NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by James H. Stock

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

May 2012Disentangling the Channels of the 2007-2009 Recession
with Mark W. Watson: w18094
January 2011Forecasts in a Slightly Misspecified Finite Order VAR
with Ulrich K. Müller: w16714
November 2010Estimating Turning Points Using Large Data Sets
with Mark W. Watson: w16532
October 2010Modeling Inflation After the Crisis
with Mark W. Watson: w16488
September 2008Phillips Curve Inflation Forecasts
with Mark W. Watson: w14322
June 2006Why Has U.S. Inflation Become Harder to Forecast?
with Mark W. Watson: w12324
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
with Mark W. Watson: t0323
August 2005Inference with Weak Instruments
with Donald W.K. Andrews: t0313
July 2005Implications of Dynamic Factor Models for VAR Analysis
with Mark W. Watson: w11467
August 2004Optimal Invariant Similar Tests for Instrumental Variables Regression
with Donald W.K. Andrews, Marcelo Moreira: t0299
July 2003Understanding Changes in International Business Cycle Dynamics
with Mark W. Watson: w9859
January 2003Has the Business Cycle Changed and Why?
with Mark W. Watson
in NBER Macroeconomics Annual 2002, Volume 17, Mark Gertler and Kenneth Rogoff, editors
November 2002Testing for Weak Instruments in Linear IV Regression
with Motohiro Yogo: t0284
August 2002Has the Business Cycle Changed and Why?
with Mark W. Watson: w9127
June 2001Prices, Wages and the U.S. NAIRU in the 1990s
with Douglas Staiger, Mark W. Watson: w8320
April 2001Searching for Prosperity
with Michael Kremer, Alexei Onatski: w8250
March 2001Empirical Bayes Forecasts of One Time Series Using Many Predictors
with Thomas Knox, Mark W. Watson: t0269
Forecasting Output and Inflation: The Role of Asset Prices
with Mark W. Watson: w8180
January 2000Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
with Alexei Onatski: w7490
March 1999Forecasting Inflation
with Mark W. Watson: w7023
August 1998Diffusion Indexes
with Mark W. Watson: w6702
June 1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
with Mark W. Watson: w6607
April 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series
with Mark W. Watson: w6528
January 1997How 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 1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
with Mark W. Watson: t0201
July 1996Asymptotics for GMM Estimators with Weak Instruments
with Jonathan Wright: t0198
March 1996How Precise are Estimates of the Natural Rate of Unemployment?
with Douglas Staiger, Mark W. Watson: w5477
January 1996Retirement 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 1995Why are Retirement Rates So High at Age 65?
with Robin L. Lumsdaine, David A. Wise: w5190
October 1994Measuring Money Growth When Financial Markets Are Changing
with Martin Feldstein: w4888
September 1994Evidence on Structural Instability in Macroeconomic Time Series Relations
with Mark W. Watson: t0164
January 1994Instrumental Variables Regression with Weak Instruments
with Douglas Staiger: t0151
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
March 1993The Use of Monetary Aggregate to Target Nominal GDP
with Martin Feldstein: w4304
January 1993Introduction 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
December 1992Efficient Tests for an Autoregressive Unit Root
with Graham Elliott, Thomas J. Rothenberg: t0130
October 1992Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models
with Robin L. Lumsdaine, David A. Wise: w4201
June 1992Deciding Between I(1) and I(0)
t0121
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
with Graham Elliott: t0122
March 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
with Mark W. Watson: w4014
January 1992Three 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 1991Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
t0105
December 1990Three Models of Retirement: Computational Complexity Versus Predictive Validity
with Robin L. Lumsdaine, David A. Wise: w3558
November 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence
with Anindya Banerjee, Robin L. Lumsdaine: w3510
June 1990Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
with Mark W. Watson: w3376
May 1990Efficient Windows and Labor Force Reduction
with Robin L. Lumsdaine, David A. Wise: w3369
April 1990New 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 1990The Pension Inducement to Retire: An Option Value Analysis
with David A. Wise
in Issues in the Economics of Aging, David A. Wise, editor
December 1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
with Mark W. Watson: t0083
1989New 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 1988A Probability Model of The Coincident Economic Indicators
with Mark W. Watson: w2772
September 1988Integrated Regressors and Tests of the Permanent Income Hypothesis
with Kenneth D. West: w2359
August 1988Pensions, The Option Value of Work, and Retirement
with David A. Wise: w2686
July 1988The Pension Inducement to Retire: An Option Value Analysis
with David A. Wise: w2660
November 1987Growing in Debt: The 'Farm Crisis' and Public Policy
with Charles W. Calomiris, R. Glenn Hubbard: w2085
April 1987Interpreting Evidence on Money-Income Causality
with Mark W. Watson: w2228
Stochastic Trends and Economic Fluctuations
with Robert G. King, Charles I. Plosser, Mark W. Watson: w2229
April 1983A Relationship Between Regression Tests and Volatility Tests of Market ncy
with Jeffrey A. Frankel: w1105

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