| May 2012 | Disentangling the Channels of the 2007-2009 Recession
with Mark W. Watson: w18094
|
| 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
|
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
with Mark W. Watson: t0323
|
| 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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| 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
|
| June 2001 | Prices, Wages and the U.S. NAIRU in the 1990s
with Douglas Staiger, Mark W. Watson: w8320
|
| 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
|
| Forecasting Output and Inflation: The Role of Asset Prices
with Mark W. Watson: w8180
|
| 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
|
| 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
|
| August 1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
with Mark W. Watson: t0201
|
| July 1996 | Asymptotics for GMM Estimators with Weak Instruments
with Jonathan Wright: t0198
|
| March 1996 | How Precise are Estimates of the Natural Rate of Unemployment?
with Douglas Staiger, Mark W. Watson: w5477
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| 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
|
| Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
with Robin L. Lumsdaine, David A. Wise: w4613
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| March 1993 | The Use of Monetary Aggregate to Target Nominal GDP
with Martin Feldstein: w4304
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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
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| 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
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| May 1991 | Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
t0105
|
| December 1990 | The Pension Inducement to Retire: An Option Value Analysis
with David A. Wise: w2660
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| 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
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| December 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
with Mark W. Watson: t0083
|
| 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
|
