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

81

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10,775

SSRN CITATIONS
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Top 42

in Total Papers Citations

2,176

CROSSREF CITATIONS

6,123

Scholarly Papers (81)

1.
Downloads 2,930 ( 5,414)
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 2,627 (6,338)
Citation 76

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Testing for Weak Instruments in Linear IV Regression

Number of pages: 73 Posted: 02 Apr 2003 Last Revised: 13 Oct 2021
James H. Stock and Motohiro Yogo
Harvard University - Department of Economics and Princeton University - Department of Economics
Downloads 303 (128,187)
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 681 (49,148)
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 680 (49,247)
Citation 36

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4.
Downloads 462 ( 80,020)
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 407 (92,059)

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

Inference with Weak Instruments

Number of pages: 60 Posted: 19 Oct 2005 Last Revised: 11 Nov 2021
James H. Stock and Donald W. K. Andrews
Harvard University - Department of Economics and Yale University - Cowles Foundation
Downloads 55 (473,518)
Citation 4

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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 413 (90,446)
Citation 5

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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

Number of pages: 46 Posted: 13 Apr 1999 Last Revised: 11 Sep 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 255 (153,893)
Citation 49

Abstract:

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7.

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

Number of pages: 83 Posted: 24 Jul 2000 Last Revised: 04 Nov 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 220 (177,506)
Citation 10

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8.

Diffusion Indexes

Number of pages: 67 Posted: 08 Aug 2000 Last Revised: 25 Oct 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 200 (193,984)

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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 196 (197,548)
Citation 3

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10.

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

Number of pages: 81 Posted: 02 Feb 2001 Last Revised: 21 Jun 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 182 (210,992)
Citation 2

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11.

Implications of Dynamic Factor Models for VAR Analysis

Number of pages: 67 Posted: 08 Aug 2005 Last Revised: 01 Nov 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 178 (215,105)
Citation 15

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12.

Number of pages: 80 Posted: 30 Aug 2002 Last Revised: 15 Jun 2020
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 177 (216,123)
Citation 17

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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 157 (239,782)
Citation 21

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

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 (712,100)
Citation 22
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Abstract:

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Multistep forecasts, VAR forecasts, forecast comparisons

14.

A State-Dependent Model for Inflation Forecasting

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 167 (227,044)
Citation 1

Abstract:

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

15.

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 159 (236,714)
Citation 163

Abstract:

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Instrument relevance, Instrumental variables, Similar tests

16.

Phillips Curve Inflation Forecasts

Number of pages: 84 Posted: 15 Sep 2008 Last Revised: 21 Aug 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 154 (243,063)
Citation 11

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17.

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 145 (255,265)
Citation 3

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18.

A Probability Model of the Coincident Economic Indicators

Number of pages: 41 Posted: 09 Mar 2004 Last Revised: 31 Jul 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 143 (258,120)
Citation 10

Abstract:

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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 113 (309,316)

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

Number of pages: 83 Posted: 23 Aug 2004 Last Revised: 28 Oct 2021
Yale University - Cowles Foundation, Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Harvard University - Department of Economics
Downloads 25 (633,911)
Citation 15

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20.

Forecasting Output and Inflation: The Role of Asset Prices

Number of pages: 112 Posted: 24 Mar 2001 Last Revised: 08 Nov 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 131 (276,330)
Citation 59

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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 105 (325,737)
Citation 1

Abstract:

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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

Number of pages: 44 Posted: 08 May 2000 Last Revised: 02 Apr 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 26 (626,611)
Citation 6

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22.
Downloads 126 (284,577)
Citation 9

Measuring Real Activity Using a Weekly Economic Index

Number of pages: 25 Posted: 14 Apr 2020 Last Revised: 14 Sep 2020
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 115 (305,416)
Citation 6

Abstract:

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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

Number of pages: 16 Posted: 13 Apr 2020 Last Revised: 26 Aug 2021
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 (746,267)
Citation 4

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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 60 (453,899)

Abstract:

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

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 49 (498,849)

Abstract:

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IV, price elasticity of demand, gasoline, anticipation, intertemporal substitution, storage

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

Number of pages: 36 Posted: 02 Mar 2015 Last Revised: 30 Oct 2021
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 9 (763,407)
Citation 1

Abstract:

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

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 0
Citation 15
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Anticipation, Forward-looking behavior, Gasoline market, Gasoline tax, IV, Price elasticity of demand

24.

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

Number of pages: 60 Posted: 05 Jul 2000 Last Revised: 23 Jul 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 116 (302,024)
Citation 1

Abstract:

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25.

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

Number of pages: 64 Posted: 14 Jul 2006 Last Revised: 05 Sep 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 112 (309,591)
Citation 97

Abstract:

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26.

Instrumental Variables Regression with Weak Instruments

Number of pages: 71 Posted: 15 Sep 2000 Last Revised: 02 Dec 2021
Douglas Staiger and James H. Stock
Dartmouth College - Department of Economics and Harvard University - Department of Economics
Downloads 111 (311,527)
Citation 110

Abstract:

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27.

Interpreting Evidence on Money-Income Causality

Number of pages: 37 Posted: 13 Feb 2007 Last Revised: 05 Aug 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 94 (347,681)
Citation 6

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28.

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 92 (352,452)
Citation 3

Abstract:

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Weak identification, Instrumental variables, Pretest

29.

Stochastic Trends and Economic Fluctuations

Number of pages: 60 Posted: 04 Jul 2004 Last Revised: 06 Aug 2021
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 89 (359,841)
Citation 19

Abstract:

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30.

Drawing Inferences from Statistics Based on Multi-Year Asset Returns

Number of pages: 31 Posted: 03 Jan 2007 Last Revised: 14 Aug 2021
Matthew P. Richardson and James H. Stock
New York University (NYU) - Department of Finance and Harvard University - Department of Economics
Downloads 88 (362,408)
Citation 3

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31.

Efficient Tests for an Autoregressive Unit Root

Number of pages: 46 Posted: 27 Jun 2007 Last Revised: 11 Nov 2021
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 85 (370,238)
Citation 10

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32.

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

Number of pages: 27 Posted: 29 Jun 2006 Last Revised: 21 Nov 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 83 (375,499)
Citation 15

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33.

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

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 76 (395,158)
Citation 1

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34.

Number of pages: 55 Posted: 19 May 2012 Last Revised: 15 Jun 2020
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 69 (416,726)
Citation 46

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35.

Reopening Scenarios

Number of pages: 42 Posted: 26 May 2020 Last Revised: 27 Jun 2021
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 68 (419,984)
Citation 9

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36.

Evidence on Structural Instability in Macroeconomic Time Series Relations

Number of pages: 45 Posted: 26 Aug 2000
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 68 (419,984)
Citation 12

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37.

Three Models of Retirement: Computational Complexity Versus Predictive Validity

Number of pages: 62 Posted: 28 Jan 2002 Last Revised: 23 Sep 2021
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 67 (423,275)
Citation 2

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38.

Number of pages: 51 Posted: 23 Jul 2003 Last Revised: 15 Jun 2020
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 65 (429,968)
Citation 12

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39.

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

Number of pages: 53 Posted: 13 Nov 2007 Last Revised: 06 Aug 2021
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 61 (443,843)
Citation 2

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40.

Pensions, the Option Value of Work, and Retirement

Number of pages: 54 Posted: 25 Jun 2004 Last Revised: 05 Nov 2021
James H. Stock and David A. Wise
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 58 (454,840)
Citation 20

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41.

Empirical Bayes Forecasts of One Time Series Using Many Predictors

Number of pages: 156 Posted: 23 Mar 2001 Last Revised: 27 Sep 2021
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 57 (458,662)
Citation 14

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42.

Searching for Prosperity

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 54 (469,947)
Citation 3

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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 53 (473,841)
Citation 5

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

44.

How Precise are Estimates of the Natural Rate of Unemployment?

Number of pages: 58 Posted: 26 Jun 1998 Last Revised: 25 Sep 2000
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 50 (486,081)
Citation 12

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45.

Growing in Debt: the &Apos;Farm Crisis&Apos; and Public Policy

Number of pages: 62 Posted: 03 May 2004 Last Revised: 13 Sep 2021
Columbia University - Columbia Business School, Columbia Business School - Finance and Economics and Harvard University - Department of Economics
Downloads 48 (494,513)

Abstract:

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46.

The Disappointing Recovery of Output after 2009

Number of pages: 63 Posted: 26 Jun 2017 Last Revised: 31 Oct 2021
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 46 (503,267)
Citation 27

Abstract:

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47.

High Frequency Data and a Weekly Economic Index during the Pandemic

Number of pages: 9 Posted: 23 Dec 2020
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 44 (512,144)

Abstract:

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

48.

Modeling Inflation after the Crisis

Number of pages: 61 Posted: 25 Oct 2010 Last Revised: 22 Jul 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 44 (512,144)
Citation 11

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49.

Estimating Turning Points Using Large Data Sets

Number of pages: 47 Posted: 22 Nov 2010 Last Revised: 04 Sep 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 43 (516,720)
Citation 10

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50.

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

Number of pages: 38 Posted: 24 Jan 2007 Last Revised: 17 Oct 2021
James H. Stock
Harvard University - Department of Economics
Downloads 42 (521,394)

Abstract:

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51.

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

Number of pages: 33 Posted: 15 Jul 2000 Last Revised: 22 Jul 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 42 (521,394)
Citation 7

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52.

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

Number of pages: 110 Posted: 27 Apr 2000 Last Revised: 24 Sep 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 42 (521,394)
Citation 56

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53.

The Use of Monetary Aggregate to Target Nominal GDP

Number of pages: 75 Posted: 16 Jul 2004 Last Revised: 07 Oct 2021
Martin S. Feldstein and James H. Stock
National Bureau of Economic Research (NBER) (deceased) and Harvard University - Department of Economics
Downloads 41 (526,080)
Citation 3

Abstract:

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54.

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

Number of pages: 64 Posted: 18 May 2000 Last Revised: 11 Aug 2021
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 39 (535,884)

Abstract:

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55.

Economic Benefits of Covid-19 Screening Tests

Number of pages: 35 Posted: 02 Nov 2020 Last Revised: 05 Aug 2021
University of California, Los Angeles (UCLA) - Department of Economics, Harvard University, affiliation not provided to SSRN and Harvard University - Department of Economics
Downloads 37 (545,961)

Abstract:

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56.

Asymptotics for GMM Estimators with Weak Instruments

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 37 (545,961)

Abstract:

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57.

A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems

Number of pages: 31 Posted: 09 Mar 2004 Last Revised: 25 Sep 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 35 (556,409)
Citation 61

Abstract:

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58.

Why are Retirement Rates so High at Age 65?

Number of pages: 44 Posted: 10 Jun 2000 Last Revised: 08 Sep 2021
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 35 (556,409)
Citation 1

Abstract:

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59.

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

Number of pages: 46 Posted: 13 Jul 2015 Last Revised: 27 Oct 2021
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Johns Hopkins University and Harvard University - Department of Economics
Downloads 34 (561,771)
Citation 7

Abstract:

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60.

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

Number of pages: 64 Posted: 10 Jul 2007 Last Revised: 26 Jun 2021
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 32 (572,693)
Citation 2

Abstract:

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61.

Integrated Regressors and Tests of the Permanent Income Hypothesis

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 29 (590,117)

Abstract:

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62.

Core Inflation and Trend Inflation

Number of pages: 37 Posted: 22 Jun 2015 Last Revised: 27 Aug 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 28 (596,293)
Citation 21

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63.

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

Number of pages: 51 Posted: 22 Jan 2018 Last Revised: 02 Sep 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 27 (602,516)
Citation 82

Abstract:

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64.

The Pension Inducement to Retire: an Option Value Analysis

Number of pages: 39 Posted: 16 Jul 2004 Last Revised: 10 Oct 2021
James H. Stock and David A. Wise
Harvard University - Department of Economics and National Bureau of Economic Research (NBER)
Downloads 27 (602,516)
Citation 5

Abstract:

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65.

Slack and Cyclically Sensitive Inflation

Number of pages: 33 Posted: 26 Jun 2019 Last Revised: 19 Nov 2021
James H. Stock and Mark W. Watson
Harvard University - Department of Economics and Princeton University - Princeton School of Public and International Affairs
Downloads 26 (609,005)
Citation 14

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66.

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

Number of pages: 26 Posted: 14 Jul 2020 Last Revised: 27 Jun 2021
Massachusetts Institute of Technology (MIT), Harvard University, Harvard University - Department of Economics and Harvard University - Department of Economics
Downloads 25 (615,699)
Citation 2

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67.

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

Number of pages: 69 Posted: 26 Jun 2019 Last Revised: 24 Sep 2021
Janice Eberly, James H. Stock and Jonathan H. Wright
Northwestern University, Harvard University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 23 (629,428)
Citation 6

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68.

The Price of Biodiesel Rins and Economic Fundamentals

Number of pages: 23 Posted: 11 Dec 2018 Last Revised: 07 Oct 2021
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 23 (629,428)
Citation 1

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69.

Efficient Windows and Labor Force Reduction

Number of pages: 45 Posted: 12 Apr 2004 Last Revised: 17 Sep 2021
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 22 (636,488)
Citation 1

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70.

Deciding between I(1) and I(0)

Number of pages: 53 Posted: 27 Jun 2007 Last Revised: 01 Nov 2021
James H. Stock
Harvard University - Department of Economics
Downloads 21 (643,521)

Abstract:

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71.

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

Number of pages: 43 Posted: 27 Jun 2007 Last Revised: 03 Nov 2021
Graham Elliott and James H. Stock
University of California, San Diego (UCSD) - Department of Economics and Harvard University - Department of Economics
Downloads 21 (643,521)
Citation 5

Abstract:

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72.

Measuring Money Growth When Financial Markets are Changing

Number of pages: 54 Posted: 16 May 2011 Last Revised: 11 Nov 2021
James H. Stock and Martin S. Feldstein
Harvard University - Department of Economics and National Bureau of Economic Research (NBER) (deceased)
Downloads 20 (650,588)

Abstract:

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73.

Forecasts in a Slightly Misspecified Finite Order VAR

Number of pages: 52 Posted: 24 Jan 2011 Last Revised: 03 Sep 2021
Ulrich K. Müller and James H. Stock
Princeton University - Department of Economics and Harvard University - Department of Economics
Downloads 16 (679,555)

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74.

A Relationship between Regression Tests and Volatility Tests of Market Ncy

Number of pages: 24 Posted: 12 Jul 2010 Last Revised: 21 Jul 2010
Jeffrey A. Frankel and James H. Stock
Harvard University - Harvard Kennedy School (HKS) and Harvard University - Department of Economics
Downloads 11 (718,397)

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75.

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

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 9 (734,158)
Citation 7

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76.

The Macroeconomic Impact of Europe's Carbon Taxes

Number of pages: 53 Posted: 07 Jul 2020 Last Revised: 18 Nov 2021
Gilbert E. Metcalf and James H. Stock
Tufts University - Department of Economics and Harvard University - Department of Economics
Downloads 8 (742,066)
Citation 2
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77.

Data Gaps and the Policy Response to the Novel Coronavirus

Number of pages: 12 Posted: 30 Mar 2020 Last Revised: 27 Jun 2021
James H. Stock
Harvard University - Department of Economics
Downloads 8 (742,066)
Citation 10

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78.

An Econometric Model of International Long-Run Growth Dynamics

Number of pages: 50 Posted: 31 Dec 2019 Last Revised: 30 Aug 2021
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 8 (742,066)
Citation 2

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79.

Robust Decarbonization of the Us Power Sector: Policy Options

Number of pages: 43 Posted: 12 Apr 2021 Last Revised: 18 Nov 2021
James H. Stock and Daniel N. Stuart
Harvard University - Department of Economics and Harvard University
Downloads 7 (750,043)
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80.

Climate Royalty Surcharges

Number of pages: 26 Posted: 15 Mar 2021 Last Revised: 18 Nov 2021
Brian C. Prest and James H. Stock
Resources for the Future and Harvard University - Department of Economics
Downloads 1 (802,241)
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81.

Weak Instruments in Instrumental Variables Regression: Theory and Practice

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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