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

SCHOLARLY PAPERS

83

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in Total Papers Downloads

14,153

SSRN CITATIONS
Rank 54

SSRN RANKINGS

Top 54

in Total Papers Citations

3,753

CROSSREF CITATIONS

6,123

Scholarly Papers (83)

1.
Downloads 3,506 ( 6,284)
Citation 913

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 3,091 (7,530)
Citation 76

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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 2023
James H. Stock and Motohiro Yogo
Harvard University - Department of Economics and Princeton University - Department of Economics
Downloads 415 (131,378)
Citation 373

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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 887 (50,928)
Citation 1

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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 744 (64,577)
Citation 36

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4.
Downloads 535 (98,036)
Citation 36

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 444 (121,315)

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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 2023
James H. Stock and Donald W. K. Andrews
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 91 (524,998)
Citation 4

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5.
Downloads 448 (121,343)
Citation 7

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 448 (120,026)
Citation 7

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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

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6.

Forecasting Inflation

NBER Working Paper No. w7023
Number of pages: 46 Posted: 13 Apr 1999 Last Revised: 11 Sep 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 342 (164,576)
Citation 49

Abstract:

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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: 04 Nov 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 271 (209,879)
Citation 10

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8.

Diffusion Indexes

NBER Working Paper No. w6702
Number of pages: 67 Posted: 08 Aug 2000 Last Revised: 26 Oct 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 269 (211,443)

Abstract:

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9.

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 253 (224,795)
Citation 3

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10.

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 245 (231,973)
Citation 270

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Instrument relevance, Instrumental variables, Similar tests

11.

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 238 (238,699)
Citation 2

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

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
Bocconi University - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 223 (253,053)
Citation 23

Abstract:

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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
Bocconi University - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 15 (1,040,429)
Citation 22
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Multistep forecasts, VAR forecasts, forecast comparisons

13.

Implications of Dynamic Factor Models for VAR Analysis

NBER Working Paper No. w11467
Number of pages: 67 Posted: 08 Aug 2005 Last Revised: 02 Nov 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 213 (265,147)
Citation 30

Abstract:

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14.

Phillips Curve Inflation Forecasts

NBER Working Paper No. w14322
Number of pages: 84 Posted: 15 Sep 2008 Last Revised: 21 Aug 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 212 (266,328)
Citation 18

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15.

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

NBER Working Paper No. w4014
Number of pages: 81 Posted: 02 Feb 2001 Last Revised: 22 Dec 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 210 (268,623)
Citation 7

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16.

Has the Business Cycle Changed and Why?

NBER Working Paper No. w9127
Number of pages: 80 Posted: 30 Aug 2002 Last Revised: 11 Dec 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 206 (273,442)
Citation 71

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Optimal Invariant Similar Tests for Instrumental Variables Regression

Number of pages: 84 Posted: 10 Aug 2004
Yale University - Cowles Foundation, Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Harvard University - Department of Economics
Downloads 130 (404,955)

Abstract:

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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 2023
Yale University - Cowles Foundation, Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Harvard University - Department of Economics
Downloads 72 (606,122)
Citation 15

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18.

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 188 (297,016)
Citation 10

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

CFS Working Paper, No. 503, 2015
Number of pages: 38 Posted: 27 Feb 2015
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 78 (578,341)

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

CESifo Working Paper Series No. 5764
Number of pages: 29 Posted: 22 Mar 2016
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 73 (601,370)

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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 2023
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 27 (914,347)
Citation 1

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

CEPR Discussion Paper No. DP10430
Number of pages: 37 Posted: 24 Feb 2015
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 1 (1,177,700)
Citation 13
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Anticipation, Forward-looking behavior, Gasoline market, Gasoline tax, IV, Price elasticity of demand

20.
Downloads 178 (311,728)
Citation 22

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
University College London, 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 154 (353,229)
Citation 17

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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 2023
University College London, FRB DallasFederal Reserve Banks - Federal Reserve Bank of Dallas and Harvard University - Department of Economics
Downloads 24 (943,747)
Citation 7

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21.

Instrumental Variables Regression with Weak Instruments

NBER Working Paper No. t0151
Number of pages: 71 Posted: 15 Sep 2000 Last Revised: 02 Jun 2023
Douglas Staiger and James H. Stock
Dartmouth College - Department of Economics and Harvard University - Department of Economics
Downloads 173 (319,706)
Citation 110

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22.

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 166 (331,269)
Citation 4

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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 123 (422,570)
Citation 1

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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: 21 Dec 2022
Alexei Onatski and James H. Stock
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics
Downloads 43 (779,222)
Citation 6

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24.

Forecasting Output and Inflation: The Role of Asset Prices

NBER Working Paper No. w8180
Number of pages: 112 Posted: 24 Mar 2001 Last Revised: 09 Nov 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 162 (338,247)
Citation 59

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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 145 (370,761)
Citation 2

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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 141 (378,962)
Citation 215

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27.
Downloads 128 (408,693)
Citation 1

Climate Policy Reform Options in 2025

UCLA School of Law, Law-Econ Research Paper No. 24-02
Number of pages: 34 Posted: 23 Feb 2024 Last Revised: 26 Mar 2024
Stanford UniversityElectric Power Research Institute, UCLA School of Law, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 84 (552,561)

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Climate policy; Inflation Reduction Act; tax credits; carbon fee; decarbonization

Climate Policy Reform Options in 2025

UCLA School of Law, Law-Econ Research Paper No. 24-02
Number of pages: 34 Posted: 08 Mar 2024 Last Revised: 26 Mar 2024
Stanford UniversityElectric Power Research Institute, UCLA School of Law, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 36 (834,004)
Citation 1

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Climate policy; Inflation Reduction Act; tax credits; carbon fee; decarbonization

Climate Policy Reform Options in 2025

NBER Working Paper No. w32168
Number of pages: 34 Posted: 26 Feb 2024 Last Revised: 27 Feb 2024
Stanford UniversityElectric Power Research Institute, UCLA School of Law, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 8 (1,114,531)
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28.

Stochastic Trends and Economic Fluctuations

NBER Working Paper No. w2229
Number of pages: 60 Posted: 04 Jul 2004 Last Revised: 06 Aug 2022
Boston University - Department of Economics, Federal Reserve Bank of Philadelphia, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 128 (408,693)
Citation 19

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29.

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 123 (420,979)
Citation 6

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Weak identification, Instrumental variables, Pretest

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 2023
Graham Elliott, Thomas J. Rothenberg and James H. Stock
University of California, San Diego (UCSD) - Department of Economics, affiliation not provided to SSRN and Harvard University - Department of Economics
Downloads 121 (426,243)
Citation 10

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31.

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 113 (448,660)
Citation 6

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32.

Drawing Inferences from Statistics Based on Multi-Year Asset Returns

NBER Working Paper No. w3335
Number of pages: 31 Posted: 03 Jan 2007 Last Revised: 14 Aug 2022
Matthew P. Richardson and James H. Stock
Department of Finance, Leonard N. Stern School of Business, New York University and Harvard University - Department of Economics
Downloads 112 (451,592)
Citation 3

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33.

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

NBER Working Paper No. t0323
Number of pages: 27 Posted: 29 Jun 2006 Last Revised: 02 Jan 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 109 (460,691)
Citation 29

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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 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 92 (516,697)
Citation 46

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35.

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

NBER Working Paper No. w8320
Number of pages: 87 Posted: 07 Jun 2001 Last Revised: 26 Sep 2022
Douglas Staiger, James H. Stock and Mark W. Watson
Dartmouth College - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 92 (516,697)
Citation 4

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36.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

NBER Working Paper No. w3558
Number of pages: 62 Posted: 28 Jan 2002 Last Revised: 23 Sep 2022
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 88 (531,325)
Citation 2

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37.

Understanding Changes in International Business Cycle Dynamics

NBER Working Paper No. w9859
Number of pages: 51 Posted: 23 Jul 2003 Last Revised: 11 Dec 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 87 (534,955)
Citation 26

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38.

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

NBER Working Paper No. w27528
Number of pages: 26 Posted: 14 Jul 2020 Last Revised: 20 Mar 2023
Massachusetts Institute of Technology (MIT), Harvard University, Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 85 (542,693)
Citation 2

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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 85 (542,693)
Citation 8

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40.

Evidence on Structural Instability in Macroeconomic Time Series Relations

NBER Working Paper No. t0164
Number of pages: 45 Posted: 26 Aug 2000 Last Revised: 15 Jun 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 85 (542,693)
Citation 12

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41.

The Size-Power Tradeoff in HAR Inference

Number of pages: 32 Posted: 15 Aug 2019 Last Revised: 18 Jan 2021
Eben Lazarus, Daniel J. Lewis and James H. Stock
University of California, Berkeley - Haas School of Business - Finance Group, University College London and Harvard University - Department of Economics
Downloads 82 (554,651)
Citation 12

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

42.

Reopening Scenarios

NBER Working Paper No. w27244
Number of pages: 42 Posted: 26 May 2020 Last Revised: 11 Jun 2023
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 81 (558,747)
Citation 10

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43.

Empirical Bayes Forecasts of One Time Series Using Many Predictors

NBER Working Paper No. t0269
Number of pages: 156 Posted: 23 Mar 2001 Last Revised: 29 Mar 2023
Thomas Knox, James H. Stock and Mark W. Watson
Harvard Business School, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 81 (558,747)
Citation 27

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44.

Pensions, the Option Value of Work, and Retirement

NBER Working Paper No. w2686
Number of pages: 54 Posted: 25 Jun 2004 Last Revised: 05 Nov 2022
James H. Stock and David A. Wise
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 80 (562,873)
Citation 32

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45.

Modeling Inflation after the Crisis

NBER Working Paper No. w16488
Number of pages: 61 Posted: 25 Oct 2010 Last Revised: 22 Jul 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 78 (571,126)
Citation 11

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46.

Estimating Turning Points Using Large Data Sets

NBER Working Paper No. w16532
Number of pages: 47 Posted: 22 Nov 2010 Last Revised: 05 Mar 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 72 (597,477)
Citation 16

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47.

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 72 (597,477)
Citation 6

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48.

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
University College London, 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 70 (606,732)
Citation 4

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

49.

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

NBER Working Paper No. w2085
Number of pages: 62 Posted: 03 May 2004 Last Revised: 14 Sep 2022
Columbia University - Columbia Business School, Columbia University - Columbia Business School, Finance and Harvard University - Department of Economics
Downloads 70 (606,732)

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50.

The Price of Biodiesel Rins and Economic Fundamentals

NBER Working Paper No. w25341
Number of pages: 23 Posted: 11 Dec 2018 Last Revised: 30 Mar 2023
Scott H. Irwin, Kristen McCormack and James H. Stock
University of Illinois at Urbana-Champaign, Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics
Downloads 67 (620,794)
Citation 2

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51.

Integrated Regressors and Tests of the Permanent Income Hypothesis

NBER Working Paper No. w2359
Number of pages: 20 Posted: 06 Apr 2007 Last Revised: 14 Dec 2022
James H. Stock and Kenneth D. West
Harvard University - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 67 (620,794)

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52.

The Use of Monetary Aggregate to Target Nominal GDP

NBER Working Paper No. w4304
Number of pages: 75 Posted: 16 Jul 2004 Last Revised: 10 Oct 2022
Martin S. Feldstein and James H. Stock
National Bureau of Economic Research (NBER) (deceased) and Harvard University - Department of Economics
Downloads 65 (630,702)
Citation 4

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53.

How Precise are Estimates of the Natural Rate of Unemployment?

NBER Working Paper No. w5477
Number of pages: 58 Posted: 26 Jun 1998 Last Revised: 21 Dec 2022
Douglas Staiger, James H. Stock and Mark W. Watson
Dartmouth College - Department of Economics, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 65 (630,702)
Citation 17

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54.

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
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 64 (635,840)
Citation 40

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55.

Core Inflation and Trend Inflation

NBER Working Paper No. w21282
Number of pages: 37 Posted: 22 Jun 2015 Last Revised: 25 Feb 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 62 (646,093)
Citation 50

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56.

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

NBER Working Paper No. w3376
Number of pages: 110 Posted: 27 Apr 2000 Last Revised: 24 Sep 2022
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 61 (651,310)
Citation 56

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57.

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 60 (656,691)

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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 60 (656,691)
Citation 1

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59.

A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems

NBER Working Paper No. t0083
Number of pages: 31 Posted: 09 Mar 2004 Last Revised: 26 Mar 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 57 (672,905)
Citation 61

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60.

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

NBER Working Paper No. t0201
Number of pages: 33 Posted: 15 Jul 2000 Last Revised: 22 Jul 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 57 (672,905)
Citation 7

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61.

The Macroeconomic Impact of Europe's Carbon Taxes

NBER Working Paper No. w27488
Number of pages: 53 Posted: 07 Jul 2020 Last Revised: 10 Jul 2023
Gilbert E. Metcalf and James H. Stock
Tufts University - Department of Economics and Harvard University - Department of Economics
Downloads 56 (678,596)
Citation 2

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62.

Economic Benefits of Covid-19 Screening Tests

NBER Working Paper No. w28031
Number of pages: 35 Posted: 02 Nov 2020 Last Revised: 03 Feb 2023
University of California, Los Angeles (UCLA) - Department of Economics, Harvard University, affiliation not provided to SSRN and Harvard University - Department of Economics
Downloads 55 (684,167)

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63.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198
Number of pages: 43 Posted: 16 Jul 2000 Last Revised: 19 Jul 2023
James H. Stock and Jonathan H. Wright
Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 55 (684,167)

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64.

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 53 (695,773)
Citation 4

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65.

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

NBER Working Paper No. w21343
Number of pages: 46 Posted: 13 Jul 2015 Last Revised: 27 Apr 2023
Massachusetts Institute of Technology (MIT) - Center for Energy and Environmental Policy Research (CEEPR), U.S. Department of the Treasury and Harvard University - Department of Economics
Downloads 52 (701,806)
Citation 7

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66.

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 52 (701,806)
Citation 2

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67.

Slack and Cyclically Sensitive Inflation

NBER Working Paper No. w25987
Number of pages: 33 Posted: 26 Jun 2019 Last Revised: 05 Jul 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 51 (708,032)
Citation 35

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68.

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

NBER Working Paper No. w24216
Number of pages: 51 Posted: 22 Jan 2018 Last Revised: 03 Mar 2023
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 45 (746,517)
Citation 82

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69.

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

NBER Working Paper No. w26002
Number of pages: 69 Posted: 26 Jun 2019 Last Revised: 20 Jul 2023
Janice Eberly, James H. Stock and Jonathan H. Wright
Northwestern University, Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 44 (753,284)
Citation 6

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70.

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 44 (753,284)
Citation 5

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71.

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

NBER Working Paper No. t0122
Number of pages: 43 Posted: 27 Jun 2007 Last Revised: 04 May 2023
Graham Elliott and James H. Stock
University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics
Downloads 42 (767,224)

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72.

Measuring Money Growth When Financial Markets are Changing

NBER Working Paper No. w4888
Number of pages: 54 Posted: 16 May 2011 Last Revised: 11 Nov 2022
James H. Stock and Martin S. Feldstein
Harvard University - Department of Economics and National Bureau of Economic Research (NBER) (deceased)
Downloads 39 (789,033)

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73.

Efficient Windows and Labor Force Reduction

NBER Working Paper No. w3369
Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 17 Sep 2022
Robin L. Lumsdaine, James H. Stock and David A. Wise
American University - Department of Finance and Real Estate, Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 38 (796,425)
Citation 4

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74.

Deciding between I(1) and I(0)

NBER Working Paper No. t0121
Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 03 May 2023
James H. Stock
Harvard University - Department of Economics
Downloads 37 (804,052)

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75.

Forecasts in a Slightly Misspecified Finite Order VAR

NBER Working Paper No. w16714
Number of pages: 52 Posted: 24 Jan 2011 Last Revised: 04 Mar 2023
Ulrich K. Müller and James H. Stock
Princeton University - Department of Economics and Harvard University - Department of Economics
Downloads 34 (827,715)

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76.

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 31 (852,320)

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77.

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

NBER Working Paper No. w22214
Number of pages: 43 Posted: 02 May 2016 Last Revised: 13 Mar 2023
Todd Gerarden, Spencer Reeder and James H. Stock
Cornell University - Dyson School of Applied Economics and Management, Vulcan Philanthropy and Harvard University - Department of Economics
Downloads 26 (896,750)
Citation 7

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78.

Robust Decarbonization of the Us Power Sector: Policy Options

NBER Working Paper No. w28677
Number of pages: 43 Posted: 12 Apr 2021 Last Revised: 11 May 2023
James H. Stock and Daniel N. Stuart
Harvard University - Department of Economics and Harvard University
Downloads 17 (985,028)

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79.

Data Gaps and the Policy Response to the Novel Coronavirus

NBER Working Paper No. w26902
Number of pages: 12 Posted: 30 Mar 2020 Last Revised: 05 Jul 2023
James H. Stock
Harvard University - Department of Economics
Downloads 16 (995,390)
Citation 10

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80.

An Econometric Model of International Long-Run Growth Dynamics

NBER Working Paper No. w26593
Number of pages: 50 Posted: 31 Dec 2019 Last Revised: 01 Mar 2023
Ulrich Müller, James H. Stock and Mark W. Watson
Princeton University, Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 14 (1,016,184)
Citation 2

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81.

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

NBER Working Paper No. w32228
Number of pages: 33 Posted: 11 Mar 2024
James H. Stock and Matthew Zaragoza-Watkins
Harvard University - Department of Economics and University of California, Davis
Downloads 10 (1,055,635)
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82.

Climate Royalty Surcharges

NBER Working Paper No. w28564
Number of pages: 26 Posted: 15 Mar 2021 Last Revised: 20 Jul 2023
Brian C. Prest and James H. Stock
Resources for the Future and Harvard University - Department of Economics
Downloads 6 (1,091,377)

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83.

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

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