Author Page for James H. Stock

Bocconi University - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 273 (232,747)

Citation 23

Abstract:

A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series

CEPR Discussion Paper No. 4976

Number of pages: 32 Posted: 01 Aug 2005

Massimiliano Giuseppe Marcellino, James H. Stock and Mark W. Watson

Bocconi University - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 44 (886,185)

Citation 22

Add to Cart

Abstract:

9.

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002

Number of pages: 52 Posted: 09 Jan 2011

James H. Stock, Jonathan H. Wright and Motohiro Yogo

Harvard University - Department of Economics, Johns Hopkins University - Department of Economics and Princeton University - Department of Economics

Downloads 315 (201,726)

Citation 270

Abstract:

10.

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

NBER Working Paper No. w6528

Number of pages: 83 Posted: 24 Jul 2000 Last Revised: 04 Nov 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 286 (223,524)

Citation 10

Abstract:

11.

Diffusion Indexes

NBER Working Paper No. w6702

Number of pages: 67 Posted: 08 Aug 2000 Last Revised: 26 Oct 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 283 (225,952)

Abstract:

12.

A State-Dependent Model for Inflation Forecasting

FRB International Finance Discussion Paper No. 1062

Number of pages: 25 Posted: 07 Dec 2012

Andrea Stella and James H. Stock

Board of Governors of the Federal Reserve System and Harvard University - Department of Economics

Downloads 260 (246,332)

Citation 1

Abstract:

13.

Optimal Invariant Similar Tests for Instrumental Variables Regression

Downloads 260 (248,211)

Citation 15

2

Optimal Invariant Similar Tests for Instrumental Variables Regression

Number of pages: 84 Posted: 10 Aug 2004

Donald W. K. Andrews, Marcelo J. Moreira and James H. Stock

Yale University - Cowles Foundation, Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Harvard University - Department of Economics

Downloads 143 (427,827)

Abstract:

Optimal Invariant Similar Tests for Instrumental Variables Regression

NBER Working Paper No. t0299

Number of pages: 83 Posted: 23 Aug 2004 Last Revised: 28 Apr 2023

Donald W. K. Andrews, Marcelo J. Moreira and James H. Stock

Yale University - Cowles Foundation, Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Harvard University - Department of Economics

Downloads 117 (503,252)

Citation 15

Abstract:

14.

Implications of Dynamic Factor Models for VAR Analysis

NBER Working Paper No. w11467

Number of pages: 67 Posted: 08 Aug 2005 Last Revised: 02 Nov 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 243 (264,613)

Citation 32

Abstract:

15.

Phillips Curve Inflation Forecasts

NBER Working Paper No. w14322

Number of pages: 84 Posted: 15 Sep 2008 Last Revised: 21 Aug 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 224 (285,186)

Citation 19

Abstract:

16.

A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience

NBER Working Paper No. w4014

Number of pages: 81 Posted: 02 Feb 2001 Last Revised: 22 Dec 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 214 (297,829)

Citation 7

Abstract:

17.

Has the Business Cycle Changed and Why?

NBER Working Paper No. w9127

Number of pages: 80 Posted: 30 Aug 2002 Last Revised: 11 Dec 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 210 (303,122)

Citation 73

Abstract:

18.

Climate Policy Reform Options in 2025 *

Downloads 207 (307,315)

Citation 3

2

Climate Policy Reform Options in 2025 *

UCLA School of Law, Law-Econ Research Paper No. 24-02

Number of pages: 39 Posted: 23 Feb 2024 Last Revised: 20 Jul 2024

John E. Bistline, John E. Bistline, Kimberly A. Clausing, Neil Mehrotra, James H. Stock and Catherine Wolfram

Stanford UniversityElectric Power Research Institute, UCLA School of Law, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 193 (326,846)

Abstract:

Climate Policy Reform Options in 2025

NBER Working Paper No. w32168

Number of pages: 40 Posted: 26 Feb 2024 Last Revised: 27 Feb 2024

John E. Bistline, John E. Bistline, Kimberly A. Clausing, Neil Mehrotra, James H. Stock and Catherine Wolfram

Stanford UniversityElectric Power Research Institute, UCLA School of Law, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Downloads 14 (1,221,610)

Citation 3

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Abstract:

19.

A Probability Model of the Coincident Economic Indicators

NBER Working Paper No. w2772

Number of pages: 41 Posted: 09 Mar 2004 Last Revised: 31 Jul 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 201 (315,885)

Citation 10

Abstract:

20.

Instrumental Variables Regression with Weak Instruments

NBER Working Paper No. t0151

Number of pages: 71 Posted: 15 Sep 2000 Last Revised: 02 Jun 2023

Douglas Staiger and James H. Stock

Dartmouth College - Department of Economics and Harvard University - Department of Economics

Downloads 200 (317,362)

Citation 110

Abstract:

21.

Measuring Real Activity Using a Weekly Economic Index

Downloads 197 (321,805)

Citation 31

2

Measuring Real Activity Using a Weekly Economic Index

FRB of New York Staff Report No. 920, April 2020

Number of pages: 25 Posted: 14 Apr 2020 Last Revised: 14 Sep 2020

Daniel J. Lewis, Karel Mertens, James H. Stock and Mihir Trivedi

University College London, Federal Reserve Banks - Federal Reserve Bank of Dallas, Harvard University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 166 (374,775)

Citation 24

Abstract:

U.S. Economic Activity During the Early Weeks of the Sars-Cov-2 Outbreak

NBER Working Paper No. w26954

Number of pages: 16 Posted: 13 Apr 2020 Last Revised: 24 Feb 2023

Daniel J. Lewis, Karel Mertens and James H. Stock

University College London, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics

Downloads 31 (1,003,972)

Citation 7

Abstract:

22.

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

Downloads 195 (324,783)

Citation 14

4

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

CFS Working Paper, No. 503, 2015

Number of pages: 38 Posted: 27 Feb 2015

John M. Coglianese, Lucas W. Davis, Lutz Kilian and James H. Stock

Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics

Downloads 83 (634,340)

Abstract:

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

CESifo Working Paper Series No. 5764

Number of pages: 29 Posted: 22 Mar 2016

John M. Coglianese, Lucas W. Davis, Lutz Kilian and James H. Stock

Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics

Downloads 79 (653,207)

Abstract:

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

NBER Working Paper No. w20980

Number of pages: 36 Posted: 02 Mar 2015 Last Revised: 30 Apr 2023

John M. Coglianese, Lucas W. Davis, Lutz Kilian and James H. Stock

Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics

Downloads 31 (1,003,972)

Citation 1

Abstract:

Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

CEPR Discussion Paper No. DP10430

Number of pages: 37 Posted: 24 Feb 2015

John M. Coglianese, Lucas W. Davis, Lutz Kilian and James H. Stock

Board of Governors of the Federal Reserve System, University of California, Berkeley - Haas School of Business, Federal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics

Downloads 2 (1,349,605)

Citation 13

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Abstract:

23.

Confidence Intervals for Autoregressive Coefficients Near One

UCSD Economics Discussion Paper 2000-19

Number of pages: 38 Posted: 07 Jan 2001

Graham Elliott and James H. Stock

University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics

Downloads 173 (361,881)

Citation 4

Abstract:

24.

Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy

Downloads 171 (365,648)

Citation 7

2

Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy

Number of pages: 51 Posted: 12 Mar 2001

Alexei Onatski and James H. Stock

Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics

Downloads 126 (471,365)

Citation 1

Abstract:

Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy

NBER Working Paper No. w7490

Number of pages: 44 Posted: 08 May 2000 Last Revised: 21 Dec 2022

Alexei Onatski and James H. Stock

Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics

Downloads 45 (869,079)

Citation 6

Abstract:

25.

Forecasting Output and Inflation: The Role of Asset Prices

NBER Working Paper No. w8180

Number of pages: 112 Posted: 24 Mar 2001 Last Revised: 09 Nov 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 166 (375,160)

Citation 59

Abstract:

26.

Why Has U.S. Inflation Become Harder to Forecast?

NBER Working Paper No. w12324

Number of pages: 64 Posted: 14 Jul 2006 Last Revised: 06 Mar 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 149 (411,023)

Citation 225

Abstract:

27.

Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments

Economics Letters, Vol. 89, No. 3, 2005

Number of pages: 15 Posted: 05 Jan 2011 Last Revised: 07 Jan 2011

Jerry A. Hausman, James H. Stock and Motohiro Yogo

Massachusetts Institute of Technology (MIT) - Department of Economics, Harvard University - Department of Economics and Princeton University - Department of Economics

Downloads 148 (413,313)

Citation 6

Abstract:

28.

A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series

NBER Working Paper No. w6607

Number of pages: 60 Posted: 05 Jul 2000 Last Revised: 23 Jul 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 146 (417,797)

Citation 2

Abstract:

29.

Efficient Tests for an Autoregressive Unit Root

NBER Working Paper No. t0130

Number of pages: 46 Posted: 27 Jun 2007 Last Revised: 12 May 2023

Graham Elliott, Thomas J. Rothenberg and James H. Stock

University of California, San Diego (UCSD) - Department of Economics, affiliation not provided to SSRN and Harvard University - Department of Economics

Downloads 134 (447,226)

Citation 10

Abstract:

30.

Stochastic Trends and Economic Fluctuations

NBER Working Paper No. w2229

Number of pages: 60 Posted: 04 Jul 2004 Last Revised: 06 Aug 2022

Robert G. King, Charles I. Plosser, James H. Stock and Mark W. Watson

Boston University - Department of Economics, Federal Reserve Bank of Philadelphia, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 128 (463,769)

Citation 19

Abstract:

31.

Identification and Estimation of Undetected Covid-19 Cases Using Testing Data from Iceland

NBER Working Paper No. w27528

Number of pages: 26 Posted: 14 Jul 2020 Last Revised: 20 Mar 2023

Karl Aspelund, Michael Droste, James H. Stock and Christopher D. Walker

Massachusetts Institute of Technology (MIT), Harvard University, Harvard University - Department of Economics and Harvard University - Department of Economics

Downloads 125 (472,397)

Citation 2

Abstract:

32.

Drawing Inferences from Statistics Based on Multi-Year Asset Returns

NBER Working Paper No. w3335

Number of pages: 31 Posted: 03 Jan 2007 Last Revised: 14 Aug 2022

Matthew P. Richardson and James H. Stock

Department of Finance, Leonard N. Stern School of Business, New York University and Harvard University - Department of Economics

Downloads 122 (481,463)

Citation 3

Abstract:

33.

Interpreting Evidence on Money-Income Causality

NBER Working Paper No. w2228

Number of pages: 37 Posted: 13 Feb 2007 Last Revised: 05 Aug 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 118 (493,802)

Citation 6

Abstract:

34.

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

NBER Working Paper No. t0323

Number of pages: 27 Posted: 29 Jun 2006 Last Revised: 02 Jan 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 113 (510,218)

Citation 34

Abstract:

35.

Disentangling the Channels of the 2007-2009 Recession

NBER Working Paper No. w18094

Number of pages: 55 Posted: 19 May 2012 Last Revised: 11 Jun 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 105 (538,536)

Citation 46

Abstract:

36.

Integrated Regressors and Tests of the Permanent Income Hypothesis

NBER Working Paper No. w2359

Number of pages: 20 Posted: 06 Apr 2007 Last Revised: 14 Dec 2022

James H. Stock and Kenneth D. West

Harvard University - Department of Economics and University of Wisconsin-Madison - Department of Economics

Downloads 101 (553,705)

Abstract:

37.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558

Number of pages: 62 Posted: 28 Jan 2002 Last Revised: 23 Sep 2022

Robin L. Lumsdaine, James H. Stock and David A. Wise

American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 96 (572,722)

Citation 2

Abstract:

38.

The Size-Power Tradeoff in HAR Inference

Number of pages: 32 Posted: 15 Aug 2019 Last Revised: 18 Jan 2021

Eben Lazarus, Daniel J. Lewis and James H. Stock

University of California, Berkeley - Haas School of Business - Finance Group, University College London and Harvard University - Department of Economics

Downloads 95 (576,473)

Citation 13

Abstract:

39.

Prices, Wages and the U.S. NAIRU in the 1990s

NBER Working Paper No. w8320

Number of pages: 87 Posted: 07 Jun 2001 Last Revised: 26 Sep 2022

Douglas Staiger, James H. Stock and Mark W. Watson

Dartmouth College - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 95 (576,473)

Citation 4

Abstract:

40.

Empirical Bayes Forecasts of One Time Series Using Many Predictors

NBER Working Paper No. t0269

Number of pages: 156 Posted: 23 Mar 2001 Last Revised: 29 Mar 2023

Thomas Knox, James H. Stock and Mark W. Watson

Harvard Business School, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 95 (576,473)

Citation 27

Abstract:

41.

Understanding Changes in International Business Cycle Dynamics

NBER Working Paper No. w9859

Number of pages: 51 Posted: 23 Jul 2003 Last Revised: 11 Dec 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 91 (592,310)

Citation 29

Abstract:

42.

Reopening Scenarios

NBER Working Paper No. w27244

Number of pages: 42 Posted: 26 May 2020 Last Revised: 11 Jun 2023

David Baqaee, Emmanuel Farhi, Michael Mina and James H. Stock

London School of Economics and Political Science, Department of International Development, Students, Harvard University - Department of Economics, affiliation not provided to SSRN and Harvard University - Department of Economics

Downloads 87 (608,795)

Citation 10

Abstract:

43.

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

NBER Working Paper No. w3510

Number of pages: 53 Posted: 13 Nov 2007 Last Revised: 06 Aug 2022

Anindya Banerjee, Robin L. Lumsdaine and James H. Stock

European University Institute - Department of Economics, American University - Department of Finance and Real Estate and Harvard University - Department of Economics

Downloads 86 (613,183)

Citation 8

Abstract:

44.

Evidence on Structural Instability in Macroeconomic Time Series Relations

NBER Working Paper No. t0164

Number of pages: 45 Posted: 26 Aug 2000 Last Revised: 15 Jun 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 86 (613,183)

Citation 12

Abstract:

45.

High Frequency Data and a Weekly Economic Index during the Pandemic

FRB of New York Staff Report No. 954

Number of pages: 9 Posted: 23 Dec 2020

Daniel J. Lewis, Karel Mertens, James H. Stock and Mihir Trivedi

University College London, Federal Reserve Banks - Federal Reserve Bank of Dallas, Harvard University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York

Downloads 85 (617,501)

Citation 5

Abstract:

46.

Pensions, the Option Value of Work, and Retirement

NBER Working Paper No. w2686

Number of pages: 54 Posted: 25 Jun 2004 Last Revised: 05 Nov 2022

James H. Stock and David A. Wise

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 82 (630,551)

Citation 36

Abstract:

47.

Growing in Debt: the 'Farm Crisis' and Public Policy

NBER Working Paper No. w2085

Number of pages: 62 Posted: 03 May 2004 Last Revised: 14 Sep 2022

Charles W. Calomiris, R. Glenn Hubbard and James H. Stock

Columbia University - Columbia Business School, Columbia University - Columbia Business School, Finance and Harvard University - Department of Economics

Downloads 82 (630,551)

Abstract:

48.

Modeling Inflation after the Crisis

NBER Working Paper No. w16488

Number of pages: 61 Posted: 25 Oct 2010 Last Revised: 22 Jul 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 80 (639,487)

Citation 11

Abstract:

49.

Searching for Prosperity

NBER Working Paper No. w8250

Number of pages: 50 Posted: 28 Apr 2001 Last Revised: 18 Jul 2022

Michael Kremer, Alexei Onatski and James H. Stock

Harvard University - Department of Economics, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics

Downloads 80 (639,487)

Citation 6

Abstract:

50.

Estimating Turning Points Using Large Data Sets

NBER Working Paper No. w16532

Number of pages: 47 Posted: 22 Nov 2010 Last Revised: 05 Mar 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 79 (644,078)

Citation 18

Abstract:

51.

The Price of Biodiesel Rins and Economic Fundamentals

NBER Working Paper No. w25341

Number of pages: 23 Posted: 11 Dec 2018 Last Revised: 30 Mar 2023

Scott H. Irwin, Kristen McCormack and James H. Stock

University of Illinois at Urbana-Champaign, Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics

Downloads 78 (648,638)

Citation 2

Abstract:

52.

The Disappointing Recovery of Output after 2009

NBER Working Paper No. w23543

Number of pages: 63 Posted: 26 Jun 2017 Last Revised: 01 May 2022

John G. Fernald, Robert E. Hall, James H. Stock and Mark W. Watson

Federal Reserve Bank of San Francisco, Hoover Institution and Department of Economics, Stanford University, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 73 (672,584)

Citation 46

Abstract:

53.

Core Inflation and Trend Inflation

NBER Working Paper No. w21282

Number of pages: 37 Posted: 22 Jun 2015 Last Revised: 25 Feb 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 72 (677,598)

Citation 50

Abstract:

54.

How Precise are Estimates of the Natural Rate of Unemployment?

NBER Working Paper No. w5477

Number of pages: 58 Posted: 26 Jun 1998 Last Revised: 21 Dec 2022

Douglas Staiger, James H. Stock and Mark W. Watson

Dartmouth College - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 71 (682,713)

Citation 17

Abstract:

55.

The Macroeconomic Impact of Europe's Carbon Taxes

NBER Working Paper No. w27488

Number of pages: 53 Posted: 07 Jul 2020 Last Revised: 10 Jul 2023

Gilbert E. Metcalf and James H. Stock

Tufts University - Department of Economics and Harvard University - Department of Economics

Downloads 69 (693,164)

Citation 2

Abstract:

56.

The Use of Monetary Aggregate to Target Nominal GDP

NBER Working Paper No. w4304

Number of pages: 75 Posted: 16 Jul 2004 Last Revised: 10 Oct 2022

Martin S. Feldstein and James H. Stock

National Bureau of Economic Research (NBER) (deceased) and Harvard University - Department of Economics

Downloads 69 (693,164)

Citation 5

Abstract:

57.

Why are Retirement Rates so High at Age 65?

NBER Working Paper No. w5190

Number of pages: 44 Posted: 10 Jun 2000 Last Revised: 09 Mar 2022

Robin L. Lumsdaine, James H. Stock and David A. Wise

American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 67 (703,899)

Citation 1

Abstract:

58.

Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988

NBER Working Paper No. w3376

Number of pages: 110 Posted: 27 Apr 2000 Last Revised: 24 Sep 2022

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 64 (720,512)

Citation 56

Abstract:

59.

Economic Benefits of Covid-19 Screening Tests

NBER Working Paper No. w28031

Number of pages: 35 Posted: 02 Nov 2020 Last Revised: 03 Feb 2023

Andrew Atkeson, Michael Droste, Michael Mina and James H. Stock

University of California, Los Angeles (UCLA) - Department of Economics, Harvard University, affiliation not provided to SSRN and Harvard University - Department of Economics

Downloads 63 (726,322)

Abstract:

60.

Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models

NBER Working Paper No. w4201

Number of pages: 64 Posted: 10 Jul 2007 Last Revised: 26 Jun 2022

Robin L. Lumsdaine, James H. Stock and David A. Wise

American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 62 (732,105)

Citation 2

Abstract:

61.

Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series

NBER Working Paper No. t0105

Number of pages: 38 Posted: 24 Jan 2007 Last Revised: 17 Apr 2022

James H. Stock

Harvard University - Department of Economics

Downloads 62 (732,105)

Abstract:

62.

Slack and Cyclically Sensitive Inflation

NBER Working Paper No. w25987

Number of pages: 33 Posted: 26 Jun 2019 Last Revised: 05 Jul 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 60 (743,835)

Citation 35

Abstract:

63.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198

Number of pages: 43 Posted: 16 Jul 2000 Last Revised: 19 Jul 2023

James H. Stock and Jonathan H. Wright

Harvard University - Department of Economics and Johns Hopkins University - Department of Economics

Downloads 60 (743,835)

Abstract:

64.

A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems

NBER Working Paper No. t0083

Number of pages: 31 Posted: 09 Mar 2004 Last Revised: 26 Mar 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 59 (750,028)

Citation 61

Abstract:

65.

Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model

NBER Working Paper No. t0201

Number of pages: 33 Posted: 15 Jul 2000 Last Revised: 22 Jul 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 58 (756,258)

Citation 7

Abstract:

66.

Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits

NBER Working Paper No. w4613

Number of pages: 64 Posted: 18 May 2000 Last Revised: 11 Aug 2022

Robin L. Lumsdaine, James H. Stock and David A. Wise

American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 57 (762,710)

Citation 4

Abstract:

67.

The Pass-Through of RIN Prices to Wholesale and Retail Fuels Under the Renewable Fuel Standard

NBER Working Paper No. w21343

Number of pages: 46 Posted: 13 Jul 2015 Last Revised: 27 Apr 2023

Christopher R. Knittel, Ben S. Meiselman and James H. Stock

Massachusetts Institute of Technology (MIT) - Center for Energy and Environmental Policy Research (CEEPR), U.S. Department of the Treasury and Harvard University - Department of Economics

Downloads 55 (775,624)

Citation 7

Abstract:

68.

The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment

NBER Working Paper No. w26002

Number of pages: 69 Posted: 26 Jun 2019 Last Revised: 20 Jul 2023

Janice Eberly, James H. Stock and Jonathan H. Wright

Northwestern University, Harvard University - Department of Economics and Johns Hopkins University - Department of Economics

Downloads 54 (782,339)

Citation 6

Abstract:

69.

The Pension Inducement to Retire: an Option Value Analysis

NBER Working Paper No. w2660

Number of pages: 39 Posted: 16 Jul 2004 Last Revised: 10 Apr 2022

James H. Stock and David A. Wise

Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 52 (796,150)

Citation 5

Abstract:

70.

Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

NBER Working Paper No. w24216

Number of pages: 51 Posted: 22 Jan 2018 Last Revised: 03 Mar 2023

James H. Stock and Mark W. Watson

Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 49 (817,675)

Citation 82

Abstract:

71.

Measuring Money Growth When Financial Markets are Changing

NBER Working Paper No. w4888

Number of pages: 54 Posted: 16 May 2011 Last Revised: 11 Nov 2022

James H. Stock and Martin S. Feldstein

Harvard University - Department of Economics and National Bureau of Economic Research (NBER) (deceased)

Downloads 45 (848,568)

Abstract:

72.

Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown

NBER Working Paper No. t0122

Number of pages: 43 Posted: 27 Jun 2007 Last Revised: 04 May 2023

Graham Elliott and James H. Stock

University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics

Downloads 44 (856,673)

Citation 1

Abstract:

73.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369

Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 17 Sep 2022

Robin L. Lumsdaine, James H. Stock and David A. Wise

American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)

Downloads 40 (890,568)

Citation 4

Abstract:

74.

A Relationship between Regression Tests and Volatility Tests of Market Ncy

NBER Working Paper No. w1105

Number of pages: 24 Posted: 12 Jul 2010 Last Revised: 09 Jan 2022

Jeffrey A. Frankel and James H. Stock

Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics

Downloads 39 (899,540)

Abstract:

75.

Deciding between I(1) and I(0)

NBER Working Paper No. t0121

Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 03 May 2023

James H. Stock

Harvard University - Department of Economics

Downloads 38 (908,681)

Abstract:

76.

Forecasts in a Slightly Misspecified Finite Order VAR

NBER Working Paper No. w16714

Number of pages: 52 Posted: 24 Jan 2011 Last Revised: 04 Mar 2023

Ulrich K. Müller and James H. Stock

Princeton University - Department of Economics and Harvard University - Department of Economics

Downloads 37 (917,939)

Abstract:

77.

Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies

NBER Working Paper No. w22214

Number of pages: 43 Posted: 02 May 2016 Last Revised: 13 Mar 2023

Todd Gerarden, Spencer Reeder and James H. Stock

Cornell University - Dyson School of Applied Economics and Management, Vulcan Philanthropy and Harvard University - Department of Economics

Downloads 26 (1,031,646)

Citation 7

Abstract:

78.

Climate Royalty Surcharges

NBER Working Paper No. w28564

Number of pages: 26 Posted: 15 Mar 2021 Last Revised: 20 Jul 2023

Brian C. Prest and James H. Stock

Resources for the Future and Harvard University - Department of Economics

Downloads 24 (1,055,097)

Abstract:

79.

Robust Decarbonization of the Us Power Sector: Policy Options

NBER Working Paper No. w28677

Number of pages: 43 Posted: 12 Apr 2021 Last Revised: 11 May 2023

James H. Stock and Daniel N. Stuart

Harvard University - Department of Economics and Harvard University

Downloads 23 (1,067,107)

Abstract:

80.

Data Gaps and the Policy Response to the Novel Coronavirus

NBER Working Paper No. w26902

Number of pages: 12 Posted: 30 Mar 2020 Last Revised: 05 Jul 2023

James H. Stock

Harvard University - Department of Economics

Downloads 23 (1,067,107)

Citation 10

Abstract:

81.

An Econometric Model of International Long-Run Growth Dynamics

NBER Working Paper No. w26593

Number of pages: 50 Posted: 31 Dec 2019 Last Revised: 01 Mar 2023

Ulrich Müller, James H. Stock and Mark W. Watson

Princeton University, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs

Downloads 19 (1,117,100)

Citation 2

Abstract:

82.

Macroeconomics and Climate Change

NBER Working Paper No. w33567

Number of pages: 47 Posted: 17 Mar 2025

Adrien Bilal and James H. Stock

Harvard University and Harvard University - Department of Economics

Downloads 18 (1,155,521)

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Abstract:

83.

The Market and Climate Implications of U.S. Lng Exports

NBER Working Paper No. w32228

Number of pages: 33 Posted: 11 Mar 2024

James H. Stock and Matthew Zaragoza-Watkins

Harvard University - Department of Economics and University of California, Davis

Downloads 17 (1,142,565)

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Abstract:

84.

Charging Uncertainty: Real-Time Charging Data and Electric Vehicle Adoption

NBER Working Paper No. w33342

Number of pages: 46 Posted: 14 Jan 2025

Omar Asensio, Elaine Buckberg, Cassandra Cole, Luke Heeney, Christopher R. Knittel and James H. Stock

Georgia Tech School of Public Policy and Institute for Data Engineering & Science (IDEaS), Harvard University, Harvard University, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Center for Energy and Environmental Policy Research (CEEPR) and Harvard University - Department of Economics

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Abstract:

85.

Weak Instruments in Instrumental Variables Regression: Theory and Practice

Annual Review of Economics, Vol. 11, pp. 727-753, 2019

Posted: 04 Sep 2019

Isaiah Andrews, James H. Stock and Liyang Sun

Harvard Society of Fellows, Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT), Department of Economics, Students

James H. Stock

Harvard University - Department of Economics

Burbank Professor of Political Economy

National Bureau of Economic Research (NBER)

Harvard University - Harvard Kennedy School (HKS)

85

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Scholarly Papers (85)

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A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series

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Climate Policy Reform Options in 2025

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Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand

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