James D. Hamilton | Academic Influence

James D. Hamilton's AcademicInfluence.com Rankings

James D. Hamilton

Economics

#601

World Rank

#736

Historical Rank

#349

USA Rank

Econometrics

#29

World Rank

#30

Historical Rank

#14

USA Rank

economics Degrees

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Economics

James D. Hamilton's Degrees

PhD Economics University of California, Berkeley
Bachelors Economics University of California, Berkeley

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Why Is James D. Hamilton Influential?

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According to Wikipedia, James Douglas Hamilton is an American econometrician currently teaching at University of California, San Diego. His work is especially influential in time series and energy economics. He received his PhD from the University of California, Berkeley in 1983.

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James D. Hamilton's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989) (9072)
Time Series Analysis (1994) (8294)
Oil and the Macroeconomy since World War II (1983) (3357)
What is an Oil Shock? (2000) (2119)
Analysis of time series subject to changes in regime (1990) (2048)
Autoregressive conditional heteroskedasticity and changes in regime (1994) (1977)
This is what happened to the oil price-macroeconomy relationship (1996) (1762)
Causes and Consequences of the Oil Shock of 2007–08 (2009) (1332)
Understanding Crude Oil Prices (2008) (1181)
Long Swings in the Dollar: Are They in the Data and Do Markets Know It? The American Economic Review (1990) (1075)
On the Limitations of Government Borrowing: a Framework for Empirical Testing (1985) (994)
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates (1988) (944)
Why You Should Never Use the Hodrick-Prescott Filter (2017) (910)
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011) (690)
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment (2004) (668)
A Neoclassical Model of Unemployment and the Business Cycle (1988) (594)
Specification testing in Markov-switching time-series models (1996) (468)
NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2010) (461)
Historical Oil Shocks (2011) (443)
The Daily Market for Federal Funds (1996) (430)
State-space models (1994) (396)
Regime switching models (2010) (381)
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2017) (368)
A Reexamination of the Predictability of Economic Activity Using the Yield Spread (2000) (348)
Stock market volatility and the business cycle (1996) (330)
Risk Premia in Crude Oil Futures Prices (2013) (303)
The Equilibrium Real Funds Rate: Past, Present, and Future (2015) (266)
The observable implications of self-fulfilling expectations (1985) (263)
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information (2014) (260)
A Model for the Federal Funds Rate Target (1999) (251)
MONETARY FACTORS IN THE GREAT DEPRESSION (1987) (244)
Historical Causes of Postwar Oil Shocks and Recessions (1985) (240)
Measuring the liquidity effect (1996) (230)
A Parametric Approach to Flexible Nonlinear Inference (2001) (223)
Effects of Index-Fund Investing on Commodity Futures Prices (2013) (222)
Dating Business Cycle Turning Points (2005) (197)
9 Estimation, inference and forecasting of time series subject to changes in regime (1993) (189)
Identification and Estimation of Gaussian Affine Term Structure Models (2012) (184)
A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions (1991) (178)
What Do the Leading Indicators Lead (1996) (177)
What's Real about the Business Cycle? (2005) (162)
The Propagation of Regional Recessions (2010) (160)
A standard error for the estimated state vector of a state-space model (1986) (155)
Calling Recessions in Real Time (2010) (152)
Effects of Index‐Fund Investing on Commodity Futures Prices (2015) (144)
Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market (1992) (136)
Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices (2003) (130)
Robust Bond Risk Premia (2015) (119)
Dynamics of terrorism (1983) (110)
Long Swings in the Exchange Rate: are They in the Data and Do Markets Know it? (1989) (108)
Crunch Time: Fiscal Crises and the Role of Monetary Policy (2013) (104)
Uncovering Financial Market Expectations of Inflation (1985) (100)
Normalization in Econometrics (2004) (97)
Oil price shocks (2011) (94)
Macroeconomics and Arch (2008) (91)
On Testing for Self-fulfilling Speculative Price Bubbles (1986) (91)
Measuring Global Economic Activity (2019) (90)
Oil Prices, Exhaustible Resources, and Economic Growth (2012) (89)
The Augmented Solow Model and the Productivity Slowdown (1997) (88)
Daily Changes in Fed Funds Futures Prices (2007) (80)
Macroeconomic Regimes and Regime Shifts (2016) (80)
Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering (1986) (78)
Daily monetary policy shocks and new home sales (2008) (78)
A Skeptical View of the Impact of the Fed's Balance Sheet (2018) (78)
New directions in business cycle research and financial analysis (2002) (68)
Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations (2018) (67)
Are the macroeconomic effects of oil-price changes symmetric?: A comment (1988) (65)
Testable Implications of Affine Term Structure Models (2011) (63)
A re-examination of the predictability of the yield spread for real economic activity * (1999) (62)
Heterogeneity and Unemployment Dynamics (2016) (61)
Comment on "A comparison of two business cycle dating methods" (2003) (61)
Role Of The International Gold Standard In Propagating The Great Depression (1988) (49)
Estimating the Market-Perceived Monetary Policy Rule (2010) (47)
A Model of the Federal Funds Rate Target (2002) (43)
Advances in Markov-Switching Models (2002) (42)
Oil Prices, Exhaustible Resources, and Economic Growth* (2012) (36)
Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts (2007) (35)
The Changing Face of World Oil Markets (2014) (32)
Advances in Markov-switching models : applications in business cycle research and finance (2002) (29)
Oil and the Macroeconomy August 24 , 2005 (2005) (26)
The Supply and Demand for Federal Reserve Deposits (1997) (26)
Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions (2020) (25)
Measuring Labor-Force Participation and the Incidence and Duration of Unemployment (2019) (24)
Identi…cation and Estimation of Gaussian A¢ ne Term Structure Models (2010) (22)
Identication and Estimation of Gaussian Ane Term Structure Models (2012) (18)
Daily Monetary Policy Shocks and the Delayed Response of New Home Sales (2008) (18)
The long-run behavior of the velocity of circulation: A review essay (1989) (18)
Import Prices and Inflation (2012) (18)
On the interpretation of cointegration in the linear–quadratic inventory model (2002) (17)
The Market-Perceived Monetary Policy Rule (2009) (16)
Testable Implications of Ane Term Structure Models (2013) (16)
Rational Expectations and the Economic Consequences of Changes in Regime (1995) (16)
The Efficacy of Large-Scale Asset Purchases When the Short-Term Interest Rate Is at Its Effective Lower Bound (2019) (15)
Models of social contagion (1981) (15)
Sources of Variation in Holding Returns for Fed Funds Futures Contracts (2009) (14)
Concerns about the Fed's New Balance Sheet (2009) (12)
INSIDE THE ECONOMIST'S MIND (2007) (9)
The Cost Channel of Monetary Transmissions (8)
Optimal Inference about Impulse-Response Functions and Historical Decompositions in Incompletely (2016) (7)
Perspectives on U.S. Monetary Policy Tools and Instruments (2019) (6)
Advances in Structural Vector Autoregressions with Imperfect Identifying Information (2020) (6)
Comment on "Investigating Nonlinearity" (2005) (5)
Do macro variables help forecast interest rates (2016) (5)
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES (2022) (4)
Comment on “U.S. Oil consumption, oil prices, and the macroeconomy” (1997) (4)
Measuring the Credit Gap (2020) (3)
Structural Interpretation of Vecor Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2018) (3)
The Causes and Consequences of Rising Food Prices: Discussion (2009) (3)
The Equilibrium Real Funds Rate: Past, Present, and Future (2016) (2)
Historical Effects of Oil Shocks (2004) (2)
Replication data for: Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019) (1)
Macroeconomic Regimes and Regime Shifts August (2015) (1)
Associate Editor's Introduction: Changes in Regime and the Business Cycle (1994) (1)
The Sustainability of Budget Deficits with Lump-Sum and with Income-Based Taxation: Comment (1991) (1)
PROGRAMS IN SMALL OPEN ECONOMIES (2010) (0)
econstor Make Your Publications Visible . A Service of zbw (2003) (0)
Wireless: Strategically Liberalizing the Telecommunications Market: Brian J.W. Regli, Mahwah: Lawrence Erlbaum, 1997. 296 pp. (1999) (0)
Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board , Washington , D . C . Heterogeneity and Unemployment Dynamics Hie (2016) (0)
Supply, Demand, and Specialized Production (2021) (0)
The Quantitative Significance of the Lucas Critique: Comment (1991) (0)
Understanding Crude Oil Prices - eScholarship (2008) (0)
What Does the Market Think of the Taylor Rule ? (2009) (0)
S OURCES OF V ARIATION IN H OLDING R ETURNS FOR F ED F UNDS F UTURES C ONTRACTS (2011) (0)
Comments on “Monetary Policy News in the U.S.: Effects on Emerging Market Capital Flows” (2019) (0)
Factors in Unemployment Dynamics (2018) (0)
Principal Component Analysis for Nonstationary Series (2022) (0)
What's Real about the Business Cycle?/Commentary (2005) (0)
An E ffi cient Impulse Response Matching Estimator for Rational Expectations Models (2005) (0)
NBER's research program in Economic Fluctuations. Any opinions (1988) (0)
Book review (2000) (0)
Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro (2019) (0)
Thank you for commenting on our paper and for your suggestions. The following remarks reply to your comments and suggestions in the order in which they appear in your report (2018) (0)
Regime shifts in a dynamic term structure model of U.S. Treasury bond yields, comments (2004) (0)

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What Schools Are Affiliated With James D. Hamilton?

James D. Hamilton is affiliated with the following schools: