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James Hamilton

Personal Details

First Name:James
Middle Name:
Last Name:Hamilton
Suffix:
RePEc Short-ID:pha60
[This author has chosen not to make the email address public]
http://www.econ.ucsd.edu/~jhamilto/
Department of Economics, 0508 UCSD La Jolla, CA 92093-0508
858-534-3383
Terminal Degree:1983 Department of Economics; University of California-Berkeley (from RePEc Genealogy)

Affiliation

Department of Economics
University of California-San Diego (UCSD)

La Jolla, California (United States)
http://economics.ucsd.edu/
RePEc:edi:deucsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. James D. Hamilton & Jin Xi, 2024. "Principal Component Analysis for Nonstationary Series," NBER Working Papers 32068, National Bureau of Economic Research, Inc.
  2. James D. Hamilton, 2021. "Supply, Demand, and Specialized Production," NBER Working Papers 28888, National Bureau of Economic Research, Inc.
  3. Hie Joo Ahn & James Hamilton, 2021. "Online Appendix to "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment"," Online Appendices 20-490, Review of Economic Dynamics.
  4. Christiane Baumeister & James D. Hamilton, 2020. "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
  5. Baumeister, Christiane & Hamilton, James, 2020. "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers 14603, C.E.P.R. Discussion Papers.
  6. Baumeister, Christiane & Hamilton, James, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," CEPR Discussion Papers 14271, C.E.P.R. Discussion Papers.
  7. Hie Joo Ahn & James D. Hamilton, 2019. "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment," Finance and Economics Discussion Series 2019-035, Board of Governors of the Federal Reserve System (U.S.).
  8. James D. Hamilton, 2019. "Measuring Global Economic Activity," NBER Working Papers 25778, National Bureau of Economic Research, Inc.
  9. James D. Hamilton, 2019. "Perspectives on U.S. Monetary Policy Tools and Instruments," NBER Working Papers 25911, National Bureau of Economic Research, Inc.
  10. Hie Joo Ahn & James D. Hamilton, 2018. "Factors in Unemployment Dynamics," FEDS Notes 2018-12-21-3, Board of Governors of the Federal Reserve System (U.S.).
  11. Christiane Baumeister & James D. Hamilton, 2018. "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 24597, National Bureau of Economic Research, Inc.
  12. Baumeister, Christiane & Hamilton, James, 2018. "Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role," CEPR Discussion Papers 12911, C.E.P.R. Discussion Papers.
  13. David Greenlaw & James D. Hamilton & Ethan Harris & Kenneth D. West, 2018. "A Skeptical View of the Impact of the Fed’s Balance Sheet," NBER Working Papers 24687, National Bureau of Economic Research, Inc.
  14. Baumeister, Christiane & Hamilton, James, 2017. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Deman," CEPR Discussion Papers 12532, C.E.P.R. Discussion Papers.
  15. James D. Hamilton, 2017. "Why You Should Never Use the Hodrick-Prescott Filter," NBER Working Papers 23429, National Bureau of Economic Research, Inc.
  16. Christiane J.S. Baumeister & James D. Hamilton, 2017. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," NBER Working Papers 24167, National Bureau of Economic Research, Inc.
  17. James D. Hamilton, 2016. "Macroeconomic Regimes and Regime Shifts," NBER Working Papers 21863, National Bureau of Economic Research, Inc.
  18. Hie Ahn & James Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," Working Papers id:11130, eSocialSciences.
  19. Michael D. Bauer & James D. Hamilton, 2015. "Robust Bond Risk Premia," CESifo Working Paper Series 5541, CESifo.
  20. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2015. "The Equilibrium Real Funds Rate: Past, Present and Future," NBER Working Papers 21476, National Bureau of Economic Research, Inc.
  21. Christiane Baumeister & James D. Hamilton, 2014. "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," NBER Working Papers 20741, National Bureau of Economic Research, Inc.
  22. James D. Hamilton & Jing Cynthia Wu, 2014. "Effects of Index-Fund Investing on Commodity Futures Prices," NBER Working Papers 19892, National Bureau of Economic Research, Inc.
  23. James D. Hamilton, 2014. "The Changing Face of World Oil Markets," NBER Working Papers 20355, National Bureau of Economic Research, Inc.
  24. James D. Hamilton, 2013. "Off-Balance-Sheet Federal Liabilities," NBER Working Papers 19253, National Bureau of Economic Research, Inc.
  25. David Greenlaw & James D. Hamilton & Peter Hooper & Frederic S. Mishkin, 2013. "Crunch Time: Fiscal Crises and the Role of Monetary Policy," NBER Working Papers 19297, National Bureau of Economic Research, Inc.
  26. James D. Hamilton & Jing Cynthia Wu, 2013. "Risk Premia in Crude Oil Futures Prices," NBER Working Papers 19056, National Bureau of Economic Research, Inc.
  27. James D. Hamilton & Jing Cynthia Wu, 2012. "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers 17772, National Bureau of Economic Research, Inc.
  28. James D. Hamilton, 2012. "Oil Prices, Exhaustible Resources, and Economic Growth," NBER Working Papers 17759, National Bureau of Economic Research, Inc.
  29. James D. Hamilton & Jing Cynthia Wu, 2011. "Testable Implications of Affine Term Structure Models," NBER Working Papers 16931, National Bureau of Economic Research, Inc.
  30. James D. Hamilton, 2011. "Historical Oil Shocks," NBER Working Papers 16790, National Bureau of Economic Research, Inc.
  31. James D. Hamilton & Jing Cynthia Wu, 2011. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," NBER Working Papers 16956, National Bureau of Economic Research, Inc.
  32. James D. Hamilton, 2010. "Nonlinearities and the Macroeconomic Effects of Oil Prices," NBER Working Papers 16186, National Bureau of Economic Research, Inc.
  33. James D. Hamilton & Seth Pruitt & Scott Borger, 2010. "Estimating the Market-Perceived Monetary Policy Rule," NBER Working Papers 16412, National Bureau of Economic Research, Inc.
  34. James D. Hamilton, 2010. "Causes and consequences of the oil shock of 2007–08," FRB Atlanta CQER Working Paper 2009-02, Federal Reserve Bank of Atlanta.
  35. James D. Hamilton & Tatsuyoshi Okimoto, 2010. "Sources of Variation in Holding Returns for Fed Funds Futures Contracts," NBER Working Papers 15736, National Bureau of Economic Research, Inc.
  36. James D. Hamilton, 2010. "Calling Recessions in Real Time," NBER Working Papers 16162, National Bureau of Economic Research, Inc.
  37. James D. Hamilton & Michael T. Owyang, 2009. "The propagation of regional recessions," Working Papers 2009-013, Federal Reserve Bank of St. Louis.
  38. Scott C. Borger & James D. Hamilton & Seth Pruitt, 2009. "The market-perceived monetary policy rule," International Finance Discussion Papers 982, Board of Governors of the Federal Reserve System (U.S.).
  39. James D. Hamilton, 2008. "Daily Monetary Policy Shocks and the Delayed Response of New Home Sales," NBER Working Papers 14223, National Bureau of Economic Research, Inc.
  40. James D. Hamilton, 2008. "Understanding Crude Oil Prices," NBER Working Papers 14492, National Bureau of Economic Research, Inc.
  41. James D. Hamilton, 2008. "Macroeconomics and ARCH," NBER Working Papers 14151, National Bureau of Economic Research, Inc.
  42. James D. Hamilton, 2007. "Daily Changes in Fed Funds Futures Prices," NBER Working Papers 13112, National Bureau of Economic Research, Inc.
  43. James D. Hamilton, 2007. "Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts," NBER Working Papers 13569, National Bureau of Economic Research, Inc.
  44. Marcelle Chauvet & James D. Hamilton, 2005. "Dating Business Cycle Turning Points," NBER Working Papers 11422, National Bureau of Economic Research, Inc.
  45. James D. Hamilton, 2005. "What's Real About the Business Cycle?," NBER Working Papers 11161, National Bureau of Economic Research, Inc.
  46. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004. "Normalization in econometrics," FRB Atlanta Working Paper 2004-13, Federal Reserve Bank of Atlanta.
  47. Michael C. Davis & James D. Hamilton, 2003. "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," NBER Working Papers 9741, National Bureau of Economic Research, Inc.
  48. Herrera, Ana Maria & Hamilton, James D., 2001. "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy," University of California at San Diego, Economics Working Paper Series qt4qp0p0v5, Department of Economics, UC San Diego.
  49. Hamilton, James Douglas & Kim, Dong Heon, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series qt69v8p1m9, Department of Economics, UC San Diego.
  50. James D. Hamilton, 2000. "What is an Oil Shock?," NBER Working Papers 7755, National Bureau of Economic Research, Inc.
  51. Hamilton, James D., 1999. "A Parametric Approach to Flexible Nonlinear Inference," University of California at San Diego, Economics Working Paper Series qt68s8157x, Department of Economics, UC San Diego.
  52. James D. Hamilton, 1996. "Measuring the liquidity effect," Working Papers in Applied Economic Theory 96-06, Federal Reserve Bank of San Francisco.
  53. Charles Engel & James D. Hamilton, 1989. "Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?," NBER Working Papers 3165, National Bureau of Economic Research, Inc.
  54. James D. Hamilton & Marjorie A. Flavin, 1985. "On the Limitations of Government Borrowing: A Framework for Empirical Testing," NBER Working Papers 1632, National Bureau of Economic Research, Inc.

    repec:bof:bofrdp:2018_014 is not listed on IDEAS
  55. James D. Hamilton & Oscar Jorda, "undated". "A model for the federal funds rate target," Department of Economics 99-07, California Davis - Department of Economics.

Articles

  1. Hie Joo Ahn & James Hamilton, 2022. "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 1-32, April.
  2. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
  3. Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
  4. Hamilton, James D., 2019. "Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 290-293.
  5. Baumeister, Christiane & Hamilton, James D., 2018. "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, vol. 100(C), pages 48-65.
  6. Michael D. Bauer & James D. Hamilton, 2016. "Do macro variables help forecast interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  7. James D. Hamilton & Ethan S. Harris & Jan Hatzius & Kenneth D. West, 2016. "The Equilibrium Real Funds Rate: Past, Present, and Future," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(4), pages 660-707, November.
  8. Christiane Baumeister & James D. Hamilton, 2015. "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information," Econometrica, Econometric Society, vol. 83(5), pages 1963-1999, September.
  9. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, vol. 178(P2), pages 231-242.
  10. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 9-37.
  11. James D. Hamilton & Michael T. Owyang, 2012. "The Propagation of Regional Recessions," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 935-947, November.
  12. James D. Hamilton & Jing Cynthia Wu, 2012. "The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 3-46, February.
  13. Hamilton, James D. & Wu, Jing Cynthia, 2012. "Identification and estimation of Gaussian affine term structure models," Journal of Econometrics, Elsevier, vol. 168(2), pages 315-331.
  14. James D. Hamilton, 2012. "Import Prices and Inflation," International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 271-279, March.
  15. James D. Hamilton & Seth Pruitt & Scott Borger, 2011. "Estimating the Market-Perceived Monetary Policy Rule," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(3), pages 1-28, July.
  16. Hamilton, James D., 2011. "Nonlinearities And The Macroeconomic Effects Of Oil Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 364-378, November.
  17. Hamilton, James D., 2011. "Calling recessions in real time," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1006-1026, October.
  18. James D. Hamilton & Tatsuyoshi Okimoto, 2011. "Sources of variation in holding returns for fed funds futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(3), pages 205-229, March.
  19. Hamilton, James D., 2011. "Response to comments," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1039-1040, October.
  20. James D. Hamilton, 2009. "Understanding Crude Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 179-206.
  21. James D. Hamilton, 2009. "Daily Changes in Fed Funds Futures Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 567-582, June.
  22. James D. Hamilton, 2009. "Causes and Consequences of the Oil Shock of 2007-08," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 215-283.
  23. James D. Hamilton, 2008. "Assessing monetary policy effects using daily federal funds futures contracts," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 377-394.
  24. Hamilton, James D., 2008. "Inside The Economist'S Mind," Macroeconomic Dynamics, Cambridge University Press, vol. 12(1), pages 112-116, February.
  25. Hamilton, James D., 2008. "Daily monetary policy shocks and new home sales," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1171-1190, October.
  26. James D. Hamilton, 2007. "Housing and the monetary transmission mechanism: commentary," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 415-422.
  27. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007. "Normalization in Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 221-252.
  28. Hamilton James D., 2005. "Comment on "Investigating Nonlinearity"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-10, September.
  29. James D. Hamilton, 2005. "What's real about the business cycle?," Review, Federal Reserve Bank of St. Louis, vol. 87(Jul), pages 435-452.
  30. James D. Hamilton, 2004. "Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  31. Hamilton, James D & Herrera, Ana Maria, 2004. "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(2), pages 265-286, April.
  32. Davis, Michael C & Hamilton, James D, 2004. "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(1), pages 17-37, February.
  33. Hamilton, James D., 2003. "Comment on "A comparison of two business cycle dating methods"," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1691-1693, July.
  34. Hamilton, James D., 2003. "What is an oil shock?," Journal of Econometrics, Elsevier, vol. 113(2), pages 363-398, April.
  35. Hamilton, James D & Kim, Dong Heon, 2002. "A Reexamination of the Predictability of Economic Activity Using the Yield Spread," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 340-360, May.
  36. Hamilton, James D., 2002. "On the interpretation of cointegration in the linear-quadratic inventory model," Journal of Economic Dynamics and Control, Elsevier, vol. 26(12), pages 2037-2049, October.
  37. James D. Hamilton & Oscar Jorda, 2002. "A Model of the Federal Funds Rate Target," Journal of Political Economy, University of Chicago Press, vol. 110(5), pages 1135-1167, October.
  38. James D. Hamilton & Baldev Raj, 2002. "New directions in business cycle research and financial analysis," Empirical Economics, Springer, vol. 27(2), pages 149-162.
  39. Hamilton, James D, 2001. "A Parametric Approach to Flexible Nonlinear Inference," Econometrica, Econometric Society, vol. 69(3), pages 537-573, May.
  40. James Hamilton, 2000. "Book review," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 135-137.
  41. Hamilton, James D., 1998. "The supply and demand for Federal Reserve deposits," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 1-44, December.
  42. Hamilton, James D. & Monteagudo, Josefina, 1998. "The augmented Solow model and the productivity slowdown," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 495-509, October.
  43. Hamilton, James D, 1997. "Comment on "U.S. Oil Consumption, Oil Prices, and the Macroeconomy."," Empirical Economics, Springer, vol. 22(1), pages 153-156.
  44. Hamilton, James D, 1997. "Measuring the Liquidity Effect," American Economic Review, American Economic Association, vol. 87(1), pages 80-97, March.
  45. Hamilton, James D & Gang, Lin, 1996. "Stock Market Volatility and the Business Cycle," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 573-593, Sept.-Oct.
  46. Hamilton, James D & Perez-Quiros, Gabriel, 1996. "What Do the Leading Indicators Lead?," The Journal of Business, University of Chicago Press, vol. 69(1), pages 27-49, January.
  47. Hamilton, James D., 1996. "This is what happened to the oil price-macroeconomy relationship," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 215-220, October.
  48. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
  49. Hamilton, James D, 1996. "The Daily Market for Federal Funds," Journal of Political Economy, University of Chicago Press, vol. 104(1), pages 26-56, February.
  50. Hamilton, James D. & Susmel, Raul, 1994. "Autoregressive conditional heteroskedasticity and changes in regime," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 307-333.
  51. Hamilton, James D, 1992. "Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market," American Economic Review, American Economic Association, vol. 82(1), pages 157-178, March.
  52. Hamilton, James D, 1991. "A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(1), pages 27-39, January.
  53. Hamilton, James D, 1991. "The Quantitative Significance of the Lucas Critique: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 388-389, October.
  54. Hamilton, James D, 1991. "The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(3), pages 608-612, August.
  55. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
  56. Engel, Charles & Hamilton, James D, 1990. "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?," American Economic Review, American Economic Association, vol. 80(4), pages 689-713, September.
  57. Hamilton, James D., 1989. "The long-run behavior of the velocity of circulation : A review essay," Journal of Monetary Economics, Elsevier, vol. 23(2), pages 335-344, March.
  58. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
  59. Hamilton, James D., 1988. "Are the macroeconomic effects of oil-price changes symmetric? : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 28(1), pages 369-378, January.
  60. Hamilton, James D., 1988. "Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 385-423.
  61. Hamilton, James D, 1988. "A Neoclassical Model of Unemployment and the Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 96(3), pages 593-617, June.
  62. James D. Hamilton, 1988. "Role Of The International Gold Standard In Propagating The Great Depression," Contemporary Economic Policy, Western Economic Association International, vol. 6(2), pages 67-89, April.
  63. Hamilton, James D., 1987. "Monetary factors in the great depression," Journal of Monetary Economics, Elsevier, vol. 19(2), pages 145-169, March.
  64. Hamilton, James D & Flavin, Marjorie A, 1986. "On the Limitations of Government Borrowing: A Framework for EmpiricalTesting," American Economic Review, American Economic Association, vol. 76(4), pages 808-819, September.
  65. Hamilton, James D, 1986. "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, vol. 27(3), pages 545-552, October.
  66. Burmeister, Edwin & Wall, Kent D & Hamilton, James D, 1986. "Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(2), pages 147-160, April.
  67. Hamilton, James D., 1986. "A standard error for the estimated state vector of a state-space model," Journal of Econometrics, Elsevier, vol. 33(3), pages 387-397, December.
  68. Hamilton, James D. & Whiteman, Charles H., 1985. "The observable implications of self-fulfilling expectations," Journal of Monetary Economics, Elsevier, vol. 16(3), pages 353-373, November.
  69. James D. Hamilton, 1985. "Historical Causes of Postwar Oil Shocks and Recessions," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 97-116.
  70. Hamilton, James D, 1985. "Uncovering Financial Market Expectations of Inflation," Journal of Political Economy, University of Chicago Press, vol. 93(6), pages 1224-1241, December.
  71. Hamilton, James D, 1983. "Oil and the Macroeconomy since World War II," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 228-248, April.

Software components

  1. Hie Joo Ahn & James Hamilton, 2021. "Code and data files for "Measuring Labor-Force Participation and the Incidence and Duration of Unemployment"," Computer Codes 20-490, Review of Economic Dynamics.

Chapters

  1. Hamilton, J.D., 2016. "Macroeconomic Regimes and Regime Shifts," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 163-201, Elsevier.
  2. James D. Hamilton, 2009. "Concerns about the Fed's New Balance Sheet," Book Chapters, in: John D. Ciorciari & John Taylor (ed.), The Road Ahead for the Fed, chapter 5, Hoover Institution, Stanford University.
  3. Hamilton, James D., 1986. "State-space models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 50, pages 3039-3080, Elsevier.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Works
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  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
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  27. Number of Journal Pages, Weighted by Number of Authors
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  30. Number of Abstract Views in RePEc Services over the past 12 months
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 46 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (35) 2005-03-06 2005-06-27 2007-05-26 2007-11-10 2008-07-05 2008-08-21 2009-05-30 2009-08-02 2009-11-21 2010-02-20 2010-07-10 2010-07-24 2011-01-16 2011-02-26 2011-04-16 2011-04-23 2013-09-28 2015-01-09 2015-08-30 2015-11-07 2016-03-29 2016-08-14 2017-06-04 2018-01-22 2018-02-12 2018-05-28 2018-06-18 2018-07-09 2018-08-20 2019-05-06 2019-06-24 2020-01-20 2020-07-20 2020-07-27 2021-06-21. Author is listed
  2. NEP-CBA: Central Banking (16) 2007-05-26 2008-07-05 2008-08-21 2009-05-30 2009-08-02 2009-11-21 2010-02-20 2010-07-10 2010-07-24 2011-01-16 2011-04-16 2011-04-23 2012-02-01 2013-09-28 2018-08-20 2019-06-24. Author is listed
  3. NEP-ECM: Econometrics (13) 2004-08-09 2008-07-05 2009-08-02 2010-07-10 2012-02-01 2015-01-09 2016-03-29 2017-06-04 2018-01-22 2018-05-28 2020-01-20 2020-05-04 2024-03-11. Author is listed
  4. NEP-ETS: Econometric Time Series (13) 2000-07-03 2004-08-09 2005-06-27 2008-07-05 2010-07-10 2015-01-09 2017-06-04 2018-01-22 2018-02-12 2018-05-28 2020-01-20 2020-05-04 2024-03-11. Author is listed
  5. NEP-MON: Monetary Economics (11) 2007-11-10 2008-08-21 2009-11-21 2011-04-23 2013-09-28 2015-08-30 2018-05-28 2018-06-18 2018-07-09 2018-08-20 2019-06-24. Author is listed
  6. NEP-ENE: Energy Economics (10) 2000-07-03 2008-11-18 2009-05-30 2010-07-24 2011-02-26 2012-02-01 2013-05-24 2014-08-09 2018-01-22 2018-02-12. Author is listed
  7. NEP-BEC: Business Economics (5) 2005-06-27 2009-05-30 2009-08-02 2010-07-24 2011-01-16. Author is listed
  8. NEP-HIS: Business, Economic and Financial History (5) 2000-07-03 2011-02-26 2012-02-01 2014-08-09 2015-08-30. Author is listed
  9. NEP-CWA: Central and Western Asia (3) 2011-02-26 2012-02-01 2021-06-21
  10. NEP-ORE: Operations Research (3) 2010-07-24 2020-05-04 2020-07-20
  11. NEP-LAB: Labour Economics (2) 2019-07-22 2020-07-20
  12. NEP-BAN: Banking (1) 2011-04-23
  13. NEP-CMP: Computational Economics (1) 2005-06-27
  14. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  15. NEP-DGE: Dynamic General Equilibrium (1) 2005-03-06
  16. NEP-GEO: Economic Geography (1) 2011-01-16
  17. NEP-GER: German Papers (1) 2015-08-30
  18. NEP-HPE: History and Philosophy of Economics (1) 2004-08-09
  19. NEP-INT: International Trade (1) 2019-05-06
  20. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  21. NEP-OPM: Open Economy Macroeconomics (1) 2010-07-24
  22. NEP-SOG: Sociology of Economics (1) 2014-02-15
  23. NEP-UPT: Utility Models and Prospect Theory (1) 2013-05-24
  24. NEP-URE: Urban and Real Estate Economics (1) 2008-08-21

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