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List of works by James H. Stock

A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series

scientific article published in June 1998

A Probability Model of The Coincident Economic Indicators

scientific article published in November 1988

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

scientific article published in March 1992

A Relationship Between Regression Tests and Volatility Tests of Market ncy

scientific article published in April 1983

A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems

scientific article published in December 1989

An Econometric Model of International Long-run Growth Dynamics

scientific article published in December 2019

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

scientific article published in March 2015

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

scientific article published in August 1996

Asymptotics for GMM Estimators with Weak Instruments

scientific article published in July 1996

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

scientific article published in April 1998

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

scientific article published in June 1990

Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series

Core Inflation and Trend Inflation

scientific article published in June 2015

Data Gaps and the Policy Response to the Novel Coronavirus

scientific article published in March 2020

Deciding Between I(1) and I(0)

Diffusion Indexes

scientific article published in August 1998

Disentangling the Channels of the 2007-2009 Recession

scientific article published in May 2012

Drawing Inferences From Statistics Based on Multi-Year Asset Returns

Economic Benefits of COVID-19 Screening Tests

scientific article published in November 2020

Efficient Tests for an Autoregressive Unit Root

Efficient Windows and Labor Force Reduction

scientific article published in May 1990

Empirical Bayes Forecasts of One Time Series Using Many Predictors

Estimating Turning Points Using Large Data Sets

scientific article published in November 2010

Evidence on Structural Instability in Macroeconomic Time Series Relations

scientific article published in September 1994

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

scientific article published in May 2016

Forecasting Inflation

Forecasting Output and Inflation: The Role of Asset Prices

scientific article published in March 2001

Forecasts in a Slightly Misspecified Finite Order VAR

scientific article published in January 2011

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

Has the Business Cycle Changed and Why?

scientific article published in August 2002

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

scientific article published in June 2006

How Precise are Estimates of the Natural Rate of Unemployment?

scientific article published in March 1996

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

scientific article published in January 2018

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

scientific article published in July 2020

Implications of Dynamic Factor Models for VAR Analysis

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

scientific article published in June 1992

Inference with Weak Instruments

article published in 2005

Instrumental Variables Regression with Weak Instruments

scientific article published in January 1994

Integrated Regressors and Tests of the Permanent Income Hypothesis

scientific article published in August 1987

Interpreting Evidence on Money-Income Causality

scientific article published in April 1987

Measuring Money Growth When Financial Markets Are Changing

scientific article published in October 1994

Modeling Inflation After the Crisis

scientific article published in October 2010

Optimal Invariant Similar Tests for Instrumental Variables Regression

scientific article published in August 2004

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

Pensions, The Option Value of Work, and Retirement

scientific article published in August 1988

Phillips Curve Inflation Forecasts

scientific article published in September 2008

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

scientific article published in June 2001

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

scientific article published in November 1990

Reopening Scenarios

Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits

scientific article published in January 1994

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

scientific article published in January 2000

Searching for Prosperity

Slack and Cyclically Sensitive Inflation

Stochastic Trends and Economic Fluctuations

scientific article published in April 1987

Testing for Weak Instruments in Linear IV Regression

scientific article published in November 2002

The Disappointing Recovery of Output after 2009

scientific article published in June 2017

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

scientific article published in June 2019

The Macroeconomic Impact of Europe’s Carbon Taxes

scientific article published in July 2020

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

scientific article published in July 2015

The Pension Inducement to Retire: An Option Value Analysis

scientific article published in July 1988

The Price of Biodiesel RINs and Economic Fundamentals

scientific article published in December 2018

The Use of Monetary Aggregate to Target Nominal GDP

scientific article published in March 1993

Three Models of Retirement: Computational Complexity Versus Predictive Validity

scientific article published in December 1990

U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak

scientific article published in April 2020

Understanding Changes in International Business Cycle Dynamics

scientific article published in July 2003

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

scientific article published in June 2006

Why are Retirement Rates So High at Age 65?

scientific article published in July 1995