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Publications & Working Papers

1998
Stock J. Discussion of ‘Foundation of the Goldilocks Economy’ by Robert Gordon. Brookings Papers on Economic Activity. 1998;2 :334-346. PDF
Stock J, Watson M. Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model. Journal of the American Statistical Association. 1998;93 :349-358. PDF
Stock J, Bai J, Lumsdaine R. Testing for and Dating Common Breaks in Multivariate Time Series. Review of Economic Studies. 1998;65 :395-432. PDF Replication Files
1997
Stock J. Retirement Incentives: The Interaction Between Employer-Provided Pensions, Social Security, and Retiree Health Benefits. In: Hurd MD, Yashiro N The Economics of Aging in the United States and Japan. Chicago: University of Chicago Press ; 1997. pp. 261-294. PDF
Staiger D, Stock J, Watson MW. How Precise are Estimates of the Natural Rate of Unemployment?. In: Romer C, Romer D Reducing Inflation: Motivation and Strategy. University of Chicago Press ; 1997. pp. 195-242. PDF
Stock J, Staiger D. Instrumental Variables Regression with Weak Instruments. Econometrica. 1997;65 (3) :557-586. PDF
Stock J, Rothenberg TJ. Inference in a Nearly Integrated Autoregressive Model with Nonnormal Innovations. Journal of Econometrics. 1997;80 :269-286. PDF
Staiger D, Stock J, Watson M. The NAIRU, Unemployment and Monetary Policy. Journal of Economic Perspectives. 1997;11 (1) :33-49. PDF
Stock J, Watson M. Diffusion Indexes. 1997. Website PDF
Stock J. Cointegration, long-run comovements, and long-horizon forecasting. In: Kreps DM, Wallis KF Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress Volume 3. Cambridge: Cambridge University Press ; 1997. pp. 34-60. Website PDF
1996
Stock J, Watson MW. Confidence Sets in Regressions with Highly Serially Correlated Regressors. 1996. PDF
Stock J. VAR, Error Correction and Pretest Forecasts at Long Horizons. Oxford Bulletin of Economics and Statistics. 1996;58 (4) :685-701. PDF
Stock J, Watson M. Evidence on Structural Instability in Macroeconomic Time Series Relations. Journal of Business and Economic Statistics. 1996;14 :11-30. PDF
Stock J, Feldstein M. Measuring Money Growth When Financial Markets Are Changing. Journal of Monetary Economics. 1996;37 (1) :3-28. PDF
Stock J, Elliott G, Rothenberg TJ. Efficient Tests for an Autoregressive Unit Root. Econometrica. 1996;64 :813-836. PDF
1995
Stock J, Cavanagh C, Elliott G. Inference in Models with Nearly Integrated Regressors. Econometric Theory. 1995.
Lumsdaine RL, Stock J, Wise DA. Why Are Retirement Rates So High at Age 65?. In: Wise D The Economics of Aging. University of Chicago Press ; 1995. pp. 61-82. PDF
King RG, Stock J, Watson MW. Temporal Instability of the Unemployment-Inflation Relation. Economic Perspectives. 1995;May/June :2-12. PDF
Stock J, Cavanagh C, Elliott G. Inference in Models with Nearly Integrated Regressors. Econometric Theory. 1995;11 :1131-1147. PDF Replication Files
1994
Stock J, Wise DA. The Pension Inducement to Retire: An Option Value Analysis. In: Wise D Issues in the Economics of Aging. University of Chicago Press ; 1994. pp. 205-229. PDF

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