Author Page for James D. Hamilton

1.

The Augmented Solow Model and the Productivity Slowdown

Downloads 1,186 (30,138)

Citation 4

2

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 1,186 (29,652)

Citation 4

Abstract:

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:

2.

A Model for the Federal Funds Rate Target

Downloads 692 (63,435)

Citation 79

2

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 610 (73,581)

Abstract:

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 82 (500,615)

Citation 15

Abstract:

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 591 (77,483)

Citation 52

Abstract:

4.

Historical Oil Shocks

NBER Working Paper No. w16790

Number of pages: 52 Posted: 28 Feb 2011 Last Revised: 19 May 2023

James D. Hamilton

University of California at San Diego

Downloads 379 (131,893)

Citation 11

Abstract:

5.

Robust Bond Risk Premia

Downloads 327 (154,810)

Citation 58

3

Robust Bond Risk Premia

Number of pages: 62 Posted: 29 Sep 2015 Last Revised: 26 Jan 2017

Michael Bauer and James D. Hamilton

Federal Reserve Bank of San Francisco and University of California at San Diego

Downloads 159 (308,066)

Citation 2

Abstract:

Robust Bond Risk Premia

CESifo Working Paper Series No. 5541

Number of pages: 59 Posted: 06 Nov 2015

Michael Bauer and James D. Hamilton

Federal Reserve Bank of San Francisco and University of California at San Diego

Downloads 121 (383,169)

Citation 3

Abstract:

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

Federal Reserve Bank of San Francisco and University of California at San Diego

Downloads 47 (669,960)

Citation 50

Abstract:

6.

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

Downloads 317 (159,997)

Citation 43

2

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 250 (203,240)

Citation 24

Abstract:

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 67 (563,237)

Citation 21

Abstract:

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 293 (173,851)

Abstract:

8.

Effects of Index-Fund Investing on Commodity Futures Prices

Downloads 254 (200,875)

Citation 56

2

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 215 (235,279)

Citation 12

Abstract:

Effects of Index-Fund Investing on Commodity Futures Prices

NBER Working Paper No. w19892

Number of pages: 43 Posted: 11 Feb 2014 Last Revised: 10 May 2023

James D. Hamilton and Jing Cynthia Wu

University of California at San Diego and University of Notre Dame - Department of Economics

Downloads 39 (723,043)

Citation 15

Abstract:

9.

Identification and Estimation of Gaussian Affine Term Structure Models

Downloads 239 (213,176)

Citation 73

2

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 201 (250,467)

Citation 5

Abstract:

Identification and Estimation of Gaussian Affine Term Structure Models

NBER Working Paper No. w17772

Number of pages: 69 Posted: 21 Jan 2012 Last Revised: 24 Jul 2023

James D. Hamilton and Jing Cynthia Wu

University of California at San Diego and University of Notre Dame - Department of Economics

Downloads 38 (730,320)

Citation 55

Abstract:

10.

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 239 (213,176)

Citation 1

Abstract:

11.

Risk Premia in Crude Oil Futures Prices

Downloads 214 (236,951)

Citation 79

2

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 182 (274,040)

Citation 5

Abstract:

Risk Premia in Crude Oil Futures Prices

NBER Working Paper No. w19056

Number of pages: 64 Posted: 18 May 2013 Last Revised: 26 Jan 2023

James D. Hamilton and Jing Cynthia Wu

University of California at San Diego and University of Notre Dame - Department of Economics

Downloads 32 (775,886)

Citation 18

Abstract:

12.

Causes and Consequences of the Oil Shock of 2007-08

Downloads 199 (253,252)

Citation 196

2

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 2023

James D. Hamilton

University of California at San Diego

Downloads 108 (416,596)

Abstract:

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 91 (468,929)

Citation 156

Abstract:

13.

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 194 (258,998)

Citation 14

Abstract:

14.

The Propagation of Regional Recessions

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Citation 41

2

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 122 (380,772)

Citation 29

Abstract:

The Propagation of Regional Recessions

NBER Working Paper No. w16657

Number of pages: 35 Posted: 06 Jan 2011 Last Revised: 08 Jul 2023

James D. Hamilton and Michael Owyang

University of California at San Diego and Federal Reserve Bank of St. Louis - Research Division

Downloads 34 (760,103)

Abstract:

15.

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

Downloads 134 (353,423)

Citation 213

2

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 91 (468,929)

Citation 38

Abstract:

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: 01 May 2023

James D. Hamilton and Jing Cynthia Wu

University of California at San Diego and University of Notre Dame - Department of Economics

Downloads 43 (695,535)

Citation 60

Abstract:

16.

Testable Implications of Affine Term Structure Models

Downloads 128 (365,815)

Citation 14

2

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 77 (520,124)

Citation 10

Abstract:

Testable Implications of Affine Term Structure Models

NBER Working Paper No. w16931

Number of pages: 45 Posted: 11 Apr 2011 Last Revised: 07 Apr 2023

James D. Hamilton and Jing Cynthia Wu

University of California at San Diego and University of Notre Dame - Department of Economics

Downloads 51 (645,893)

Citation 1

Abstract:

17.

Dating Business Cycle Turning Points

NBER Working Paper No. w11422

Number of pages: 72 Posted: 06 Jul 2005 Last Revised: 26 Dec 2022

Marcelle Chauvet and James D. Hamilton

University of California Riverside and University of California at San Diego

Downloads 110 (408,891)

Citation 7

Abstract:

18.

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 2023

James D. Hamilton

University of California at San Diego

Downloads 101 (434,345)

Citation 118

Abstract:

19.

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 92 (461,830)

Citation 12

Abstract:

20.

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

Downloads 88 (474,773)

Citation 9

2

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 80 (508,223)

Citation 2

Abstract:

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: 08 May 2023

Hie Joo Ahn and James D. Hamilton

Board of Governors of the Federal Reserve System and University of California at San Diego

Downloads 8 (1,004,178)

Citation 4

Abstract:

21.

Heterogeneity and Unemployment Dynamics

Downloads 84 (488,601)

Citation 23

2

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 60 (596,687)

Citation 13

Abstract:

Heterogeneity and Unemployment Dynamics

NBER Working Paper No. w22451

Number of pages: 63 Posted: 25 Jul 2016 Last Revised: 07 May 2023

Hie Joo Ahn and James D. Hamilton

Board of Governors of the Federal Reserve System and University of California at San Diego

Downloads 24 (843,965)

Citation 13

Abstract:

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 80 (502,856)

Citation 15

Abstract:

23.

Nonlinearities and the Macroeconomic Effects of Oil Prices

NBER Working Paper No. w16186

Number of pages: 24 Posted: 19 Jul 2010 Last Revised: 25 Mar 2023

James D. Hamilton

University of California at San Diego

Downloads 79 (506,488)

Citation 14

Abstract:

24.

Off-Balance-Sheet Federal Liabilities

NBER Working Paper No. w19253

Number of pages: 53 Posted: 27 Jul 2013 Last Revised: 09 Feb 2023

James D. Hamilton

University of California at San Diego

Downloads 73 (529,934)

Citation 2

Abstract:

25.

Oil Prices, Exhaustible Resources, and Economic Growth

NBER Working Paper No. w17759

Number of pages: 64 Posted: 21 Jan 2012 Last Revised: 12 Jul 2023

James D. Hamilton

University of California at San Diego

Downloads 69 (546,482)

Citation 3

Abstract:

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: 25 Mar 2023

David Greenlaw, James D. Hamilton, Peter Hooper and Frederic S. Mishkin

Morgan Stanley, University of California at San Diego, Deutsche Bank Securities, Inc. - Global Markets Research, Economy and Columbia University - Columbia Business School, Finance

Downloads 67 (555,229)

Citation 2

Abstract:

27.

Sources of Variation in Holding Returns for Fed Funds Futures Contracts

Downloads 67 (559,462)

Citation 3

2

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 33 (767,884)

Abstract:

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: 02 Jul 2023

James D. Hamilton and Tatsuyoshi Okimoto

University of California at San Diego and Crawford School of Public Policy, Australian National University

Downloads 34 (767,884)

Abstract:

28.

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 66 (559,462)

Citation 1

Abstract:

29.

What's Real About the Business Cycle?

NBER Working Paper No. w11161

Number of pages: 45 Posted: 29 Mar 2005 Last Revised: 01 Jan 2023

James D. Hamilton

University of California at San Diego

Downloads 60 (586,904)

Citation 2

Abstract:

30.

Macroeconomic Regimes and Regime Shifts

NBER Working Paper No. w21863

Number of pages: 70 Posted: 12 Jan 2016 Last Revised: 29 Mar 2023

James D. Hamilton

University of California at San Diego

Downloads 58 (596,550)

Citation 10

Abstract:

31.

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 58 (596,550)

Citation 5

Abstract:

32.

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 53 (622,184)

Citation 2

Abstract:

33.

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

Downloads 52 (627,545)

Citation 33

3

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 32 (775,886)

Citation 7

Abstract:

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: 18 Mar 2023

Christiane Baumeister and James D. Hamilton

University of Notre Dame and University of California at San Diego

Downloads 20 (881,615)

Citation 15

Abstract:

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

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Abstract:

34.

Calling Recessions in Real Time

NBER Working Paper No. w16162

Number of pages: 51 Posted: 12 Jul 2010 Last Revised: 01 Mar 2023

James D. Hamilton

University of California at San Diego

Downloads 52 (627,545)

Citation 9

Abstract:

35.

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 52 (627,545)

Citation 3

Abstract:

36.

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 50 (638,444)

Abstract:

37.

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 49 (644,145)

Citation 3

Abstract:

38.

The Equilibrium Real Funds Rate: Past, Present and Future

NBER Working Paper No. w21476

Number of pages: 82 Posted: 25 Aug 2015 Last Revised: 08 Mar 2023

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 45 (667,241)

Citation 40

Abstract:

39.

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: 13 Nov 2022

James D. Hamilton

University of California at San Diego

Downloads 44 (673,222)

Citation 14

Abstract:

40.

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 43 (679,378)

Abstract:

41.

Estimating the Market-Perceived Monetary Policy Rule

NBER Working Paper No. w16412

Number of pages: 37 Posted: 04 Oct 2010 Last Revised: 07 May 2023

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 43 (679,378)

Citation 6

Abstract:

42.

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 40 (698,485)

Citation 2

Abstract:

43.

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

Downloads 39 (705,008)

Citation 130

2

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 2023

Christiane Baumeister and James D. Hamilton

University of Notre Dame and University of California at San Diego

Downloads 39 (723,043)

Citation 1

Abstract:

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

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Abstract:

44.

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

NBER Working Paper No. w20741

Number of pages: 62 Posted: 15 Dec 2014 Last Revised: 05 Mar 2023

Christiane Baumeister and James D. Hamilton

University of Notre Dame and University of California at San Diego

Downloads 38 (711,797)

Citation 65

Abstract:

45.

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 2023

David Greenlaw, James D. Hamilton, Ethan S. Harris and Kenneth D. West

Morgan Stanley, University of California at San Diego, Bank of America and University of Wisconsin - Madison - Department of Economics

Downloads 34 (739,564)

Citation 1

Abstract:

46.

Measuring Global Economic Activity

NBER Working Paper No. w25778

Number of pages: 21 Posted: 30 Apr 2019 Last Revised: 09 Jun 2023

James D. Hamilton

University of California at San Diego

Downloads 32 (754,342)

Citation 34

Abstract:

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 2023

James D. Hamilton

University of California at San Diego

Downloads 18 (872,032)

Abstract:

48.

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

Downloads 15 (900,702)

Citation 10

2

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: 13 Mar 2023

Christiane Baumeister and James D. Hamilton

University of Notre Dame and University of California at San Diego

Downloads 15 (931,898)

Abstract:

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 13

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Abstract:

49.

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes

Downloads 11 (939,843)

Citation 2

2

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes

NBER Working Paper No. w27014

Number of pages: 47 Posted: 20 Apr 2020 Last Revised: 24 Apr 2023

Christiane Baumeister and James D. Hamilton

University of Notre Dame and University of California at San Diego

Downloads 11 (973,686)

Abstract:

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

Citation 1

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Abstract:

50.

Supply, Demand, and Specialized Production

NBER Working Paper No. w28888

Number of pages: 61 Posted: 07 Jun 2021 Last Revised: 08 Jun 2023

James D. Hamilton

University of California at San Diego

Downloads 10 (949,542)

Abstract:

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:

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:

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:

54.

The Daily Market for Federal Funds

Downloads 0 (1,031,480)

2

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:

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

James D. Hamilton

University of California at San Diego

Professor

National Bureau of Economic Research (NBER)

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Scholarly Papers (54)

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

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