Details about James H. Stock

Homepage:	http://ksghome.harvard.edu/~JStock/
Workplace:	Department of Economics, Harvard University, (more information at EDIRC)

Access statistics for papers by James H. Stock.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pst148

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Working Papers

2024

1. Climate Policy Reform Options in 2025
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Chapter Climate Policy Reform Options in 2025, NBER Chapters, National Bureau of Economic Research, Inc (2024) (2024)
2. The Market and Climate Implications of U.S. LNG Exports
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

3. Climate Royalty Surcharges
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
4. Measuring Real Activity Using a Weekly Economic Index
   Working Papers, Federal Reserve Bank of Dallas View citations (25)
   Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (32)
5. Robust Decarbonization of the US Power Sector: Policy Options
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2020

6. Data Gaps and the Policy Response to the Novel Coronavirus
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (157)
7. Economic Benefits of COVID-19 Screening Tests
   Staff Report, Federal Reserve Bank of Minneapolis View citations (7)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (13)
8. High Frequency Data and a Weekly Economic Index during the Pandemic
   Staff Reports, Federal Reserve Bank of New York View citations (2)
9. Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
10. Monitoring Real Activity in Real Time: The Weekly Economic Index
    Liberty Street Economics, Federal Reserve Bank of New York View citations (8)
11. Reopening Scenarios
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
12. The Macroeconomic Impact of Europe’s Carbon Taxes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
13. Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)
    Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
14. U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)

2019

15. An Econometric Model of International Long-run Growth Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
16. Slack and Cyclically Sensitive Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
17. The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)

2018

18. Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (345)
19. The Price of Biodiesel RINs and Economic Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2017

20. The Disappointing Recovery of Output after 2009
    Working Paper Series, Federal Reserve Bank of San Francisco View citations (48)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (119)

2016

21. Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)

2015

22. Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
23. Core Inflation and Trend Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
24. The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)

2012

25. A state-dependent model for inflation forecasting
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (29)
26. Disentangling the Channels of the 2007-2009 Recession
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (429)

2011

27. Forecasts in a Slightly Misspecified Finite Order VAR
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2010

28. Estimating Turning Points Using Large Data Sets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
29. Modeling Inflation After the Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (145)
    See also Journal Article Modeling inflation after the crisis, Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2010) View citations (66) (2010)

2008

30. Phillips Curve Inflation Forecasts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (193)
    See also Journal Article Phillips curve inflation forecasts, Conference Series ; [Proceedings], Federal Reserve Bank of Boston (2008) View citations (174) (2008)

2006

31. Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (39)
32. Why Has U.S. Inflation Become Harder to Forecast?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)

2005

33. A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (44)
34. Implications of Dynamic Factor Models for VAR Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (694)
35. Inference with Weak Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (120)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005) View citations (136)

2004

36. Optimal Invariant Similar Tests for Instrumental Variables Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (31)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2004) View citations (27)

2003

37. Understanding Changes in International Business Cycle Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (139)
    See also Journal Article Understanding Changes In International Business Cycle Dynamics, Journal of the European Economic Association, MIT Press (2005) View citations (383) (2005)
38. caschool
    Instructional Stata datasets for econometrics, Boston College Department of Economics
39. oj
    Instructional Stata datasets for econometrics, Boston College Department of Economics

2002

40. Has the Business Cycle Changed and Why?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1147)
    See also Chapter Has the Business Cycle Changed and Why?, NBER Chapters, National Bureau of Economic Research, Inc (2003) View citations (350) (2003)
41. Testing for Weak Instruments in Linear IV Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (1171)

2001

42. Empirical Bayes Forecasts of One Time Series Using Many Predictors
    NBER Technical Working Papers, National Bureau of Economic Research, Inc
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (10)
43. Forecasting Output and Inflation: The Role of Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (124)
    See also Journal Article Forecasting Output and Inflation: The Role of Asset Prices, Journal of Economic Literature, American Economic Association (2003) View citations (865) (2003)
44. Prices, Wages and the U.S. NAIRU in the 1990s
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
45. Searching for Prosperity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (101)
    See also Journal Article Searching for prosperity, Carnegie-Rochester Conference Series on Public Policy, Elsevier (2001) View citations (100) (2001)

2000

46. Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
    See also Journal Article Robust monetary policy under model uncertainty in a small model of the U.S. economy, Proceedings, Federal Reserve Bank of San Francisco (1999) View citations (93) (1999)

1999

47. Forecasting Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (918)
    See also Journal Article Forecasting inflation, Journal of Monetary Economics, Elsevier (1999) View citations (894) (1999)

1998

48. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (107)
49. Business Cycle Fluctuations in U.S. Macroeconomic Time Series
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (143)
    See also Chapter Business cycle fluctuations in us macroeconomic time series, Handbook of Macroeconomics, Elsevier (1999) View citations (426) (1999)
50. Diffusion Indexes
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (211)

1996

51. Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (14)
52. Asymptotics for GMM Estimators with Weak Instruments
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (2)
53. How Precise are Estimates of the Natural Rate of Unemployment?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (128)
    See also Chapter How Precise Are Estimates of the Natural Rate of Unemployment?, NBER Chapters, National Bureau of Economic Research, Inc (1997) View citations (244) (1997)

1995

54. Why are Retirement Rates So High at Age 65?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    See also Chapter Why Are Retirement Rates So High at Age 65?, NBER Chapters, National Bureau of Economic Research, Inc (1996) View citations (50) (1996)

1994

55. Evidence on Structural Instability in Macroeconomic Time Series Relations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (15)
    See also Journal Article Evidence on Structural Instability in Macroeconomic Time Series Relations, Journal of Business & Economic Statistics, American Statistical Association (1996) View citations (678) (1996)
56. Instrumental Variables Regression with Weak Instruments
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (177)
    See also Journal Article Instrumental Variables Regression with Weak Instruments, Econometrica, Econometric Society (1997) View citations (4265) (1997)
57. Measuring Money Growth When Financial Markets Are Changing
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article Measuring money growth when financial markets are changing, Journal of Monetary Economics, Elsevier (1996) View citations (10) (1996)
58. Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    See also Chapter Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits, NBER Chapters, National Bureau of Economic Research, Inc (1996) View citations (14) (1996)

1993

59. The Use of Monetary Aggregate to Target Nominal GDP
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (55)
    See also Chapter The Use of a Monetary Aggregate to Target Nominal GDP, NBER Chapters, National Bureau of Economic Research, Inc (1994) View citations (89) (1994)

1992

60. A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (66)
    See also Chapter A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience, NBER Chapters, National Bureau of Economic Research, Inc (1993) View citations (144) (1993)
61. A procedure for predicting recessions with leading indicators: econometric issues and recent performance
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (21)
62. Deciding Between I(1) and I(0)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc
    See also Journal Article Deciding between I(1) and I(0), Journal of Econometrics, Elsevier (1994) View citations (19) (1994)
63. Efficient Tests for an Autoregressive Unit Root
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (127)
    See also Journal Article Efficient Tests for an Autoregressive Unit Root, Econometrica, Econometric Society (1996) View citations (3691) (1996)
64. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (7)
65. Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)

1991

66. A simple estimator of cointegrating vectors in higher order integrated systems
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (7)
    See also Journal Article A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems, Econometrica, Econometric Society (1993) View citations (2327) (1993)
67. Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (110)
    See also Journal Article Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series, Journal of Monetary Economics, Elsevier (1991) View citations (240) (1991)
68. Stochastic trends and economic fluctuations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (708)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) View citations (55)
    See also Journal Article Stochastic Trends and Economic Fluctuations, American Economic Review, American Economic Association (1991) View citations (837) (1991)

1990

69. Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
70. Drawing Inferences From Statistics Based on Multi-Year Asset Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)
71. Efficient Windows and Labor Force Reduction
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    See also Journal Article Efficient windows and labor force reduction, Journal of Public Economics, Elsevier (1990) View citations (28) (1990)
72. Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence, Journal of Business & Economic Statistics, American Statistical Association (1992) View citations (598) (1992)
73. Three Models of Retirement: Computational Complexity Versus Predictive Validity
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (54)
    See also Chapter Three Models of Retirement: Computational Complexity versus Predictive Validity, NBER Chapters, National Bureau of Economic Research, Inc (1992) View citations (78) (1992)

1989

74. A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (18)
75. NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS
    Working Papers, Harvard - J.F. Kennedy School of Government View citations (762)
    See also Chapter New Indexes of Coincident and Leading Economic Indicators, NBER Chapters, National Bureau of Economic Research, Inc (1989) View citations (1054) (1989)

1988

76. A Probability Model of The Coincident Economic Indicators
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (92)
77. Pensions, The Option Value of Work, and Retirement
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
    See also Journal Article Pensions, the Option Value of Work, and Retirement, Econometrica, Econometric Society (1990) View citations (381) (1990)
78. The Pension Inducement to Retire: An Option Value Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
    See also Chapter The Pension Inducement to Retire: An Option Value Analysis, NBER Chapters, National Bureau of Economic Research, Inc (1990) View citations (74) (1990)

1987

79. Integrated Regressors and Tests of the Permanent Income Hypothesis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
80. Interpreting Evidence on Money-Income Causality
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
81. Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets
    Economics Working Papers, University of California at Berkeley View citations (4)

1986

82. Growing in Debt: The 'Farm Crisis' and Public Policy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
83. Semiparametric estimation of weighted average derivatives
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (6)

1983

84. A Relationship Between Regression Tests and Volatility Tests of Market ncy
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

Undated

85. Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (316)
    See also Journal Article Macroeconomic forecasting in the Euro area: Country specific versus area-wide information, European Economic Review, Elsevier (2003) View citations (340) (2003)

Journal Articles

2018

1. The Disappointing Recovery in U.S. Output after 2009
   FRBSF Economic Letter, 2018

2010

2. Modeling inflation after the crisis
   Proceedings - Economic Policy Symposium - Jackson Hole, 2010, 173-220 View citations (66)
   See also Working Paper Modeling Inflation After the Crisis, NBER Working Papers (2010) View citations (145) (2010)

2008

3. Phillips curve inflation forecasts
   Conference Series ; [Proceedings], 2008 View citations (174)
   See also Working Paper Phillips Curve Inflation Forecasts, NBER Working Papers (2008) View citations (193) (2008)

2005

4. Asymptotic properties of the Hahn-Hausman test for weak-instruments
   Economics Letters, 2005, 89, (3), 333-342 View citations (55)
5. Has inflation become harder to forecast?
   Proceedings, 2005 View citations (5)
6. Understanding Changes In International Business Cycle Dynamics
   Journal of the European Economic Association, 2005, 3, (5), 968-1006 View citations (383)
   See also Working Paper Understanding Changes in International Business Cycle Dynamics, NBER Working Papers (2003) View citations (139) (2003)

2004

7. Combination forecasts of output growth in a seven-country data set
   Journal of Forecasting, 2004, 23, (6), 405-430 View citations (630)
8. Structural Stability and Models of the Business Cycle
   De Economist, 2004, 152, (2), 197-209 View citations (2)

2003

9. Forecasting Output and Inflation: The Role of Asset Prices
   Journal of Economic Literature, 2003, 41, (3), 788-829 View citations (865)
   Also in Proceedings, 2001, (Mar) (2001) View citations (101)
   See also Working Paper Forecasting Output and Inflation: The Role of Asset Prices, NBER Working Papers (2001) View citations (124) (2001)
10. Has the business cycle changed?
    Proceedings - Economic Policy Symposium - Jackson Hole, 2003, 9-56 View citations (178)
11. How did leading indicator forecasts perform during the 2001 recession?
    Economic Quarterly, 2003, 89, (Sum), 71-90 View citations (74)
12. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
    European Economic Review, 2003, 47, (1), 1-18 View citations (340)
    See also Working Paper Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information, Working Papers View citations (316)
13. Retrospectives: Who Invented Instrumental Variable Regression?
    Journal of Economic Perspectives, 2003, 17, (3), 177-194 View citations (41)

2002

14. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
    Journal of Business & Economic Statistics, 2002, 20, (4), 518-29 View citations (2120)
15. Macroeconomic Forecasting Using Diffusion Indexes
    Journal of Business & Economic Statistics, 2002, 20, (2), 147-62 View citations (1356)

2001

16. Confidence intervals for autoregressive coefficients near one
    Journal of Econometrics, 2001, 103, (1-2), 155-181 View citations (39)
17. Macro-econometrics
    Journal of Econometrics, 2001, 100, (1), 29-32 View citations (1)
18. Searching for prosperity
    Carnegie-Rochester Conference Series on Public Policy, 2001, 55, (1), 275-303 View citations (100)
    See also Working Paper Searching for Prosperity, NBER Working Papers (2001) View citations (101) (2001)
19. Vector Autoregressions
    Journal of Economic Perspectives, 2001, 15, (4), 101-115 View citations (573)

2000

20. GMM with Weak Identification
    Econometrica, 2000, 68, (5), 1055-1096 View citations (383)

1999

21. A dynamic factor model framework for forecast combination
    Spanish Economic Review, 1999, 1, (2), 91-121 View citations (47)
22. Forecasting inflation
    Journal of Monetary Economics, 1999, 44, (2), 293-335 View citations (894)
    See also Working Paper Forecasting Inflation, NBER Working Papers (1999) View citations (918) (1999)
23. Robust monetary policy under model uncertainty in a small model of the U.S. economy
    Proceedings, 1999 View citations (93)
    See also Working Paper Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy, NBER Working Papers (2000) View citations (43) (2000)

1997

24. Inference in a nearly integrated autoregressive model with nonnormal innovations
    Journal of Econometrics, 1997, 80, (2), 269-286 View citations (36)
25. Instrumental Variables Regression with Weak Instruments
    Econometrica, 1997, 65, (3), 557-586 View citations (4265)
    See also Working Paper Instrumental Variables Regression with Weak Instruments, NBER Technical Working Papers (1994) View citations (177) (1994)
26. The NAIRU, Unemployment and Monetary Policy
    Journal of Economic Perspectives, 1997, 11, (1), 33-49 View citations (350)

1996

27. Efficient Tests for an Autoregressive Unit Root
    Econometrica, 1996, 64, (4), 813-36 View citations (3691)
    See also Working Paper Efficient Tests for an Autoregressive Unit Root, NBER Technical Working Papers (1992) View citations (127) (1992)
28. Evidence on Structural Instability in Macroeconomic Time Series Relations
    Journal of Business & Economic Statistics, 1996, 14, (1), 11-30 View citations (678)
    See also Working Paper Evidence on Structural Instability in Macroeconomic Time Series Relations, NBER Technical Working Papers (1994) View citations (10) (1994)
29. Measuring money growth when financial markets are changing
    Journal of Monetary Economics, 1996, 37, (1), 3-27 View citations (10)
    See also Working Paper Measuring Money Growth When Financial Markets Are Changing, NBER Working Papers (1994) View citations (9) (1994)
30. VAR, Error Correction and Pretest Forecasts at Long Horizons
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 685-701 View citations (45)

1995

31. Temporal instability of the unemployment-inflation relationship
    Economic Perspectives, 1995, 19, (May), 2-12 View citations (61)

1994

32. Deciding between I(1) and I(0)
    Journal of Econometrics, 1994, 63, (1), 105-131 View citations (19)
    See also Working Paper Deciding Between I(1) and I(0), NBER Technical Working Papers (1992) (1992)

1993

33. A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
    Econometrica, 1993, 61, (4), 783-820 View citations (2327)
    See also Working Paper A simple estimator of cointegrating vectors in higher order integrated systems, Working Paper Series, Macroeconomic Issues (1991) View citations (7) (1991)

1992

34. Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
    Journal of Business & Economic Statistics, 1992, 10, (3), 271-87 View citations (598)
    See also Working Paper Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence, NBER Working Papers (1990) View citations (7) (1990)

1991

35. Bayesian Approaches to the 'Unit Root' Problem: A Comment
    Journal of Applied Econometrics, 1991, 6, (4), 403-11 View citations (1)
36. Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
    Journal of Monetary Economics, 1991, 28, (3), 435-459 View citations (240)
    See also Working Paper Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series, NBER Technical Working Papers (1991) View citations (110) (1991)
37. Stochastic Trends and Economic Fluctuations
    American Economic Review, 1991, 81, (4), 819-40 View citations (837)
    See also Working Paper Stochastic trends and economic fluctuations, Working Paper Series, Macroeconomic Issues (1991) View citations (708) (1991)

1990

38. Efficient windows and labor force reduction
    Journal of Public Economics, 1990, 43, (2), 131-159 View citations (28)
    See also Working Paper Efficient Windows and Labor Force Reduction, NBER Working Papers (1990) View citations (31) (1990)
39. Inference in Linear Time Series Models with Some Unit Roots
    Econometrica, 1990, 58, (1), 113-44 View citations (1480)
40. Pensions, the Option Value of Work, and Retirement
    Econometrica, 1990, 58, (5), 1151-80 View citations (381)
    See also Working Paper Pensions, The Option Value of Work, and Retirement, NBER Working Papers (1988) View citations (19) (1988)
41. Unit roots in real GNP: Do we know and do we care?: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1990, 32, (1), 63-82 View citations (9)

1989

42. Semiparametric Estimation of Index Coefficients
    Econometrica, 1989, 57, (6), 1403-30 View citations (385)

1988

43. A Reexamination of Friedman's Consumption Puzzle
    Journal of Business & Economic Statistics, 1988, 6, (4), 401-07 View citations (6)
44. A Reexamination of Friedman's Consumption Puzzle: Reply
    Journal of Business & Economic Statistics, 1988, 6, (4), 413-14 View citations (4)
45. Variable Trends in Economic Time Series
    Journal of Economic Perspectives, 1988, 2, (3), 147-74 View citations (223)

1987

46. Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
    Econometrica, 1987, 55, (5), 1035-56 View citations (603)
47. Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality
    Economic Journal, 1987, 97, (385), 49-64 View citations (11)
48. Measuring Business Cycle Time
    Journal of Political Economy, 1987, 95, (6), 1240-61 View citations (60)

Books

2022

1. Environmental and Energy Policy and the Economy, volume 3
   NBER Books, National Bureau of Economic Research, Inc

2021

2. Environmental and Energy Policy and the Economy, volume 2
   NBER Books, National Bureau of Economic Research, Inc

2020

3. Environmental and Energy Policy and the Economy, volume 1
   NBER Books, National Bureau of Economic Research, Inc View citations (1)

2003

4. International Seminar on Macroeconomics (ISOM) 2002
   NBER Books, National Bureau of Economic Research, Inc

1997

5. International Seminar on Macroeconomics 1996
   NBER Books, National Bureau of Economic Research, Inc

1993

6. Business Cycles, Indicators, and Forecasting
   NBER Books, National Bureau of Economic Research, Inc View citations (524)

Chapters

2024

1. Climate Policy Reform Options in 2025
   A chapter in Environmental and Energy Policy and the Economy, volume 6, 2024
   See also Working Paper Climate Policy Reform Options in 2025, National Bureau of Economic Research, Inc (2024) (2024)

2022

2. Introduction to "Environmental and Energy Policy and the Economy, volume 4"
   A chapter in Environmental and Energy Policy and the Economy, volume 4, 2022, pp 1-3

2021

3. Introduction to "Environmental and Energy Policy and the Economy, volume 3"
   A chapter in Environmental and Energy Policy and the Economy, volume 3, 2021, pp 1-3 View citations (2)

2020

4. Introduction to "Environmental and Energy Policy and the Economy, volume 2"
   A chapter in Environmental and Energy Policy and the Economy, volume 2, 2020, pp 1-3 View citations (1)

2019

5. Climate Change, Climate Policy, and Economic Growth
   A chapter in NBER Macroeconomics Annual 2019, volume 34, 2019, pp 399-419 View citations (1)
6. Introduction to "Environmental and Energy Policy and the Economy"
   A chapter in Environmental and Energy Policy and the Economy, volume 1, 2019, pp 3-7 View citations (18)

2003

7. Has the Business Cycle Changed and Why?
   A chapter in NBER Macroeconomics Annual 2002, Volume 17, 2003, pp 159-230 View citations (350)
   See also Working Paper Has the Business Cycle Changed and Why?, National Bureau of Economic Research, Inc (2002) View citations (1147) (2002)

1999

8. Business cycle fluctuations in us macroeconomic time series
   Chapter 01 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 3-64 View citations (426)
   See also Working Paper Business Cycle Fluctuations in U.S. Macroeconomic Time Series, National Bureau of Economic Research, Inc (1998) View citations (143) (1998)

1997

9. How Precise Are Estimates of the Natural Rate of Unemployment?
   A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 195-246 View citations (244)
   See also Working Paper How Precise are Estimates of the Natural Rate of Unemployment?, National Bureau of Economic Research, Inc (1996) View citations (128) (1996)

1996

10. Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
    A chapter in The Economic Effects of Aging in the United States and Japan, 1996, pp 261-293 View citations (14)
    See also Working Paper Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits, National Bureau of Economic Research, Inc (1994) View citations (13) (1994)
11. Why Are Retirement Rates So High at Age 65?
    A chapter in Advances in the Economics of Aging, 1996, pp 61-82 View citations (50)
    See also Working Paper Why are Retirement Rates So High at Age 65?, National Bureau of Economic Research, Inc (1995) View citations (15) (1995)

1994

12. Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models
    A chapter in Studies in the Economics of Aging, 1994, pp 183-222 View citations (30)
13. The Use of a Monetary Aggregate to Target Nominal GDP
    A chapter in Monetary Policy, 1994, pp 7-69 View citations (89)
    See also Working Paper The Use of Monetary Aggregate to Target Nominal GDP, National Bureau of Economic Research, Inc (1993) View citations (55) (1993)

1993

14. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
    A chapter in Business Cycles, Indicators, and Forecasting, 1993, pp 95-156 View citations (144)
    See also Working Paper A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience, National Bureau of Economic Research, Inc (1992) View citations (66) (1992)
15. Introduction to "Business Cycles, Indicators and Forecasting"
    A chapter in Business Cycles, Indicators, and Forecasting, 1993, pp 1-10 View citations (69)

1992

16. Three Models of Retirement: Computational Complexity versus Predictive Validity
    A chapter in Topics in the Economics of Aging, 1992, pp 21-60 View citations (78)
    See also Working Paper Three Models of Retirement: Computational Complexity Versus Predictive Validity, National Bureau of Economic Research, Inc (1990) View citations (54) (1990)

1990

17. The Pension Inducement to Retire: An Option Value Analysis
    A chapter in Issues in the Economics of Aging, 1990, pp 205-230 View citations (74)
    See also Working Paper The Pension Inducement to Retire: An Option Value Analysis, National Bureau of Economic Research, Inc (1988) View citations (51) (1988)

1989

18. New Indexes of Coincident and Leading Economic Indicators
    A chapter in NBER Macroeconomics Annual 1989, Volume 4, 1989, pp 351-409 View citations (1054)
    See also Working Paper NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS, Harvard - J.F. Kennedy School of Government (1989) View citations (762) (1989)

1986

19. Unit roots, structural breaks and trends
    Chapter 46 in Handbook of Econometrics, 1986, vol. 4, pp 2739-2841 View citations (4)