@workingpaper {719911,
	title = {Climate Policy Reform Options in 2025},
	year = {Working Paper},
	author = {John Bistline and Kimberly A. Clausing and Neil Mehrotra and James H. Stock and Catherine Wolfram}
}
@article {682783,
	title = {Emissions and Electricity Price Effects of a Small Carbon Tax Combined with Renewable Tax Credit Extensions.},
	year = {Working Paper},
	author = {James H. Stock and Daniel Stuart}
}
@article {667538,
	title = {Economic Benefits of COVID-19 Screening Tests with a Vaccine Rollout},
	year = {Working Paper},
	author = {Andrew Atkeson and Michael Droste and Michael J. Mina and James H. Stock}
}
@workingpaper {662164,
	title = {Reopening Scenarios},
	year = {Working Paper},
	author = {David Baqaee and Emmanuel Farhi and Michael J. Mina and James H. Stock}
}
@workingpaper {662154,
	title = {Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland},
	year = {Working Paper},
	author = {Karl M. Aspelund and Michael C. Droste and James H. Stock and Christopher D. Walker}
}
@workingpaper {606028,
	title = {Reforming the Renewable Fuel Standard},
	year = {Working Paper},
	author = {James H. Stock}
}
@workingpaper {604372,
	title = {The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard: Analysis of Post-March 2015 Data},
	year = {Working Paper},
	author = {Christopher R. Knittel and Ben S. Meiselman and James H. Stock}
}
@article {644643,
	title = {Is Newey-West optimal among first-order kernels?},
	journal = {Journal of Econometrics},
	volume = {240},
	number = {2},
	year = {2024},
	url = {https://www.sciencedirect.com/science/article/pii/S0304407623000301?via\%3Dihub},
	author = {Thomas Kolokotrones and James H. Stock and Christopher Walker}
}
@article {711651,
	title = {The Macroeconomic Impact of Europe{\textquoteright}s Carbon Taxes},
	journal = {American Economic Journal: Macroeconomics},
	year = {2023},
	author = {James H. Stock and Metcalf, Gilbert E.}
}
@conference {708856,
	title = {Policies for Electrifying the Light-Duty Vehicle Fleet in the United States},
	booktitle = {AEA Papers and Proceedings },
	volume = {113},
	year = {2023},
	pages = {316-322},
	publisher = {AEA Papers and Proceedings 2023},
	organization = {AEA Papers and Proceedings 2023},
	author = {Cassandra Cole and Michael Droste and Knittel, Christopher and Shanjun Li and James Stock}
}
@article {702291,
	title = {Comprehensive evidence implies a higher social cost of CO2 },
	year = {2022},
	author = {James Stock and Kevin Rennert and Frank Errickson and Brian C. Prest and Lisa Rennels and Richard G. Newell and William Pizer and Cora Kingdon and Jordan Wingenroth and Roger Cooke and Bryan Parthum and Smith, David and Kevin Cromar and Delavane Diaz and Frances C. Moore and Ulrich K. Muller and Richard J. Pelvin and Adrian E. Raftery and Hana {\v S}ev{\v c}{\'\i}kov{\'a} and Hannah Sheets and Tammy Tan and Mark Watson and Tony E. Wong and David Anthoff}
}
@article {681337,
	title = {Keep climate policy focused on the social cost of carbon.},
	journal = {Science Magazine},
	volume = {373},
	number = {6557},
	year = {2021},
	pages = {850-852},
	author = {Joseph E. Aldy and Matthew J. Kotchen and Robert N. Stavins and James H. Stock}
}
@article {680659,
	title = {Driving Deep Decarbonization},
	journal = {IMF Finance \& Development},
	number = {September},
	year = {2021},
	author = {Stock, JH}
}
@workingpaper {673086,
	title = {Robust Decarbonization of the US Power Sector: Policy Options},
	year = {2021},
	author = {James H. Stock and Daniel Stuart}
}
@workingpaper {672014,
	title = {Climate Royalty Surcharges},
	year = {2021},
	author = {Brian C. Prest and James H. Stock}
}
@webarticle {671510,
	title = {Eight Priorities for Calculating the Social Cost of Carbon},
	journal = {Nature},
	number = {590},
	year = {2021},
	author = {Gernot Wagner and David Anthoff and Maureen Cropper and Simon Dietz and Kenneth Gillingham and Groom, Ben and J. Paul Kelleher and Frances C. Moore and James H. Stock}
}
@article {671020,
	title = {Rethinking Economics in the Age of Cheap Money{\textquotedblright}},
	journal = {Foreign Affairs},
	number = {March/April},
	year = {2021},
	pages = {174-185},
	author = {James Stock}
}
@article {534711,
	title = {The Size-Power Tradeoff in HAR Inference},
	journal = {Econometrica},
	volume = {89},
	number = {No. 5 (September)},
	year = {2021},
	pages = {2497-2516},
	author = {Eben Lazarus and Daniel J Lewis and James H. Stock}
}
@article {669160,
	title = {Data Gaps and the Policy Response to the Novel Coronavirus},
	journal = {NBER},
	year = {2020},
	author = {James Stock}
}
@conference {662228,
	title = {Policies for a Second Wave},
	booktitle = {Brookings Papers on Economic Activity},
	year = {2020},
	author = {David Baqaee and Emmanuel Farhi and Michael Mina and James H. Stock}
}
@article {662163,
	title = {Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies},
	journal = {American Economic Journal: Economic Policy},
	volume = {12},
	number = {1},
	year = {2020},
	pages = {167-99},
	author = {Todd D. Gerarden and Reeder, W. Spencer and James H. Stock}
}
@article {662162,
	title = {Quasi-Experimental Estimates of the Transient Climate Response using Observational Data},
	journal = {Climatic Change},
	volume = {1},
	year = {2020},
	pages = {1-11},
	author = {Giselle Montamat and James H. Stock}
}
@article {662160,
	title = {Measuring the Macroeconomic Impact of Carbon Taxes},
	journal = {American Economic Review: Papers and Proceedings},
	volume = {110},
	year = {2020},
	pages = {101-06},
	author = {Gilbert Metcalf and James H. Stock}
}
@article {662159,
	title = {U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak},
	journal = {Covid Economics},
	volume = {6},
	number = {April 17},
	year = {2020},
	pages = {1-21},
	author = {Daniel Lewis and Karel Mertens and James Stock}
}
@article {662155,
	title = {Data Gaps and the Policy Response to the Novel Coronavirus},
	journal = {Covid Economics},
	volume = {3},
	year = {2020},
	pages = {1-11},
	author = {James H. Stock}
}
@article {646462,
	title = {Measuring the Macroeconomic Impact of Carbon Taxes},
	journal = {American Economic Review },
	volume = {110},
	number = {May},
	year = {2020},
	pages = {101-06},
	url = {https://www.aeaweb.org/articles?id=10.1257/pandp.20201081},
	author = {James H. Stock and Metcalf, Gilbert E.}
}
@article {641779,
	title = {Analysis of Proposed 20-year Mineral Leasing Withdrawal in Superior National Forest},
	journal = {Ecological Economics},
	volume = {174},
	year = {2020},
	pages = {1-9},
	author = {James H. Stock and Jacob T. Bradt}
}
@proceedings {638003,
	title = {Climate Change, Climate Policy, and Economic Growth},
	journal = {NBER Macroeconomics Annual},
	volume = {34},
	number = {1},
	year = {2020},
	note = {NBER Macroeconomics Annual, 2019 -\&nbsp;SlidesSpeech Video\&nbsp;},
	pages = {399-419},
	author = {James H. Stock}
}
@article {637312,
	title = {The Federal Reserve{\textquoteright}s Current Framework for Monetary Policy: A Review and Assessment},
	journal = {International Journal of Central Banking},
	volume = {16},
	number = {1},
	year = {2020},
	pages = {1-67},
	author = {Eberly, Janice C. and James H. Stock and Wright, Jonathan H.}
}
@article {627344,
	title = {The Price Of Biodiesel Rins and Economic Fundamentals},
	journal = {American Journal of Agricultural Economics},
	volume = {102},
	number = {3},
	year = {2020},
	pages = {734-752},
	author = {James H. Stock and Scott H. Irwin and Kristen McCormack}
}
@article {538251,
	title = {The Effects of Fuel Prices, Regulations, and Other Factors on U.S. Coal Production, 2008-2016},
	journal = {The Energy Journal},
	volume = {41},
	number = {1},
	year = {2020},
	author = {John Coglianese and Gerarden, Todd and James H. Stock}
}
@article {395081,
	title = {Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies.},
	journal = {American Economic Journal: Economic Policy},
	volume = {12},
	number = {1},
	year = {2020},
	pages = {167-99},
	abstract = {Coal mined on federally managed lands accounts for approximately 40\% of U.S. coal consumption and 13\% of total U.S. energy-related CO2 emissions. The U.S. Department of the Interior is undertaking a programmatic review of federal coal leasing, including the climate effects of burning federal coal. This paper studies the interaction between a specific upstream policy, incorporating a carbon adder into federal coal royalties, and downstream emissions regulation under the Clean Power Plan (CPP). After providing some comparative statics, wepresent quantitative results from a detailed dynamic model of the power sector, the Integrated Planning Model (IPM). The IPM analysis indicates that, in the absence of the CPP, a royalty adder equal to the social cost of carbon could reduce emissions by roughly {\textthreequarters} of the emissions reduction that the CPP is projected to achieve. If instead the CPP is binding, the royalty adder would: reduce the price of tradeable emissions allowances, produce some additional emissions reductions by reducing leakage, and reduce wholesale power prices under a mass-based CPP but increase them under a rate-based CPP. A federal royalty adder increases mining of non-federal coal, but this substitution is limited by a shift to electricity generation by gas and renewables.Key words: extraction royalties, social cost of carbonJEL codes: Q54, Q58, Q38},
	author = {Gerarden, Todd and Reeder, W. Spencer and James H. Stock}
}
@workingpaper {645461,
	title = {An Econometric Model of International Long-run Growth Dynamics},
	year = {2019},
	author = {Ulrich K. M{\"u}ller and James H. Stock and Mark W. Watson}
}
@article {638220,
	title = {The Business Cycle is Alive and Well },
	journal = {Business Economics},
	volume = {54},
	number = {1},
	year = {2019},
	pages = {79-84},
	author = {Stock, JH}
}
@workingpaper {630988,
	title = {Trend, Seasonal, and Sectoral Inflation in the Euro Area},
	year = {2019},
	author = {James H. Stock and Mark W. Watson}
}
@article {618735,
	title = {Weak Instruments in IV Regression: Theory and Practice},
	journal = {Annual Review of Economics},
	year = {2019},
	abstract = {When instruments are weakly correlated with endogenous regressors, conventional methods for instrumental variables estimation and inference become unreliable. A large literature in econometrics develops procedures for detecting weak instruments and constructing robust condence sets, but many of the results in this literature arelimited to settings with independent and homoskedastic data, while data encountered in practice frequently violate these assumptions. We review the literature on weak instruments in linear IV regression with an emphasis on results for non-homoskedastic (heteroskedastic, serially correlated, or clustered) data. To assess the practical importance of weak instruments, we also report tabulations and simulations based on a survey of papers published in the American Economic Review from 2014 to 2018 that use instrumental variables. These results suggest that weak instruments remain an important issue for empirical practice, and that there are simple steps researchers can take to better handle weak instruments in applications.\&nbsp;},
	author = {Isaiah Andrews and James H. Stock and Liyang Sun}
}
@article {504986,
	title = {Cost Pass-Through to Higher Ethanol Blends at the Pump: Evidence from Minnesota Gas Station Data},
	journal = {Journal of Environmental Economics and Management},
	volume = {93},
	year = {2019},
	month = {2017},
	pages = {1-19},
	author = {James H. Stock and Jing Li}
}
@workingpaper {630568,
	title = {Inference in Structural Vector Autoregressions with External Instruments},
	year = {2018},
	author = {Montiel, Jose L. and James H. Stock and Mark W. Watson}
}
@article {618736,
	title = {The Cost of Reducing Greenhouse Gas Emissions},
	journal = {Journal of Economic Perspectives},
	volume = {32},
	number = {4},
	year = {2018},
	pages = {53-72},
	abstract = {This paper reviews the cost of various interventions that reduce greenhouse gas emissions. As much as possible we focus on actual abatement costs (dollars per ton of carbon dioxide avoided), as measured by 50 economic studies of programs over the past decade, supplemented by our own calculations. We distinguish between static costs, which occur over the lifetime of the project, and dynamic costs, which incorporate spillovers. Interventions or policies that are expensive in a static sense can be inexpensive in a dynamic sense if they induce innovation and learning-by-doing.},
	author = {Kenneth Gillingham and James H. Stock}
}
@article {610519,
	title = {HAR Inference: Recommendations for Practice},
	journal = {Journal of Business \& Economic Statistics},
	volume = {36},
	number = {4},
	year = {2018},
	pages = {541-574},
	abstract = {The classic papers by Newey and West (1987) and Andrews (1991) spurred a large body of work on how to improve heteroskedasticity- and autocorrelation-robust (HAR) inference in time series regression. This literature finds that using a larger than usual truncation parameter to estimate the long-run variance, combined with Kiefer-Vogelsang (2002, 2005) fixed-b critical values, can substantially reduce size distortions, at only a modest cost in (size-adjusted) power. Empirical practice, however, has not kept up. This paper therefore draws on the post-Newey West/Andrews literature to make concrete recommendations for HAR inference. We derive truncation parameter rules that choose a point on the size-power tradeoff to minimize a loss function. If Newey-West tests are used, we recommend the truncation parameter rule S = 1.3T1/2 and (nonstandard) fixed-b critical values. For tests of a single restriction, we find advantages to using the equal-weighted cosine (EWC) test, where the long run variance is estimated by projections onto Type II cosines, using ν = 0.4T2/3 cosine terms; for this test, fixed-b critical values are, conveniently, tν or F. We assess these rules using first an ARMA/GARCH Monte Carlo design, then a dynamic factor model design estimated using a 207 quarterly U.S. macroeconomic time series.},
	author = {Eben Lazarus and Daniel J. Lewis and James H. Stock and Mark W. Watson}
}
@article {535451,
	title = {Identification and Estimation of Dynamic Causal Effects in Macroeconomics},
	journal = {Economic Journal},
	volume = {128},
	number = {May},
	year = {2018},
	pages = {917-948},
	abstract = {An exciting development in empirical macroeconometrics is the increasing use of external sources of as-if randomness to identify the dynamic causal effects of macroeconomic shocks. This approach {\textendash} the use of external instruments {\textendash} is the time series counterpart of the highly successful strategy in microeconometrics of using external as-if randomness to provide instruments that identify causal effects. This lecture provides conditions on instruments and control variables under which external instrument methods produce valid inference on dynamic causal effects, that is, structural impulse response function; these conditions can help guide the search for valid instruments in applications. We consider two methods, a one-step instrumental variables regression and a two-step method that entails estimation of a vector autoregression. Under a restrictive instrument validity condition, the one-step method is valid even if the vector autoregression is not invertible, so comparing the two estimates provides a test of invertibility. Under a less restrictive condition, in which multiple lagged endogenous variables are needed as control variables in the one-step method, the conditions for validity of the two methods are the same.},
	author = {James H. Stock and Mark W. Watson}
}
@booklet {544996,
	title = {The Effect of a Higher Ethanol Blend RVP Waiver on RIN Prices},
	year = {2017},
	author = {James H. Stock}
}
@booklet {532421,
	title = {Addendum to Comments by James Stock on the Proposed Denial of Petitions for Rulemaking to Change the RFS Point of Obligation},
	year = {2017},
	author = {James H. Stock}
}
@article {525911,
	title = {Twenty Years of Time Series Econometrics in Ten Pictures},
	journal = {Journal of Economic Perspectives},
	volume = {31},
	number = {2},
	year = {2017},
	pages = {59-86},
	author = {James H. Stock and Mark W. Watson}
}
@article {525906,
	title = {The Disappointing Recovery of Output after 2009},
	journal = {Brookings Papers on Economic Activity},
	volume = {1},
	year = {2017},
	month = {Spring 2017},
	pages = {1-89},
	abstract = {U.S. output expanded only slowly after the recession trough in 2009 even thoughthe unemployment rate has essentially returned to a pre-crisis, normal level. We use a growthaccounting decomposition to explore explanations for the output shortfall, giving full treatment to cyclical effects that, given the depth of the recession, should have implied unusually fast growth. We find that the growth shortfall has almost entirely reflected two factors: the slow growth of total factor productivity and the decline in labor force participation. Both factors reflect powerful adverse forces largely unrelated to the financial crisis and recession. These forces were in play before the recession.},
	author = {John G. Fernald and Robert E. Hall and James H. Stock and Mark W. Watson}
}
@booklet {506361,
	title = {Proposed Denial of Petitions for Rulemaking to Change the RFS Point of Obligation: Docket ID No. EPA-OAR{\textendash}2016{\textendash}0544},
	year = {2017},
	author = {James H. Stock}
}
@manuascript {506341,
	title = {RIN Pass-Through at Gasoline Terminals},
	year = {2017},
	author = {James H. Stock and Sebastien Pouliot and Smith, Aaron}
}
@article {273801,
	title = {The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard},
	journal = {Journal of the Association of Environmental and Resource Economists},
	volume = {4},
	number = {4},
	year = {2017},
	pages = {1081-1119},
	author = {Knittel, CR and Meiselman BS and Stock JH}
}
@article {237936,
	title = {Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand},
	journal = {Journal of Applied Econometrics},
	volume = {32},
	number = {1},
	year = {2017},
	pages = {1-15},
	author = {Coglianese, J and Davis, LW and Kilian, L and Stock, JH}
}
@article {236861,
	title = {Integrated Assessment Models and the Social Cost of Carbon: A Review and Assessment of U.S. Experience},
	journal = {Review of Environmental Economics and Policy },
	volume = {11},
	number = {1},
	year = {2017},
	pages = {80-99},
	author = {Metcalf, GE and J Stock}
}
@article {477576,
	title = {Federal Minerals Leasing Reform and Climate Policy},
	journal = {The Hamilton Project},
	year = {2016},
	month = {Dec 8 2016},
	abstract = {\&nbsp;Through its minerals leasing program, the U.S. government plays a large role in the extraction of oil, natural gas, and coal. This footprint is the largest for coal: 41 percent of U.S. coal is mined under federal leases, and burning this coal accounts for 13 percent of U.S. energy-related carbon dioxide (CO2) emissions. Currently, producers and consumers of this coal do not bear the full social costs associated with its use. At the same time, the threat of climate change has led the international community, including the United States, to pledge significant reductions in CO2 emissions. Over the past two decades Democratic and Republican administrations have taken steps to reduce U.S. CO2 emissions by reducing use of fossil fuels. Despite growing public attention to the climate consequences of fossil fuel extraction, U.S. climate policy so far has not extended to the government{\textquoteright}s role as a major source of fossil fuels. We propose to incorporate climate considerations into federal coal leasing by placing a royalty adder on federal coal that is linked to the climate damages from its combustion. The magnitude of the royalty adder should be chosen to recognize both the substitution of nonfederal for federal coal, and the interaction of the royalty adder with other climate policies. A royalty adder set to 20 percent of the social cost of carbon would reduce total power sector emissions, raise the price of federal coal to align with coal mined on private land, increase coal mining employment in Appalachia and the Midwest, and provide additional government revenues to help coal communities. This proposal strikes a middle path between calling for a stop to all federal fossil fuel leasing on the one hand, and relying entirely on imperfect downstream regulation on the other.\&nbsp;},
	url = {http://www.hamiltonproject.org/papers/federal_minerals_leasing_reform_and_climate_policy},
	author = {Kenneth T. Gillingham and James H. Stock}
}
@magazinearticle {476631,
	title = {Reforming the U.S. Coal Leasing Program},
	journal = {Science},
	volume = {354},
	number = {6316},
	year = {2016},
	month = {Dec 2 2016},
	pages = {1096-1098},
	url = {http://science.sciencemag.org/content/354/6316/1096.full.pdf+html},
	author = {Kenneth Gillingham and Bushnell, James and Fowlie, Meredith and Michael Greenstone and Charles Kolstad and Alan Krupnick and Adele Morris and Schmalensee, Richard and James H. Stock}
}
@workingpaper {377966,
	title = {Factor Models and Structural Vector Autoregressions in Macroeconomics},
	year = {2016},
	author = {James H. Stock and Mark W. Watson}
}
@workingpaper {264131,
	title = {The Renewable Fuel Standard: A Path Forward},
	year = {2015},
	publisher = {Columbia Center on Global Energy Policy},
	author = {James H. Stock}
}
@workingpaper {254811,
	title = {Administering the Cellulosic Requirements under the Renewable Fuel Standard with Increasing and Uncertain Supply},
	year = {2015},
	author = {James H. Stock}
}
@article {264136,
	title = {Discussion of "Labor Force Participation: Recent Developments and Future Prospects" by Stephanie Aaronson et al.},
	journal = {Brookings Papers on Economic Activity},
	year = {2014},
	pages = {261-271},
	author = {James H. Stock}
}
@article {187726,
	title = {Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve},
	journal = {Journal of Economics Literature},
	volume = {52},
	number = {1},
	year = {2014},
	pages = {124-188},
	author = {Mavroeidis, S and Plagborg-Moller, M and Stock, JH}
}
@article {187721,
	title = {Estimating Turning Points Using Large Data Sets},
	journal = {Journal of Econometrics},
	volume = {178},
	year = {2014},
	pages = {368-381},
	author = {James H. Stock and M.W. Watson}
}
@article {286276,
	title = {Discussion of "Unseasonal Seasonals?" by Jonathan Wright},
	journal = {Brookings Papers on Economic Activity},
	year = {2013},
	pages = {111-119},
	author = {Stock, JH}
}
@article {83571,
	title = {Does Temperature Contain a Stochastic Trend: Linking Statistical Results to Physical Mechanisms},
	journal = {Climatic Change},
	volume = {118},
	number = {3-4},
	year = {2013},
	pages = {729-743},
	author = {Robert Kaufmann and Heikki Kauppi and Michael Mann and Stock, JH}
}
@article {33901,
	title = {Consistent Factor Estimation in Dynamic Factor Models with Structural Instability},
	journal = {Journal of Econometrics},
	volume = {177},
	year = {2013},
	pages = {289-304},
	author = {Brandon Bates and Mikkel Plagborg-Moller and James H. Stock and Mark W. Watson}
}
@article {38749,
	title = {Generalized Shrinkage Methods for Forecasting Using Many Predictors},
	journal = {Journal of Business \& Economic Statistics},
	volume = {30},
	number = {4},
	year = {2012},
	pages = {481-493},
	author = {J Stock and M. Watson}
}
@unpublished {35745,
	title = {A State-Dependent Model for Inflation Forecasting},
	year = {2012},
	author = {Andrea Stella and James Stock}
}
@unpublished {35744,
	title = {Inference in Structural VARs with External Instruments},
	year = {2012},
	type = {Manuscript},
	author = {Montiel Olea, Jos{\'e} Luis and James Stock and Mark W. Watson}
}
@article {33863,
	title = {Disentangling the Channels of the 2007-2009 Recession},
	journal = {Brookings Papers on Economic Activity},
	volume = {Spring 2012},
	year = {2012},
	pages = {81-135},
	author = {James Stock and Mark Watson}
}
@inbook {35615,
	title = {Dynamic Factor Models},
	booktitle = {Oxford Handbook on Economic Forecasting},
	year = {2011},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	address = {Oxford},
	author = {J Stock and M. Watson},
	editor = {M J Clements and D F Hendry}
}
@article {34824,
	title = {Discussion of Fuhrer, "The Role of Expectations in Inflation Dynamics"},
	year = {2011},
	author = {James Stock}
}
@book {33858,
	title = {Introduction to Econometrics (3rd edition)},
	year = {2011},
	note = {Professor Stock receives royalties for this text
},
	publisher = {Addison Wesley Longman},
	organization = {Addison Wesley Longman},
	author = {James Stock and Mark Watson}
}
@workingpaper {16318,
	title = {Forecasts in a Slightly Misspecified Finite Order VAR},
	year = {2011},
	note = {Submitted
},
	author = {James Stock and Ulrich K. Mueller}
}
@article {16317,
	title = {Discussion of Ball and Mazumder, "Inflation Dynamics and the Great Recession},
	journal = {Brookings Papers on Economic Activity},
	year = {2011},
	note = {Brookings Panel on Economic Activity, Spring 2011
Submitted
},
	pages = {387-402},
	author = {James Stock}
}
@article {16316,
	title = {Reconciling Anthropogenic Climate Change with Observed Temperature 1998-2008},
	journal = {Proceedings of the National Academy of Sciences},
	volume = {108},
	number = {29},
	year = {2011},
	pages = {11790-11793},
	author = {James Stock and Robert Kaufmann and Heikki Kauppi and Michael Mann}
}
@unpublished {35747,
	title = {Estimating Turning Points using Large Data Sets},
	year = {2010},
	type = {NBER Working Paper},
	author = {James Stock and Mark W. Watson}
}
@article {33865,
	title = {Does temperature contain a stochastic trend? Evaluating conflicting statistical results},
	journal = {Climatic Change},
	volume = {101},
	year = {2010},
	pages = {395-405},
	author = {Robert Kaufmann and Heikki Kauppi and James Stock}
}
@conference {33864,
	title = {Indicators for Dating Business Cycles: Cross-History Selection and Comparisons},
	booktitle = {American Economic Review: Papers and Proceedings},
	year = {2010},
	author = {James Stock and Mark Watson}
}
@inbook {16320,
	title = {Dynamic Factor Models},
	booktitle = {Oxford Handbook of Economic Forecasting},
	year = {2010},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	address = {Oxford},
	url = {http://www.economics.harvard.edu/faculty/stock/files/dfm_oup_4.pdf},
	author = {James Stock and Mark Watson},
	editor = {Michael P. Clements and David F. Henry}
}
@proceedings {16319,
	title = {Modeling Inflation After the Crisis},
	year = {2010},
	abstract = {In the United States, the rate of price inflation falls in recessions.  Turning this observation into a useful
inflation forecasting equation is difficult because of multiple sources of time variation in the inflation
process, including changes in Fed policy and credibility.  We propose a tightly parameterized model
in which the deviation of inflation from a stochastic trend (which we interpret as long-term expected
inflation) reacts stably to a new gap measure, which we call the unemployment recession gap.  The
short-term response of inflation to an increase in this gap is stable, but the long-term response depends
on the resilience, or anchoring, of trend inflation.  Dynamic simulations (given the path of unemployment)
match the paths of inflation during post-1960 downturns, including the current one.
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/w16488_rev.pdf},
	author = {James Stock and M. Watson}
}
@article {16275,
	title = {The Other Transformation in Econometric Practice: Robust Tools for Inference},
	journal = {Journal of Economic Perspectives},
	volume = {24},
	number = {2},
	year = {2010},
	pages = {83-94},
	author = {James Stock}
}
@inbook {35381,
	title = {Forecasting in Dynamic Factor Models Subject to Structural Instability},
	booktitle = {The Methodology and Practice of Econometrics: Festschrift in Honor of D.F. Hendry},
	year = {2009},
	pages = {1-57},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	url = {http://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780199237197.001.0001/acprof-9780199237197-chapter-7},
	author = {James Stock and M.W. Watson},
	editor = {Neil Shephard and Jennifer Castle}
}
@inbook {16283,
	title = {Phillips Curve Inflation Forecasts},
	booktitle = {Understanding Inflation  and the Implications for Monetary Policy},
	year = {2009},
	pages = {99-202},
	publisher = {MIT Press},
	organization = {MIT Press},
	address = {Cambridge},
	author = {James Stock and Mark W. Watson},
	editor = {Jeffrey Fuhrer and Yolanda Kodrzycki and Jane Little and Giovanni Olivei}
}
@inbook {35617,
	title = {The Evolution of National and Regional Factors in U.S. Housing Construction},
	booktitle = {Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle},
	year = {2008},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	address = {Oxford},
	author = {J Stock and M. Watson},
	editor = {T Bollerslev and J Russell and M. Watson}
}
@article {34823,
	title = {Heteroskedasticity-Robust Standard Errors for Fixed Effects Regression},
	journal = {Econometrica},
	volume = {76},
	year = {2008},
	pages = {155-174},
	author = {James Stock and M.W. Watson}
}
@article {34443,
	title = {Efficient Two-Sided Nonsimilar Invariant Tests in IV Regression with Weak Instruments},
	journal = {Journal of Econometrics},
	volume = {146},
	year = {2008},
	pages = {241-254},
	author = {James Stock and D. A. Andrews and M. J. Moreira}
}
@article {35766,
	title = {Testing with Many Weak Instruments},
	journal = {Journal of Econometrics},
	volume = {138},
	year = {2007},
	pages = {24-46},
	author = {Donald W.K. Andrews and James Stock}
}
@article {35591,
	title = {Why Has U.S. Inflation Become Harder to Forecast?},
	journal = {Journal of Money, Credit, and Banking},
	volume = {39},
	year = {2007},
	pages = {3-33},
	author = {James Stock and Mark Watson}
}
@book {33860,
	title = {Introduction to Econometrics 2nd edition},
	year = {2007},
	publisher = {Prentiss Hall},
	organization = {Prentiss Hall},
	author = {James Stock and Mark Watson}
}
@book {33859,
	title = {Introduction to Econometrics: Brief Edition},
	year = {2007},
	publisher = {Addison Wesley Longman},
	organization = {Addison Wesley Longman},
	author = {James Stock and Mark Watson}
}
@article {16328,
	title = {Performance of Conditional Wald Tests in IV Regression with Weak Instruments},
	journal = {Journal of Econometrics},
	volume = {139},
	year = {2007},
	pages = {116-132},
	abstract = {We compare the powers of five tests of the coefficient on a single endogenous
regressor in instrumental variables regression.  Following Moreira (2003), all tests are
implemented using critical values that depend on a statistic which is sufficient under the
null hypothesis for the (unknown) concentration parameter, so these conditional tests are
asymptotically valid under weak instrument asymptotics.  Four of the tests are based on
k-class Wald statistics (two-stage least squares, LIML, Fuller{\textquoteright}s (1977), and bias-adjusted
TSLS);  the fifth is Moreira{\textquoteright}s (2003) conditional likelihood ratio (CLR) test.  The
heretofore unstudied conditional Wald tests are found to perform poorly, compared to the
CLR test:  in many cases, the conditional Wald tests have almost no power against a wide
range of alternatives.  Our analysis is facilitated by a new algorithm, presented here, for
the computation of the asymptotic conditional p-value of the CLR test.
},
	author = {D.W.K. Andrews and M. Moreira and James Stock}
}
@article {16323,
	title = {Testing with Many Weak Instruments},
	journal = {Journal of Econometrics},
	volume = {138},
	number = {1},
	year = {2007},
	pages = {24-46},
	abstract = {This paper establishes the asymptotic distributions of the likelihood ratio (LR),
Anderson-Rubin (AR), and Lagrange multiplier (LM) test statistics under {\textquotedblleft}many
weak IV asymptotics.{\textquotedblright} These asymptotics are relevant when the number of IVs is
large and the coefficients on the IVs are relatively small. The asymptotic results hold
under the null and under suitable alternatives. Hence, power comparisons can be
made.
Provided k3 /n
{\textrightarrow} 0 as n {\textrightarrow} $\infty$, where n is the sample size and k is the number of
instruments, these tests have correct asymptotic size. This holds no matter how weak
the instruments are. Hence, the tests are robust to the strength of the instruments.
The power results show that the conditional LR test is more powerful asymptotically
than the AR and LM tests under many weak IV asymptotics.
},
	author = {D.W.K. Andrews and James Stock}
}
@article {35592,
	title = {A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series},
	journal = {Journal of Econometrics},
	volume = {135},
	year = {2006},
	pages = {499-526},
	author = {M. Marcellino and J Stock and M. Watson}
}
@article {33902,
	title = {The Relationship Between Radiative Forcing and Temperature: What Do Statistical Analyses of the Intrumental Temperature Record Measure?},
	journal = {Climatic Change},
	volume = {77},
	year = {2006},
	pages = {279-289},
	author = {Robert Kaufmann and Heikki Kauppi and James Stock}
}
@article {16331,
	title = {Emissions, Concentrations and Temperature: A Time Series Analysis},
	journal = {Climatic Change},
	volume = {77},
	number = {3-4},
	year = {2006},
	pages = {249-278},
	author = {James Stock and R. Kaufmann and H. Kauppi}
}
@article {16327,
	title = {Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression},
	journal = {Econometrica},
	volume = {74},
	year = {2006},
	pages = {715-752},
	abstract = {This paper considers tests of the parameter on endogenous variables in an instru-
mental variables regression model. The focus is on determining tests that have some
optimal power properties. We start by considering a model with normally distrib-
uted errors and known error covariance matrix. We consider tests that are similar and
satisfy a natural rotational invariance condition. We determine a two-sided power
envelope for invariant similar tests. This allows us to assess and compare the power
properties of tests such as the conditional likelihood ratio (CLR), Lagrange multi-
plier, and Anderson-Rubin tests. We find that the CLR test is quite close to being
uniformly most powerful invariant among a class of two-sided tests.
The finite sample results of the paper are extended to the case of unknown error
covariance matrix and possibly non-normal errors via weak instrument asymptotics.
Strong instrument asymptotic results also are provided because we seek tests that
perform well under both weak and strong instruments.
},
	author = {D.W.K. Andrews and M. Moreira and James Stock}
}
@article {35594,
	title = {Understanding Changes in International Business Cycle Dynamics},
	journal = {Journal of the European Economic Association},
	volume = {3},
	number = {5},
	year = {2005},
	pages = {968-1006},
	author = {J Stock and M. Watson}
}
@inbook {35405,
	title = {Forecasting with Many Predictors},
	booktitle = {Handbook of Economic Forecasting},
	year = {2005},
	pages = {515-554},
	publisher = {Elsevier},
	organization = {Elsevier},
	author = {James Stock},
	editor = {Graham Elliott,  and and Clive W.J. Granger and Allan Timmermann}
}
@book {33862,
	title = {Identification and Inference for Econometric Models: Essays in Honor of Thomas J. Rothenberg},
	year = {2005},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	editor = {James Stock and D.W.K. Andrews}
}
@manuascript {16326,
	title = {Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model},
	year = {2005},
	abstract = {This paper constructs tests for martingale time variation in regression coefficients in
the regression model yt = xt'βt + ut, where βt is k{\texttimes}1, and Σβ is the covariance matrix of
Δβt.  Under the null there is no time variation, so Ho: Σβ = 0; under the alternative there is
time variation in r linear combinations of the coefficients, so Ha: rank(Σβ ) = r, where r
may be less than k.  The Gaussian point optimal invariant test for this reduced rank
testing problem is derived, and the test{\textquoteright}s asymptotic behavior is studied under local
alternatives.  The paper also considers the analogous testing problem in the multivariate
local level model Zt = μt + at, where Zt is a k{\texttimes}1 vector, μt is a level process that is constant
under the null but is subject to reduced rank martingale variation under the alternative,
and at  is an I(0) process.  The test is used to investigate possible common trend variation
in the growth rate of per-capita GDP in France, Germany and Italy.
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/rrtvp_03.pdf},
	author = {Piotr Eliasz and James Stock}
}
@workingpaper {16325,
	title = {Implications of Dynamic Factor Models for VAR Analysis},
	year = {2005},
	abstract = {This paper considers VAR models incorporating many time series that interact through a
few dynamic factors.  Several econometric issues are addressed including estimation of
the number of dynamic factors and tests for the factor restrictions imposed on the VAR.
Structural VAR identification based on timing restrictions, long run restrictions, and
restrictions on factor loadings are discussed and practical computational methods
suggested.  Empirical analysis using U.S. data suggest several (7) dynamic factors,
rejection of the exact dynamic factor model but support for an approximate factor model,
and sensible results for a SVAR that identifies money policy shocks using timing
restrictions.
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/simsconf_stock_watson_jmcb_submission.pdf},
	author = {James Stock and M. Watson}
}
@inbook {16324,
	title = {Inference with Weak Instruments},
	booktitle = {Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society, Vol III},
	year = {2005},
	note = {Prepared for the 2005 World Congress of the Econometric Society
},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	address = {Cambridge},
	abstract = {This paper reviews recent developments in methods for dealing with weak instru-
ments (IVs) in IV regression models. The focus is more on tests (and confidence
intervals derived from tests) than estimators.
The paper also presents new testing results under {\textquotedblleft}many weak IV asymptotics,{\textquotedblright}
which are relevant when the number of IVs is large and the coefficients on the IVs
are relatively small. Asymptotic power envelopes for invariant tests are established.
Power comparisons of the conditional likelihood ratio (CLR), Anderson-Rubin, and
Lagrange multiplier tests are made. Numerical results show that the CLR test is on
the asymptotic power envelope. This holds no matter what the relative magnitude
of the IV strength to the number of IVs.
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/worldcongresspaper9.pdf},
	author = {James Stock and D. Andrews},
	editor = {R Blundell and W.K. Newey and T. Persson}
}
@manuascript {16322,
	title = {An Empirical Comparison of Methods for Forecasting Using Many Predictors},
	year = {2005},
	abstract = {This paper provides a simple shrinkage representation that describes the
operational characteristics of various forecasting methods that are applicable when there
are a large number of orthogonal predictors (such as principal components).  These
methods include pretest methods, Bayesian model averaging, empirical Bayes, and
bagging.  We then compare these and other many-predictor forecasting methods in the
context of macroeconomic forecasting (real activity and inflation) using 131 monthly
predictors with monthly U.S. economic time series data, 1959:1 - 2003:12.  The
theoretical shrinkage representations serve to inform our empirical comparison of these
forecasting methods.
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/beb_4.pdf},
	author = {James Stock and M. Watson}
}
@workingpaper {16321,
	title = {Has Inflation Become Harder to Forecast?},
	year = {2005},
	url = {http://www.economics.harvard.edu/faculty/stock/files/qepd_sw_jmcb_submission_1.pdf},
	author = {James Stock and M. Watson}
}
@inbook {16285,
	title = {Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments},
	booktitle = {Identification and  Inference for Econometric Models},
	year = {2005},
	pages = {109-120},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	address = {New York},
	url = {http://www.economics.harvard.edu/faculty/stock/files/AsymptoticDistrib_Stock\%2BYogo.pdf},
	author = {James Stock and Motohiro Yogo},
	editor = {Donald W.K. Andrews}
}
@inbook {16284,
	title = {Testing for Weak Instruments in Linear IV Regression},
	booktitle = {Identification and Inference for Econometric Models},
	year = {2005},
	pages = {80-108},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	address = {New York},
	url = {http://www.economics.harvard.edu/faculty/stock/files/TestingWeakInstr_Stock\%2BYogo.pdf},
	author = {James Stock and Motohiro Yogo},
	editor = {Donald W.K. Andrews}
}
@article {35421,
	title = {Structural Stability and Models of the Business Cycle},
	journal = {152},
	volume = {2},
	year = {2004},
	pages = {197-209},
	author = {James Stock}
}
@article {16336,
	title = {Combination Forecasts of Output Growth in a Seven-Country Data Set},
	journal = {Journal of Forecasting},
	volume = {23},
	year = {2004},
	pages = {405-430},
	abstract = {This paper uses forecast combination methods to forecast output growth in a
seven-country quarterly economic data set covering 1959 {\textendash} 1999, with up to 73 predictors
per country.  Although the forecasts based on individual predictors are unstable over time
and across countries, and on average perform worse than an autoregressive benchmark,
the combination forecasts often improve upon autoregressive forecasts.  Despite the
unstable performance of the constituent forecasts, the most successful combination
forecasts, like the mean, are the least sensitive to the recent performance of the individual
forecasts.  While consistent with other evidence on the success of simple combination
forecasts, this finding is difficult to explain using the theory of combination forecasting in
a stationary environment.
},
	author = {James Stock and M. Watson}
}
@article {16330,
	title = {Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments},
	journal = {Economics Letters},
	volume = {89},
	year = {2004},
	pages = {333-342},
	author = {James Stock and J. Hausman and M. Yogo}
}
@article {33921,
	title = {Macroeconomic Forecasting in the Euro Area: Country Specific Versus Area-Wide Information},
	journal = {European Economic Review},
	volume = {47},
	year = {2003},
	pages = {1-18},
	author = {Massimilian Marcellino and James Stock and Mark Watson}
}
@manuascript {33917,
	title = {Has the Business Cycle Changed? Evidence and Explanations},
	year = {2003},
	author = {James Stock and Mark Watson}
}
@book {16350,
	title = {Introduction to Econometrics},
	year = {2003},
	publisher = {Prentice Hall},
	organization = {Prentice Hall},
	address = {New York},
	author = {James Stock and Mark W. Watson}
}
@article {16335,
	title = {How Did Leading Indicator Forecasts Do During the 2001 Recession?},
	journal = {Economic Quarterly},
	volume = {89},
	number = {3},
	year = {2003},
	pages = {71-90},
	abstract = {The 2001 recession differed from other recent recessions in its cause, severity, and scope.
This paper documents the performance of professional forecasters and forecasts based on
leading indicators as the recession unfolded.  Professional forecasters found this recession
a difficult one to forecast.  A few leading indicators (stock prices, term spreads,
unemployment claims) predicted that growth would slow, but none predicted the sharp
economic slowdown.  Several previously reliable leading indicators (housing starts,
orders for new capital equipment, consumer sentiment) provided no early warning
signals.  When combined, the leading indicator performed somewhat better than a
benchmark autoregressive forecasting model.
},
	author = {James Stock and Mark Watson}
}
@workingpaper {16334,
	title = {Understanding Changes in International Business Cycle Dynamics},
	year = {2003},
	abstract = {The volatility of economic activity in most G7 economies has moderated over the past 40 years.
Also, despite large increases in trade and openness, G7 business cycles have not become more
synchronized. After documenting these facts, we interpret G7 output data using a structural VAR
that separately identifies common international shocks, the domestic effects of spillovers from
foreign idiosyncratic shocks, and the effects of domestic idiosyncratic shocks. This analysis
suggests that, with the exception of Japan, a significant portion of the widespread reduction in
volatility is associated with a reduction in the magnitude of the common international shocks.
Had the common international shocks in the 1980s and 1990s been as large as they were in the
1960s and 1970s, G7 business cycles would have been substantially more volatile and more
highly synchronized than they actually were. (JEL: C3, E5)
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/stock_watson_JEEA_2005.pdf},
	author = {James Stock and M. Watson}
}
@article {16332,
	title = {The Econometric Analysis of Business Cycles},
	journal = {Medium Econometrisch Toepassingen},
	volume = {11},
	number = {1},
	year = {2003},
	pages = {23-26},
	author = {James Stock}
}
@article {16309,
	title = {Forecasting Output and Inflation: The Role of Asset Prices},
	journal = {Journal of Economic Literature},
	volume = {41},
	year = {2003},
	pages = {788-829},
	author = {James Stock and M. Watson}
}
@article {16306,
	title = {Who Invented Instrumental Variable Regression?},
	journal = {Journal of Economic Perspectives},
	volume = {17},
	year = {2003},
	pages = {177-197},
	author = {James Stock}
}
@article {16305,
	title = {Testing Hypotheses about Mechanisms for the Unknown Carbon Sink: A Time Series Analysis},
	journal = {Global Biogeochemical Cycles},
	volume = {17},
	number = {1072},
	year = {2003},
	pages = {1-15},
	author = {James Stock and Robert A. Kaufmann}
}
@article {35172,
	title = {Macroeconomic Forecasting Using Diffusion Indexes},
	journal = {Journal of Business and Economic Statistics},
	volume = {20},
	number = {2},
	year = {2002},
	pages = {147{\textendash}162},
	author = {James Stock and M.W. Watson}
}
@article {35169,
	title = {Forecasting Using Principal Components from a Large Number of Predictors},
	journal = {Journal of the American Statistical Association},
	volume = {97},
	year = {2002},
	pages = {1167{\textendash}1179},
	author = {James Stock and M.W. Watson}
}
@article {33924,
	title = {Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy},
	journal = {Macroeconomic Dynamics},
	volume = {6},
	year = {2002},
	pages = {85-110},
	author = {Alexei Onatski and James Stock}
}
@inbook {16312,
	title = {Instrumental Variables in Economics and Statistics},
	booktitle = {International Encyclopedia of the Social Sciences },
	year = {2002},
	pages = {7577-7582},
	publisher = {Elsevier},
	organization = {Elsevier},
	address = {Amsterdam},
	url = {http://www.economics.harvard.edu/faculty/stock/files/isb201049.pdf},
	author = {James Stock}
}
@inbook {16310,
	title = {Time Series: Economic Forecasting},
	booktitle = {International Encyclopedia of the Social Sciences},
	year = {2002},
	pages = {15721-15724},
	publisher = {Elsevier},
	organization = {Elsevier},
	address = {Amsterdam},
	url = {http://www.economics.harvard.edu/faculty/stock/files/isb201120.pdf},
	author = {James Stock}
}
@article {16308,
	title = {Has the Business Cycle Changed and Why?},
	journal = {NBER Macroeconomics Annual},
	year = {2002},
	pages = {159-230},
	author = {James Stock and M. Watson}
}
@article {16307,
	title = {A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments},
	journal = {Journal of Business and Economic Statistics},
	volume = {20},
	year = {2002},
	pages = {518 {\textendash} 529},
	abstract = {Weak instruments arise when the instruments in linear instrumental variables (IV) regression are weakly
correlated with the included endogenous variables. In generalized method of moments (GMM), more
generally, weak instruments correspond to weak identification of some or all of the unknown parameters.
Weak identification leads to GMM statistics with nonnormal distributions, even in large samples, so that
conventional IV or GMM inferences are misleading. Fortunately, various procedures are now available
for detecting and handling weak instruments in the linear IV model and, to a lesser degree, in nonlinear
GMM.
},
	author = {James Stock and M. Yogo and J. Wright}
}
@inbook {36337,
	title = {Monetary Policy in a Changing Economy: Indicators, Rules and the Shift Towards Intangible Output},
	booktitle = {Monetary Policy in a World of Knowledge-Based Growth, Quality Change and Uncertain Measurement},
	year = {2001},
	pages = {347-368},
	publisher = {Palgrave},
	organization = {Palgrave},
	address = {New York},
	author = {J Stock},
	editor = {K Okina and T Inoue}
}
@article {35735,
	title = {Discussion of Cogley and Sargent, {\textquoteleft}Evolving Post-World War II Inflation Dynamics{\textquoteright}},
	journal = {NBER Macroeconomics Annual},
	year = {2001},
	pages = {379 {\textendash} 386},
	author = {James Stock}
}
@inbook {35622,
	title = {Forecasting Economic Time Series},
	booktitle = {Companion in Theoretical Econometrics},
	year = {2001},
	pages = {562-584},
	publisher = {Basil Blackwell},
	organization = {Basil Blackwell},
	address = {Malden},
	author = {J Stock},
	editor = {B Baltagi}
}
@article {35621,
	title = {Macro-econometrics},
	journal = {Journal of Econometrics},
	volume = {100},
	number = {1},
	year = {2001},
	pages = {29-32},
	author = {J Stock}
}
@inbook {35620,
	title = {Prices, Wages and the U.S. NAIRU in the 1990s},
	booktitle = {The Roaring Nineties},
	year = {2001},
	pages = {3-60},
	publisher = {Russell Sage Foundation},
	organization = {Russell Sage Foundation},
	address = {New York},
	author = {D. Staiger and M. Watson and J Stock},
	editor = {A Krueger and R. Solow}
}
@article {35618,
	title = {Searching for Prosperity},
	journal = {Carnegie-Rochester Conference Series on Public Policy},
	volume = {55},
	number = {1},
	year = {2001},
	pages = {275-303},
	author = {M. Kremer and A Onatski and J Stock}
}
@article {35174,
	title = {Confidence Intervals for Autoregressive Coefficients Near One},
	journal = {Journal of Econometrics},
	volume = {103},
	year = {2001},
	pages = {155 {\textendash} 181},
	author = {James Stock and G. Elliott}
}
@article {35173,
	title = {Vector Autoregressions},
	journal = {Journal of Economic Perspectives},
	volume = {15},
	number = {4},
	year = {2001},
	pages = {101 {\textendash} 116},
	author = {James Stock and M.W. Watson}
}
@article {35175,
	title = {Pre-Recession Pattern of Six Economic Indicators in the USA},
	journal = {Journal of Forecasting},
	volume = {19},
	year = {2000},
	pages = {65-80},
	author = {James Stock and V. Keilis-Borok and A. Soloviev and P. Mikhalev}
}
@article {16347,
	title = {GMM With Weak Identification},
	journal = {Econometrica},
	volume = {68},
	number = {5},
	year = {2000},
	note = {Econometrica 68 (2000), 1055 {\textendash} 1096
},
	pages = {1055-1096},
	author = {James Stock and Jonathan Wright}
}
@workingpaper {16337,
	title = {Empirical Bayes Forecasts of One Time Series Using Many Predictors},
	year = {2000},
	abstract = {We consider both frequentist and empirical Bayes forecasts of a single time series using a linear
model with T observations and K orthonormal predictors.  The frequentist formulation considers
estimators that are equivariant under permutations (reorderings) of the regressors.  The empirical
Bayes formulation (both parametric and nonparametric) treats the coefficients as i.i.d. and estimates
their prior.  Asymptotically, when K is proportional to T the empirical Bayes estimator is shown to
be: (i) optimal in Robbins{\textquoteright} (1955, 1964) sense; (ii) the minimum risk equivariant estimator;  and
(iii) minimax in both the frequentist and Bayesian problems over a class of nonGaussian error
distributions.  Also, the asymptotic frequentist risk of the minimum risk equivariant estimator is
shown to equal the Bayes risk of the (infeasible subjectivist) Bayes estimator in the Gaussian case,
where the "prior" is the weak limit of the empirical cdf of the true parameter values.  Monte Carlo
results are encouraging.  The new estimators are used to forecast monthly postwar U.S.
macroeconomic time series using the first 151 principal components from a large panel of
predictors.
},
	url = {http://www.economics.harvard.edu/faculty/stock/files/eb3_text.pdf},
	author = {James Stock and M. Watson and Thomas Knox}
}
@inbook {35737,
	title = {Comment on {\textquoteleft}Policy Rules and Inflation Targeting{\textquoteright} by G. Rudebusch and L. Svensson},
	booktitle = {Monetary Policy Rules},
	year = {1999},
	pages = {153 {\textendash} 262},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {James Stock},
	editor = {J. Taylor}
}
@inbook {35627,
	title = {Business Cycle Fluctuations in U.S. Macroeconomic Time Series},
	booktitle = {Handbook of Macroeconomics},
	year = {1999},
	pages = {3-64},
	publisher = {Elsevier},
	organization = {Elsevier},
	address = {Amsterdam},
	author = {M. Watson and J Stock},
	editor = {J. Taylor and M. Woodford}
}
@inbook {35625,
	title = {A Class of Tests for Integration and Cointegration},
	booktitle = {Cointegration, Causality and Forecasting: A Festschrift for Clive W.J. Granger},
	year = {1999},
	pages = {135-167},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	address = {Oxford},
	author = {J Stock},
	editor = {R. Engle and H. White}
}
@article {35623,
	title = {An Application of the Stock/Watson Index Methodology to the Massachusetts Economy},
	journal = {Journal of Economic and Social Measurement},
	volume = {25},
	year = {1999},
	pages = {183-233},
	author = {A Clayton-Matthews and J Stock}
}
@article {35256,
	title = {A Dynamic Factor Model Framework for Forecast Combination},
	journal = {Spanish Economic Review},
	volume = {1},
	year = {1999},
	pages = {91-121},
	author = {James Stock and L. Chan and M. Watson}
}
@unpublished {33929,
	title = {Monetary Policy in a Changing Economy: Indicators, Rules, and the Shift Towards Intangible Output},
	year = {1999},
	type = {Discussion Paper},
	author = {James Stock}
}
@article {16314,
	title = {Forecasting Inflation},
	journal = {Journal of Monetary Economics},
	volume = {44},
	number = {2},
	year = {1999},
	pages = {293-335},
	author = {James Stock and M. Watson}
}
@inbook {16313,
	title = {A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series},
	booktitle = {Cointegration, Causality and Forecasting: A Festschrift for Clive W.J. Granger},
	year = {1999},
	pages = {1-44},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	address = {Oxford},
	url = {http://www.economics.harvard.edu/faculty/stock/files/Granger_Festshrift_StockandWatson.pdf},
	author = {James Stock and M. Watson},
	editor = {R. Engle and H. White}
}
@article {60456,
	title = {Testing For and Dating Common Breaks in Multivariate Time Series},
	journal = {Review of Economic Studies},
	number = {65},
	year = {1998},
	note = {Downloadable Replication Files},
	pages = {395-432},
	author = {James Stock and Jushan Bai and Robin Lumsdaine}
}
@article {35738,
	title = {Discussion of {\textquoteleft}Foundation of the Goldilocks Economy{\textquoteright} by Robert Gordon},
	journal = {Brookings Papers on Economic Activity},
	volume = {2},
	year = {1998},
	pages = {334-346},
	author = {James Stock}
}
@article {35257,
	title = {Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model},
	journal = {Journal of the American Statistical Association},
	volume = {93},
	year = {1998},
	pages = {349-358},
	author = {James Stock and M. Watson}
}
@article {16346,
	title = {Testing for and Dating Common Breaks in Multivariate Time Series},
	journal = {Review of Economic Studies},
	volume = {65},
	year = {1998},
	note = {Review of Economic Studies (1998) 65, 395 {\textendash} 432
},
	pages = {395-432},
	author = {James Stock and Jushan Bai and Robin Lumsdaine}
}
@inbook {35638,
	title = {Retirement Incentives: The Interaction Between Employer-Provided Pensions, Social Security, and Retiree Health Benefits},
	booktitle = {The Economics of Aging in the United States and Japan},
	year = {1997},
	pages = {261-294},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {J Stock},
	editor = {M.D. Hurd and N. Yashiro}
}
@inbook {35628,
	title = {How Precise are Estimates of the Natural Rate of Unemployment?},
	booktitle = {Reducing Inflation: Motivation and Strategy},
	year = {1997},
	pages = {195-242},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {Douglas Staiger and James Stock and Mark W. Watson},
	editor = {C. Romer and D. Romer}
}
@article {35259,
	title = {Instrumental Variables Regression with Weak Instruments},
	journal = {Econometrica},
	volume = {65},
	number = {3},
	year = {1997},
	pages = {557-586},
	author = {James Stock and D. Staiger}
}
@article {35258,
	title = {Inference in a Nearly Integrated Autoregressive Model with Nonnormal Innovations},
	journal = {Journal of Econometrics},
	volume = {80},
	year = {1997},
	pages = {269-286},
	author = {James Stock and T.J. Rothenberg}
}
@article {33925,
	title = {The NAIRU, Unemployment and Monetary Policy},
	journal = {Journal of Economic Perspectives},
	volume = {11},
	number = {1},
	year = {1997},
	pages = {33-49},
	author = {Douglas Staiger and James Stock and Mark Watson}
}
@workingpaper {16338,
	title = {Diffusion Indexes},
	year = {1997},
	url = {http://www.economics.harvard.edu/faculty/stock/files/di_nber.pdf},
	author = {James Stock and M. Watson}
}
@inbook {16315,
	title = {Cointegration, long-run comovements, and long-horizon forecasting},
	booktitle = {Advances in Economics  and Econometrics: Theory and Applications: Seventh World Congress Volume 3},
	year = {1997},
	pages = {34-60},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	address = {Cambridge},
	url = {http://www.economics.harvard.edu/faculty/stock/files/Cointegration.pdf},
	author = {James Stock},
	editor = {David M. Kreps and Kenneth F. Wallis}
}
@unpublished {35749,
	title = {Confidence Sets in Regressions with Highly Serially Correlated Regressors},
	year = {1996},
	type = {Manuscript},
	author = {James Stock and Mark W. Watson}
}
@article {35596,
	title = {VAR, Error Correction and Pretest Forecasts at Long Horizons},
	journal = {Oxford Bulletin of Economics and Statistics},
	volume = {58},
	number = {4},
	year = {1996},
	pages = {685-701},
	author = {James Stock}
}
@article {35267,
	title = {Evidence on Structural Instability in Macroeconomic Time Series Relations},
	journal = {Journal of Business and Economic Statistics},
	volume = {14},
	year = {1996},
	pages = {11-30},
	author = {James Stock and Mark Watson}
}
@article {35266,
	title = {Measuring Money Growth When Financial Markets Are Changing},
	journal = {Journal of Monetary Economics},
	volume = {37},
	number = {1},
	year = {1996},
	pages = {3-28},
	author = {James Stock and M. Feldstein}
}
@article {35265,
	title = {Efficient Tests for an Autoregressive Unit Root},
	journal = {Econometrica},
	volume = {64},
	year = {1996},
	pages = {813-836},
	author = {James Stock and G. Elliott and T.J. Rothenberg}
}
@article {60466,
	title = {Inference in Models with Nearly Integrated Regressors},
	journal = {Econometric Theory},
	year = {1995},
	note = {Downloadable Replication Files},
	author = {James Stock and Chris Cavanagh and Graham Elliott}
}
@inbook {35632,
	title = {Why Are Retirement Rates So High at Age 65?},
	booktitle = {The Economics of Aging},
	year = {1995},
	pages = {61-82},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {Robin L. Lumsdaine and James Stock and David A. Wise},
	editor = {D. Wise}
}
@article {35630,
	title = {Temporal Instability of the Unemployment-Inflation Relation},
	journal = {Economic Perspectives},
	volume = {May/June},
	year = {1995},
	pages = {2-12},
	author = {Robert G. King and James Stock and Mark W. Watson}
}
@article {16348,
	title = {Inference in Models with Nearly Integrated Regressors},
	journal = {Econometric Theory},
	volume = {11},
	year = {1995},
	pages = {1131-1147},
	publisher = {Econometric Theory},
	author = {James Stock and Chris Cavanagh and Graham Elliott}
}
@inbook {35732,
	title = {The Pension Inducement to Retire: An Option Value Analysis},
	booktitle = {Issues in the Economics of Aging},
	year = {1994},
	pages = {205-229},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {James Stock and David A. Wise},
	editor = {D. Wise}
}
@inbook {35725,
	title = {Pension Plan Provisions and Retirement: Men \& Women, Medicare, and Models},
	booktitle = {Studies in the Economics of Aging},
	year = {1994},
	pages = {183-212},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {Robin L. Lumsdaine and James Stock and David A. Wise},
	editor = {D. Wise}
}
@inbook {35724,
	title = {The Use of a Monetary Aggregate to Target Nominal GDP},
	booktitle = {Monetary Policy},
	year = {1994},
	pages = {7-70},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {Martin Feldstein and James Stock},
	editor = {N.G. Mankiw}
}
@inbook {35631,
	title = {Unit Roots, Structural Breaks, and Trends},
	booktitle = {Handbook of Econometrics},
	year = {1994},
	pages = {2740-2843},
	publisher = {Elsevier},
	organization = {Elsevier},
	address = {Amsterdam},
	author = {James Stock},
	editor = {R. Engle and D. McFadden}
}
@article {35269,
	title = {Deciding Between I(1) and I(0)},
	journal = {Journal of Econometrics},
	volume = {63},
	year = {1994},
	pages = {105-131},
	author = {James Stock}
}
@article {35268,
	title = {Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown},
	journal = {Econometric Theory},
	volume = {10},
	year = {1994},
	pages = {672-700},
	author = {James Stock and G. Elliott}
}
@article {35726,
	title = {Tests of Parameter Stability with Application to the Money-Income Relation in the United States},
	journal = {Cuadernos Economicos de ICE},
	volume = {3},
	year = {1993},
	pages = {263-284},
	author = {James Stock}
}
@article {35270,
	title = {A Simple Estimator of Cointegrating Vectors in Higher-Order Integrated Systems},
	journal = {Econometrica},
	volume = {61},
	number = {4},
	year = {1993},
	pages = {783-820},
	author = {James Stock and M.W. Watson}
}
@inbook {33946,
	title = {A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience},
	booktitle = {Business Cycles, Indicators and Forecasting},
	year = {1993},
	pages = {95 - 156},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {James Stock and Mark Watson},
	editor = {James Stock and Mark Watson}
}
@book {33861,
	title = {Business Cycles, Indicators and Forecasting},
	year = {1993},
	publisher = {University of Chicago Press for the NBER},
	organization = {University of Chicago Press for the NBER},
	editor = {James Stock and Mark Watson}
}
@article {36333,
	title = {Prognoser med ledande indikatorer, lardomar av recensionen 1990 i Forenta Staterna},
	journal = {Konjunktur - Prognoser \& Konjunkturpolitik},
	year = {1992},
	pages = {77-101},
	author = {J Stock and M. Watson}
}
@inbook {35739,
	title = {Comment on {\textquoteleft}Does Medicare Eligibility Affect Retirement?{\textquoteright} by B. Madrian and N.D. Beaulieu},
	booktitle = {The Economics of Aging},
	year = {1992},
	pages = {129-131},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	address = {Chicago},
	author = {James Stock},
	editor = {D. Wise}
}
@article {35271,
	title = {Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses: Theory and International Evidence},
	journal = {Journal of Business and Economic Statistics},
	volume = {10},
	year = {1992},
	pages = {271-288},
	author = {James Stock and A. Banerjee and R.L. Lumsdaine}
}
@article {34821,
	title = {Forecasting with Leading Indicators: Lessons from the 1990 Recesion in the United States},
	journal = {Yearbook of the Economic Council of Sweden },
	year = {1992},
	author = {James Stock and M.W. Watson}
}
@article {60481,
	title = {Confidence Intervals for the Largest Autoregressive Root in Macroeconomic Time Series},
	journal = {Journal of Monetary Economics},
	year = {1991},
	note = {Downloadable Replication Files},
	author = {James Stock}
}
@article {36334,
	title = {CNCTEMA EKOHOMN4ECKNX NHANKATOPOB: ONbIT CWA (Systems of Economic Indicators in the United States)},
	journal = {CWA},
	year = {1991},
	pages = {22-27},
	author = {S.A. Nikolaenko and J Stock}
}
@article {35740,
	title = {Bayesian Approaches to the {\textquoteleft}Unit Root{\textquoteright} Problem: A Comment},
	journal = {Journal of Applied Econometrics},
	volume = {6},
	number = {4},
	year = {1991},
	pages = {403-411},
	author = {James Stock}
}
@inbook {35731,
	title = {A Probability Model of the Coincident Economic Indicators},
	booktitle = {The Leading Economic Indicators: New Approaches and Forecasting Records},
	year = {1991},
	pages = {63-90},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	author = {James Stock and Mark W. Watson},
	editor = {G. Moore and K. Lahiri}
}
@inbook {35730,
	title = {Estimation, Smoothing, Interpolation, and Distribution for Structural Time Series Models in Discrete and Continuous Time},
	booktitle = {Models, Methods and Applications of Econometrics (Festschrift for A.R. Bergstrom)},
	year = {1991},
	pages = {55-70},
	publisher = {Blackwell},
	organization = {Blackwell},
	author = {James Stock},
	editor = {P. C. B. Phillips}
}
@inbook {35729,
	title = {Three Models of Retirement: Computational Complexity versus Predictive Validity},
	booktitle = {Topics in the Economics of Aging},
	year = {1991},
	pages = {19-57},
	publisher = {University of Chicago Press},
	organization = {University of Chicago Press},
	author = {James Stock},
	editor = {D. Wise}
}
@article {35276,
	title = {Fen{\^e}tres et retraites},
	journal = {Annales D{\textquoteright}economie et de Statistique},
	volume = {20/21},
	year = {1991},
	pages = {219-242},
	author = {James Stock and R.L. Lumsdaine and D.A. Wise}
}
@article {35272,
	title = {Stochastic Trends and Economic Fluctuations},
	journal = {American Economic Review},
	volume = {81},
	number = {4},
	year = {1991},
	pages = {819-840},
	author = {James Stock and R. King and C. Plosser and M. Watson}
}
@article {16349,
	title = {Confidence Intervals for the Largest Autoregressive Root in Macroeconomic Time Series},
	journal = {Journal of Monetary Economics},
	volume = {28},
	year = {1991},
	note = {(1) The original software included this .zip file is ancient and needs modification to run under modern versions of GAUSS or RATS. Todd Clark has updated the RATS code (3/17/03) and Todd{\textquoteright}s update is included in the RATSupdate directory in this .zip file. Thanks Todd!
(2) If anyone has a STATA program that computes these intervals, please let me know and I{\textquoteright}ll link to your software.
},
	pages = {435-459},
	publisher = {Journal of Monetary Economics},
	author = {James Stock}
}
@article {35741,
	title = {Unit Roots in GNP: Do We Know and Do We Care?: A Comment},
	journal = {Carnegie-Rochester Conference on Public Policy},
	volume = {26},
	year = {1990},
	pages = {63-82},
	author = {James Stock}
}
@article {35275,
	title = {Inference in Linear Time Series Models with Some Unit Roots},
	journal = {Econometrica},
	volume = {58},
	number = {1},
	year = {1990},
	pages = {113-144},
	author = {James Stock and C. Sims and M. Watson}
}
@article {35274,
	title = {Efficient Windows and Labor Force Reduction},
	journal = {Journal of Public Economics},
	volume = {43},
	year = {1990},
	pages = {131-159},
	author = {James Stock and R.L. Lumsdaine and D.A. Wise}
}
@article {33926,
	title = {Pensions, the Option Value of Work, and Retirement},
	journal = {Econometrica},
	volume = {58},
	number = {5},
	year = {1990},
	pages = {1151-1180},
	author = {James Stock and David Wise}
}
@article {35742,
	title = {Review of Francis Diebold, {\textquotedblleft}Empirical Modeling of Exchange Rate Dynamics{\textquotedblright}},
	journal = {Journal of International Economics},
	volume = {27},
	year = {1989},
	pages = {185-198},
	author = {Jeffrey Frankel and James Stock}
}
@inbook {35288,
	title = {Nonparametric Policy Analysis: An Application to Estimating Hazardous Waste Cleanup Benefits},
	booktitle = {Nonparametric and Semiparametric Methods in Econometrics and Statistics},
	year = {1989},
	pages = {77-98},
	publisher = {Cambridge University Press},
	organization = {Cambridge University Press},
	url = {http://books.google.com/books/about/Nonparametric_and_Semiparametric_Methods.html?id=wHTszJdi2H0C},
	author = {James Stock},
	editor = {W. Barnett and J. Powell and G. Tauchen}
}
@article {35285,
	title = {Interpreting the Evidence on Money-Income Causality},
	journal = {Journal of Econometrics},
	volume = {40},
	number = {1},
	year = {1989},
	pages = {161-182},
	author = {James Stock and M. Watson}
}
@inbook {35284,
	title = {Hysteresis and the Evolution of Postwar U.S. and U.K. Unemployment},
	booktitle = {Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity: Proceedings of the Fourth International Symposium in Economic Theory and Econometrics},
	year = {1989},
	pages = {361-382},
	url = {http://books.google.com/books?id=SZckdbTVwf4C\&source=gbs_navlinks_s},
	author = {James Stock},
	editor = {W. Barnett and J. Geweke and K. Schell}
}
@article {35282,
	title = {Estimating Integrated Higher Order Continuous Time Autoregressions with an Application to Money-Income Causality},
	journal = {Journal of Econometrics},
	volume = {42},
	year = {1989},
	pages = {319-336},
	author = {James Stock and A.C. Harvey}
}
@article {35281,
	title = {Nonparametric Policy Analysis},
	journal = {Journal of the American Statistical Association},
	volume = {84},
	number = {406},
	year = {1989},
	pages = {567-575},
	author = {James Stock}
}
@article {35280,
	title = {New Indexes of Coincident and Leading Economic Indicators},
	journal = {NBER Macroeconomics Annual},
	year = {1989},
	pages = {351-393},
	author = {James Stock and M. Watson}
}
@article {35278,
	title = {Semiparametric Estimation of Index Coefficients},
	journal = {Econometrica},
	volume = {57},
	number = {6},
	year = {1989},
	pages = {1403-1430},
	author = {James Stock and J. Powell and T. Stoker}
}
@article {35277,
	title = {Drawing Inferences from Statistics Based on Multi-Year Asset Returns},
	journal = {Journal of Financial Economics},
	volume = {25},
	year = {1989},
	pages = {323-348},
	author = {James Stock and M. Richardson}
}
@article {35598,
	title = {Testing for Common Trends},
	journal = {Journal of the American Statistical Association},
	volume = {83},
	number = {404},
	year = {1988},
	pages = {1097-1107},
	author = {James Stock and Mark Watson}
}
@article {35294,
	title = {Integrated Regressors and Tests of the Permanent Income Hypothesis},
	journal = {Journal of Monetary Economics},
	volume = {21},
	number = {1},
	year = {1988},
	pages = {85-96},
	author = {James Stock and K. West}
}
@article {35293,
	title = {Estimating Continuous Time Processes Subject to Time Deformation: An Application to Postwar U.S. GNP},
	journal = {Journal of the American Statistical Association},
	volume = {83},
	year = {1988},
	pages = {77-85},
	author = {James Stock}
}
@article {35292,
	title = {Variable Trends in Economic Time Series},
	journal = {Journal of Economic Perspectives},
	volume = {2},
	number = {3},
	year = {1988},
	note = {Reprinted in Long-Run Economic Relationships, Readings in Cointegration, edited by R.F. Engle and C.W.J. Granger, Oxford University Press
},
	pages = {147-174},
	author = {James Stock and M. Watson}
}
@article {35291,
	title = {The Convergence of Multivariate {\textquoteleft}Unit Root{\textquoteright} Distributions to their Asymptotic Limits: The Case of Money-Income Causality},
	journal = {Journal of Economic Dynamics and Control},
	volume = {12},
	number = {2/3},
	year = {1988},
	pages = {489-502},
	author = {James Stock and L. Ljungqvist and M. Park and M. Watson}
}
@article {35290,
	title = {Continuous Time Autoregressive Models with Common Stochastic Trends},
	journal = {Journal of Economic Dynamics and Control},
	volume = {12},
	number = {2/3},
	year = {1988},
	pages = {365-384},
	author = {James Stock and A.C. Harvey}
}
@article {35289,
	title = {A Reexamination of Friedman{\textquoteright}s Consumption Puzzle},
	journal = {Journal of Business and Economic Statistics},
	volume = {6},
	number = {4},
	year = {1988},
	pages = {401-414},
	author = {James Stock}
}
@article {35743,
	title = {Temporal Aggregation and Structural Inference in Macroeconomics: A Comment},
	journal = {Carnegie-Rochester Conference on Public Policy},
	volume = {26},
	year = {1987},
	pages = {131-40},
	author = {James Stock}
}
@article {35299,
	title = {Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality},
	journal = {Economic Journal},
	volume = {97},
	number = {385},
	year = {1987},
	pages = {49-64},
	author = {James Stock and S.R.G. Jones}
}
@article {35298,
	title = {Regression Tests Versus Volatility Tests of the Efficiency of Foreign Exchange Markets},
	journal = {Journal of International Money and Finance},
	year = {1987},
	pages = {49-56},
	author = {James Stock and Jeffrey Frankel}
}
@article {35297,
	title = {Forecasting and Interpolation Using Vector Autoregressions with Common Trends},
	journal = {Annales d{\textquoteright}Economie et de Statistique},
	volume = {6/7},
	year = {1987},
	pages = {279-287},
	author = {James Stock and A.C. Harvey and F.J. Fernandez-Macho}
}
@article {35296,
	title = {Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors},
	journal = {Econometrica},
	volume = {55},
	year = {1987},
	pages = {1035-1056},
	author = {James Stock}
}
@article {35295,
	title = {Measuring Business Cycle Time},
	journal = {Journal of Political Economy},
	volume = {95},
	year = {1987},
	pages = {1240-1261},
	author = {James Stock}
}
@article {35301,
	title = {The Farm Debt Crisis and Public Policy},
	journal = {Brookings Papers on Economic Activity},
	volume = {2},
	year = {1986},
	pages = {441-479},
	author = {James Stock and C. Calomiris and R.G. Hubbard}
}
@article {35300,
	title = {Does GNP Have a Unit Root?},
	journal = {Economics Letters},
	volume = {22},
	year = {1986},
	pages = {147-51},
	author = {James Stock and M. Watson}
}
@article {35302,
	title = {The Estimation of Higher Order Continuous Time Autoregressive Models},
	journal = {Econometric Theory},
	volume = {1},
	year = {1985},
	pages = {97-112},
	author = {James Stock and A.C. Harvey}
}
@article {33927,
	title = {Real Estate Mortgages, Foreclosures, and Midwestern Agrarian Unrest},
	journal = {Journal of Economic History},
	volume = {XLIV},
	year = {1984},
	pages = {89-105},
	author = {James Stock}
}
@unpublished {35751,
	title = {Dynamic Economic Models Subject to Time Deformation},
	year = {1983},
	type = {Ph.D. Dissertation},
	url = {http://www.worldcat.org/title/dynamic-economic-models-subject-to-time-deformation/oclc/21603441},
	author = {James Stock}
}
