Author Page for James H. Stock

1.

Testing for Weak Instruments in Linear IV Regression

Downloads 2,267 ( 4,489)

Citation 520

2

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 2,048 (5,234)

Citation 519

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 219 (115,179)

Citation 520

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 (42,322)

Citation 266

Abstract:

3.

Inference with Weak Instruments

Downloads 429 ( 54,564)

Citation 34

2

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 (62,261)

Citation 34

Abstract:

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 (343,251)

Citation 34

Abstract:

4.

Forecasting Asymmetric Unemployment Rates

Downloads 383 ( 62,675)

Citation 17

2

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 383 (62,076)

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 (119,996)

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 (133,741)

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 (72,271)

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 (158,820)

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 (155,411)

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 (163,361)

Citation 101

Abstract:

11.

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

Downloads 136 (176,977)

Citation 56

2

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 (194,808)

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 (490,281)

Citation 56

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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 (180,170)

Citation 12

Abstract:

13.

Optimal Invariant Similar Tests for Instrumental Variables Regression

Downloads 125 (189,161)

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 103 (219,480)

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 (449,776)

Citation 31

Abstract:

14.

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

Downloads 121 (194,063)

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 (225,677)

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

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 (449,776)

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 (197,774)

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 (213,901)

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 (233,879)

Citation 90

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 90 (238,848)

Citation 78

Abstract:

19.

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 (232,215)

Citation 147

Abstract:

20.

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 85 (247,648)

Citation 43

Abstract:

21.

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

Downloads 81 (255,075)

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 41 (363,393)

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 36 (382,168)

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 (550,612)

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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:

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 (257,014)

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 (255,075)

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 (273,414)

Citation 23

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 (282,218)

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 (277,748)

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 (271,284)

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 (206,878)

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 (303,616)

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 (298,686)

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 (303,616)

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 52 (322,654)

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 (314,191)

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 (314,191)

Citation 118

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 (337,423)

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 (311,521)

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 (289,159)

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

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 (340,393)

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 (340,393)

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 (366,699)

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 (356,416)

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 (366,699)

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 (373,894)

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 (385,286)

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 (377,587)

Citation 6

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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 (308,838)

Citation 320

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 (397,393)

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 (397,393)

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 (381,432)

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 (401,788)

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 (401,788)

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 (389,204)

Citation 28

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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 (420,386)

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 (430,512)

Citation 17

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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 (456,507)

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 (445,999)

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 (461,708)

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 (471,984)

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 (502,701)

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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 (487,614)

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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 (420,386)

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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 (482,355)

Citation 1

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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 (512,247)

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

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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

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James H. Stock

Harvard University - Department of Economics

Chairman

National Bureau of Economic Research (NBER)

Harvard University - Harvard Kennedy School (HKS)

65

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Scholarly Papers (65)

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

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