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 |
251 |
1 |
2 |
3 |
722 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
1 |
1 |
3 |
1,466 |
2 |
5 |
16 |
4,204 |
| A Probability Model of The Coincident Economic Indicators |
1 |
4 |
17 |
1,518 |
4 |
10 |
49 |
3,147 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
1 |
1 |
6 |
1,659 |
| A Relationship Between Regression Tests and Volatility Tests of Market ncy |
0 |
0 |
1 |
140 |
1 |
2 |
5 |
870 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
0 |
0 |
1 |
481 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
610 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
1 |
4 |
11 |
1,449 |
| A state-dependent model for inflation forecasting |
0 |
0 |
0 |
73 |
0 |
2 |
7 |
228 |
| An Econometric Model of International Long-run Growth Dynamics |
1 |
1 |
2 |
108 |
1 |
1 |
4 |
121 |
| Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
140 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
3 |
508 |
0 |
0 |
9 |
2,668 |
| Asymptotics for GMM Estimators with Weak Instruments |
0 |
1 |
1 |
292 |
0 |
1 |
1 |
1,132 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
1 |
8 |
2,348 |
2 |
6 |
28 |
5,371 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
1 |
223 |
0 |
0 |
1 |
691 |
| Climate Policy Reform Options in 2025 |
0 |
0 |
12 |
12 |
1 |
1 |
12 |
12 |
| Climate Royalty Surcharges |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
46 |
| Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series |
0 |
0 |
0 |
215 |
0 |
0 |
2 |
592 |
| Core Inflation and Trend Inflation |
0 |
1 |
3 |
177 |
0 |
4 |
18 |
443 |
| Data Gaps and the Policy Response to the Novel Coronavirus |
0 |
0 |
1 |
91 |
1 |
1 |
6 |
261 |
| Deciding Between I(1) and I(0) |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
387 |
| Diffusion Indexes |
2 |
7 |
33 |
1,440 |
2 |
16 |
70 |
2,964 |
| Disentangling the Channels of the 2007-2009 Recession |
1 |
2 |
11 |
385 |
3 |
10 |
59 |
1,188 |
| Drawing Inferences From Statistics Based on Multi-Year Asset Returns |
0 |
0 |
0 |
265 |
0 |
0 |
2 |
916 |
| Economic Benefits of COVID-19 Screening Tests |
0 |
0 |
0 |
22 |
0 |
0 |
4 |
121 |
| Economic Benefits of COVID-19 Screening Tests |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
37 |
| Efficient Tests for an Autoregressive Unit Root |
0 |
1 |
6 |
776 |
2 |
8 |
38 |
2,343 |
| Efficient Windows and Labor Force Reduction |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
410 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
0 |
0 |
3 |
681 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
0 |
0 |
2 |
1,195 |
| Estimating Turning Points Using Large Data Sets |
1 |
1 |
2 |
254 |
1 |
1 |
6 |
581 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
1 |
1 |
847 |
0 |
2 |
9 |
2,050 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
1 |
3 |
10 |
613 |
| Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
75 |
| Forecasting Inflation |
0 |
2 |
8 |
3,386 |
1 |
3 |
19 |
7,766 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
0 |
1 |
906 |
0 |
0 |
5 |
2,084 |
| Forecasts in a Slightly Misspecified Finite Order VAR |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
209 |
| Growing in Debt: The 'Farm Crisis' and Public Policy |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
255 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
1 |
1,888 |
0 |
1 |
10 |
4,664 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
1 |
1,033 |
0 |
2 |
12 |
4,356 |
| High Frequency Data and a Weekly Economic Index during the Pandemic |
0 |
0 |
0 |
10 |
1 |
1 |
6 |
53 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
1 |
1 |
3 |
1,062 |
1 |
1 |
10 |
4,311 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
1 |
4 |
104 |
0 |
3 |
16 |
207 |
| Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland |
0 |
0 |
0 |
11 |
0 |
1 |
5 |
67 |
| Implications of Dynamic Factor Models for VAR Analysis |
0 |
1 |
6 |
1,624 |
5 |
7 |
38 |
4,020 |
| Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown |
0 |
0 |
0 |
158 |
0 |
1 |
1 |
879 |
| Inference with Weak Instruments |
1 |
1 |
2 |
194 |
2 |
2 |
7 |
633 |
| Inference with Weak Instruments |
0 |
0 |
0 |
423 |
0 |
0 |
3 |
1,039 |
| Instrumental Variables Regression with Weak Instruments |
1 |
2 |
8 |
1,930 |
2 |
7 |
35 |
5,772 |
| Integrated Regressors and Tests of the Permanent Income Hypothesis |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
239 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
0 |
0 |
0 |
732 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
6 |
678 |
0 |
1 |
11 |
1,828 |
| Measuring Money Growth When Financial Markets Are Changing |
0 |
0 |
0 |
136 |
1 |
1 |
1 |
931 |
| Measuring Real Activity Using a Weekly Economic Index |
0 |
0 |
2 |
56 |
1 |
1 |
9 |
252 |
| Measuring Real Activity Using a Weekly Economic Index |
0 |
0 |
1 |
34 |
0 |
0 |
3 |
65 |
| Modeling Inflation After the Crisis |
1 |
1 |
4 |
416 |
2 |
4 |
21 |
964 |
| Monitoring Real Activity in Real Time: The Weekly Economic Index |
1 |
2 |
15 |
269 |
3 |
8 |
41 |
707 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
1 |
1 |
6 |
2,551 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
416 |
| Optimal Invariant Similar Tests for Instrumental Variables Regression |
0 |
0 |
0 |
137 |
1 |
1 |
3 |
518 |
| Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
1,194 |
| Pensions, The Option Value of Work, and Retirement |
0 |
1 |
3 |
397 |
0 |
2 |
13 |
1,217 |
| Phillips Curve Inflation Forecasts |
0 |
1 |
6 |
961 |
2 |
5 |
30 |
2,402 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
0 |
0 |
2 |
1,133 |
| Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence |
0 |
0 |
1 |
395 |
0 |
0 |
4 |
918 |
| Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
258 |
| Reopening Scenarios |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
111 |
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
950 |
| Robust Decarbonization of the US Power Sector: Policy Options |
0 |
0 |
3 |
29 |
0 |
0 |
10 |
64 |
| Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy |
0 |
0 |
0 |
310 |
0 |
0 |
0 |
821 |
| Searching for Prosperity |
0 |
0 |
0 |
181 |
0 |
0 |
2 |
799 |
| Semiparametric estimation of weighted average derivatives |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
225 |
| Slack and Cyclically Sensitive Inflation |
0 |
1 |
2 |
85 |
0 |
4 |
15 |
293 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
2 |
935 |
0 |
0 |
9 |
2,147 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
1 |
3 |
17 |
1,447 |
| Testing for Weak Instruments in Linear IV Regression |
2 |
5 |
20 |
4,315 |
12 |
39 |
114 |
11,205 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
130 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
1 |
68 |
1 |
1 |
6 |
145 |
| The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment |
0 |
0 |
2 |
64 |
0 |
1 |
5 |
190 |
| The Macroeconomic Impact of Europe’s Carbon Taxes |
1 |
1 |
17 |
120 |
2 |
4 |
39 |
321 |
| The Market and Climate Implications of U.S. LNG Exports |
0 |
3 |
12 |
12 |
1 |
5 |
24 |
24 |
| The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
104 |
| The Pension Inducement to Retire: An Option Value Analysis |
0 |
0 |
0 |
175 |
0 |
0 |
5 |
502 |
| The Price of Biodiesel RINs and Economic Fundamentals |
0 |
0 |
0 |
29 |
0 |
1 |
9 |
101 |
| The Use of Monetary Aggregate to Target Nominal GDP |
1 |
1 |
1 |
173 |
1 |
1 |
2 |
928 |
| Three Models of Retirement: Computational Complexity Versus Predictive Validity |
0 |
0 |
0 |
195 |
0 |
0 |
0 |
503 |
| Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) |
0 |
0 |
3 |
42 |
0 |
1 |
9 |
125 |
| U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
111 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
754 |
0 |
0 |
3 |
2,284 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
6 |
811 |
0 |
1 |
15 |
1,967 |
| Why are Retirement Rates So High at Age 65? |
0 |
0 |
0 |
256 |
0 |
0 |
0 |
1,735 |
| caschool |
3 |
9 |
73 |
2,707 |
4 |
11 |
153 |
5,669 |
| oj |
0 |
0 |
1 |
269 |
0 |
0 |
12 |
908 |
| Total Working Papers |
19 |
54 |
324 |
42,255 |
69 |
208 |
1,173 |
124,857 |
| 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 |
0 |
0 |
198 |
| A Reexamination of Friedman's Consumption Puzzle: Reply |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
90 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
2 |
6 |
27 |
1,724 |
4 |
17 |
66 |
4,169 |
| A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments |
0 |
0 |
0 |
0 |
5 |
9 |
23 |
2,190 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
1 |
469 |
0 |
1 |
2 |
1,223 |
| Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors |
2 |
3 |
8 |
483 |
3 |
5 |
17 |
1,506 |
| Asymptotic properties of the Hahn-Hausman test for weak-instruments |
0 |
0 |
1 |
300 |
1 |
2 |
7 |
773 |
| Bayesian Approaches to the 'Unit Root' Problem: A Comment |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
229 |
| Combination forecasts of output growth in a seven-country data set |
1 |
1 |
3 |
284 |
2 |
6 |
20 |
872 |
| Confidence intervals for autoregressive coefficients near one |
0 |
0 |
0 |
64 |
1 |
1 |
2 |
251 |
| Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series |
0 |
0 |
1 |
416 |
0 |
0 |
4 |
769 |
| Deciding between I(1) and I(0) |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
167 |
| Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
98 |
| Efficient Tests for an Autoregressive Unit Root |
0 |
10 |
55 |
2,477 |
10 |
53 |
274 |
7,055 |
| Efficient windows and labor force reduction |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
234 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
4 |
14 |
58 |
1,080 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
2 |
5 |
171 |
5 |
10 |
40 |
2,185 |
| Forecasting inflation |
1 |
3 |
23 |
1,657 |
4 |
16 |
88 |
4,126 |
| Forecasting output and inflation: the role of asset prices |
0 |
0 |
0 |
563 |
0 |
2 |
11 |
1,488 |
| GMM with Weak Identification |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
832 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
85 |
| Has the business cycle changed? |
0 |
1 |
5 |
687 |
0 |
2 |
9 |
1,568 |
| How did leading indicator forecasts perform during the 2001 recession? |
0 |
0 |
1 |
524 |
0 |
1 |
2 |
1,189 |
| Inference in Linear Time Series Models with Some Unit Roots |
1 |
2 |
24 |
1,744 |
5 |
16 |
79 |
4,325 |
| Inference in a nearly integrated autoregressive model with nonnormal innovations |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
150 |
| Instrumental Variables Regression with Weak Instruments |
0 |
0 |
0 |
8 |
9 |
33 |
144 |
8,087 |
| Macro-econometrics |
0 |
0 |
0 |
153 |
0 |
0 |
2 |
331 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
1 |
7 |
58 |
2,786 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
4 |
334 |
0 |
0 |
8 |
829 |
| Measuring Business Cycle Time |
0 |
0 |
2 |
263 |
1 |
2 |
7 |
1,375 |
| Measuring money growth when financial markets are changing |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
284 |
| Modeling inflation after the crisis |
2 |
2 |
6 |
180 |
4 |
6 |
17 |
749 |
| Pensions, the Option Value of Work, and Retirement |
1 |
3 |
8 |
938 |
1 |
8 |
26 |
2,693 |
| Phillips curve inflation forecasts |
1 |
1 |
4 |
209 |
2 |
5 |
32 |
699 |
| Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
1,108 |
| Retrospectives: Who Invented Instrumental Variable Regression? |
1 |
1 |
2 |
200 |
2 |
2 |
10 |
912 |
| Robust monetary policy under model uncertainty in a small model of the U.S. economy |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
439 |
| Searching for prosperity |
0 |
1 |
3 |
107 |
0 |
1 |
4 |
476 |
| Semiparametric Estimation of Index Coefficients |
0 |
0 |
4 |
436 |
2 |
2 |
10 |
1,056 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
15 |
2,480 |
1 |
9 |
70 |
6,453 |
| Structural Stability and Models of the Business Cycle |
0 |
0 |
0 |
95 |
0 |
0 |
2 |
228 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
2 |
212 |
0 |
2 |
8 |
581 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
42 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
0 |
0 |
1,367 |
0 |
1 |
5 |
5,484 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
3 |
522 |
0 |
1 |
8 |
1,805 |
| Unit roots in real GNP: Do we know and do we care?: A comment |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
140 |
| VAR, Error Correction and Pretest Forecasts at Long Horizons |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
466 |
| Variable Trends in Economic Time Series |
0 |
2 |
4 |
836 |
0 |
3 |
9 |
1,619 |
| Vector Autoregressions |
3 |
12 |
33 |
1,784 |
10 |
49 |
167 |
3,813 |
| Total Journal Articles |
15 |
50 |
244 |
22,017 |
78 |
290 |
1,311 |
79,307 |
| 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 |
5 |
197 |
2 |
3 |
12 |
438 |
| Business cycle fluctuations in us macroeconomic time series |
0 |
6 |
33 |
2,957 |
2 |
14 |
82 |
6,912 |
| Climate Change, Climate Policy, and Economic Growth |
0 |
0 |
1 |
16 |
1 |
1 |
4 |
58 |
| Climate Policy Reform Options in 2025 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
1 |
436 |
2 |
4 |
25 |
1,148 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
1 |
197 |
1 |
5 |
16 |
811 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
1 |
92 |
1 |
1 |
5 |
238 |
| Introduction to "Environmental and Energy Policy and the Economy" |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
37 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 2" |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 3" |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
19 |
| Introduction to "Environmental and Energy Policy and the Economy, volume 4" |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
9 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
2 |
6 |
1,382 |
3 |
11 |
44 |
3,058 |
| Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
90 |
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
92 |
| The Pension Inducement to Retire: An Option Value Analysis |
0 |
0 |
1 |
47 |
0 |
1 |
5 |
175 |
| The Use of a Monetary Aggregate to Target Nominal GDP |
0 |
0 |
3 |
95 |
0 |
0 |
7 |
350 |
| Three Models of Retirement: Computational Complexity versus Predictive Validity |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
191 |
| Unit roots, structural breaks and trends |
0 |
0 |
4 |
579 |
1 |
2 |
10 |
1,097 |
| Why Are Retirement Rates So High at Age 65? |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
193 |
| Total Chapters |
0 |
8 |
59 |
6,173 |
13 |
44 |
220 |
14,942 |
|
|
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