James H. Stock

Harvard University - Department of Economics

Chairman

Littauer Center

Cambridge, MA 02138

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

Harvard University - Harvard Kennedy School (HKS)

79 John F. Kennedy Street

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

65

DOWNLOADS
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7,833

CITATIONS
Rank 20

SSRN RANKINGS

Top 20

in Total Papers Citations

5,495

Scholarly Papers (65)

1.
Downloads 2,267 ( 4,489)
Citation 520

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.
Downloads 429 ( 54,564)
Citation 34

Inference with Weak Instruments

Cowles Foundation Discussion Paper No. 1530
Number of pages: 68 Posted: 11 Aug 2005
Donald W. K. Andrews and James H. Stock
Yale University - Cowles Foundation and Harvard University - Department of Economics
Downloads 382 (62,261)
Citation 34

Abstract:

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

Inference with Weak Instruments

NBER Working Paper No. t0313
Number of pages: 60 Posted: 19 Oct 2005
James H. Stock and Donald W. K. Andrews
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 47 (343,251)
Citation 34

Abstract:

4.
Downloads 383 ( 62,675)
Citation 17

Forecasting Asymmetric Unemployment Rates

Number of pages: 20 Posted: 01 Feb 1997
Philip Rothman and James H. Stock
East Carolina University - Department of Economics and Harvard University - Department of Economics
Downloads 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:

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
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:

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
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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Abstract:

Multistep forecasts, VAR forecasts, forecast comparisons

12.

Confidence Intervals for Autoregressive Coefficients Near One

UCSD Economics Discussion Paper 2000-19
Number of pages: 38 Posted: 07 Jan 2001
Graham Elliott and James H. Stock
University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics
Downloads 130 (180,170)
Citation 12

Abstract:

Optimal Invariant Similar Tests for Instrumental Variables Regression

Cowles Foundation Discussion Paper No. 1476
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 103 (219,480)
Citation 31

Abstract:

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

Optimal Invariant Similar Tests for Instrumental Variables Regression

NBER Working Paper No. t0299
Number of pages: 83 Posted: 23 Aug 2004
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:

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 control, parameter uncertainty, Brainard uncertainty

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

NBER Working Paper No. w7490
Number of pages: 44 Posted: 08 May 2000
Alexei Onatski and James H. Stock
Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics
Downloads 22 (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:

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

CFS Working Paper, No. 503, 2015
Number of pages: 38 Posted: 27 Feb 2015
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
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:

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
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
Harvard University, University of California, Berkeley - Haas School of Business, University of Michigan at Ann Arbor - Department of Economics and Harvard University - Department of Economics
Downloads 0
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Abstract:

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

22.

Phillips Curve Inflation Forecasts

NBER Working Paper No. w14322
Number of pages: 84 Posted: 15 Sep 2008
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 76 (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
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:

Weak identification, Instrumental variables, Pretest

37.

A State-Dependent Model for Inflation Forecasting

FRB International Finance Discussion Paper No. 1062
Number of pages: 25 Posted: 07 Dec 2012
Andrea Stella and James H. Stock
Board of Governors of the Federal Reserve System and Harvard University - Department of Economics
Downloads 40 (289,159)

Abstract:

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

38.

Empirical Bayes Forecasts of One Time Series Using Many Predictors

NBER Working Paper No. t0269
Number of pages: 156 Posted: 23 Mar 2001
Thomas Knox, James H. Stock and Mark W. Watson
Harvard Business School, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 40 (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
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

Abstract:

46.

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Journal of Business and Economic Statistics, Vol. 20, No. 4, 2002
Number of pages: 52 Posted: 09 Jan 2011
James H. Stock, Jonathan H. Wright and Motohiro Yogo
Harvard University - Department of Economics, Johns Hopkins University - Department of Economics and Princeton University - Department of Economics
Downloads 30 (308,838)
Citation 320

Abstract:

Instrument relevance, Instrumental variables, Similar tests

47.

Asymptotics for GMM Estimators with Weak Instruments

NBER Working Paper No. t0198
Number of pages: 43 Posted: 16 Jul 2000 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

Abstract:

53.

Integrated Regressors and Tests of the Permanent Income Hypothesis

NBER Working Paper No. w2359
Number of pages: 20 Posted: 06 Apr 2007
James H. Stock and Kenneth D. West
Harvard University - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 22 (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

Abstract:

55.

Deciding between I(1) and I(0)

NBER Working Paper No. t0121
Number of pages: 53 Posted: 27 Jun 2007
James H. Stock
Harvard University - Department of Economics
Downloads 16 (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)

Abstract:

61.

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

NBER Working Paper No. w21343
Number of pages: 46 Posted: 13 Jul 2015
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

Abstract:

63.

A Relationship between Regression Tests and Volatility Tests of Market Ncy

NBER Working Paper No. w1105
Number of pages: 24 Posted: 12 Jul 2010
Jeffrey A. Frankel and James H. Stock
Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics
Downloads 6 (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
Federal Reserve Bank of San Francisco, Stanford University - The Hoover Institution on War, Revolution and Peace, Harvard University - Department of Economics and Princeton University - Woodrow Wilson School of Public and International Affairs
Downloads 0 (366,699)
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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
Downloads 0 (525,678)
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Abstract: