James H. Stock

发表

Diffusion Indexes

J. Stock, M. Watson, James H. Stock, 1998 .

Forecasting Asymmetric Unemployment Rates

Philip Rothman, J. Stock, P. Rothman, 1998 .

Interpreting Evidence on Money-Income Causality

J. Stock, M. Watson, James H. Stock, 1987 .

A Probability Model of the Coincident Economic Indicators

J. Stock, M. Watson, James H. Stock, 1988 .

Prices, Wages and the U.S. NAIRU in the 1990s

J. Stock, M. Watson, D. Staiger, 2001 .

Inference with Weak Instruments

J. Stock, D. Andrews, James H. Stock, 2005 .

Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series

J. Stock, James H. Stock, 1991 .

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

J. Stock, M. Watson, James H. Stock, 2006 .

Data Gaps and the Policy Response to the Novel Coronavirus

J. Stock, James H. Stock, 2020 .

How Did Leading Indicator Forecasts Perform during the 2001 Recession?

J. Stock, M. Watson, James H. Stock, 2003 .

ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY

Alexei Onatski, J. Stock, A. Onatski, 1998, Macroeconomic Dynamics.

A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience

J. Stock, M. Watson, James H. Stock, 1992 .

Optimal Invariant Similar Tests for Instrumental Variables Regression

Marcelo J. Moreira, J. Stock, D. Andrews, 2004 .

How Precise are Estimates of the Natural Rate of Unemployment?

J. Stock, M. Watson, D. Staiger, 1996 .

Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments

Motohiro Yogo, J. Stock, J. Hausman, 2004 .

Empirical Bayes Forecasts of One Time Series Using Many Predictors

Thomas Knox, Thomas A. Knox, J. Stock, 2001 .

The Use of Monetary Aggregate to Target Nominal GDP

J. Stock, M. Feldstein, James H. Stock, 1993 .