NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by James D. Hamilton

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Working Papers

February 2014Effects of Index-Fund Investing on Commodity Futures Prices
with James D. Hamilton, Jing Cynthia Wu: w19892
August 2013Crunch Time: Fiscal Crises and the Role of Monetary Policy
with David Greenlaw, James D. Hamilton, Peter Hooper, Frederic S. Mishkin: w19297
July 2013Off-Balance-Sheet Federal Liabilities
w19253
May 2013Risk Premia in Crude Oil Futures Prices
with James D. Hamilton, Jing Cynthia Wu: w19056
January 2012Oil Prices, Exhaustible Resources, and Economic Growth
w17759
Identification and Estimation of Gaussian Affine Term Structure Models
with James D. Hamilton, Jing Cynthia Wu: w17772
April 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
with James D. Hamilton, Jing Cynthia Wu: w16956
Testable Implications of Affine Term Structure Models
with James D. Hamilton, Jing Cynthia Wu: w16931
February 2011Historical Oil Shocks
w16790
January 2011The Propagation of Regional Recessions
with James D. Hamilton, Michael T. Owyang: w16657
September 2010Estimating the Market-Perceived Monetary Policy Rule
with James D. Hamilton, Seth Pruitt, Scott Borger: w16412
July 2010Nonlinearities and the Macroeconomic Effects of Oil Prices
w16186
Calling Recessions in Real Time
w16162
February 2010Sources of Variation in Holding Returns for Fed Funds Futures Contracts
with James D. Hamilton, Tatsuyoshi Okimoto: w15736
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, James D. Hamilton: 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, James D. Hamilton: w9741
October 2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread
with James D. Hamilton, Dong Heon Kim: w7954
August 2000A Model for the Federal Funds Rate Target
with James D. Hamilton, 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, James D. Hamilton: w3165
June 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing
with James D. Hamilton, Marjorie A. Flavin: w1632

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

 
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