Publications & Working Papers

1988
Stock J, Harvey AC. Continuous Time Autoregressive Models with Common Stochastic Trends. Journal of Economic Dynamics and Control. 1988;12 (2/3) :365-384. PDF
Stock J. A Reexamination of Friedman's Consumption Puzzle. Journal of Business and Economic Statistics. 1988;6 (4) :401-414. PDF
1987
Stock J. Temporal Aggregation and Structural Inference in Macroeconomics: A Comment. Carnegie-Rochester Conference on Public Policy. 1987;26 :131-40. PDF
Stock J, Jones SRG. Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality. Economic Journal. 1987;97 (385) :49-64. PDF
Stock J, Frankel J. Regression Tests Versus Volatility Tests of the Efficiency of Foreign Exchange Markets. Journal of International Money and Finance. 1987 :49-56. PDF
Stock J, Harvey AC, Fernandez-Macho FJ. Forecasting and Interpolation Using Vector Autoregressions with Common Trends. Annales d'Economie et de Statistique. 1987;6/7 :279-287. PDF
Stock J. Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. Econometrica. 1987;55 :1035-1056. PDF
Stock J. Measuring Business Cycle Time. Journal of Political Economy. 1987;95 :1240-1261. PDF
1986
Stock J, Calomiris C, Hubbard RG. The Farm Debt Crisis and Public Policy. Brookings Papers on Economic Activity. 1986;2 :441-479. PDF
Stock J, Watson M. Does GNP Have a Unit Root?. Economics Letters. 1986;22 :147-51. PDF
1985
Stock J, Harvey AC. The Estimation of Higher Order Continuous Time Autoregressive Models. Econometric Theory. 1985;1 :97-112. PDF
1984
Stock J. Real Estate Mortgages, Foreclosures, and Midwestern Agrarian Unrest. Journal of Economic History. 1984;XLIV :89-105. PDF

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