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Authors whose works are in public domain in at least one jurisdiction

List of works by James H. Stock

1-50 of 67 results

Testing for Weak Instruments in Linear IV Regression

scientific article published in November 2002

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

Instrumental Variables Regression with Weak Instruments

scientific article published in January 1994

Inference with Weak Instruments

article published in 2005

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

scientific article published in January 2000

Optimal Invariant Similar Tests for Instrumental Variables Regression

scientific article published in August 2004

Efficient Tests for an Autoregressive Unit Root

Modeling Inflation After the Crisis

scientific article published in October 2010

How Precise are Estimates of the Natural Rate of Unemployment?

scientific article published in March 1996

Diffusion Indexes

scientific article published in August 1998

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

scientific article published in June 2006

Disentangling the Channels of the 2007-2009 Recession

scientific article published in May 2012

Phillips Curve Inflation Forecasts

scientific article published in September 2008

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

scientific article published in June 1990

Efficient Windows and Labor Force Reduction

scientific article published in May 1990

The Price of Biodiesel RINs and Economic Fundamentals

scientific article published in December 2018

Interpreting Evidence on Money-Income Causality

scientific article published in April 1987

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

scientific article published in November 1990

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

scientific article published in January 2018

Deciding Between I(1) and I(0)

Understanding Changes in International Business Cycle Dynamics

scientific article published in July 2003

An Econometric Model of International Long-run Growth Dynamics

scientific article published in December 2019

Why are Retirement Rates So High at Age 65?

scientific article published in July 1995

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

scientific article published in April 2020

Forecasting Inflation

Forecasting Output and Inflation: The Role of Asset Prices

scientific article published in March 2001

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

scientific article published in June 1992

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

scientific article published in July 2020

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

scientific article published in March 2015

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

scientific article published in June 2001

The Pension Inducement to Retire: An Option Value Analysis

scientific article published in July 1988

Forecasts in a Slightly Misspecified Finite Order VAR

scientific article published in January 2011

Three Models of Retirement: Computational Complexity Versus Predictive Validity

scientific article published in December 1990

Empirical Bayes Forecasts of One Time Series Using Many Predictors

Asymptotics for GMM Estimators with Weak Instruments

scientific article published in July 1996

Measuring Money Growth When Financial Markets Are Changing

scientific article published in October 1994

A Probability Model of The Coincident Economic Indicators

scientific article published in November 1988

Implications of Dynamic Factor Models for VAR Analysis

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

scientific article published in March 1992

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

scientific article published in January 1994

Pensions, The Option Value of Work, and Retirement

scientific article published in August 1988

The Macroeconomic Impact of Europe’s Carbon Taxes

scientific article published in July 2020

The Use of Monetary Aggregate to Target Nominal GDP

scientific article published in March 1993

A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems

scientific article published in December 1989

Stochastic Trends and Economic Fluctuations

scientific article published in April 1987

Economic Benefits of COVID-19 Screening Tests

scientific article published in November 2020

Core Inflation and Trend Inflation

scientific article published in June 2015

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

scientific article published in June 2019

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

scientific article published in June 1998

The Disappointing Recovery of Output after 2009

scientific article published in June 2017