James Hamilton

Names

Identifer

Contact

Affiliations

• University of California-San Diego (UCSD) / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• On the Limitations of Government Borrowing: A Framework for EmpiricalTesting
  American Economic Review, American Economic Association (1986)
  by Hamilton, James D & Flavin, Marjorie A
  (ReDIF-article, aea:aecrev:v:76:y:1986:i:4:p:808-19)
• Long Swings in the Dollar: Are They in the Data and Do Markets Know It?
  American Economic Review, American Economic Association (1990)
  by Engel, Charles & Hamilton, James D
  (ReDIF-article, aea:aecrev:v:80:y:1990:i:4:p:689-713)
• Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market
  American Economic Review, American Economic Association (1992)
  by Hamilton, James D
  (ReDIF-article, aea:aecrev:v:82:y:1992:i:1:p:157-78)
• Measuring the Liquidity Effect
  American Economic Review, American Economic Association (1997)
  by Hamilton, James D
  (ReDIF-article, aea:aecrev:v:87:y:1997:i:1:p:80-97)
• Estimating the Market-Perceived Monetary Policy Rule
  American Economic Journal: Macroeconomics, American Economic Association (2011)
  by James D. Hamilton & Seth Pruitt & Scott Borger
  (ReDIF-article, aea:aejmac:v:3:y:2011:i:3:p:1-28)
• Historical Causes of Postwar Oil Shocks and Recessions
  The Energy Journal, International Association for Energy Economics (1985)
  by James D. Hamilton
  (ReDIF-article, aen:journl:1985v06-01-a09)
• Understanding Crude Oil Prices
  The Energy Journal, International Association for Energy Economics (2009)
  by James D. Hamilton
  (ReDIF-article, aen:journl:2009v30-02-a09)
• Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering
  Journal of Business & Economic Statistics, American Statistical Association (1986)
  by Burmeister, Edwin & Wall, Kent D & Hamilton, James D
  (ReDIF-article, bes:jnlbes:v:4:y:1986:i:2:p:147-60)
• A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions
  Journal of Business & Economic Statistics, American Statistical Association (1991)
  by Hamilton, James D
  (ReDIF-article, bes:jnlbes:v:9:y:1991:i:1:p:27-39)
• The Quantitative Significance of the Lucas Critique: Comment
  Journal of Business & Economic Statistics, American Statistical Association (1991)
  by Hamilton, James D
  (ReDIF-article, bes:jnlbes:v:9:y:1991:i:4:p:388-89)
• Causes and Consequences of the Oil Shock of 2007-08
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2009)
  by James D. Hamilton
  (ReDIF-article, bin:bpeajo:v:40:y:2009:i:2009-01:p:215-283)
• Role Of The International Gold Standard In Propagating The Great Depression
  Contemporary Economic Policy, Western Economic Association International (1988)
  by James D. Hamilton
  (ReDIF-article, bla:coecpo:v:6:y:1988:i:2:p:67-89)
• Unknown item RePEc:bof:bofrdp:2018_014 (paper)
• Comment on "Investigating Nonlinearity"
  Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2005)
  by Hamilton James D.
  (ReDIF-article, bpj:sndecm:v:9:y:2005:i:3:n:3)
• Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy
  University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2001)
  by Herrera, Ana Maria & Hamilton, James D.
  (ReDIF-paper, cdl:ucsdec:qt4qp0p0v5)
• A Parametric Approach to Flexible Nonlinear Inference
  University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (1999)
  by Hamilton, James D.
  (ReDIF-paper, cdl:ucsdec:qt68s8157x)
• A Re-examination of the Predictability of Economic Activity Using the Yield Spread
  University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2000)
  by Hamilton, James Douglas & Kim, Dong Heon
  (ReDIF-paper, cdl:ucsdec:qt69v8p1m9)
• Robust Bond Risk Premia
  CESifo Working Paper Series, CESifo (2015)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-paper, ces:ceswps:_5541)
• Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Deman
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Baumeister, Christiane & Hamilton, James
  (ReDIF-paper, cpr:ceprdp:12532)
• Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Baumeister, Christiane & Hamilton, James
  (ReDIF-paper, cpr:ceprdp:12911)
• Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Baumeister, Christiane & Hamilton, James
  (ReDIF-paper, cpr:ceprdp:14271)
• Advances in Structural Vector Autoregressions with Imperfect Identifying Information
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Baumeister, Christiane & Hamilton, James
  (ReDIF-paper, cpr:ceprdp:14603)
• Inside The Economist'S Mind
  Macroeconomic Dynamics, Cambridge University Press (2008)
  by Hamilton, James D.
  (ReDIF-article, cup:macdyn:v:12:y:2008:i:01:p:112-116_07)
• Nonlinearities And The Macroeconomic Effects Of Oil Prices
  Macroeconomic Dynamics, Cambridge University Press (2011)
  by Hamilton, James D.
  (ReDIF-article, cup:macdyn:v:15:y:2011:i:s3:p:364-378_00)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
  Econometrica, Econometric Society (1989)
  by Hamilton, James D
  (ReDIF-article, ecm:emetrp:v:57:y:1989:i:2:p:357-84)
• A Parametric Approach to Flexible Nonlinear Inference
  Econometrica, Econometric Society (2001)
  by Hamilton, James D
  (ReDIF-article, ecm:emetrp:v:69:y:2001:i:3:p:537-73)
• Are the macroeconomic effects of oil-price changes symmetric? : A comment
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1988)
  by Hamilton, James D.
  (ReDIF-article, eee:crcspp:v:28:y:1988:i::p:369-378)
• The supply and demand for Federal Reserve deposits
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1998)
  by Hamilton, James D.
  (ReDIF-article, eee:crcspp:v:49:y:1998:i::p:1-44)
• Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates
  Journal of Economic Dynamics and Control, Elsevier (1988)
  by Hamilton, James D.
  (ReDIF-article, eee:dyncon:v:12:y:1988:i:2-3:p:385-423)
• On the interpretation of cointegration in the linear-quadratic inventory model
  Journal of Economic Dynamics and Control, Elsevier (2002)
  by Hamilton, James D.
  (ReDIF-article, eee:dyncon:v:26:y:2002:i:12:p:2037-2049)
• Comment on "A comparison of two business cycle dating methods"
  Journal of Economic Dynamics and Control, Elsevier (2003)
  by Hamilton, James D.
  (ReDIF-article, eee:dyncon:v:27:y:2003:i:9:p:1691-1693)
• State-space models
  Handbook of Econometrics, Elsevier (1986)
  by Hamilton, James D.
  (ReDIF-chapter, eee:ecochp:4-50)
• What is an oil shock?
  Journal of Econometrics, Elsevier (2003)
  by Hamilton, James D.
  (ReDIF-article, eee:econom:v:113:y:2003:i:2:p:363-398)
• Identification and estimation of Gaussian affine term structure models
  Journal of Econometrics, Elsevier (2012)
  by Hamilton, James D. & Wu, Jing Cynthia
  (ReDIF-article, eee:econom:v:168:y:2012:i:2:p:315-331)
• Testable implications of affine term structure models
  Journal of Econometrics, Elsevier (2014)
  by Hamilton, James D. & Wu, Jing Cynthia
  (ReDIF-article, eee:econom:v:178:y:2014:i:p2:p:231-242)
• A standard error for the estimated state vector of a state-space model
  Journal of Econometrics, Elsevier (1986)
  by Hamilton, James D.
  (ReDIF-article, eee:econom:v:33:y:1986:i:3:p:387-397)
• Analysis of time series subject to changes in regime
  Journal of Econometrics, Elsevier (1990)
  by Hamilton, James D.
  (ReDIF-article, eee:econom:v:45:y:1990:i:1-2:p:39-70)
• Autoregressive conditional heteroskedasticity and changes in regime
  Journal of Econometrics, Elsevier (1994)
  by Hamilton, James D. & Susmel, Raul
  (ReDIF-article, eee:econom:v:64:y:1994:i:1-2:p:307-333)
• Specification testing in Markov-switching time-series models
  Journal of Econometrics, Elsevier (1996)
  by Hamilton, James D.
  (ReDIF-article, eee:econom:v:70:y:1996:i:1:p:127-157)
• Calling recessions in real time
  International Journal of Forecasting, Elsevier (2011)
  by Hamilton, James D.
  (ReDIF-article, eee:intfor:v:27:y:2011:i:4:p:1006-1026)
• Response to comments
  International Journal of Forecasting, Elsevier (2011)
  by Hamilton, James D.
  (ReDIF-article, eee:intfor:v:27:y:2011:i:4:p:1039-1040)
• Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
  Journal of International Money and Finance, Elsevier (2020)
  by Baumeister, Christiane & Hamilton, James D.
  (ReDIF-article, eee:jimfin:v:109:y:2020:i:c:s0261560620302060)
• Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions
  Journal of International Money and Finance, Elsevier (2021)
  by Baumeister, Christiane & Hamilton, James D.
  (ReDIF-article, eee:jimfin:v:114:y:2021:i:c:s0261560621000541)
• Risk premia in crude oil futures prices
  Journal of International Money and Finance, Elsevier (2014)
  by Hamilton, James D. & Wu, Jing Cynthia
  (ReDIF-article, eee:jimfin:v:42:y:2014:i:c:p:9-37)
• Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro
  Journal of International Money and Finance, Elsevier (2019)
  by Hamilton, James D.
  (ReDIF-article, eee:jimfin:v:95:y:2019:i:c:p:290-293)
• Macroeconomic Regimes and Regime Shifts
  Handbook of Macroeconomics, Elsevier (2016)
  by Hamilton, J.D.
  (ReDIF-chapter, eee:macchp:v2-163)
• Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
  Journal of Monetary Economics, Elsevier (2018)
  by Baumeister, Christiane & Hamilton, James D.
  (ReDIF-article, eee:moneco:v:100:y:2018:i:c:p:48-65)
• The observable implications of self-fulfilling expectations
  Journal of Monetary Economics, Elsevier (1985)
  by Hamilton, James D. & Whiteman, Charles H.
  (ReDIF-article, eee:moneco:v:16:y:1985:i:3:p:353-373)
• Monetary factors in the great depression
  Journal of Monetary Economics, Elsevier (1987)
  by Hamilton, James D.
  (ReDIF-article, eee:moneco:v:19:y:1987:i:2:p:145-169)
• The long-run behavior of the velocity of circulation : A review essay
  Journal of Monetary Economics, Elsevier (1989)
  by Hamilton, James D.
  (ReDIF-article, eee:moneco:v:23:y:1989:i:2:p:335-344)
• This is what happened to the oil price-macroeconomy relationship
  Journal of Monetary Economics, Elsevier (1996)
  by Hamilton, James D.
  (ReDIF-article, eee:moneco:v:38:y:1996:i:2:p:215-220)
• The augmented Solow model and the productivity slowdown
  Journal of Monetary Economics, Elsevier (1998)
  by Hamilton, James D. & Monteagudo, Josefina
  (ReDIF-article, eee:moneco:v:42:y:1998:i:3:p:495-509)
• Daily monetary policy shocks and new home sales
  Journal of Monetary Economics, Elsevier (2008)
  by Hamilton, James D.
  (ReDIF-article, eee:moneco:v:55:y:2008:i:7:p:1171-1190)
• Heterogeneity and Unemployment Dynamics
  Working Papers, eSocialSciences (2016)
  by Hie Ahn & James Hamilton
  (ReDIF-paper, ess:wpaper:id:11130)
• Causes and consequences of the oil shock of 2007–08
  FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta (2010)
  by James D. Hamilton
  (ReDIF-paper, fip:fedacq:2009-02)
• Normalization in econometrics
  FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2004)
  by James D. Hamilton & Daniel F. Waggoner & Tao Zha
  (ReDIF-paper, fip:fedawp:2004-13)
• Measuring the liquidity effect
  Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1996)
  by James D. Hamilton
  (ReDIF-paper, fip:fedfap:96-06)
• Do macro variables help forecast interest rates?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2016)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-article, fip:fedfel:00098)
• Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments
  Proceedings, Federal Reserve Bank of San Francisco (2004)
  by James D. Hamilton
  (ReDIF-article, fip:fedfpr:y:2004:i:mar:x:12)
• Robust bond risk premia
  Working Paper Series, Federal Reserve Bank of San Francisco (2015)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-paper, fip:fedfwp:2015-15)
• Heterogeneity and Unemployment Dynamics
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2016)
  by Hie Joo Ahn & James D. Hamilton
  (ReDIF-paper, fip:fedgfe:2016-12)
• Measuring Labor-Force Participation and the Incidence and Duration of Unemployment
  Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)
  by Hie Joo Ahn & James D. Hamilton
  (ReDIF-paper, fip:fedgfe:2019-35)
• Factors in Unemployment Dynamics
  FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2018)
  by Hie Joo Ahn & James D. Hamilton
  (ReDIF-paper, fip:fedgfn:2018-12-21-3)
• The market-perceived monetary policy rule
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009)
  by Scott C. Borger & James D. Hamilton & Seth Pruitt
  (ReDIF-paper, fip:fedgif:982)
• Housing and the monetary transmission mechanism: commentary
  Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2007)
  by James D. Hamilton
  (ReDIF-article, fip:fedkpr:y:2007:p:415-422)
• What's real about the business cycle?
  Review, Federal Reserve Bank of St. Louis (2005)
  by James D. Hamilton
  (ReDIF-article, fip:fedlrv:y:2005:i:jul:p:435-452:n:v.87no.4)
• Assessing monetary policy effects using daily federal funds futures contracts
  Review, Federal Reserve Bank of St. Louis (2008)
  by James D. Hamilton
  (ReDIF-article, fip:fedlrv:y:2008:i:jul:p:377-394:n:v.90no.4)
• The propagation of regional recessions
  Working Papers, Federal Reserve Bank of St. Louis (2009)
  by James D. Hamilton & Michael T. Owyang
  (ReDIF-paper, fip:fedlwp:2009-013)
• A model for the federal funds rate target
  Department of Economics, California Davis - Department of Economics ()
  by James D. Hamilton & Oscar Jorda
  (ReDIF-paper, fth:caldec:99-07)
• Concerns about the Fed's New Balance Sheet
  Book Chapters, Hoover Institution, Stanford University (2009)
  by James D. Hamilton
  (ReDIF-chapter, hoo:bookch:2-5)
• On Testing for Self-fulfilling Speculative Price Bubbles
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1986)
  by Hamilton, James D
  (ReDIF-article, ier:iecrev:v:27:y:1986:i:3:p:545-52)
• Import Prices and Inflation
  International Journal of Central Banking, International Journal of Central Banking (2012)
  by James D. Hamilton
  (ReDIF-article, ijc:ijcjou:y:2012:q:1:a:13)
• Stock Market Volatility and the Business Cycle
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996)
  by Hamilton, James D & Gang, Lin
  (ReDIF-article, jae:japmet:v:11:y:1996:i:5:p:573-93)
• The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment
  Journal of Money, Credit and Banking, Blackwell Publishing (1991)
  by Hamilton, James D
  (ReDIF-article, mcb:jmoncb:v:23:y:1991:i:3:p:608-12)
• A Reexamination of the Predictability of Economic Activity Using the Yield Spread
  Journal of Money, Credit and Banking, Blackwell Publishing (2002)
  by Hamilton, James D & Kim, Dong Heon
  (ReDIF-article, mcb:jmoncb:v:34:y:2002:i:2:p:340-60)
• Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices
  Journal of Money, Credit and Banking, Blackwell Publishing (2004)
  by Davis, Michael C & Hamilton, James D
  (ReDIF-article, mcb:jmoncb:v:36:y:2004:i:1:p:17-37)
• Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment
  Journal of Money, Credit and Banking, Blackwell Publishing (2004)
  by Hamilton, James D & Herrera, Ana Maria
  (ReDIF-article, mcb:jmoncb:v:36:y:2004:i:2:p:265-86)
• Daily Changes in Fed Funds Futures Prices
  Journal of Money, Credit and Banking, Blackwell Publishing (2009)
  by James D. Hamilton
  (ReDIF-article, mcb:jmoncb:v:41:y:2009:i:4:p:567-582)
• The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
  Journal of Money, Credit and Banking, Blackwell Publishing (2012)
  by James D. Hamilton & Jing Cynthia Wu
  (ReDIF-article, mcb:jmoncb:v:44:y:2012:i::p:3-46)
• What's Real About the Business Cycle?
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:11161)
• Dating Business Cycle Turning Points
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Marcelle Chauvet & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:11422)
• Daily Changes in Fed Funds Futures Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:13112)
• Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:13569)
• Macroeconomics and ARCH
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:14151)
• Daily Monetary Policy Shocks and the Delayed Response of New Home Sales
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:14223)
• Understanding Crude Oil Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:14492)
• Causes and Consequences of the Oil Shock of 2007-08
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:15002)
• Sources of Variation in Holding Returns for Fed Funds Futures Contracts
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James D. Hamilton & Tatsuyoshi Okimoto
  (ReDIF-paper, nbr:nberwo:15736)
• Calling Recessions in Real Time
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:16162)
• Nonlinearities and the Macroeconomic Effects of Oil Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:16186)
• On the Limitations of Government Borrowing: A Framework for Empirical Testing
  NBER Working Papers, National Bureau of Economic Research, Inc (1985)
  by James D. Hamilton & Marjorie A. Flavin
  (ReDIF-paper, nbr:nberwo:1632)
• Estimating the Market-Perceived Monetary Policy Rule
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James D. Hamilton & Seth Pruitt & Scott Borger
  (ReDIF-paper, nbr:nberwo:16412)
• The Propagation of Regional Recessions
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by James D. Hamilton & Michael T. Owyang
  (ReDIF-paper, nbr:nberwo:16657)
• Historical Oil Shocks
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:16790)
• Testable Implications of Affine Term Structure Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by James D. Hamilton & Jing Cynthia Wu
  (ReDIF-paper, nbr:nberwo:16931)
• The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by James D. Hamilton & Jing Cynthia Wu
  (ReDIF-paper, nbr:nberwo:16956)
• Oil Prices, Exhaustible Resources, and Economic Growth
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:17759)
• Identification and Estimation of Gaussian Affine Term Structure Models
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by James D. Hamilton & Jing Cynthia Wu
  (ReDIF-paper, nbr:nberwo:17772)
• Risk Premia in Crude Oil Futures Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by James D. Hamilton & Jing Cynthia Wu
  (ReDIF-paper, nbr:nberwo:19056)
• Off-Balance-Sheet Federal Liabilities
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:19253)
• Crunch Time: Fiscal Crises and the Role of Monetary Policy
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by David Greenlaw & James D. Hamilton & Peter Hooper & Frederic S. Mishkin
  (ReDIF-paper, nbr:nberwo:19297)
• Effects of Index-Fund Investing on Commodity Futures Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by James D. Hamilton & Jing Cynthia Wu
  (ReDIF-paper, nbr:nberwo:19892)
• The Changing Face of World Oil Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:20355)
• Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Christiane Baumeister & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:20741)
• The Equilibrium Real Funds Rate: Past, Present and Future
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West
  (ReDIF-paper, nbr:nberwo:21476)
• Macroeconomic Regimes and Regime Shifts
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:21863)
• Heterogeneity and Unemployment Dynamics
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Hie Joo Ahn & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:22451)
• Why You Should Never Use the Hodrick-Prescott Filter
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:23429)
• Robust Bond Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Michael D. Bauer & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:23480)
• Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Christiane J.S. Baumeister & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:24167)
• Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Christiane Baumeister & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:24597)
• A Skeptical View of the Impact of the Fed’s Balance Sheet
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by David Greenlaw & James D. Hamilton & Ethan Harris & Kenneth D. West
  (ReDIF-paper, nbr:nberwo:24687)
• Measuring Global Economic Activity
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:25778)
• Perspectives on U.S. Monetary Policy Tools and Instruments
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:25911)
• Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Christiane Baumeister & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:26606)
• Advances in Using Vector Autoregressions to Estimate Structural Magnitudes
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Christiane Baumeister & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:27014)
• Measuring Labor-Force Participation and the Incidence and Duration of Unemployment
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Hie Joo Ahn & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:27394)
• Supply, Demand, and Specialized Production
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:28888)
• Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?
  NBER Working Papers, National Bureau of Economic Research, Inc (1989)
  by Charles Engel & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:3165)
• Principal Component Analysis for Nonstationary Series
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by James D. Hamilton & Jin Xi
  (ReDIF-paper, nbr:nberwo:32068)
• What is an Oil Shock?
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by James D. Hamilton
  (ReDIF-paper, nbr:nberwo:7755)
• A Model for the Federal Funds Rate Target
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by James D. Hamilton & Oscar Jorda
  (ReDIF-paper, nbr:nberwo:7847)
• A Re-examination of the Predictability of Economic Activity Using the Yield Spread
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by James D. Hamilton & Dong Heon Kim
  (ReDIF-paper, nbr:nberwo:7954)
• Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Michael C. Davis & James D. Hamilton
  (ReDIF-paper, nbr:nberwo:9741)
• The Equilibrium Real Funds Rate: Past, Present, and Future
  IMF Economic Review, Palgrave Macmillan;International Monetary Fund (2016)
  by James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West
  (ReDIF-article, pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0015-z)
• Online Appendix to "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment"
  Online Appendices, Review of Economic Dynamics (2021)
  by Hie Joo Ahn & James Hamilton
  (ReDIF-paper, red:append:20-490)
• Code and data files for "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment"
  Computer Codes, Review of Economic Dynamics (2021)
  by Hie Joo Ahn & James Hamilton
  (ReDIF-software, red:ccodes:20-490)
• Measuring Labor-Force Participation and the Incidence and Duration of Unemployment
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022)
  by Hie Joo Ahn & James Hamilton
  (ReDIF-article, red:issued:20-490)
• Comment on "U.S. Oil Consumption, Oil Prices, and the Macroeconomy."
  Empirical Economics, Springer (1997)
  by Hamilton, James D
  (ReDIF-article, spr:empeco:v:22:y:1997:i:1:p:153-56)
• New directions in business cycle research and financial analysis
  Empirical Economics, Springer (2002)
  by James D. Hamilton & Baldev Raj
  (ReDIF-article, spr:empeco:v:27:y:2002:i:2:p:149-162)
• Book review
  Econometric Reviews, Taylor & Francis Journals (2000)
  by James Hamilton
  (ReDIF-article, taf:emetrv:v:19:y:2000:i:1:p:135-137)
• Normalization in Econometrics
  Econometric Reviews, Taylor & Francis Journals (2007)
  by James D. Hamilton & Daniel F. Waggoner & Tao Zha
  (ReDIF-article, taf:emetrv:v:26:y:2007:i:2-4:p:221-252)
• The Propagation of Regional Recessions
  The Review of Economics and Statistics, MIT Press (2012)
  by James D. Hamilton & Michael T. Owyang
  (ReDIF-article, tpr:restat:v:94:y:2012:i:4:p:935-947)
• What Do the Leading Indicators Lead?
  The Journal of Business, University of Chicago Press (1996)
  by Hamilton, James D & Perez-Quiros, Gabriel
  (ReDIF-article, ucp:jnlbus:v:69:y:1996:i:1:p:27-49)
• The Daily Market for Federal Funds
  Journal of Political Economy, University of Chicago Press (1996)
  by Hamilton, James D
  (ReDIF-article, ucp:jpolec:v:104:y:1996:i:1:p:26-56)
• A Model of the Federal Funds Rate Target
  Journal of Political Economy, University of Chicago Press (2002)
  by James D. Hamilton & Oscar Jorda
  (ReDIF-article, ucp:jpolec:v:110:y:2002:i:5:p:1135-1167)
• Oil and the Macroeconomy since World War II
  Journal of Political Economy, University of Chicago Press (1983)
  by Hamilton, James D
  (ReDIF-article, ucp:jpolec:v:91:y:1983:i:2:p:228-48)
• Uncovering Financial Market Expectations of Inflation
  Journal of Political Economy, University of Chicago Press (1985)
  by Hamilton, James D
  (ReDIF-article, ucp:jpolec:v:93:y:1985:i:6:p:1224-41)
• A Neoclassical Model of Unemployment and the Business Cycle
  Journal of Political Economy, University of Chicago Press (1988)
  by Hamilton, James D
  (ReDIF-article, ucp:jpolec:v:96:y:1988:i:3:p:593-617)
• Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
  Econometrica, Econometric Society (2015)
  by Christiane Baumeister & James D. Hamilton
  (ReDIF-article, wly:emetrp:v:83:y:2015:i:5:p:1963-1999)
• Sources of variation in holding returns for fed funds futures contracts
  Journal of Futures Markets, John Wiley & Sons, Ltd. (2011)
  by James D. Hamilton & Tatsuyoshi Okimoto
  (ReDIF-article, wly:jfutmk:v:31:y:2011:i:3:p:205-229)
• Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
  Bank of Finland Research Discussion Papers, Bank of Finland (2018)
  by Baumeister, Christiane & Hamilton, James D.
  (ReDIF-paper, zbw:bofrdp:rdp2018_014)