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James H. Stock

Harvard University - Department of Economics

Chairman

Littauer Center

Cambridge, MA 02138

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Harvard University - Harvard Kennedy School (HKS)

79 John F. Kennedy Street

Cambridge, MA 02138

United States

  • Harvard University - Department of Economics

    • Email
    • Tel: 617-496-0502
    • Fax: 617-496-5960

  • Harvard University - Harvard Kennedy School (HKS)

SCHOLARLY PAPERS

65

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Scholarly Papers (65)

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1.

Testing for Weak Instruments in Linear IV Regression

Downloads 2,240 ( 4,515)
Citation 521

Testing for Weak Instruments in Linear IV Regression

IDENTIFICATION AND INFERENCE FOR ECONOMETRIC MODELS: ESSAYS IN HONOR OF THOMAS ROTHENBERG, 2005
Number of pages: 48 Posted: 07 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 2,026 (5,224)
Citation 520

Abstract:

Testing for Weak Instruments in Linear IV Regression

NBER Working Paper No. t0284
Number of pages: 73 Posted: 02 Apr 2003
James H. Stock and Motohiro Yogo
Harvard University - Department of Economics and Princeton University - Department of Economics
Downloads 214 (116,593)
Citation 521

Abstract:

2.

New Indexes of Coincident and Leading Economic Indicators

NBER Working Paper No. R1380
Number of pages: 44 Posted: 19 Jun 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 446 (42,586)
Citation 266

Abstract:

3.

Inference with Weak Instruments

Downloads 429 ( 53,903)
Citation 34

Inference with Weak Instruments

Cowles Foundation Discussion Paper No. 1530
Number of pages: 68 Posted: 11 Aug 2005
Donald W. K. Andrews and James H. Stock
Yale University - Cowles Foundation and Harvard University - Department of Economics
Downloads 382 (61,522)
Citation 34

Abstract:

Conditional likelihood ratio test, instrumental variables, many instrumental variables, power envelope, weak instruments

Inference with Weak Instruments

NBER Working Paper No. t0313
Number of pages: 60 Posted: 19 Oct 2005
James H. Stock and Donald W. K. Andrews
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 47 (339,536)
Citation 34

Abstract:

4.

Forecasting Asymmetric Unemployment Rates

Downloads 381 ( 62,285)
Citation 17

Forecasting Asymmetric Unemployment Rates

Number of pages: 20 Posted: 01 Feb 1997
Philip Rothman and James H. Stock
East Carolina University - Department of Economics and Harvard University - Department of Economics
Downloads 381 (61,708)
Citation 17

Abstract:

Forecasting Asymmetric Unemployment Rates

Review of Economics and Statistics, 1997
Posted: 03 Feb 1997
Philip Rothman and James H. Stock
East Carolina University - Department of Economics and Harvard University - Department of Economics

Abstract:

5.

Forecasting Inflation

NBER Working Paper No. w7023
Number of pages: 46 Posted: 13 Apr 1999
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 201 (119,690)
Citation 212

Abstract:

6.

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

NBER Working Paper No. w6528
Number of pages: 83 Posted: 24 Jul 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 181 (132,173)
Citation 174

Abstract:

7.

How Did Leading Indicator Forecasts Perform during the 2001 Recession?

FRB Richmond Economic Quarterly, Vol. 89, No. 3, Summer 2003, pp. 71-90
Number of pages: 20 Posted: 05 Dec 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 172 (73,401)
Citation 16

Abstract:

8.

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 (156,955)
Citation 369

Abstract:

9.

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 (153,538)
Citation 41

Abstract:

10.

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 (161,493)
Citation 101

Abstract:

11.

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

Downloads 136 (174,950)
Citation 56

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

IGIER Working Paper No. 285
Number of pages: 31 Posted: 13 Apr 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 121 (192,551)
Citation 56

Abstract:

Multistep forecasts, VAR forecasts, forecast comparisons

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 (485,427)
Citation 56

Abstract:

Multistep forecasts, VAR forecasts, forecast comparisons

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 (179,193)
Citation 12

Abstract:

13.

Optimal Invariant Similar Tests for Instrumental Variables Regression

Downloads 124 (188,174)
Citation 31

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 102 (218,458)
Citation 31

Abstract:

Instrumental variables regression, invariant tests, optimal tests, similar tests, weak instruments, weighted average power

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 (445,032)
Citation 31

Abstract:

14.

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

Downloads 121 (191,777)
Citation 64

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 (223,163)
Citation 64

Abstract:

robust control, parameter uncertainty, Brainard uncertainty

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
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 (445,032)
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 (195,478)
Citation 94

Abstract:

16.

Forecasting Output and Inflation: The Role of Asset Prices

NBER Working Paper No. w8180
Number of pages: 112 Posted: 24 Mar 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 (214,280)
Citation 216

Abstract:

17.

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 93 (231,233)
Citation 90

Abstract:

18.

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

NBER Working Paper No. w12324
Number of pages: 64 Posted: 14 Jul 2006
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 (229,558)
Citation 147

Abstract:

19.

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
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 (239,555)
Citation 78

Abstract:

20.

Interpreting Evidence on Money-Income Causality

NBER Working Paper No. w2228
Number of pages: 37 Posted: 13 Feb 2007
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 84 (246,636)
Citation 43

Abstract:

21.

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

Downloads 80 (254,171)

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 41 (359,422)

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 35 (381,849)

Abstract:

IV, price elasticity of demand, gasoline, anticipation, intertemporal substitution, storage

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 (545,076)

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
Downloads 0

Abstract:

Anticipation, Forward-looking behavior, Gasoline market, Gasoline tax, IV, Price elasticity of demand

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 (254,171)
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 (254,171)
Citation 757

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
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 (270,353)
Citation 23

Abstract:

25.

Stochastic Trends and Economic Fluctuations

NBER Working Paper No. w2229
Number of pages: 60 Posted: 04 Jul 2004
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 (279,047)
Citation 197

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
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 (276,844)
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 (268,231)
Citation 299

Abstract:

28.

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 (212,824)
Citation 17

Abstract:

29.

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 59 (300,252)
Citation 69

Abstract:

30.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558
Number of pages: 62 Posted: 28 Jan 2002
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 (295,339)
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 (302,802)
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
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 52 (319,047)
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 (310,663)
Citation 124

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 (310,663)
Citation 118

Abstract:

35.

Searching for Prosperity

NBER Working Paper No. w8250
Number of pages: 50 Posted: 28 Apr 2001
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 (333,721)
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 (316,198)
Citation 9

Abstract:

Weak identification, Instrumental variables, Pretest

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 (288,166)

Abstract:

Inflation forecasting, Phillips curve, trend-cycle model, NAIRU

38.

Empirical Bayes Forecasts of One Time Series Using Many Predictors

NBER Working Paper No. t0269
Number of pages: 156 Posted: 23 Mar 2001
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 (339,777)
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 (339,777)
Citation 140

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 (362,690)
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
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 (355,877)
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
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 (362,690)
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 (369,762)
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
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 (381,015)
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
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 (373,419)
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 (319,047)
Citation 320

Abstract:

Instrument relevance, Instrumental variables, Similar tests

47.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198
Number of pages: 43 Posted: 16 Jul 2000
James H. Stock and Jonathan H. Wright
Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 30 (393,141)
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
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 (393,141)
Citation 46

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 (377,230)
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
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 (397,442)
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 (397,442)
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 (393,141)
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 (415,840)
Citation 3

Abstract:

54.

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

NBER Working Paper No. w4201
Number of pages: 64 Posted: 10 Jul 2007
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 (425,888)
Citation 17

Abstract:

55.

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 (451,779)
Citation 5

Abstract:

56.

The Pension Inducement to Retire: an Option Value Analysis

NBER Working Paper No. w2660
Number of pages: 39 Posted: 16 Jul 2004
James H. Stock and David A. Wise
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 16 (441,361)
Citation 33

Abstract:

57.

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 (456,966)
Citation 20

Abstract:

58.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369
Number of pages: 45 Posted: 12 Apr 2004
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 (467,187)
Citation 7

Abstract:

59.

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 (497,735)

Abstract:

60.

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 (482,688)

Abstract:

61.

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
Christopher R. Knittel, Ben S. Meiselman and James H. Stock
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Michigan at Ann Arbor and Harvard University - Department of Economics
Downloads 8 (415,840)

Abstract:

62.

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 (482,688)
Citation 1

Abstract:

63.

A Relationship between Regression Tests and Volatility Tests of Market Ncy

NBER Working Paper No. w1105
Number of pages: 24 Posted: 12 Jul 2010
Jeffrey A. Frankel and James H. Stock
Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics
Downloads 6 (507,191)
Citation 1

Abstract:

64.

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

Abstract:

65.

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 (520,314)

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