James D. Hamilton

University of California at San Diego

Professor

9500 Gilman Drive

Mail code: 0508

La Jolla, CA 92093-0508

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

54

DOWNLOADS
Rank 11,232

SSRN RANKINGS

Top 11,232

in Total Papers Downloads

6,258

SSRN CITATIONS
Rank 279

SSRN RANKINGS

Top 279

in Total Papers Citations

1,438

CROSSREF CITATIONS

1,512

Scholarly Papers (54)

1.
Downloads 1,006 ( 32,444)
Citation 3

The Augmented Solow Model and the Productivity Slowdown

UCSD Economics Discussion Paper 97-28
Number of pages: 24 Posted: 17 Apr 1998
James D. Hamilton and Josefa Monteagudo
University of California at San Diego and Autonomous University of Barcelona - Department of Economics and Economic History
Downloads 1,006 (31,984)
Citation 3

Abstract:

Loading...

The Augmented Solow Model and the Productivity Slowdown

Journal of Monetary Economics
Posted: 09 Jul 1998
James D. Hamilton and Josefa Monteagudo
University of California at San Diego and Autonomous University of Barcelona - Department of Economics and Economic History

Abstract:

Loading...

2.
Downloads 658 ( 57,685)
Citation 73

A Model for the Federal Funds Rate Target

UC Davis Working Paper No. 99-07
Number of pages: 44 Posted: 09 Nov 1999
James D. Hamilton and Oscar Jorda
University of California at San Diego and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 594 (64,995)

Abstract:

Loading...

A Model for the Federal Funds Rate Target

NBER Working Paper No. w7847
Number of pages: 50 Posted: 15 Aug 2000 Last Revised: 29 Aug 2021
James D. Hamilton and Oscar Jorda
University of California at San Diego and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 64 (482,365)
Citation 9

Abstract:

Loading...

3.

Understanding Crude Oil Prices

NBER Working Paper No. w14492
Number of pages: 46 Posted: 17 Nov 2008 Last Revised: 06 Feb 2022
James D. Hamilton
University of California at San Diego
Downloads 569 (69,462)
Citation 20

Abstract:

Loading...

4.

Historical Oil Shocks

NBER Working Paper No. w16790
Number of pages: 52 Posted: 28 Feb 2011 Last Revised: 19 May 2022
James D. Hamilton
University of California at San Diego
Downloads 311 (140,532)
Citation 5

Abstract:

Loading...

A Re-Examination of the Predictability of Economic Activity Using the Yield Spread

UCSD Economics Discussion Paper 2000-23
Number of pages: 38 Posted: 04 Jan 2001
James D. Hamilton and Dong Heon Kim
University of California at San Diego and School of Economic Studies
Downloads 239 (181,397)
Citation 19

Abstract:

Loading...

Term Structure, Business Cycles, Yield Spread

A Re-Examination of the Predictability of Economic Activity Using the Yield Spread

NBER Working Paper No. w7954
Number of pages: 36 Posted: 12 Oct 2000 Last Revised: 26 Sep 2022
James D. Hamilton and Dong Heon Kim
University of California at San Diego and School of Economic Studies
Downloads 57 (510,988)
Citation 8

Abstract:

Loading...

6.
Downloads 283 (153,909)
Citation 34

Robust Bond Risk Premia

Number of pages: 62 Posted: 29 Sep 2015 Last Revised: 26 Jan 2017
Michael Bauer and James D. Hamilton
Universität Hamburg and University of California at San Diego
Downloads 145 (282,761)
Citation 2

Abstract:

Loading...

yield curve, spanning, return predictability, robust inference, bootstrap

Robust Bond Risk Premia

CESifo Working Paper Series No. 5541
Number of pages: 59 Posted: 06 Nov 2015
Michael Bauer and James D. Hamilton
Universität Hamburg and University of California at San Diego
Downloads 108 (352,274)

Abstract:

Loading...

yield curve, spanning, bond returns, small-sample bias, robust inference

Robust Bond Risk Premia

NBER Working Paper No. w23480
Number of pages: 63 Posted: 05 Jun 2017 Last Revised: 27 Feb 2022
Michael Bauer and James D. Hamilton
Universität Hamburg and University of California at San Diego
Downloads 30 (657,822)
Citation 27

Abstract:

Loading...

7.

What is an Oil Shock?

NBER Working Paper No. w7755
Number of pages: 59 Posted: 19 Jul 2000 Last Revised: 11 Sep 2022
James D. Hamilton
University of California at San Diego
Downloads 267 (163,267)

Abstract:

Loading...

Effects of Index-Fund Investing on Commodity Futures Prices

Chicago Booth Research Paper No. 13-73
Number of pages: 43 Posted: 06 Sep 2013 Last Revised: 22 Jul 2014
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 199 (215,840)
Citation 12

Abstract:

Loading...

Effects of Index-Fund Investing on Commodity Futures Prices

NBER Working Paper No. w19892
Number of pages: 43 Posted: 11 Feb 2014 Last Revised: 09 May 2022
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 28 (672,286)
Citation 15

Abstract:

Loading...

Effects of Index‐Fund Investing on Commodity Futures Prices

International Economic Review, Vol. 56, Issue 1, pp. 187-205, 2015
Number of pages: 19 Posted: 24 Jan 2015
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of California
Downloads 0
Citation 9

Abstract:

Loading...

9.

The Supply and Demand for Federal Reserve Deposits

UCSD Economics Discussion Paper 97-27
Number of pages: 55 Posted: 21 Jan 1998
James D. Hamilton
University of California at San Diego
Downloads 224 (193,523)
Citation 1

Abstract:

Loading...

Identification and Estimation of Gaussian Affine Term Structure Models

Journal of Econometrics, Vol. 168 , No. 2, 2012, Chicago Booth Research Paper No. 13-71
Number of pages: 69 Posted: 10 Aug 2011 Last Revised: 25 Sep 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 176 (240,476)
Citation 3

Abstract:

Loading...

affine term structure models, identification, estimation, minimum-chi-square

Identification and Estimation of Gaussian Affine Term Structure Models

NBER Working Paper No. w17772
Number of pages: 69 Posted: 21 Jan 2012 Last Revised: 23 Jan 2022
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 28 (672,286)
Citation 20

Abstract:

Loading...

11.
Downloads 190 (224,915)
Citation 69

Risk Premia in Crude Oil Futures Prices

Journal of International Money and Finance, Forthcoming, Chicago Booth Research Paper No. 13-70
Number of pages: 64 Posted: 06 Sep 2013 Last Revised: 25 Sep 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 172 (245,358)
Citation 5

Abstract:

Loading...

Risk Premia in Crude Oil Futures Prices

NBER Working Paper No. w19056
Number of pages: 64 Posted: 18 May 2013 Last Revised: 28 Jul 2022
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 18 (756,125)
Citation 18

Abstract:

Loading...

12.

Normalization in Econometrics

FRB of Atlanta Working Paper No. 2004-13
Number of pages: 69 Posted: 22 Aug 2004
James D. Hamilton, Daniel F. Waggoner and Tao A. Zha
University of California at San Diego, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 178 (238,044)
Citation 15

Abstract:

Loading...

Normalization, mixture distributions, vector autoregressions, cointegration, regime switching, numerical Bayesian methods, small sample distributions, weak identification

13.
Downloads 166 (252,377)
Citation 156

Causes and Consequences of the Oil Shock of 2007-08

NBER Working Paper No. w15002
Number of pages: 71 Posted: 01 Jun 2009 Last Revised: 30 Jun 2022
James D. Hamilton
University of California at San Diego
Downloads 89 (399,870)

Abstract:

Loading...

Causes and Consequences of the Oil Shock of 2007-08

FRB Atlanta CQER Working Paper No. 09-02
Number of pages: 71 Posted: 22 Mar 2015
James D. Hamilton
University of California at San Diego
Downloads 77 (436,341)
Citation 156

Abstract:

Loading...

oil shocks, oil prices, recession

14.
Downloads 133 (301,436)
Citation 37

The Propagation of Regional Recessions

FRB of St. Louis Working Paper No. 2009-013B
Number of pages: 35 Posted: 02 Apr 2009 Last Revised: 06 Oct 2010
James D. Hamilton and Michael Owyang
University of California at San Diego and Federal Reserve Bank of St. Louis - Research Division
Downloads 108 (352,274)
Citation 29

Abstract:

Loading...

recession, regional business cycles, Markov-switching

The Propagation of Regional Recessions

NBER Working Paper No. w16657
Number of pages: 35 Posted: 06 Jan 2011 Last Revised: 08 Jul 2022
James D. Hamilton and Michael Owyang
University of California at San Diego and Federal Reserve Bank of St. Louis - Research Division
Downloads 25 (695,948)

Abstract:

Loading...

The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

Journal of Money, Credit, and Banking, Vol. 44, No. s1, 2012, Chicago Booth Research Paper No. 13-68
Number of pages: 76 Posted: 12 May 2011 Last Revised: 13 Oct 2016
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 78 (433,070)
Citation 38

Abstract:

Loading...

The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

NBER Working Paper No. w16956
Number of pages: 75 Posted: 18 Apr 2011 Last Revised: 02 May 2021
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 30 (657,822)
Citation 29

Abstract:

Loading...

16.

Dating Business Cycle Turning Points

NBER Working Paper No. w11422
Number of pages: 72 Posted: 06 Jul 2005 Last Revised: 18 Sep 2022
Marcelle Chauvet and James D. Hamilton
University of California Riverside and University of California at San Diego
Downloads 98 (373,116)
Citation 7

Abstract:

Loading...

17.
Downloads 91 (390,849)
Citation 13

Testable Implications of Affine Term Structure Models

Journal of Econometrics, Forthcoming, Chicago Booth Research Paper No. 13-69
Number of pages: 34 Posted: 12 May 2011 Last Revised: 25 Sep 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 68 (467,248)
Citation 11

Abstract:

Loading...

Testable Implications of Affine Term Structure Models

NBER Working Paper No. w16931
Number of pages: 45 Posted: 11 Apr 2011 Last Revised: 07 Apr 2022
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 23 (712,451)
Citation 1

Abstract:

Loading...

18.

On the Limitations of Government Borrowing: a Framework for Empirical Testing

NBER Working Paper No. w1632
Number of pages: 32 Posted: 19 Jun 2004 Last Revised: 19 Jun 2022
James D. Hamilton and Marjorie Flavin
University of California at San Diego and University of California at San Diego
Downloads 72 (447,585)
Citation 12

Abstract:

Loading...

Measuring Labor-Force Participation and the Incidence and Duration of Unemployment

FEDS Working Paper No. 2019-035
Number of pages: 53 Posted: 17 Jul 2019
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 65 (478,490)
Citation 2

Abstract:

Loading...

Labor-Force Participation Rate, Measurement Errors, Unemployment Duration, Unemployment Rate

Measuring Labor-Force Participation and the Incidence and Duration of Unemployment

NBER Working Paper No. w27394
Number of pages: 67 Posted: 22 Jun 2020 Last Revised: 19 Nov 2021
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 6 (882,498)
Citation 4
  • Add to Cart

Abstract:

Loading...

20.

Why You Should Never Use the Hodrick-Prescott Filter

NBER Working Paper No. w23429
Number of pages: 47 Posted: 24 May 2017 Last Revised: 09 Jul 2022
James D. Hamilton
University of California at San Diego
Downloads 71 (451,011)
Citation 118

Abstract:

Loading...

21.

Nonlinearities and the Macroeconomic Effects of Oil Prices

NBER Working Paper No. w16186
Number of pages: 24 Posted: 19 Jul 2010 Last Revised: 24 Sep 2022
James D. Hamilton
University of California at San Diego
Downloads 65 (472,089)
Citation 14

Abstract:

Loading...

22.

Long Swings in the Exchange Rate: are They in the Data and Do Markets Know it?

NBER Working Paper No. w3165
Number of pages: 56 Posted: 09 Jun 2004 Last Revised: 27 Aug 2022
Charles M. Engel and James D. Hamilton
University of Wisconsin - Madison - Department of Economics and University of California at San Diego
Downloads 63 (479,659)
Citation 15

Abstract:

Loading...

23.

Oil Prices, Exhaustible Resources, and Economic Growth

NBER Working Paper No. w17759
Number of pages: 64 Posted: 21 Jan 2012 Last Revised: 11 Jul 2022
James D. Hamilton
University of California at San Diego
Downloads 58 (499,087)
Citation 2

Abstract:

Loading...

24.
Downloads 57 (503,088)
Citation 18

Heterogeneity and Unemployment Dynamics

FEDS Working Paper No. 2016-12
Number of pages: 64 Posted: 23 Feb 2016 Last Revised: 29 Apr 2020
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 47 (557,465)
Citation 13

Abstract:

Loading...

Business cycles, Great Recession, unemployment durations, Unobserved heterogeneity, Duration dependence, State space model, Extended Kalman filter

Heterogeneity and Unemployment Dynamics

NBER Working Paper No. w22451
Number of pages: 63 Posted: 25 Jul 2016 Last Revised: 07 May 2022
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 10 (836,698)
Citation 2

Abstract:

Loading...

25.

The Changing Face of World Oil Markets

NBER Working Paper No. w20355
Number of pages: 33 Posted: 04 Aug 2014 Last Revised: 13 Feb 2022
James D. Hamilton
University of California at San Diego
Downloads 55 (511,372)
Citation 1

Abstract:

Loading...

26.

Crunch Time: Fiscal Crises and the Role of Monetary Policy

NBER Working Paper No. w19297
Number of pages: 94 Posted: 10 Aug 2013 Last Revised: 24 Sep 2022
Morgan Stanley, University of California at San Diego, Deutsche Bank Securities, Inc. - Global Markets Research, Economy and Columbia University - Columbia Business School, Finance
Downloads 50 (533,268)
Citation 2

Abstract:

Loading...

27.

What's Real About the Business Cycle?

NBER Working Paper No. w11161
Number of pages: 45 Posted: 29 Mar 2005 Last Revised: 03 Jul 2022
James D. Hamilton
University of California at San Diego
Downloads 49 (537,771)
Citation 2

Abstract:

Loading...

28.

Macroeconomic Regimes and Regime Shifts

NBER Working Paper No. w21863
Number of pages: 70 Posted: 12 Jan 2016 Last Revised: 28 Sep 2022
James D. Hamilton
University of California at San Diego
Downloads 48 (542,374)
Citation 6

Abstract:

Loading...

29.

Why are Prices Sticky? The Dynamics of Wholesale Gasoline Prices

NBER Working Paper No. w9741
Number of pages: 39 Posted: 07 Jun 2003 Last Revised: 13 Feb 2022
Michael C. Davis and James D. Hamilton
Missouri University of Science and Technology - Department of Economics and University of California at San Diego
Downloads 46 (551,860)
Citation 5

Abstract:

Loading...

30.

The Market-Perceived Monetary Policy Rule

FRB International Finance Discussion Paper No. 982
Number of pages: 36 Posted: 17 Nov 2009
James D. Hamilton, Seth Pruitt and Scott C. Borger
University of California at San Diego, Arizona State University (ASU) - Finance Department and Department of Homeland Security - Office of Immigration Statistics
Downloads 43 (566,665)
Citation 3

Abstract:

Loading...

Monetary policy rule, market perceptions, Taylor Rule, Fed funds futures

31.

Off-Balance-Sheet Federal Liabilities

NBER Working Paper No. w19253
Number of pages: 53 Posted: 27 Jul 2013 Last Revised: 11 Aug 2022
James D. Hamilton
University of California at San Diego
Downloads 39 (587,545)
Citation 2

Abstract:

Loading...

32.

Calling Recessions in Real Time

NBER Working Paper No. w16162
Number of pages: 51 Posted: 12 Jul 2010 Last Revised: 31 Aug 2022
James D. Hamilton
University of California at San Diego
Downloads 37 (598,541)
Citation 8

Abstract:

Loading...

33.

Daily Changes in Fed Funds Futures Prices

NBER Working Paper No. w13112
Number of pages: 30 Posted: 27 Jun 2007 Last Revised: 01 May 2022
James D. Hamilton
University of California at San Diego
Downloads 37 (598,541)
Citation 3

Abstract:

Loading...

34.

Structural Interpretation of Vecor Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

CESifo Working Paper Series No. 6835
Number of pages: 52 Posted: 27 Feb 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 34 (615,875)

Abstract:

Loading...

oil prices, vector autoregressions, sign restrictions, Bayesian inference, measurement error

Sources of Variation in Holding Returns for Fed Funds Futures Contracts

FRB Atlanta CQER Working Paper No. 09-03
Number of pages: 33 Posted: 22 Mar 2015
James D. Hamilton and Tatsuyoshi Okimoto
University of California at San Diego and Australian National University
Downloads 18 (756,125)
Citation 2

Abstract:

Loading...

federal funds, futures, monetary policy, Markov switching

Sources of Variation in Holding Returns for Fed Funds Futures Contracts

NBER Working Paper No. w15736
Number of pages: 38 Posted: 10 Feb 2010 Last Revised: 03 Jul 2022
James D. Hamilton and Tatsuyoshi Okimoto
University of California at San Diego and Crawford School of Public Policy, Australian National University
Downloads 16 (774,894)

Abstract:

Loading...

36.

Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts

NBER Working Paper No. w13569
Number of pages: 39 Posted: 05 Nov 2007 Last Revised: 31 Jul 2022
James D. Hamilton
University of California at San Diego
Downloads 34 (615,875)
Citation 1

Abstract:

Loading...

37.

The Equilibrium Real Funds Rate: Past, Present and Future

NBER Working Paper No. w21476
Number of pages: 82 Posted: 25 Aug 2015 Last Revised: 07 Sep 2022
James D. Hamilton, Ethan S. Harris, Jan Hatzius and Kenneth D. West
University of California at San Diego, Bank of America, Goldman Sachs and University of Wisconsin - Madison - Department of Economics
Downloads 33 (621,875)
Citation 21

Abstract:

Loading...

38.

Macroeconomics and Arch

NBER Working Paper No. w14151
Number of pages: 41 Posted: 30 Jun 2008 Last Revised: 02 Sep 2022
James D. Hamilton
University of California at San Diego
Downloads 33 (621,875)
Citation 1

Abstract:

Loading...

39.

Estimating the Market-Perceived Monetary Policy Rule

NBER Working Paper No. w16412
Number of pages: 37 Posted: 04 Oct 2010 Last Revised: 07 May 2022
James D. Hamilton, Seth Pruitt and Scott Borger
University of California at San Diego, Arizona State University (ASU) - Finance Department and affiliation not provided to SSRN
Downloads 31 (634,395)
Citation 2

Abstract:

Loading...

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

CESifo Working Paper Series No. 7048
Number of pages: 54 Posted: 18 Jul 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 21 (729,473)
Citation 7

Abstract:

Loading...

structural vector autoregressions, set identification, monetary policy, impulse-response functions, historical decompositions, model uncertainty, informative priors

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

NBER Working Paper No. w24597
Number of pages: 53 Posted: 14 May 2018 Last Revised: 17 Sep 2022
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 6 (882,498)
Citation 19

Abstract:

Loading...

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

CEPR Discussion Paper No. DP12911
Number of pages: 55 Posted: 24 May 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
  • Add to Cart

Abstract:

Loading...

historical decompositions, impulse-response functions, informative priors, Model uncertainty, monetary policy, set identification, structural vector autoregressions

41.

A Skeptical View of the Impact of the Fed's Balance Sheet

NBER Working Paper No. w24687
Number of pages: 96 Posted: 13 Jun 2018 Last Revised: 16 Jun 2022
Morgan Stanley, University of California at San Diego, Bank of America and University of Wisconsin - Madison - Department of Economics
Downloads 25 (676,064)
Citation 1

Abstract:

Loading...

42.

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

NBER Working Paper No. w20741
Number of pages: 62 Posted: 15 Dec 2014 Last Revised: 04 Sep 2022
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 24 (683,517)
Citation 46

Abstract:

Loading...

43.

Inference in Structural Vector Auto Regressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

Bank of Finland Research Discussion Paper No. 14/2018
Number of pages: 55 Posted: 20 Jun 2018 Last Revised: 18 Nov 2021
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 23 (691,310)

Abstract:

Loading...

structural vector autoregressions, set identification, monetary policy, impulse-response functions, historical decompositions, model uncertainty, informative priors

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

NBER Working Paper No. w24167
Number of pages: 54 Posted: 03 Jan 2018 Last Revised: 15 Jul 2022
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 23 (712,451)
Citation 1

Abstract:

Loading...

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

CEPR Discussion Paper No. DP12532
Number of pages: 53 Posted: 02 Jan 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 54
  • Add to Cart

Abstract:

Loading...

Bayesian inference, Measurement error, oil prices, sign restrictions, vector autoregressions

45.

Measuring Global Economic Activity

NBER Working Paper No. w25778
Number of pages: 21 Posted: 30 Apr 2019 Last Revised: 09 Jun 2022
James D. Hamilton
University of California at San Diego
Downloads 21 (707,002)
Citation 24

Abstract:

Loading...

46.

Daily Monetary Policy Shocks and the Delayed Response of New Home Sales

NBER Working Paper No. w14223
Number of pages: 63 Posted: 18 Aug 2008 Last Revised: 14 May 2022
James D. Hamilton
University of California at San Diego
Downloads 19 (723,308)
Citation 11

Abstract:

Loading...

47.

Perspectives on U.S. Monetary Policy Tools and Instruments

NBER Working Paper No. w25911
Number of pages: 24 Posted: 05 Jun 2019 Last Revised: 20 Apr 2022
James D. Hamilton
University of California at San Diego
Downloads 12 (786,475)

Abstract:

Loading...

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes

NBER Working Paper No. w27014
Number of pages: 47 Posted: 20 Apr 2020 Last Revised: 01 Oct 2022
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 6 (882,498)

Abstract:

Loading...

Advances in Structural Vector Autoregressions with Imperfect Identifying Information

CEPR Discussion Paper No. DP14603
Number of pages: 27 Posted: 08 May 2020
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
  • Add to Cart

Abstract:

Loading...

Bayesian Analysis, Elasticities, identification, proxy VARs, sign restrictions, structural vector autoregressions

Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

NBER Working Paper No. w26606
Number of pages: 33 Posted: 06 Jan 2020 Last Revised: 12 Sep 2022
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 5 (894,748)

Abstract:

Loading...

Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

CEPR Discussion Paper No. DP14271
Number of pages: 35 Posted: 14 Jan 2020
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 5
  • Add to Cart

Abstract:

Loading...

Bayesian inference, Capital Flows, identified set, informative priors, monetary policy, sign restrictions, structural vector autoregressions

50.

Supply, Demand, and Specialized Production

NBER Working Paper No. w28888
Number of pages: 61 Posted: 07 Jun 2021 Last Revised: 08 Jun 2022
James D. Hamilton
University of California at San Diego
Downloads 4 (872,206)
  • Add to Cart

Abstract:

Loading...

51.

Factors in Unemployment Dynamics

FEDS Notes No. 2018-12-21-3
Posted: 26 Dec 2018 Last Revised: 02 Oct 2020
Hie Joo Ahn and James D. Hamilton
Independent and University of California at San Diego

Abstract:

Loading...

52.

A Model of the Federal Funds Rate Target

Posted: 05 Nov 2002
James D. Hamilton and Oscar Jorda
University of California at San Diego and Federal Reserve Banks - Federal Reserve Bank of San Francisco

Abstract:

Loading...

53.

What Do the Leading Indicators Lead?

Journal of Business, Vol. 59, No 1, January 1996
Posted: 16 Jul 1998
James D. Hamilton and Gabriel Perez-Quiros
University of California at San Diego and Banco de España

Abstract:

Loading...

54.
Downloads 0 (928,775)

The Daily Market for Federal Funds

J. OF POLITICAL ECONOMY, February 1996
Posted: 21 May 1996
James D. Hamilton
University of California at San Diego

Abstract:

Loading...

The Daily Market for Federal Funds

UCSD Economics Discussion Paper 95-09
Posted: 24 May 1995
James D. Hamilton
University of California at San Diego

Abstract:

Loading...