Publications & Working Papers

Feldstein M, Stock J. The Use of a Monetary Aggregate to Target Nominal GDP. In: Mankiw NG Monetary Policy. University of Chicago Press ; 1994. pp. 7-70. PDF
Stock J. Unit Roots, Structural Breaks, and Trends. In: Engle R, McFadden D Handbook of Econometrics. Amsterdam: Elsevier ; 1994. pp. 2740-2843. PDF
Stock J. Deciding Between I(1) and I(0). Journal of Econometrics. 1994;63 :105-131. PDF
Stock J, Elliott G. Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown. Econometric Theory. 1994;10 :672-700. PDF
Stock J. Tests of Parameter Stability with Application to the Money-Income Relation in the United States. Cuadernos Economicos de ICE. 1993;3 :263-284. PDF
Stock J, Watson MW. A Simple Estimator of Cointegrating Vectors in Higher-Order Integrated Systems. Econometrica. 1993;61 (4) :783-820. PDF
Stock J, Watson M. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience. In: Stock J, Watson M Business Cycles, Indicators and Forecasting. University of Chicago Press ; 1993. pp. 95 - 156. PDF
Business Cycles, Indicators and Forecasting
Stock J, Watson M. Business Cycles, Indicators and Forecasting. University of Chicago Press for the NBER; 1993.
Stock J, Watson M. Prognoser med ledande indikatorer, lardomar av recensionen 1990 i Forenta Staterna. Konjunktur - Prognoser & Konjunkturpolitik. 1992 :77-101. PDF
Stock J. Comment on ‘Does Medicare Eligibility Affect Retirement?’ by B. Madrian and N.D. Beaulieu. In: Wise D The Economics of Aging. Chicago: University of Chicago Press ; 1992. pp. 129-131. PDF
Stock J, Banerjee A, Lumsdaine RL. Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses: Theory and International Evidence. Journal of Business and Economic Statistics. 1992;10 :271-288. PDF
Stock J, Watson MW. Forecasting with Leading Indicators: Lessons from the 1990 Recesion in the United States. Yearbook of the Economic Council of Sweden . 1992. PDF
Stock J. Confidence Intervals for the Largest Autoregressive Root in Macroeconomic Time Series. Journal of Monetary Economics. 1991.
Nikolaenko SA, Stock J. CNCTEMA EKOHOMN4ECKNX NHANKATOPOB: ONbIT CWA (Systems of Economic Indicators in the United States). CWA. 1991 :22-27. PDF
Stock J. Bayesian Approaches to the ‘Unit Root’ Problem: A Comment. Journal of Applied Econometrics. 1991;6 (4) :403-411. PDF
Stock J, Watson MW. A Probability Model of the Coincident Economic Indicators. In: Moore G, Lahiri K The Leading Economic Indicators: New Approaches and Forecasting Records. Cambridge University Press ; 1991. pp. 63-90. PDF
Stock J. Estimation, Smoothing, Interpolation, and Distribution for Structural Time Series Models in Discrete and Continuous Time. In: Phillips PCB Models, Methods and Applications of Econometrics (Festschrift for A.R. Bergstrom). Blackwell ; 1991. pp. 55-70. PDF
Stock J. Three Models of Retirement: Computational Complexity versus Predictive Validity. In: Wise D Topics in the Economics of Aging. University of Chicago Press ; 1991. pp. 19-57. PDF
Stock J, Lumsdaine RL, Wise DA. Fenêtres et retraites. Annales D'economie et de Statistique. 1991;20/21 :219-242. PDF
Stock J, King R, Plosser C, Watson M. Stochastic Trends and Economic Fluctuations. American Economic Review. 1991;81 (4) :819-840. PDF