Author Page for James H. Stock

European University Institute, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs

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Citation 56

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

European University Institute, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs

Downloads 15 (524,467)

Citation 56

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Abstract:

9.

Has the Business Cycle Changed and Why?

NBER Working Paper No. w9127

Number of pages: 80 Posted: 30 Aug 2002

James H. Stock and Mark W. Watson

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

Downloads 144 (169,192)

Citation 370

Abstract:

10.

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

James H. Stock and Mark W. Watson

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

Downloads 141 (164,687)

Citation 41

Abstract:

11.

Implications of Dynamic Factor Models for VAR Analysis

NBER Working Paper No. w11467

Number of pages: 67 Posted: 08 Aug 2005

James H. Stock and Mark W. Watson

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

Downloads 137 (175,771)

Citation 101

Abstract:

12.

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 130 (194,829)

Citation 12

Abstract:

13.

Optimal Invariant Similar Tests for Instrumental Variables Regression

Downloads 127 (203,301)

Citation 31

2

Optimal Invariant Similar Tests for Instrumental Variables Regression

Cowles Foundation Discussion Paper No. 1476

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 105 (235,070)

Citation 31

Abstract:

Optimal Invariant Similar Tests for Instrumental Variables Regression

NBER Working Paper No. t0299

Number of pages: 83 Posted: 23 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 22 (482,522)

Citation 31

Abstract:

14.

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

Downloads 121 (210,965)

Citation 64

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 99 (245,095)

Citation 64

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: 02 Apr 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 22 (482,522)

Citation 64

Abstract:

15.

Diffusion Indexes

NBER Working Paper No. w6702

Number of pages: 67 Posted: 08 Aug 2000

James H. Stock and Mark W. Watson

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

Downloads 108 (210,965)

Citation 94

Abstract:

16.

A Probability Model of the Coincident Economic Indicators

NBER Working Paper No. w2772

Number of pages: 41 Posted: 09 Mar 2004

James H. Stock and Mark W. Watson

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

Downloads 100 (241,746)

Citation 90

Abstract:

17.

Forecasting Output and Inflation: The Role of Asset Prices

NBER Working Paper No. w8180

Number of pages: 112 Posted: 24 Mar 2001 Last Revised: 07 Dec 2001

James H. Stock and Mark W. Watson

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

Downloads 97 (221,823)

Citation 213

Abstract:

18.

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: 10 Oct 2010

James H. Stock and Mark W. Watson

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

Downloads 94 (251,981)

Citation 78

Abstract:

19.

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

Downloads 91 (257,267)

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

Harvard University, University of California, Berkeley - Haas School of Business, University of Michigan at Ann Arbor - Department of Economics and Harvard University - Department of Economics

Downloads 47 (370,852)

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

Harvard University, University of California, Berkeley - Haas School of Business, University of Michigan at Ann Arbor - Department of Economics and Harvard University - Department of Economics

Downloads 40 (396,209)

Abstract:

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

NBER Working Paper No. w20980

Number of pages: 36 Posted: 02 Mar 2015

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

Harvard University, University of California, Berkeley - Haas School of Business, University of Michigan at Ann Arbor - Department of Economics and Harvard University - Department of Economics

Downloads 4 (589,220)

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

Harvard University, University of California, Berkeley - Haas School of Business, University of Michigan at Ann Arbor - Department of Economics and Harvard University - Department of Economics

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Abstract:

20.

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

NBER Working Paper No. w12324

Number of pages: 64 Posted: 14 Jul 2006 Last Revised: 05 Sep 2010

James H. Stock and Mark W. Watson

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

Downloads 88 (246,832)

Citation 146

Abstract:

21.

Interpreting Evidence on Money-Income Causality

NBER Working Paper No. w2228

Number of pages: 37 Posted: 13 Feb 2007 Last Revised: 08 Aug 2010

James H. Stock and Mark W. Watson

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

Downloads 86 (266,517)

Citation 41

Abstract:

22.

Phillips Curve Inflation Forecasts

NBER Working Paper No. w14322

Number of pages: 84 Posted: 15 Sep 2008

James H. Stock and Mark W. Watson

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

Downloads 76 (264,616)

Citation 31

Abstract:

23.

Instrumental Variables Regression with Weak Instruments

NBER Working Paper No. t0151

Number of pages: 71 Posted: 15 Sep 2000

Douglas Staiger and James H. Stock

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

Downloads 71 (274,372)

Citation 755

Abstract:

24.

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: 12 Mar 2010

James H. Stock and Mark W. Watson

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

Downloads 70 (291,390)

Citation 22

Abstract:

25.

Stochastic Trends and Economic Fluctuations

NBER Working Paper No. w2229

Number of pages: 60 Posted: 04 Jul 2004 Last Revised: 08 Aug 2010

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 - Woodrow Wilson School of Public and International Affairs

Downloads 68 (305,530)

Citation 198

Abstract:

26.

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: 22 Oct 2010

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

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

Downloads 66 (300,673)

Citation 64

Abstract:

27.

Efficient Tests for an Autoregressive Unit Root

NBER Working Paper No. t0130

Number of pages: 46 Posted: 27 Jun 2007

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 65 (289,194)

Citation 298

Abstract:

28.

Drawing Inferences from Statistics Based on Multi-Year Asset Returns

NBER Working Paper No. w3335

Number of pages: 31 Posted: 03 Jan 2007

Matthew P. Richardson and James H. Stock

New York University (NYU) - Department of Finance and Harvard University - Department of Economics

Downloads 65 (312,841)

Citation 70

Abstract:

29.

Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, Ch. 6, 2005

Number of pages: 23 Posted: 05 Jan 2011 Last Revised: 31 Jul 2013

James H. Stock and Motohiro Yogo

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

Downloads 59 (193,678)

Citation 17

Abstract:

30.

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 2010

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 58 (323,275)

Citation 30

Abstract:

31.

Disentangling the Channels of the 2007-2009 Recession

NBER Working Paper No. w18094

Number of pages: 55 Posted: 19 May 2012

James H. Stock and Mark W. Watson

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

Downloads 54 (325,915)

Citation 10

Abstract:

32.

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: 10 Aug 2010

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 53 (345,884)

Citation 92

Abstract:

33.

Understanding Changes in International Business Cycle Dynamics

NBER Working Paper No. w9859

Number of pages: 51 Posted: 23 Jul 2003

James H. Stock and Mark W. Watson

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

Downloads 51 (334,130)

Citation 125

Abstract:

34.

Evidence on Structural Instability in Macroeconomic Time Series Relations

NBER Working Paper No. t0164

Number of pages: 45 Posted: 26 Aug 2000

James H. Stock and Mark W. Watson

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

Downloads 50 (339,869)

Citation 119

Abstract:

35.

Searching for Prosperity

NBER Working Paper No. w8250

Number of pages: 50 Posted: 28 Apr 2001 Last Revised: 21 Oct 2010

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 47 (364,426)

Citation 30

Abstract:

36.

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 41 (320,619)

Citation 9

Abstract:

37.

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 40 (284,814)

Abstract:

38.

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: 28 Sep 2010

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

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

Downloads 40 (364,426)

Citation 4

Abstract:

39.

Pensions, the Option Value of Work, and Retirement

NBER Working Paper No. w2686

Number of pages: 54 Posted: 25 Jun 2004

James H. Stock and David A. Wise

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

Downloads 39 (361,204)

Citation 141

Abstract:

40.

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

James H. Stock

Harvard University - Department of Economics

Downloads 35 (395,620)

Citation 32

Abstract:

41.

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 2010

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

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

Downloads 34 (381,198)

Citation 6

Abstract:

42.

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: 25 Sep 2000

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

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

Downloads 34 (395,620)

Citation 75

Abstract:

43.

Estimating Turning Points Using Large Data Sets

NBER Working Paper No. w16532

Number of pages: 47 Posted: 22 Nov 2010

James H. Stock and Mark W. Watson

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

Downloads 33 (399,396)

Citation 1

Abstract:

44.

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: 16 Aug 2010

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 31 (415,243)

Citation 8

Abstract:

45.

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: 05 Jan 2002

James H. Stock and Mark W. Watson

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

Downloads 31 (407,358)

Citation 6

Abstract:

46.

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 30 (262,708)

Citation 321

Abstract:

47.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198

Number of pages: 43 Posted: 16 Jul 2000 Last Revised: 19 Jul 2010

James H. Stock and Jonathan H. Wright

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

Downloads 30 (427,894)

Citation 3

Abstract:

48.

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 2010

James H. Stock and Mark W. Watson

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

Downloads 30 (427,894)

Citation 47

Abstract:

49.

Modeling Inflation after the Crisis

NBER Working Paper No. w16488

Number of pages: 61 Posted: 25 Oct 2010

James H. Stock and Mark W. Watson

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

Downloads 29 (407,358)

Citation 10

Abstract:

50.

Why are Retirement Rates so High at Age 65?

NBER Working Paper No. w5190

Number of pages: 44 Posted: 10 Jun 2000 Last Revised: 22 Sep 2010

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 29 (432,343)

Citation 14

Abstract:

51.

A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems

NBER Working Paper No. t0083

Number of pages: 31 Posted: 09 Mar 2004

James H. Stock and Mark W. Watson

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

Downloads 27 (432,343)

Citation 256

Abstract:

52.

The Use of Monetary Aggregate to Target Nominal GDP

NBER Working Paper No. w4304

Number of pages: 75 Posted: 16 Jul 2004

Martin S. Feldstein and James H. Stock

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

Downloads 25 (407,358)

Citation 28

Abstract:

53.

Integrated Regressors and Tests of the Permanent Income Hypothesis

NBER Working Paper No. w2359

Number of pages: 20 Posted: 06 Apr 2007

James H. Stock and Kenneth D. West

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

Downloads 22 (451,737)

Citation 3

Abstract:

54.

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

Downloads 19 (483,702)

2

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

James H. Stock and Mark W. Watson

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

Downloads 19 (500,652)

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Abstract:

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

The Economic Journal, Vol. 128, Issue 610, pp. 917-948, 2018

Number of pages: 32 Posted: 08 May 2018

James H. Stock and Mark W. Watson

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

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Abstract:

55.

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: 27 Jun 2010

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 18 (451,737)

Citation 17

Abstract:

56.

Deciding between I(1) and I(0)

NBER Working Paper No. t0121

Number of pages: 53 Posted: 27 Jun 2007

James H. Stock

Harvard University - Department of Economics

Downloads 16 (489,136)

Citation 5

Abstract:

57.

The Pension Inducement to Retire: an Option Value Analysis

NBER Working Paper No. w2660

Number of pages: 39 Posted: 16 Jul 2004 Last Revised: 01 Sep 2008

James H. Stock and David A. Wise

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

Downloads 16 (478,296)

Citation 33

Abstract:

58.

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

Graham Elliott and James H. Stock

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

Downloads 14 (494,393)

Citation 20

Abstract:

59.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369

Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 17 Sep 2010

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 12 (494,393)

Citation 7

Abstract:

60.

Core Inflation and Trend Inflation

NBER Working Paper No. w21282

Number of pages: 37 Posted: 22 Jun 2015

James H. Stock and Mark W. Watson

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

Downloads 9 (537,293)

Abstract:

61.

Forecasts in a Slightly Misspecified Finite Order VAR

NBER Working Paper No. w16714

Number of pages: 52 Posted: 24 Jan 2011

Ulrich K. Müller and James H. Stock

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

Downloads 9 (521,440)

Abstract:

62.

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: 13 Aug 2015

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

Massachusetts Institute of Technology (MIT) - Sloan School of Management, Johns Hopkins University and Harvard University - Department of Economics

Downloads 8 (441,718)

Abstract:

63.

Measuring Money Growth When Financial Markets are Changing

NBER Working Paper No. w4888

Number of pages: 54 Posted: 16 May 2011

James H. Stock and Martin S. Feldstein

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

Downloads 8 (505,017)

Citation 1

Abstract:

64.

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: 21 Jul 2010

Jeffrey A. Frankel and James H. Stock

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

Downloads 6 (547,645)

Citation 1

Abstract:

65.

The Disappointing Recovery of Output after 2009

NBER Working Paper No. w23543

Number of pages: 63 Posted: 26 Jun 2017

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

Federal Reserve Bank of San Francisco, Stanford University - The Hoover Institution on War, Revolution and Peace, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs

Downloads 0 (384,695)

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Abstract:

66.

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

Todd Gerarden, Spencer Reeder and James H. Stock

Harvard University, Vulcan Philanthropy and Harvard University - Department of Economics

Downloads 0 (562,964)

James H. Stock

Harvard University - Department of Economics

Chairman

National Bureau of Economic Research (NBER)

Harvard University - Harvard Kennedy School (HKS)

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Scholarly Papers (66)

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

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

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

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