| May 2012 | Disentangling the Channels of the 2007-2009 Recession
with Mark W. Watson: w18094
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| January 2011 | Forecasts in a Slightly Misspecified Finite Order VAR
with Ulrich K. Müller: w16714
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| November 2010 | Estimating Turning Points Using Large Data Sets
with Mark W. Watson: w16532
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| October 2010 | Modeling Inflation After the Crisis
with Mark W. Watson: w16488
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| September 2008 | Phillips Curve Inflation Forecasts
with Mark W. Watson: w14322
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| June 2006 | Why Has U.S. Inflation Become Harder to Forecast?
with Mark W. Watson: w12324
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| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
with Mark W. Watson: t0323
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| August 2005 | Inference with Weak Instruments
with Donald W.K. Andrews: t0313
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| July 2005 | Implications of Dynamic Factor Models for VAR Analysis
with Mark W. Watson: w11467
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| August 2004 | Optimal Invariant Similar Tests for Instrumental Variables Regression
with Donald W.K. Andrews, Marcelo Moreira: t0299
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| July 2003 | Understanding Changes in International Business Cycle Dynamics
with Mark W. Watson: w9859
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| January 2003 | Has the Business Cycle Changed and Why?
with Mark W. Watson
in NBER Macroeconomics Annual 2002, Volume 17, Mark Gertler and Kenneth Rogoff, editors
|
| November 2002 | Testing for Weak Instruments in Linear IV Regression
with Motohiro Yogo: t0284
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| August 2002 | Has the Business Cycle Changed and Why?
with Mark W. Watson: w9127
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| June 2001 | Prices, Wages and the U.S. NAIRU in the 1990s
with Douglas Staiger, Mark W. Watson: w8320
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| April 2001 | Searching for Prosperity
with Michael Kremer, Alexei Onatski: w8250
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| March 2001 | Empirical Bayes Forecasts of One Time Series Using Many Predictors
with Thomas Knox, Mark W. Watson: t0269
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| Forecasting Output and Inflation: The Role of Asset Prices
with Mark W. Watson: w8180
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| January 2000 | Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
with Alexei Onatski: w7490
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| March 1999 | Forecasting Inflation
with Mark W. Watson: w7023
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| August 1998 | Diffusion Indexes
with Mark W. Watson: w6702
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| June 1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
with Mark W. Watson: w6607
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| April 1998 | Business Cycle Fluctuations in U.S. Macroeconomic Time Series
with Mark W. Watson: w6528
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| January 1997 | How Precise Are Estimates of the Natural Rate of Unemployment?
with Douglas O. Staiger, Mark W. Watson
in Reducing Inflation: Motivation and Strategy, Christina D. Romer and David H. Romer, Editors
|
| August 1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
with Mark W. Watson: t0201
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| July 1996 | Asymptotics for GMM Estimators with Weak Instruments
with Jonathan Wright: t0198
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| March 1996 | How Precise are Estimates of the Natural Rate of Unemployment?
with Douglas Staiger, Mark W. Watson: w5477
|
| January 1996 | Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
with Robin L. Lumsdaine, David A. Wise
in The Economic Effects of Aging in the United States and Japan, Michael D. Hurd and Naohiro Yashiro, editors
|
| Why Are Retirement Rates So High at Age 65?
with Robin L. Lumsdaine, David A. Wise
in Advances in the Economics of Aging, David A. Wise, editor
|
| July 1995 | Why are Retirement Rates So High at Age 65?
with Robin L. Lumsdaine, David A. Wise: w5190
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| October 1994 | Measuring Money Growth When Financial Markets Are Changing
with Martin Feldstein: w4888
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| September 1994 | Evidence on Structural Instability in Macroeconomic Time Series Relations
with Mark W. Watson: t0164
|
| January 1994 | Instrumental Variables Regression with Weak Instruments
with Douglas Staiger: t0151
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| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
with Robin L. Lumsdaine, David A. Wise: w4613
|
| The Use of a Monetary Aggregate to Target Nominal GDP
with Martin Feldstein
in Monetary Policy, N. Gregory Mankiw, ed.
|
| Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models
with Robin L. Lumsdaine, David A. Wise
in Studies in the Economics of Aging, David A. Wise, editor
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| March 1993 | The Use of Monetary Aggregate to Target Nominal GDP
with Martin Feldstein: w4304
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| January 1993 | Introduction to "Business Cycles, Indicators and Forecasting"
with Mark W. Watson
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors
|
| A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
with Mark W. Watson
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors
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| December 1992 | Efficient Tests for an Autoregressive Unit Root
with Graham Elliott, Thomas J. Rothenberg: t0130
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| November 1992 | Three Models of Retirement: Computational Complexity Versus Predictive Validity
with Robin L. Lumsdaine, David A. Wise: w3558
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| October 1992 | Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models
with Robin L. Lumsdaine, David A. Wise: w4201
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| June 1992 | Deciding Between I(1) and I(0)
t0121
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| Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
with Graham Elliott: t0122
|
| March 1992 | A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
with Mark W. Watson: w4014
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| February 1992 | Stochastic Trends and Economic Fluctuations
with Robert G. King, Charles I. Plosser, Mark W. Watson: w2229
|
| January 1992 | Three Models of Retirement: Computational Complexity versus Predictive Validity
with Robin L. Lumsdaine, David A. Wise
in Topics in the Economics of Aging, David A. Wise, editor
|
| May 1991 | Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
t0105
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| December 1990 | The Pension Inducement to Retire: An Option Value Analysis
with David A. Wise: w2660
|
| November 1990 | Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence
with Anindya Banerjee, Robin L. Lumsdaine: w3510
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| June 1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
with Mark W. Watson: w3376
|
| May 1990 | Efficient Windows and Labor Force Reduction
with Robin L. Lumsdaine, David A. Wise: w3369
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| April 1990 | New Indexes of Coincident and Leading Economic Indicators
with Mark W. Watson: r1380
|
| Drawing Inferences From Statistics Based on Multi-Year Asset Returns
with Matthew Richardson: w3335
|
| January 1990 | The Pension Inducement to Retire: An Option Value Analysis
with David A. Wise
in Issues in the Economics of Aging, David A. Wise, editor
|
| December 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
with Mark W. Watson: t0083
|
| 1989 | New Indexes of Coincident and Leading Economic Indicators
with Mark W. Watson
in NBER Macroeconomics Annual 1989, Volume 4, Olivier Jean Blanchard and Stanley Fischer, editors
|
| November 1988 | A Probability Model of The Coincident Economic Indicators
with Mark W. Watson: w2772
|
| September 1988 | Integrated Regressors and Tests of the Permanent Income Hypothesis
with Kenneth D. West: w2359
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| August 1988 | Pensions, The Option Value of Work, and Retirement
with David A. Wise: w2686
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| November 1987 | Growing in Debt: The 'Farm Crisis' and Public Policy
with Charles W. Calomiris, R. Glenn Hubbard: w2085
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| October 1987 | A Relationship Between Regression Tests and Volatility Tests of Market ncy
with Jeffrey A. Frankel: w1105
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| April 1987 | Interpreting Evidence on Money-Income Causality
with Mark W. Watson: w2228
|
