Publications & Working Papers

1991
Stock J, King R, Plosser C, Watson M. Stochastic Trends and Economic Fluctuations. American Economic Review. 1991;81 (4) :819-840. PDF
Stock J. Confidence Intervals for the Largest Autoregressive Root in Macroeconomic Time Series. Journal of Monetary Economics. 1991;28 :435-459. PDF Replication Files
1990
Stock J. Unit Roots in GNP: Do We Know and Do We Care?: A Comment. Carnegie-Rochester Conference on Public Policy. 1990;26 :63-82. PDF
Stock J, Sims C, Watson M. Inference in Linear Time Series Models with Some Unit Roots. Econometrica. 1990;58 (1) :113-144. PDF
Stock J, Lumsdaine RL, Wise DA. Efficient Windows and Labor Force Reduction. Journal of Public Economics. 1990;43 :131-159. PDF
Stock J, Wise D. Pensions, the Option Value of Work, and Retirement. Econometrica. 1990;58 (5) :1151-1180. PDF
1989
Frankel J, Stock J. Review of Francis Diebold, “Empirical Modeling of Exchange Rate Dynamics”. Journal of International Economics. 1989;27 :185-198. PDF
Stock J. Nonparametric Policy Analysis: An Application to Estimating Hazardous Waste Cleanup Benefits. In: Barnett W, Powell J, Tauchen G Nonparametric and Semiparametric Methods in Econometrics and Statistics. Cambridge University Press ; 1989. pp. 77-98. Website PDF
Stock J, Watson M. Interpreting the Evidence on Money-Income Causality. Journal of Econometrics. 1989;40 (1) :161-182. PDF
Stock J. Hysteresis and the Evolution of Postwar U.S. and U.K. Unemployment. In: Barnett W, Geweke J, Schell K Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity: Proceedings of the Fourth International Symposium in Economic Theory and Econometrics. ; 1989. pp. 361-382. Website PDF
Stock J, Harvey AC. Estimating Integrated Higher Order Continuous Time Autoregressions with an Application to Money-Income Causality. Journal of Econometrics. 1989;42 :319-336. PDF
Stock J. Nonparametric Policy Analysis. Journal of the American Statistical Association. 1989;84 (406) :567-575. PDF
Stock J, Watson M. New Indexes of Coincident and Leading Economic Indicators. NBER Macroeconomics Annual. 1989 :351-393. PDF
Stock J, Powell J, Stoker T. Semiparametric Estimation of Index Coefficients. Econometrica. 1989;57 (6) :1403-1430. PDF
Stock J, Richardson M. Drawing Inferences from Statistics Based on Multi-Year Asset Returns. Journal of Financial Economics. 1989;25 :323-348. PDF
1988
Stock J, Watson M. Testing for Common Trends. Journal of the American Statistical Association. 1988;83 (404) :1097-1107. PDF
Stock J, West K. Integrated Regressors and Tests of the Permanent Income Hypothesis. Journal of Monetary Economics. 1988;21 (1) :85-96. PDF
Stock J. Estimating Continuous Time Processes Subject to Time Deformation: An Application to Postwar U.S. GNP. Journal of the American Statistical Association. 1988;83 :77-85. PDF
Stock J, Watson M. Variable Trends in Economic Time Series. Journal of Economic Perspectives. 1988;2 (3) :147-174. PDF
Stock J, Ljungqvist L, Park M, Watson M. The Convergence of Multivariate `Unit Root' Distributions to their Asymptotic Limits: The Case of Money-Income Causality. Journal of Economic Dynamics and Control. 1988;12 (2/3) :489-502. PDF

Pages