James H. Stock

Harvard University - Department of Economics

Burbank Professor of Political Economy

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

81

DOWNLOADS
Rank 5,305

SSRN RANKINGS

Top 5,305

in Total Papers Downloads

11,341

SSRN CITATIONS
Rank 43

SSRN RANKINGS

Top 43

in Total Papers Citations

2,171

CROSSREF CITATIONS

6,108

Scholarly Papers (81)

Actions:
Email selected abstracts
1.

Testing for Weak Instruments in Linear IV Regression

Downloads 3,047 ( 5,754)
Citation 698

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 2,723 (6,779)
Citation 76

Abstract:

Loading...

Testing for Weak Instruments in Linear IV Regression

NBER Working Paper No. t0284
Number of pages: 73 Posted: 02 Apr 2003 Last Revised: 13 Apr 2022
James H. Stock and Motohiro Yogo
Harvard University - Department of Economics and Princeton University - Department of Economics
Downloads 324 (130,924)
Citation 373

Abstract:

Loading...

2.

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 - Princeton School of Public and International Affairs
Downloads 757 (47,241)
Citation 1

Abstract:

Loading...

3.

New Indexes of Coincident and Leading Economic Indicators

Number of pages: 44 Posted: 19 Jun 2004
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 692 (53,241)
Citation 36

Abstract:

Loading...

4.

Inference with Weak Instruments

Downloads 474 ( 85,773)
Citation 33

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 413 (99,645)

Abstract:

Loading...

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 Last Revised: 12 May 2022
James H. Stock and Donald W. K. Andrews
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 61 (490,947)
Citation 4

Abstract:

Loading...

5.

Forecasting Asymmetric Unemployment Rates

Downloads 425 ( 97,789)
Citation 5

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 425 (96,961)
Citation 5

Abstract:

Loading...

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:

Loading...

6.

Forecasting Inflation

NBER Working Paper No. w7023
Number of pages: 46 Posted: 13 Apr 1999 Last Revised: 12 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 267 (160,738)
Citation 49

Abstract:

Loading...

7.

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

NBER Working Paper No. w6528
Number of pages: 83 Posted: 24 Jul 2000 Last Revised: 05 May 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 229 (186,584)
Citation 10

Abstract:

Loading...

8.

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 211 (201,548)
Citation 3

Abstract:

Loading...

9.

Diffusion Indexes

NBER Working Paper No. w6702
Number of pages: 67 Posted: 08 Aug 2000 Last Revised: 25 Apr 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 205 (207,079)

Abstract:

Loading...

10.

Implications of Dynamic Factor Models for VAR Analysis

NBER Working Paper No. w11467
Number of pages: 67 Posted: 08 Aug 2005 Last Revised: 02 May 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 190 (221,605)
Citation 15

Abstract:

Loading...

11.

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 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 188 (223,637)
Citation 2

Abstract:

Loading...

12.

Has the Business Cycle Changed and Why?

NBER Working Paper No. w9127
Number of pages: 80 Posted: 30 Aug 2002 Last Revised: 11 Jun 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 186 (225,672)
Citation 17

Abstract:

Loading...

13.

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 181 (231,156)
Citation 1

Abstract:

Loading...

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

14.

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 181 (231,156)
Citation 163

Abstract:

Loading...

Instrument relevance, Instrumental variables, Similar tests

15.

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

Downloads 176 (236,713)
Citation 148

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
Bocconi University - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 161 (255,701)
Citation 21

Abstract:

Loading...

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
Bocconi University - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 15 (770,410)
Citation 22
  • Add to Cart

Abstract:

Loading...

Multistep forecasts, VAR forecasts, forecast comparisons

16.

Phillips Curve Inflation Forecasts

NBER Working Paper No. w14322
Number of pages: 84 Posted: 15 Sep 2008 Last Revised: 19 Feb 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 159 (257,918)
Citation 11

Abstract:

Loading...

17.

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 158 (259,232)
Citation 10

Abstract:

Loading...

18.

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 148 (273,250)
Citation 3

Abstract:

Loading...

19.

Optimal Invariant Similar Tests for Instrumental Variables Regression

Downloads 140 (285,456)
Citation 59

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 113 (336,084)

Abstract:

Loading...

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 Last Revised: 28 Apr 2022
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 27 (668,557)
Citation 15

Abstract:

Loading...

20.

Measuring Real Activity Using a Weekly Economic Index

Downloads 137 (290,304)
Citation 9

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, Karel Mertens, James H. Stock and Mihir Trivedi
Federal Reserve Banks - Federal Reserve Bank of New York, FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas, Harvard University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 126 (310,534)
Citation 6

Abstract:

Loading...

weekly economic index, high frequency, measurement of economic activity, forecasting

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 2022
Daniel J. Lewis, Karel Mertens, Karel Mertens and James H. Stock
Federal Reserve Banks - Federal Reserve Bank of New York, FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics
Downloads 11 (810,298)
Citation 4

Abstract:

Loading...

21.

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 May 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 136 (291,949)
Citation 59

Abstract:

Loading...

22.

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

Downloads 131 (300,335)
Citation 42

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 105 (353,760)
Citation 1

Abstract:

Loading...

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 Last Revised: 20 Jun 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 26 (676,161)
Citation 6

Abstract:

Loading...

23.

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

Downloads 122 (316,637)
Citation 43

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 60 (490,947)

Abstract:

Loading...

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 52 (525,026)

Abstract:

Loading...

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 Last Revised: 30 Apr 2022
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 10 (820,645)
Citation 1

Abstract:

Loading...

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 0
Citation 15
  • Add to Cart

Abstract:

Loading...

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

24.

Instrumental Variables Regression with Weak Instruments

NBER Working Paper No. t0151
Number of pages: 71 Posted: 15 Sep 2000 Last Revised: 02 Jun 2022
Douglas Staiger and James H. Stock
Dartmouth College - Department of Economics and Harvard University - Department of Economics
Downloads 122 (316,637)
Citation 110

Abstract:

Loading...

25.

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 120 (320,386)
Citation 1

Abstract:

Loading...

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 119 (322,260)
Citation 97

Abstract:

Loading...

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 100 (362,810)
Citation 3

Abstract:

Loading...

Weak identification, Instrumental variables, Pretest

28.

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 95 (374,735)
Citation 6

Abstract:

Loading...

29.

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 93 (379,863)
Citation 19

Abstract:

Loading...

30.

Efficient Tests for an Autoregressive Unit Root

NBER Working Paper No. t0130
Number of pages: 46 Posted: 27 Jun 2007 Last Revised: 12 May 2022
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 90 (387,640)
Citation 10

Abstract:

Loading...

31.

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
New York University (NYU) - Department of Finance and Harvard University - Department of Economics
Downloads 89 (390,262)
Citation 3

Abstract:

Loading...

32.

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: 22 May 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 85 (401,271)
Citation 15

Abstract:

Loading...

33.

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: 28 Mar 2021
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 79 (418,745)
Citation 1

Abstract:

Loading...

34.

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 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 75 (431,195)
Citation 46

Abstract:

Loading...

35.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558
Number of pages: 62 Posted: 28 Jan 2002 Last Revised: 24 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 72 (440,812)
Citation 2

Abstract:

Loading...

36.

Reopening Scenarios

NBER Working Paper No. w27244
Number of pages: 42 Posted: 26 May 2020 Last Revised: 11 Jun 2022
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 70 (447,577)
Citation 9

Abstract:

Loading...

37.

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 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 69 (451,002)
Citation 12

Abstract:

Loading...

38.

Understanding Changes in International Business Cycle Dynamics

NBER Working Paper No. w9859
Number of pages: 51 Posted: 23 Jul 2003 Last Revised: 11 Jun 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 67 (457,903)
Citation 12

Abstract:

Loading...

39.

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 65 (464,919)
Citation 2

Abstract:

Loading...

40.

Pensions, the Option Value of Work, and Retirement

NBER Working Paper No. w2686
Number of pages: 54 Posted: 25 Jun 2004 Last Revised: 07 May 2022
James H. Stock and David A. Wise
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 60 (483,754)
Citation 19

Abstract:

Loading...

41.

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 58 (491,475)
Citation 3

Abstract:

Loading...

42.

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 Mar 2022
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 58 (491,475)
Citation 14

Abstract:

Loading...

43.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Federal Reserve Banks - Federal Reserve Bank of New York and Harvard University - Department of Economics
Downloads 55 (503,496)
Citation 5

Abstract:

Loading...

heteroskedasticity- and autocorrelation-robust estimation, HAR, long-run variance estimator

44.

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: 20 Jun 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 52 (516,108)

Abstract:

Loading...

45.

Modeling Inflation after the Crisis

NBER Working Paper No. w16488
Number of pages: 61 Posted: 25 Oct 2010 Last Revised: 22 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 51 (520,598)
Citation 11

Abstract:

Loading...

46.

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 Mar 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 49 (529,440)

Abstract:

Loading...

47.

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, Karel Mertens, James H. Stock and Mihir Trivedi
Federal Reserve Banks - Federal Reserve Bank of New York, FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas, Harvard University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 48 (533,985)
Citation 1

Abstract:

Loading...

weekly economic index, high frequency, measurement of economic activity, forecasting _________________

48.

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 47 (538,515)
Citation 27

Abstract:

Loading...

49.

Estimating Turning Points Using Large Data Sets

NBER Working Paper No. w16532
Number of pages: 47 Posted: 22 Nov 2010 Last Revised: 05 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 47 (538,515)
Citation 10

Abstract:

Loading...

50.

Economic Benefits of Covid-19 Screening Tests

NBER Working Paper No. w28031
Number of pages: 35 Posted: 02 Nov 2020 Last Revised: 05 Aug 2022
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 43 (557,824)

Abstract:

Loading...

51.

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 43 (557,824)

Abstract:

Loading...

52.

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 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 43 (557,824)
Citation 7

Abstract:

Loading...

53.

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: 25 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 43 (557,824)
Citation 56

Abstract:

Loading...

54.

The Use of Monetary Aggregate to Target Nominal GDP

NBER Working Paper No. w4304
Number of pages: 75 Posted: 16 Jul 2004 Last Revised: 07 Apr 2022
Martin S. Feldstein and James H. Stock
National Bureau of Economic Research (NBER) (deceased) and Harvard University - Department of Economics
Downloads 42 (562,848)
Citation 3

Abstract:

Loading...

55.

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 40 (573,090)

Abstract:

Loading...

56.

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 2022
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 39 (578,226)
Citation 1

Abstract:

Loading...

57.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198
Number of pages: 43 Posted: 16 Jul 2000 Last Revised: 18 Jul 2022
James H. Stock and Jonathan H. Wright
Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 38 (583,502)

Abstract:

Loading...

58.

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 38 (583,502)
Citation 1

Abstract:

Loading...

59.

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 2022
Christopher R. Knittel, Ben S. Meiselman and James H. Stock
Massachusetts Institute of Technology (MIT) - Center for Energy and Environmental Policy Research (CEEPR), Johns Hopkins University and Harvard University - Department of Economics
Downloads 37 (589,005)
Citation 7

Abstract:

Loading...

60.

Core Inflation and Trend Inflation

NBER Working Paper No. w21282
Number of pages: 37 Posted: 22 Jun 2015 Last Revised: 25 Feb 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 37 (589,005)
Citation 21

Abstract:

Loading...

61.

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 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 36 (594,591)
Citation 61

Abstract:

Loading...

62.

Slack and Cyclically Sensitive Inflation

NBER Working Paper No. w25987
Number of pages: 33 Posted: 26 Jun 2019 Last Revised: 04 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 35 (600,244)
Citation 14

Abstract:

Loading...

63.

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 33 (611,968)
Citation 2

Abstract:

Loading...

64.

Integrated Regressors and Tests of the Permanent Income Hypothesis

NBER Working Paper No. w2359
Number of pages: 20 Posted: 06 Apr 2007 Last Revised: 13 Jun 2022
James H. Stock and Kenneth D. West
Harvard University - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 31 (624,053)

Abstract:

Loading...

65.

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 30 (630,404)
Citation 5

Abstract:

Loading...

66.

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: 27 Jun 2021
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 28 (643,459)
Citation 2

Abstract:

Loading...

67.

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 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 28 (643,459)
Citation 82

Abstract:

Loading...

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 2022
Janice Eberly, James H. Stock and Jonathan H. Wright
Northwestern University, Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 24 (671,882)
Citation 6

Abstract:

Loading...

69.

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 2022
Graham Elliott and James H. Stock
University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics
Downloads 24 (671,882)
Citation 5

Abstract:

Loading...

70.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369
Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 18 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 24 (671,882)
Citation 1

Abstract:

Loading...

71.

Measuring Money Growth When Financial Markets are Changing

NBER Working Paper No. w4888
Number of pages: 54 Posted: 16 May 2011 Last Revised: 12 May 2022
James H. Stock and Martin S. Feldstein
Harvard University - Department of Economics and National Bureau of Economic Research (NBER) (deceased)
Downloads 22 (687,122)

Abstract:

Loading...

72.

Deciding between I(1) and I(0)

NBER Working Paper No. t0121
Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 02 May 2022
James H. Stock
Harvard University - Department of Economics
Downloads 22 (687,122)

Abstract:

Loading...

73.

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 2022
Ulrich K. Müller and James H. Stock
Princeton University - Department of Economics and Harvard University - Department of Economics
Downloads 18 (718,671)

Abstract:

Loading...

74.

The Macroeconomic Impact of Europe's Carbon Taxes

NBER Working Paper No. w27488
Number of pages: 53 Posted: 07 Jul 2020 Last Revised: 11 Aug 2022
Gilbert E. Metcalf and James H. Stock
Tufts University - Department of Economics and Harvard University - Department of Economics
Downloads 16 (735,394)
Citation 2

Abstract:

Loading...

75.

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 13 (762,342)

Abstract:

Loading...

76.

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: 04 Jul 2022
James H. Stock
Harvard University - Department of Economics
Downloads 10 (790,806)
Citation 10

Abstract:

Loading...

77.

An Econometric Model of International Long-Run Growth Dynamics

NBER Working Paper No. w26593
Number of pages: 50 Posted: 31 Dec 2019 Last Revised: 28 Feb 2022
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 10 (790,806)
Citation 2

Abstract:

Loading...

78.

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: 14 Mar 2021
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 10 (790,806)
Citation 7

Abstract:

Loading...

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 2022
James H. Stock and Daniel N. Stuart
Harvard University - Department of Economics and Harvard University
Downloads 8 (810,758)
  • Add to Cart

Abstract:

Loading...

80.

Climate Royalty Surcharges

NBER Working Paper No. w28564
Number of pages: 26 Posted: 15 Mar 2021 Last Revised: 20 Jul 2022
Brian C. Prest and James H. Stock
Resources for the Future and Harvard University - Department of Economics
Downloads 1 (892,363)
  • Add to Cart

Abstract:

Loading...

81.

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

Abstract:

Loading...