 |
0 |
1 |
18 |
747 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
1,471 |
0 |
1 |
24 |
4,244 |
| A Guide to Macroeconomics and Climate Change |
2 |
8 |
61 |
90 |
6 |
18 |
176 |
221 |
| A Probability Model of The Coincident Economic Indicators |
0 |
1 |
6 |
1,538 |
1 |
7 |
34 |
3,216 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
0 |
0 |
8 |
1,671 |
| A Relationship Between Regression Tests and Volatility Tests of Market ncy |
0 |
0 |
1 |
142 |
0 |
0 |
13 |
887 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
0 |
0 |
7 |
490 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
619 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
2 |
6 |
39 |
1,501 |
| A state-dependent model for inflation forecasting |
0 |
0 |
0 |
74 |
1 |
1 |
21 |
256 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
0 |
0 |
112 |
1 |
2 |
23 |
154 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
2 |
49 |
0 |
4 |
28 |
172 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
0 |
510 |
1 |
3 |
46 |
2,718 |
| Asymptotics for GMM Estimators with Weak Instruments |
0 |
0 |
0 |
292 |
0 |
0 |
8 |
1,142 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
0 |
3 |
2,357 |
0 |
4 |
53 |
5,444 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
0 |
224 |
1 |
1 |
17 |
717 |
| Charging Uncertainty: Real-Time Charging Data and Electric Vehicle Adoption |
1 |
1 |
1 |
14 |
4 |
5 |
16 |
35 |
| Climate Policy Reform Options in 2025 |
1 |
1 |
1 |
17 |
1 |
4 |
17 |
36 |
| Climate Royalty Surcharges |
0 |
0 |
0 |
13 |
1 |
1 |
24 |
78 |
| Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series |
0 |
0 |
0 |
215 |
0 |
1 |
15 |
607 |
| Core Inflation and Trend Inflation |
2 |
2 |
6 |
192 |
2 |
5 |
25 |
501 |
| Data Gaps and the Policy Response to the Novel Coronavirus |
0 |
0 |
1 |
92 |
0 |
1 |
16 |
281 |
| Deciding Between I(1) and I(0) |
0 |
0 |
0 |
95 |
0 |
0 |
7 |
394 |
| Diffusion Indexes |
0 |
1 |
5 |
1,455 |
2 |
7 |
45 |
3,046 |
| Disentangling the Channels of the 2007-2009 Recession |
0 |
0 |
7 |
406 |
4 |
8 |
48 |
1,295 |
| Drawing Inferences From Statistics Based on Multi-Year Asset Returns |
0 |
0 |
1 |
267 |
1 |
2 |
16 |
933 |
| Economic Benefits of COVID-19 Screening Tests |
0 |
0 |
0 |
22 |
0 |
3 |
15 |
137 |
| Economic Benefits of COVID-19 Screening Tests |
0 |
0 |
0 |
16 |
0 |
0 |
14 |
52 |
| Efficient Tests for an Autoregressive Unit Root |
0 |
1 |
6 |
785 |
4 |
7 |
49 |
2,429 |
| Efficient Windows and Labor Force Reduction |
0 |
0 |
0 |
59 |
0 |
1 |
8 |
419 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
0 |
1 |
12 |
1,207 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
0 |
1 |
9 |
693 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
0 |
255 |
0 |
2 |
10 |
594 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
850 |
2 |
5 |
30 |
2,090 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
0 |
1 |
28 |
652 |
| Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies |
0 |
0 |
0 |
42 |
0 |
1 |
13 |
88 |
| Forecasting Inflation |
0 |
0 |
2 |
3,395 |
0 |
0 |
26 |
7,806 |
| Forecasting Output and Inflation: The Role of Asset Prices |
1 |
1 |
2 |
909 |
3 |
5 |
29 |
2,123 |
| Forecasts in a Slightly Misspecified Finite Order VAR |
0 |
0 |
0 |
115 |
1 |
2 |
13 |
222 |
| From Importer to Exporter: Oil Shocks and the U.S. Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Growing in Debt: The 'Farm Crisis' and Public Policy |
0 |
0 |
0 |
40 |
0 |
1 |
10 |
265 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
0 |
1,890 |
1 |
2 |
20 |
4,696 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
1 |
1 |
7 |
1,042 |
4 |
5 |
39 |
4,404 |
| High Frequency Data and a Weekly Economic Index during the Pandemic |
0 |
0 |
0 |
11 |
0 |
0 |
16 |
75 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
0 |
1,063 |
6 |
10 |
28 |
4,345 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
1 |
2 |
3 |
111 |
1 |
4 |
25 |
239 |
| Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland |
0 |
0 |
0 |
11 |
0 |
5 |
17 |
84 |
| Implications of Dynamic Factor Models for VAR Analysis |
0 |
0 |
4 |
1,637 |
1 |
5 |
52 |
4,115 |
| Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
0 |
0 |
0 |
158 |
1 |
2 |
12 |
894 |
| Inference with Weak Instruments |
1 |
1 |
1 |
425 |
1 |
3 |
34 |
1,080 |
| Inference with Weak Instruments |
1 |
1 |
3 |
200 |
2 |
5 |
30 |
671 |
| Instrumental Variables Regression with Weak Instruments |
0 |
2 |
12 |
1,952 |
4 |
15 |
88 |
5,902 |
| Integrated Regressors and Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
82 |
0 |
0 |
15 |
257 |
| Interpreting Evidence on Money-Income Causality |
1 |
1 |
1 |
317 |
2 |
2 |
19 |
751 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
0 |
683 |
0 |
1 |
17 |
1,853 |
| Measuring Money Growth When Financial Markets Are Changing |
0 |
0 |
0 |
136 |
0 |
1 |
13 |
951 |
| Measuring Real Activity Using a Weekly Economic Index |
0 |
0 |
3 |
64 |
2 |
4 |
54 |
322 |
| Measuring Real Activity Using a Weekly Economic Index |
0 |
1 |
2 |
36 |
0 |
5 |
48 |
116 |
| Modeling Inflation After the Crisis |
1 |
1 |
1 |
417 |
1 |
1 |
11 |
991 |
| Monitoring Real Activity in Real Time: The Weekly Economic Index |
0 |
0 |
7 |
284 |
2 |
3 |
42 |
778 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
0 |
3 |
25 |
2,582 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
81 |
0 |
2 |
21 |
440 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
138 |
1 |
1 |
6 |
527 |
| Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models |
0 |
0 |
0 |
93 |
0 |
1 |
7 |
1,204 |
| Pensions, The Option Value of Work, and Retirement |
0 |
0 |
2 |
401 |
2 |
6 |
87 |
1,312 |
| Phillips Curve Inflation Forecasts |
0 |
0 |
2 |
965 |
1 |
3 |
41 |
2,474 |
| Policy Options to Achieve US Sustainable Aviation Fuel Targets |
0 |
0 |
14 |
14 |
4 |
7 |
42 |
42 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
1 |
4 |
15 |
1,150 |
| Recovering from COVID |
1 |
1 |
3 |
22 |
1 |
1 |
20 |
45 |
| Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence |
0 |
1 |
1 |
397 |
0 |
1 |
30 |
950 |
| Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets |
0 |
0 |
0 |
3 |
1 |
2 |
6 |
266 |
| Reopening Scenarios |
0 |
0 |
0 |
25 |
0 |
1 |
10 |
125 |
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits |
0 |
0 |
0 |
94 |
0 |
0 |
14 |
966 |
| Robust Decarbonization of the US Power Sector: Policy Options |
0 |
0 |
0 |
31 |
0 |
1 |
15 |
89 |
| Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy |
0 |
0 |
0 |
310 |
1 |
1 |
6 |
829 |
| Searching for Prosperity |
0 |
0 |
0 |
181 |
0 |
1 |
10 |
813 |
| Semiparametric estimation of weighted average derivatives |
0 |
0 |
0 |
113 |
0 |
2 |
16 |
245 |
| Slack and Cyclically Sensitive Inflation |
0 |
0 |
1 |
89 |
0 |
2 |
24 |
326 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
1 |
937 |
2 |
2 |
33 |
2,187 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
0 |
0 |
26 |
1,491 |
| Testing for Weak Instruments in Linear IV Regression |
1 |
5 |
31 |
4,370 |
18 |
72 |
308 |
11,686 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
0 |
1 |
10 |
158 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
1 |
14 |
148 |
| The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment |
0 |
0 |
0 |
65 |
3 |
48 |
76 |
272 |
| The Macroeconomic Effects of Climate Policy Uncertainty |
2 |
6 |
32 |
32 |
11 |
35 |
108 |
108 |
| The Macroeconomic Impact of Europe’s Carbon Taxes |
3 |
4 |
13 |
138 |
4 |
11 |
64 |
402 |
| The Market and Climate Implications of U.S. LNG Exports |
1 |
1 |
3 |
17 |
1 |
2 |
11 |
44 |
| The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard |
0 |
0 |
2 |
24 |
0 |
1 |
19 |
128 |
| The Pension Inducement to Retire: An Option Value Analysis |
0 |
0 |
0 |
175 |
0 |
1 |
19 |
525 |
| The Price of Biodiesel RINs and Economic Fundamentals |
0 |
0 |
1 |
30 |
0 |
0 |
4 |
110 |
| The Use of Monetary Aggregate to Target Nominal GDP |
0 |
0 |
0 |
174 |
1 |
4 |
29 |
984 |
| Three Models of Retirement: Computational Complexity Versus Predictive Validity |
0 |
0 |
0 |
196 |
0 |
3 |
20 |
526 |
| Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) |
0 |
0 |
1 |
44 |
0 |
1 |
21 |
151 |
| U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak |
0 |
0 |
0 |
30 |
0 |
2 |
19 |
132 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
756 |
1 |
1 |
13 |
2,306 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
2 |
2 |
817 |
0 |
3 |
24 |
2,008 |
| Why are Retirement Rates So High at Age 65? |
0 |
0 |
0 |
256 |
2 |
3 |
19 |
1,756 |
| caschool |
5 |
9 |
52 |
2,822 |
8 |
15 |
153 |
5,967 |
| oj |
0 |
0 |
3 |
272 |
0 |
0 |
15 |
926 |
| Total Working Papers |
26 |
55 |
315 |
42,886 |
129 |
430 |
2,996 |
129,106 |
| 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 |
9 |
210 |
| A Reexamination of Friedman's Consumption Puzzle: Reply |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
99 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
1 |
1 |
5 |
1,735 |
7 |
18 |
81 |
4,285 |
| A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments |
0 |
0 |
0 |
0 |
1 |
5 |
147 |
2,377 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
1 |
470 |
1 |
2 |
15 |
1,240 |
| Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors |
2 |
7 |
15 |
504 |
8 |
16 |
50 |
1,573 |
| Asymptotic properties of the Hahn-Hausman test for weak-instruments |
0 |
0 |
0 |
301 |
0 |
0 |
15 |
791 |
| Bayesian Approaches to the 'Unit Root' Problem: A Comment |
0 |
0 |
0 |
63 |
1 |
3 |
10 |
241 |
| Combination forecasts of output growth in a seven-country data set |
1 |
3 |
7 |
293 |
3 |
10 |
42 |
930 |
| Confidence intervals for autoregressive coefficients near one |
0 |
0 |
0 |
65 |
0 |
1 |
13 |
266 |
| Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series |
0 |
0 |
0 |
416 |
0 |
0 |
12 |
790 |
| Deciding between I(1) and I(0) |
0 |
0 |
0 |
61 |
0 |
1 |
4 |
173 |
| Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality |
0 |
0 |
0 |
11 |
0 |
0 |
6 |
108 |
| Efficient Tests for an Autoregressive Unit Root |
1 |
3 |
21 |
2,537 |
3 |
24 |
166 |
7,398 |
| Efficient windows and labor force reduction |
0 |
0 |
0 |
23 |
1 |
1 |
9 |
246 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
0 |
1 |
57 |
1,173 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
0 |
5 |
183 |
1 |
3 |
46 |
2,276 |
| Forecasting inflation |
1 |
5 |
22 |
1,711 |
9 |
21 |
111 |
4,330 |
| Forecasting output and inflation: the role of asset prices |
0 |
0 |
1 |
564 |
0 |
3 |
33 |
1,528 |
| GMM with Weak Identification |
0 |
0 |
0 |
0 |
1 |
3 |
21 |
857 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
8 |
96 |
| Has the business cycle changed? |
0 |
0 |
0 |
688 |
0 |
0 |
18 |
1,592 |
| How did leading indicator forecasts perform during the 2001 recession? |
0 |
0 |
0 |
524 |
2 |
3 |
16 |
1,214 |
| Inference in Linear Time Series Models with Some Unit Roots |
2 |
7 |
14 |
1,766 |
3 |
17 |
94 |
4,478 |
| Inference in a nearly integrated autoregressive model with nonnormal innovations |
0 |
0 |
0 |
45 |
0 |
0 |
11 |
164 |
| Instrumental Variables Regression with Weak Instruments |
0 |
0 |
0 |
8 |
24 |
66 |
363 |
8,633 |
| Macro-econometrics |
0 |
0 |
0 |
153 |
0 |
1 |
5 |
339 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
1 |
10 |
96 |
2,931 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
336 |
1 |
1 |
19 |
856 |
| Measuring Business Cycle Time |
0 |
0 |
0 |
263 |
1 |
1 |
9 |
1,388 |
| Measuring money growth when financial markets are changing |
0 |
0 |
1 |
53 |
0 |
0 |
24 |
311 |
| Modeling inflation after the crisis |
0 |
0 |
1 |
188 |
0 |
2 |
27 |
794 |
| Pensions, the Option Value of Work, and Retirement |
0 |
0 |
3 |
947 |
2 |
4 |
27 |
2,737 |
| Phillips curve inflation forecasts |
0 |
0 |
1 |
221 |
1 |
4 |
25 |
760 |
| Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence |
0 |
0 |
0 |
0 |
0 |
1 |
34 |
1,150 |
| Retrospectives: Who Invented Instrumental Variable Regression? |
0 |
0 |
5 |
206 |
2 |
4 |
31 |
948 |
| Robust monetary policy under model uncertainty in a small model of the U.S. economy |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
454 |
| Searching for prosperity |
0 |
0 |
0 |
107 |
0 |
2 |
31 |
509 |
| Semiparametric Estimation of Index Coefficients |
0 |
1 |
8 |
447 |
1 |
6 |
48 |
1,113 |
| Stochastic Trends and Economic Fluctuations |
1 |
3 |
5 |
2,500 |
3 |
11 |
74 |
6,571 |
| Structural Stability and Models of the Business Cycle |
0 |
0 |
0 |
95 |
0 |
0 |
3 |
232 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
0 |
214 |
0 |
0 |
12 |
600 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
0 |
10 |
0 |
0 |
19 |
62 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
1 |
1 |
1,372 |
0 |
3 |
23 |
5,539 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
0 |
523 |
0 |
1 |
15 |
1,830 |
| Unit roots in real GNP: Do we know and do we care?: A comment |
0 |
0 |
0 |
41 |
0 |
0 |
5 |
145 |
| VAR, Error Correction and Pretest Forecasts at Long Horizons |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
481 |
| Variable Trends in Economic Time Series |
0 |
0 |
0 |
837 |
0 |
0 |
11 |
1,634 |
| Vector Autoregressions |
1 |
3 |
31 |
1,852 |
2 |
9 |
255 |
4,212 |
| Total Journal Articles |
10 |
34 |
148 |
22,358 |
79 |
259 |
2,174 |
82,664 |
| 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 |
0 |
202 |
1 |
2 |
19 |
479 |
| Business cycle fluctuations in us macroeconomic time series |
3 |
5 |
14 |
2,985 |
5 |
10 |
82 |
7,046 |
| Climate Change, Climate Policy, and Economic Growth |
0 |
1 |
3 |
21 |
1 |
2 |
12 |
75 |
| Climate Policy Reform Options in 2025 |
0 |
0 |
0 |
3 |
0 |
1 |
25 |
35 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
3 |
442 |
2 |
4 |
94 |
1,279 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
1 |
2 |
203 |
2 |
4 |
42 |
871 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
0 |
0 |
10 |
252 |
| Introduction to "Environmental and Energy Policy and the Economy" |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
50 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 2" |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
31 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 3" |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
24 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 4" |
0 |
0 |
0 |
4 |
0 |
2 |
8 |
17 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
0 |
2 |
1,390 |
4 |
12 |
81 |
3,187 |
| Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models |
0 |
0 |
0 |
18 |
1 |
2 |
16 |
110 |
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits |
0 |
0 |
1 |
21 |
0 |
0 |
18 |
114 |
| The Pension Inducement to Retire: An Option Value Analysis |
1 |
1 |
1 |
48 |
1 |
3 |
26 |
206 |
| The Use of a Monetary Aggregate to Target Nominal GDP |
0 |
0 |
0 |
95 |
1 |
3 |
34 |
390 |
| Three Models of Retirement: Computational Complexity versus Predictive Validity |
0 |
0 |
0 |
64 |
1 |
2 |
14 |
212 |
| Unit roots, structural breaks and trends |
1 |
2 |
8 |
591 |
3 |
5 |
19 |
1,126 |
| Why Are Retirement Rates So High at Age 65? |
0 |
0 |
0 |
53 |
0 |
0 |
11 |
208 |
| Total Chapters |
5 |
10 |
34 |
6,249 |
22 |
53 |
524 |
15,712 |
|
|
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