James H. Stock

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Affiliations

• Harvard University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Stochastic Trends and Economic Fluctuations
  American Economic Review, American Economic Association (1991)
  by King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W.
  (ReDIF-article, aea:aecrev:v:81:y:1991:i:4:p:819-40)
• Forecasting Output and Inflation: The Role of Asset Prices
  Journal of Economic Literature, American Economic Association (2003)
  by James H. Stock & Mark W.Watson
  (ReDIF-article, aea:jeclit:v:41:y:2003:i:3:p:788-829)
• The NAIRU, Unemployment and Monetary Policy
  Journal of Economic Perspectives, American Economic Association (1997)
  by Douglas Staiger & James H. Stock & Mark W. Watson
  (ReDIF-article, aea:jecper:v:11:y:1997:i:1:p:33-49)
• Vector Autoregressions
  Journal of Economic Perspectives, American Economic Association (2001)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, aea:jecper:v:15:y:2001:i:4:p:101-115)
• Retrospectives: Who Invented Instrumental Variable Regression?
  Journal of Economic Perspectives, American Economic Association (2003)
  by James H. Stock & Francesco Trebbi
  (ReDIF-article, aea:jecper:v:17:y:2003:i:3:p:177-194)
• Variable Trends in Economic Time Series
  Journal of Economic Perspectives, American Economic Association (1988)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, aea:jecper:v:2:y:1988:i:3:p:147-74)
• 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)
  by Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H
  (ReDIF-article, bes:jnlbes:v:10:y:1992:i:3:p:271-87)
• Evidence on Structural Instability in Macroeconomic Time Series Relations
  Journal of Business & Economic Statistics, American Statistical Association (1996)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:14:y:1996:i:1:p:11-30)
• Macroeconomic Forecasting Using Diffusion Indexes
  Journal of Business & Economic Statistics, American Statistical Association (2002)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:20:y:2002:i:2:p:147-62)
• A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
  Journal of Business & Economic Statistics, American Statistical Association (2002)
  by Stock, James H & Wright, Jonathan H & Yogo, Motohiro
  (ReDIF-article, bes:jnlbes:v:20:y:2002:i:4:p:518-29)
• A Reexamination of Friedman's Consumption Puzzle
  Journal of Business & Economic Statistics, American Statistical Association (1988)
  by Stock, James H
  (ReDIF-article, bes:jnlbes:v:6:y:1988:i:4:p:401-07)
• A Reexamination of Friedman's Consumption Puzzle: Reply
  Journal of Business & Economic Statistics, American Statistical Association (1988)
  by Stock, James H
  (ReDIF-article, bes:jnlbes:v:6:y:1988:i:4:p:413-14)
• VAR, Error Correction and Pretest Forecasts at Long Horizons
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1996)
  by Stock, James H
  (ReDIF-article, bla:obuest:v:58:y:1996:i:4:p:685-701)
• caschool
  Instructional Stata datasets for econometrics, Boston College Department of Economics (2003)
  by James H. Stock, Mark W. Watson
  (ReDIF-paper, boc:bocins:caschool)
• oj
  Instructional Stata datasets for econometrics, Boston College Department of Economics (2003)
  by James H. Stock, Mark W. Watson
  (ReDIF-paper, boc:bocins:oj)
• A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Stock, James & Watson, Mark & Marcellino, Massimiliano
  (ReDIF-paper, cpr:ceprdp:4976)
• Optimal Invariant Similar Tests for Instrumental Variables Regression
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2004)
  by Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock
  (ReDIF-paper, cwl:cwldpp:1476)
• Inference with Weak Instruments
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2005)
  by Donald W.K. Andrews & James H. Stock
  (ReDIF-paper, cwl:cwldpp:1530)
• Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality
  Economic Journal, Royal Economic Society (1987)
  by Jones, Stephen R G & Stock, James H
  (ReDIF-article, ecj:econjl:v:97:y:1987:i:385:p:49-64)
• Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
  Econometrica, Econometric Society (1987)
  by Stock, James H
  (ReDIF-article, ecm:emetrp:v:55:y:1987:i:5:p:1035-56)
• Semiparametric Estimation of Index Coefficients
  Econometrica, Econometric Society (1989)
  by Powell, James L & Stock, James H & Stoker, Thomas M
  (ReDIF-article, ecm:emetrp:v:57:y:1989:i:6:p:1403-30)
• Inference in Linear Time Series Models with Some Unit Roots
  Econometrica, Econometric Society (1990)
  by Sims, Christopher A & Stock, James H & Watson, Mark W
  (ReDIF-article, ecm:emetrp:v:58:y:1990:i:1:p:113-44)
• Pensions, the Option Value of Work, and Retirement
  Econometrica, Econometric Society (1990)
  by Stock, James H & Wise, David A
  (ReDIF-article, ecm:emetrp:v:58:y:1990:i:5:p:1151-80)
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
  Econometrica, Econometric Society (1993)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, ecm:emetrp:v:61:y:1993:i:4:p:783-820)
• Efficient Tests for an Autoregressive Unit Root
  Econometrica, Econometric Society (1996)
  by Elliott, Graham & Rothenberg, Thomas J & Stock, James H
  (ReDIF-article, ecm:emetrp:v:64:y:1996:i:4:p:813-36)
• Instrumental Variables Regression with Weak Instruments
  Econometrica, Econometric Society (1997)
  by Douglas Staiger & James H. Stock
  (ReDIF-article, ecm:emetrp:v:65:y:1997:i:3:p:557-586)
• GMM with Weak Identification
  Econometrica, Econometric Society (2000)
  by James H. Stock & Jonathan Wright
  (ReDIF-article, ecm:emetrp:v:68:y:2000:i:5:p:1055-1096)
• Empirical Bayes Forecasts of One Time Series Using Many Predictors
  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
  by Thomas Knox & James H. Stock & Mark W. Watson
  (ReDIF-paper, ecm:wc2000:1421)
• Unit roots in real GNP: Do we know and do we care? : A comment
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1990)
  by Stock, James H.
  (ReDIF-article, eee:crcspp:v:32:y:1990:i::p:63-82)
• Searching for prosperity
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (2001)
  by Kremer, Michael & Onatski, Alexei & Stock, James
  (ReDIF-article, eee:crcspp:v:55:y:2001:i:1:p:275-303)
• Unit roots, structural breaks and trends
  Handbook of Econometrics, Elsevier (1986)
  by Stock, James H.
  (ReDIF-chapter, eee:ecochp:4-46)
• Asymptotic properties of the Hahn-Hausman test for weak-instruments
  Economics Letters, Elsevier (2005)
  by Hausman, Jerry & Stock, James H. & Yogo, Motohiro
  (ReDIF-article, eee:ecolet:v:89:y:2005:i:3:p:333-342)
• Macro-econometrics
  Journal of Econometrics, Elsevier (2001)
  by Stock, James H.
  (ReDIF-article, eee:econom:v:100:y:2001:i:1:p:29-32)
• Confidence intervals for autoregressive coefficients near one
  Journal of Econometrics, Elsevier (2001)
  by Elliott, Graham & Stock, James H.
  (ReDIF-article, eee:econom:v:103:y:2001:i:1-2:p:155-181)
• Deciding between I(1) and I(0)
  Journal of Econometrics, Elsevier (1994)
  by Stock, James H.
  (ReDIF-article, eee:econom:v:63:y:1994:i:1:p:105-131)
• Inference in a nearly integrated autoregressive model with nonnormal innovations
  Journal of Econometrics, Elsevier (1997)
  by Rothenberg, Thomas J. & Stock, James H.
  (ReDIF-article, eee:econom:v:80:y:1997:i:2:p:269-286)
• Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
  European Economic Review, Elsevier (2003)
  by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:eecrev:v:47:y:2003:i:1:p:1-18)
• Business cycle fluctuations in us macroeconomic time series
  Handbook of Macroeconomics, Elsevier (1999)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-chapter, eee:macchp:1-01)
• Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
  Journal of Monetary Economics, Elsevier (1991)
  by Stock, James H.
  (ReDIF-article, eee:moneco:v:28:y:1991:i:3:p:435-459)
• Measuring money growth when financial markets are changing
  Journal of Monetary Economics, Elsevier (1996)
  by Feldstein, Martin & Stock, James H.
  (ReDIF-article, eee:moneco:v:37:y:1996:i:1:p:3-27)
• Forecasting inflation
  Journal of Monetary Economics, Elsevier (1999)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:moneco:v:44:y:1999:i:2:p:293-335)
• Efficient windows and labor force reduction
  Journal of Public Economics, Elsevier (1990)
  by Lumsdaine, Robin L. & Stock, James H. & Wise, David A.
  (ReDIF-article, eee:pubeco:v:43:y:1990:i:2:p:131-159)
• Phillips curve inflation forecasts
  Conference Series ; [Proceedings], Federal Reserve Bank of Boston (2008)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedbcp:y:2008:n:53:x:2)
• Measuring Real Activity Using a Weekly Economic Index
  Working Papers, Federal Reserve Bank of Dallas (2020)
  by Daniel J. Lewis & Karel Mertens & James H. Stock
  (ReDIF-paper, fip:feddwp:87839)
• The Disappointing Recovery in U.S. Output after 2009
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedfel:00155)
• Robust monetary policy under model uncertainty in a small model of the U.S. economy
  Proceedings, Federal Reserve Bank of San Francisco (1999)
  by Alexei Onatski & James H. Stock
  (ReDIF-article, fip:fedfpr:y:1999:x:5)
• Forecasting output and inflation: the role of asset prices
  Proceedings, Federal Reserve Bank of San Francisco (2001)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedfpr:y:2001:i:mar)
• The Disappointing Recovery of Output after 2009
  Working Paper Series, Federal Reserve Bank of San Francisco (2017)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedfwp:2017-14)
• A state-dependent model for inflation forecasting
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012)
  by Andrea Stella & James H. Stock
  (ReDIF-paper, fip:fedgif:1062)
• Has inflation become harder to forecast?
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedgpr:y:2005:x:17)
• Temporal instability of the unemployment-inflation relationship
  Economic Perspectives, Federal Reserve Bank of Chicago (1995)
  by Robert G. King & James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedhep:y:1995:i:may:p:2-12:n:v.19no.3)
• A simple estimator of cointegrating vectors in higher order integrated systems
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1991)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:91-3)
• Stochastic trends and economic fluctuations
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1991)
  by Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:91-4)
• A procedure for predicting recessions with leading indicators: econometric issues and recent performance
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:92-7)
• Evidence on structural instability in macroeconomic times series relations
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:94-13)
• Has the business cycle changed?
  Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedkpr:y:2003:p:9-56)
• Modeling inflation after the crisis
  Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedkpr:y:2010:p:173-220)
• Economic Benefits of COVID-19 Screening Tests
  Staff Report, Federal Reserve Bank of Minneapolis (2020)
  by Andrew Atkeson & Michael Droste & Michael J. Mina & James H. Stock
  (ReDIF-paper, fip:fedmsr:89012)
• Monitoring Real Activity in Real Time: The Weekly Economic Index
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Daniel J. Lewis & Karel Mertens & James H. Stock
  (ReDIF-paper, fip:fednls:87695)
• Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)
  Liberty Street Economics, Federal Reserve Bank of New York (2020)
  by Daniel J. Lewis & Karel Mertens & James H. Stock
  (ReDIF-paper, fip:fednls:88514)
• Measuring Real Activity Using a Weekly Economic Index
  Staff Reports, Federal Reserve Bank of New York (2020)
  by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi
  (ReDIF-paper, fip:fednsr:87768)
• High Frequency Data and a Weekly Economic Index during the Pandemic
  Staff Reports, Federal Reserve Bank of New York (2020)
  by Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi
  (ReDIF-paper, fip:fednsr:89215)
• How did leading indicator forecasts perform during the 2001 recession?
  Economic Quarterly, Federal Reserve Bank of Richmond (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedreq:y:2003:i:sum:p:71-90:n:v.89no.3)
• New Indexes Of Coincident And Leading Economic Indicators
  Papers, Harvard - J.F. Kennedy School of Government (1989)
  by Stock, J.H. & Watson, M.W.
  (ReDIF-paper, fth:harvgo:178d)
• Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information
  Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University ()
  by Massimiliano Marcellino & James H. Stock & Mark W. Watson
  (ReDIF-paper, igi:igierp:201)
• Bayesian Approaches to the 'Unit Root' Problem: A Comment
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1991)
  by Stock, James H
  (ReDIF-article, jae:japmet:v:6:y:1991:i:4:p:403-11)
• Combination forecasts of output growth in a seven-country data set
  Journal of Forecasting, John Wiley & Sons, Ltd. (2004)
  by Mark W. Watson & James H. Stock
  (ReDIF-article, jof:jforec:v:23:y:2004:i:6:p:405-430)
• Structural Stability and Models of the Business Cycle
  De Economist, Springer (2004)
  by James H. Stock
  (ReDIF-article, kap:decono:v:152:y:2004:i:2:p:197-209)
• Semiparametric estimation of weighted average derivatives
  Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (1986)
  by Powell, James L. & Stock, James H. & Stoker, Thomas M.
  (ReDIF-paper, mit:sloanp:2144)
• Environmental and Energy Policy and the Economy, volume 3
  NBER Books, National Bureau of Economic Research, Inc (2022)
  by Matthew J. Kotchen & Tatyana Deryugina & James H. Stock
  (ReDIF-book, nbr:nberbk:dery-1)
• International Seminar on Macroeconomics (ISOM) 2002
  NBER Books, National Bureau of Economic Research, Inc (2003)
  by Lars Svensson & James Stock
  (ReDIF-book, nbr:nberbk:isom03-1)
• Environmental and Energy Policy and the Economy, volume 1
  NBER Books, National Bureau of Economic Research, Inc (2020)
  by Matthew J. Kotchen & James H. Stock & Catherine D. Wolfram
  (ReDIF-book, nbr:nberbk:kotc-1)
• Environmental and Energy Policy and the Economy, volume 2
  NBER Books, National Bureau of Economic Research, Inc (2021)
  by Matthew Kotchen & James H. Stock & Catherine Wolfram
  (ReDIF-book, nbr:nberbk:kotc-2)
• Business Cycles, Indicators, and Forecasting
  NBER Books, National Bureau of Economic Research, Inc (1993)
  by James H. Stock & Mark W. Watson
  (ReDIF-book, nbr:nberbk:stoc93-1)
• International Seminar on Macroeconomics 1996
  NBER Books, National Bureau of Economic Research, Inc (1997)
  by James H. Stock & Torsten Persson
  (ReDIF-book, nbr:nberbk:stoc97-1)
• New Indexes of Coincident and Leading Economic Indicators
  NBER Chapters, National Bureau of Economic Research, Inc (1989)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:10968)
• Has the Business Cycle Changed and Why?
  NBER Chapters, National Bureau of Economic Research, Inc (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:11075)
• Climate Change, Climate Policy, and Economic Growth
  NBER Chapters, National Bureau of Economic Research, Inc (2019)
  by James H. Stock
  (ReDIF-chapter, nbr:nberch:14264)
• Introduction to "Environmental and Energy Policy and the Economy"
  NBER Chapters, National Bureau of Economic Research, Inc (2019)
  by Matthew J. Kotchen & James H. Stock & Catherine D. Wolfram
  (ReDIF-chapter, nbr:nberch:14284)
• Introduction to "Environmental and Energy Policy and the Economy, volume 2"
  NBER Chapters, National Bureau of Economic Research, Inc (2020)
  by Matthew J. Kotchen & James H. Stock & Catherine D. Wolfram
  (ReDIF-chapter, nbr:nberch:14501)
• Introduction to "Environmental and Energy Policy and the Economy, volume 3"
  NBER Chapters, National Bureau of Economic Research, Inc (2021)
  by Matthew J. Kotchen & Tatyana Deryugina & James H. Stock
  (ReDIF-chapter, nbr:nberch:14581)
• Introduction to "Environmental and Energy Policy and the Economy, volume 4"
  NBER Chapters, National Bureau of Economic Research, Inc (2022)
  by Matthew J. Kotchen & Tatyana Deryugina & James H. Stock
  (ReDIF-chapter, nbr:nberch:14708)
• Climate Policy Reform Options in 2025
  NBER Chapters, National Bureau of Economic Research, Inc (2024)
  by John Bistline & Kimberly A. Clausing & Neil Mehrotra & James H. Stock & Catherine Wolfram
  (ReDIF-chapter, nbr:nberch:15012)
• Three Models of Retirement: Computational Complexity versus Predictive Validity
  NBER Chapters, National Bureau of Economic Research, Inc (1992)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-chapter, nbr:nberch:7097)
• The Pension Inducement to Retire: An Option Value Analysis
  NBER Chapters, National Bureau of Economic Research, Inc (1990)
  by James H. Stock & David A. Wise
  (ReDIF-chapter, nbr:nberch:7118)
• Introduction to "Business Cycles, Indicators and Forecasting"
  NBER Chapters, National Bureau of Economic Research, Inc (1993)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:7188)
• A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
  NBER Chapters, National Bureau of Economic Research, Inc (1993)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:7190)
• Why Are Retirement Rates So High at Age 65?
  NBER Chapters, National Bureau of Economic Research, Inc (1996)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-chapter, nbr:nberch:7318)
• Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models
  NBER Chapters, National Bureau of Economic Research, Inc (1994)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-chapter, nbr:nberch:7344)
• The Use of a Monetary Aggregate to Target Nominal GDP
  NBER Chapters, National Bureau of Economic Research, Inc (1994)
  by Martin Feldstein & James H. Stock
  (ReDIF-chapter, nbr:nberch:8328)
• Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
  NBER Chapters, National Bureau of Economic Research, Inc (1996)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-chapter, nbr:nberch:8469)
• How Precise Are Estimates of the Natural Rate of Unemployment?
  NBER Chapters, National Bureau of Economic Research, Inc (1997)
  by Douglas O. Staiger & James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:8885)
• A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1989)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0083)
• Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1991)
  by James H. Stock
  (ReDIF-paper, nbr:nberte:0105)
• Deciding Between I(1) and I(0)
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1992)
  by James H. Stock
  (ReDIF-paper, nbr:nberte:0121)
• 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 (1992)
  by Graham Elliott & James H. Stock
  (ReDIF-paper, nbr:nberte:0122)
• Efficient Tests for an Autoregressive Unit Root
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1992)
  by Graham Elliott & Thomas J. Rothenberg & James H. Stock
  (ReDIF-paper, nbr:nberte:0130)
• Instrumental Variables Regression with Weak Instruments
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1994)
  by Douglas Staiger & James H. Stock
  (ReDIF-paper, nbr:nberte:0151)
• Evidence on Structural Instability in Macroeconomic Time Series Relations
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1994)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0164)
• Asymptotics for GMM Estimators with Weak Instruments
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996)
  by James H. Stock & Jonathan Wright
  (ReDIF-paper, nbr:nberte:0198)
• Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0201)
• Empirical Bayes Forecasts of One Time Series Using Many Predictors
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2001)
  by Thomas Knox & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0269)
• Testing for Weak Instruments in Linear IV Regression
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2002)
  by James H. Stock & Motohiro Yogo
  (ReDIF-paper, nbr:nberte:0284)
• Optimal Invariant Similar Tests for Instrumental Variables Regression
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004)
  by Donald W.K. Andrews & Marcelo Moreira & James H. Stock
  (ReDIF-paper, nbr:nberte:0299)
• Inference with Weak Instruments
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2005)
  by Donald W.K. Andrews & James H. Stock
  (ReDIF-paper, nbr:nberte:0313)
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0323)
• A Relationship Between Regression Tests and Volatility Tests of Market ncy
  NBER Working Papers, National Bureau of Economic Research, Inc (1983)
  by Jeffrey A. Frankel & James H. Stock
  (ReDIF-paper, nbr:nberwo:1105)
• Implications of Dynamic Factor Models for VAR Analysis
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:11467)
• Why Has U.S. Inflation Become Harder to Forecast?
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:12324)
• Phillips Curve Inflation Forecasts
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:14322)
• Modeling Inflation After the Crisis
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:16488)
• Estimating Turning Points Using Large Data Sets
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:16532)
• Forecasts in a Slightly Misspecified Finite Order VAR
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Ulrich K. Müller & James H. Stock
  (ReDIF-paper, nbr:nberwo:16714)
• Disentangling the Channels of the 2007-2009 Recession
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:18094)
• Growing in Debt: The 'Farm Crisis' and Public Policy
  NBER Working Papers, National Bureau of Economic Research, Inc (1986)
  by Charles W. Calomiris & R. Glenn Hubbard & James H. Stock
  (ReDIF-paper, nbr:nberwo:2085)
• Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by John Coglianese & Lucas W. Davis & Lutz Kilian & James H. Stock
  (ReDIF-paper, nbr:nberwo:20980)
• Core Inflation and Trend Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:21282)
• 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 (2015)
  by Christopher R. Knittel & Ben S. Meiselman & James H. Stock
  (ReDIF-paper, nbr:nberwo:21343)
• 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 (2016)
  by Todd Gerarden & W. Spencer Reeder & James H. Stock
  (ReDIF-paper, nbr:nberwo:22214)
• Interpreting Evidence on Money-Income Causality
  NBER Working Papers, National Bureau of Economic Research, Inc (1987)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2228)
• Stochastic Trends and Economic Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (1987)
  by Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2229)
• The Disappointing Recovery of Output after 2009
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:23543)
• Integrated Regressors and Tests of the Permanent Income Hypothesis
  NBER Working Papers, National Bureau of Economic Research, Inc (1987)
  by James H. Stock & Kenneth D. West
  (ReDIF-paper, nbr:nberwo:2359)
• Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:24216)
• The Price of Biodiesel RINs and Economic Fundamentals
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Scott H. Irwin & Kristen McCormack & James H. Stock
  (ReDIF-paper, nbr:nberwo:25341)
• Slack and Cyclically Sensitive Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:25987)
• The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Janice C. Eberly & James H. Stock & Jonathan H. Wright
  (ReDIF-paper, nbr:nberwo:26002)
• An Econometric Model of International Long-run Growth Dynamics
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Ulrich K. Müller & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:26593)
• The Pension Inducement to Retire: An Option Value Analysis
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:2660)
• Pensions, The Option Value of Work, and Retirement
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:2686)
• Data Gaps and the Policy Response to the Novel Coronavirus
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by James H. Stock
  (ReDIF-paper, nbr:nberwo:26902)
• U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Daniel Lewis & Karel Mertens & James H. Stock
  (ReDIF-paper, nbr:nberwo:26954)
• Reopening Scenarios
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by David Baqaee & Emmanuel Farhi & Michael J. Mina & James H. Stock
  (ReDIF-paper, nbr:nberwo:27244)
• The Macroeconomic Impact of Europe’s Carbon Taxes
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Gilbert E. Metcalf & James H. Stock
  (ReDIF-paper, nbr:nberwo:27488)
• Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Karl M. Aspelund & Michael C. Droste & James H. Stock & Christopher D. Walker
  (ReDIF-paper, nbr:nberwo:27528)
• A Probability Model of The Coincident Economic Indicators
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2772)
• Economic Benefits of COVID-19 Screening Tests
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Andrew Atkeson & Michael C. Droste & Michael Mina & James H. Stock
  (ReDIF-paper, nbr:nberwo:28031)
• Climate Royalty Surcharges
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Brian C. Prest & James H. Stock
  (ReDIF-paper, nbr:nberwo:28564)
• Robust Decarbonization of the US Power Sector: Policy Options
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by James H. Stock & Daniel N. Stuart
  (ReDIF-paper, nbr:nberwo:28677)
• Climate Policy Reform Options in 2025
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by John Bistline & Kimberly A. Clausing & Neil Mehrotra & James H. Stock & Catherine Wolfram
  (ReDIF-paper, nbr:nberwo:32168)
• The Market and Climate Implications of U.S. LNG Exports
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by James H. Stock & Matthew Zaragoza-Watkins
  (ReDIF-paper, nbr:nberwo:32228)
• Drawing Inferences From Statistics Based on Multi-Year Asset Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (1990)
  by Matthew Richardson & James H. Stock
  (ReDIF-paper, nbr:nberwo:3335)
• Efficient Windows and Labor Force Reduction
  NBER Working Papers, National Bureau of Economic Research, Inc (1990)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:3369)
• Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
  NBER Working Papers, National Bureau of Economic Research, Inc (1990)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:3376)
• 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 (1990)
  by Anindya Banerjee & Robin L. Lumsdaine & James H. Stock
  (ReDIF-paper, nbr:nberwo:3510)
• Three Models of Retirement: Computational Complexity Versus Predictive Validity
  NBER Working Papers, National Bureau of Economic Research, Inc (1990)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:3558)
• A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:4014)
• Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:4201)
• The Use of Monetary Aggregate to Target Nominal GDP
  NBER Working Papers, National Bureau of Economic Research, Inc (1993)
  by Martin Feldstein & James H. Stock
  (ReDIF-paper, nbr:nberwo:4304)
• Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits
  NBER Working Papers, National Bureau of Economic Research, Inc (1994)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:4613)
• Measuring Money Growth When Financial Markets Are Changing
  NBER Working Papers, National Bureau of Economic Research, Inc (1994)
  by James H. Stock & Martin Feldstein
  (ReDIF-paper, nbr:nberwo:4888)
• Why are Retirement Rates So High at Age 65?
  NBER Working Papers, National Bureau of Economic Research, Inc (1995)
  by Robin L. Lumsdaine & James H. Stock & David A. Wise
  (ReDIF-paper, nbr:nberwo:5190)
• How Precise are Estimates of the Natural Rate of Unemployment?
  NBER Working Papers, National Bureau of Economic Research, Inc (1996)
  by Douglas Staiger & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:5477)
• Business Cycle Fluctuations in U.S. Macroeconomic Time Series
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:6528)
• A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:6607)
• Diffusion Indexes
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:6702)
• Forecasting Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:7023)
• Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by Alexei Onatski & James H. Stock
  (ReDIF-paper, nbr:nberwo:7490)
• Forecasting Output and Inflation: The Role of Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:8180)
• Searching for Prosperity
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Michael Kremer & Alexei Onatski & James Stock
  (ReDIF-paper, nbr:nberwo:8250)
• Prices, Wages and the U.S. NAIRU in the 1990s
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Douglas Staiger & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:8320)
• Has the Business Cycle Changed and Why?
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:9127)
• Understanding Changes in International Business Cycle Dynamics
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:9859)
• A dynamic factor model framework for forecast combination
  Spanish Economic Review, Springer;Spanish Economic Association (1999)
  by Yeung Lewis Chan & James H. Stock & Mark W. Watson
  (ReDIF-article, spr:specre:v:1:y:1999:i:2:p:91-121)
• Understanding Changes In International Business Cycle Dynamics
  Journal of the European Economic Association, MIT Press (2005)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, tpr:jeurec:v:3:y:2005:i:5:p:968-1006)
• Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets
  Economics Working Papers, University of California at Berkeley (1987)
  by Jeffrey A. Frankel and James H. Stock.
  (ReDIF-paper, ucb:calbwp:8726)
• Measuring Business Cycle Time
  Journal of Political Economy, University of Chicago Press (1987)
  by Stock, James H
  (ReDIF-article, ucp:jpolec:v:95:y:1987:i:6:p:1240-61)