NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by James D. Hamilton

Working Papers and Chapters

May 2009Causes and Consequences of the Oil Shock of 2007-08
w15002
November 2008Understanding Crude Oil Prices
w14492
August 2008Daily Monetary Policy Shocks and the Delayed Response of New Home Sales
w14223
June 2008Macroeconomics and ARCH
w14151
November 2007Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts
w13569
May 2007Daily Changes in Fed Funds Futures Prices
w13112
June 2005Dating Business Cycle Turning Points
with Marcelle Chauvet: w11422
February 2005What's Real About the Business Cycle?
w11161
June 2003Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices
with Michael C. Davis: w9741
October 2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread
with Dong Heon Kim: w7954
August 2000A Model for the Federal Funds Rate Target
with Oscar Jorda: w7847
June 2000What is an Oil Shock?
w7755
November 1989Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?
with Charles Engel: w3165
June 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing
with Marjorie A. Flavin: w1632

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