NBER Working Papers by James H. Stock

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Working Papers

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
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
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
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
March 1993The Use of Monetary Aggregate to Target Nominal GDP
with Martin Feldstein: w4304
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)
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
May 1991Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
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
December 1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
with Mark W. Watson: t0083
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

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


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