James H. Stock

Q: What Schools Are Affiliated With James H. Stock

James H. Stock is affiliated with the following schools: University of California, Berkeley, Yale University, Harvard University

James H. Stock's AcademicInfluence.com Rankings

James H. Stock

Economics

#425

World Rank

#528

Historical Rank

#260

USA Rank

Financial Economics

#10

World Rank

#10

Historical Rank

USA Rank

Macroeconomics

#52

World Rank

#57

Historical Rank

#31

USA Rank

economics Degrees

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Economics

James H. Stock's Degrees

PhD Economics University of California, Berkeley

Why Is James H. Stock Influential?

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According to Wikipedia, James Harold Stock is an American economist, professor of economics, and vice provost for climate and sustainability at Harvard University. He is co-author of Introduction to Econometrics, a leading undergraduate textbook, and co-editor of the Brookings Papers on Economic Activity. Stock served as a Chair of the Harvard Economics Department from 2007 to 2009 and as a member of President Obama's Council of Economic Advisers from 2013 to 2014.

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James H. Stock'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

Instrumental Variables Regression with Weak Instruments (1994) (8096)
Efficient Tests for an Autoregressive Unit Root (1992) (6448)
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments (2002) (4005)
A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS (1993) (3858)
Forecasting Using Principal Components From a Large Number of Predictors (2002) (2771)
Macroeconomic Forecasting Using Diffusion Indexes (2002) (2603)
INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS (1990) (2509)
Testing for Common Trends (1988) (2223)
Forecasting Output and Inflation: The Role of Asset Prices (2001) (1660)
Stochastic Trends and Economic Fluctuations (1987) (1646)
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987) (1445)
EFFICIENT TESTS FOR AN AUTOREGRESSIVE UNIT ROOT BY GRAHwA ELLIOrr, THOMAS (2007) (1060)
Combination forecasts of output growth in a seven-country data set (2004) (1045)
Semiparametric Estimation of Index Coefficients (1989) (1004)
Business Cycle Fluctuations in U.S. Macroeconomic Time Series (1998) (986)
Evidence on Structural Instability in Macroeconomic Time Series Relations (1994) (972)
Why Has U.S. Inflation Become Harder to Forecast? (2006) (961)
Disentangling the Channels of the 2007–09 Recession (2012) (888)
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990) (809)
Pensions, the Option Value of Work, and Retirement (1988) (802)
GMM WITH WEAK IDENTIFICATION (2000) (783)
A Probability Model of the Coincident Economic Indicators (1988) (751)
A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series (2005) (745)
Why Has U.S. Inflation Become Harder to Forecast (2007) (715)
Variable Trends in Economic Time Series (1988) (673)
The NAIRU, Unemployment and Monetary Policy (1997) (671)
Unit roots, structural breaks and trends (1986) (657)
Identification and Inference for Econometric Models (2005) (644)
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (2006) (613)
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1998) (612)
Interpreting Evidence on Money-Income Causality (1987) (579)
Forecasting with Many Predictors (2006) (546)
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003) (482)
How Precise are Estimates of the Natural Rate of Unemployment? (1996) (468)
Testing for and Dating Common Breaks in Multivariate Time Series (1998) (450)
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992) (447)
Drawing Inferences from Statistics Based on Multi-Year Asset Returns (1989) (425)
Has the Business Cycle Changed? Evidence and Explanations (2003) (395)
Introduction to Econometrics (3 Rd Updated Edition) (2014) (382)
Median unbiased estimation of coefficient variance in a time-varying parameter model (1998) (378)
Phillips Curve Inflation Forecasts (2008) (373)
Dynamic Factor Models (2011) (370)
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience (1992) (366)
Inference in Models with Nearly Integrated Regressors (1995) (359)
Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series (1991) (359)
Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments (2004) (348)
Reconciling anthropogenic climate change with observed temperature 1998–2008 (2011) (335)
Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression (2006) (322)
Diffusion Indexes (1998) (317)
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve (2014) (312)
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018) (305)
Inference with Weak Instruments (2005) (296)
Chapter 1 Business cycle fluctuations in us macroeconomic time series (1999) (294)
Forecasting in dynamic factor models subject to structural instability (2009) (291)
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016) (290)
Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012) (283)
ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY (1998) (282)
Weak Instruments in Instrumental Variables Regression: Theory and Practice (2019) (280)
Modeling Inflation after the Crisis (2010) (261)
Covid Economics Vetted and Real-Time Papers (2020) (237)
Business Cycles, Indicators and Forecasting (1993) (231)
Prices, Wages and the U.S. NAIRU in the 1990s (2001) (227)
Chapter 10 Forecasting with Many Predictors (2006) (212)
The Use of Monetary Aggregate to Target Nominal GDP (1993) (207)
The Cost of Reducing Greenhouse Gas Emissions (2018) (200)
A Survey of Weak Instruments and Weak Identification in GMM (2002) (191)
Has inflation become harder to forecast (2005) (189)
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown (1992) (177)
Nonparametric Policy Analysis (1989) (175)
Three Models of Retirement: Computational Complexity Versus Predictive Validity (1990) (175)
Data Gaps and the Policy Response to the Novel Coronavirus (2020) (170)
Managing product returns for competitive advantage (2006) (167)
Retrospectives Who Invented Instrumental Variable Regression (2003) (163)
Estimating Continuous-Time Processes Subject to Time Deformation: An Application to Postwar U.S. GNP (1988) (160)
The Pension Inducement to Retire: an Option Value Analysis (1988) (157)
AN EMPIRICAL COMPARISON OF METHODS FOR FORECASTING USING MANY PREDICTORS (2005) (157)
The Disappointing Recovery of Output after 2009 (2017) (154)
Confidence Intervals for the Largest Autoregressive Root in U (1991) (138)
Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand (2015) (136)
Measuring Business Cycle Time (1987) (135)
How Did Leading Indicator Forecasts Perform during the 2001 Recession? (2003) (133)
Opportunities for advances in climate change economics (2016) (132)
Asymptotic Properties of the Hahn-Hausman Test for Weak Instruments (2004) (129)
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability (2013) (127)
Estimating Turning Points Using Large Data Sets (2010) (121)
DOES GNP HAVE A UNIT ROOT (1986) (111)
Performance of Conditional Wald Tests in IV Regression with Weak Instruments (2007) (110)
Why are Retirement Rates so High at Age 65? (1995) (110)
HAR Inference: Recommendations for Practice (2018) (107)
Emissions, Concentrations, & Temperature: A Time Series Analysis (2006) (105)
A dynamic factor model framework for forecast combination (1999) (105)
[Evolving Post-World War II U.S. Inflation Dynamics]: Comment (2001) (104)
Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models (1992) (103)
Core Inflation and Trend Inflation (2015) (100)
Temporal instability of the unemployment-inflation relationship (1995) (97)
Weak Instruments in IV Regression : Theory and Practice (2018) (94)
The Estimation of Higher-Order Continuous Time Autoregressive Models (1985) (90)
A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems (1989) (89)
The Other Transformation in Econometric Practice: Robust Tools for Inference (2010) (87)
Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors (2007) (83)
The Farm Debt Crisis and Public Policy (1986) (81)
Semiparametric estimation of weighted average derivatives (1986) (78)
Slack and Cyclically Sensitive Inflation (2019) (77)
U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak (2020) (76)
Optimal Invariant Similar Tests for Instrumental Variables Regression (2004) (75)
Inference in a nearly integrated autoregressive model with nonnormal innovations (1997) (73)
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons (2010) (72)
Measuring the Macroeconomic Impact of Carbon Taxes (2020) (68)
Disentangling the Channels of the 2007-2009 Recession April 27 (2012) (68)
Confidence Intervals for Autoregressive Coefficients Near One (2000) (68)
Continuous time autoregressive models with common stochastic trends (1988) (65)
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 (1990) (64)
The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard (2015) (64)
Does temperature contain a stochastic trend: linking statistical results to physical mechanisms (2013) (64)
Testing with many weak instruments (2007) (63)
The Evolution of National and Regional Factors in U.S. Housing Construction (2008) (63)
Who Invented Instrumental Variable Regression (2003) (60)
Does temperature contain a stochastic trend? Evaluating conflicting statistical results (2010) (60)
Inference in Structural Vector Autoregressions identified with an external instrument (2020) (60)
The Relationship Between Radiative Forcing and Temperature: What Do Statistical Analyses of the Instrumental Temperature Record Measure? (2006) (59)
Discussion of Fuhrer, " the Role of Expectations in Inflation Dynamics " (2011) (58)
A comparison of Direct and Iterated AR Methods for Forecasting Macroeconomic Series h-Steps Ahead (2006) (58)
Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits (1994) (56)
Integrated Regressors and Tests of the Permanent Income Hypothesis (1987) (55)
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model (1996) (54)
A State-Dependent Model for Inflation Forecasting (2012) (53)
Efficient Windows and Labor Force Reduction (1990) (51)
Inference in structural vars with external instruments (2013) (51)
Integrated Assessment Models and the Social Cost of Carbon: A Review and Assessment of U.S. Experience (2017) (48)
Twenty Years of Time Series Econometrics in Ten Pictures (2017) (48)
Policies for a Second Wave (2021) (48)
Economic Benefits of COVID-19 Screening Tests (2020) (48)
Reopening Scenarios (2020) (47)
Deciding between I(1) and I(0) (1992) (46)
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (2008) (45)
Instrumental Variables in Statistics and Econometrics (2001) (44)
Measuring Real Activity Using a Weekly Economic Index (2020) (41)
The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment (2019) (40)
Measuring Money Growth When Financial Markets are Changing (1994) (39)
Indexes of Coincident and Leading Economic Indicators (1989) (39)
GMM , Weak Instruments , and Weak Identification (2002) (38)
Advances in Economics and Econometrics: Theory and Applications: Cointegration, long-run comovements, and long-horizon forecasting (1997) (37)
Pre‐recession pattern of six economic indicators in the USA (2000) (37)
The Macroeconomic Impact of Europe's Carbon Taxes (2020) (36)
Understanding Changes in International Business Cycle Dynamics May 2003 (2003) (35)
Comprehensive evidence implies a higher social cost of CO2 (2022) (35)
Erratum to “Why Has U.S. Inflation Become Harder to Forecast?” (2007) (33)
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (1989) (32)
Real Estate Mortgages, Foreclosures, and Midwestern Agrarian Unrest, 1865–1920 (1984) (30)
Temporal aggregation and structural inference in macroeconomics a comment (1987) (29)
The Size-Power Tradeoff in HAR Inference (2021) (29)
The Role of Integrated Assessment Models in Climate Policy: A User's Guide and Assessment (2015) (28)
VAR, ERROR CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS (2009) (28)
An application of the Stock/Watson index methodology to the Massachusetts economy (1999) (27)
Estimates of the Undetected Rate among the SARS-CoV-2 Infected using Testing Data from Iceland (2020) (27)
Testing hypotheses about mechanisms for the unknown carbon sink: A time series analysis (2003) (26)
Eight priorities for calculating the social cost of carbon (2021) (26)
Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies (2016) (25)
Forecasting in#ation q (1999) (25)
The Effects of Fuel Prices, Environmental Regulations, and Other Factors on U.S. Coal Production, 2008-2016 (2020) (25)
Forecasting and Interpolation Using Vector Autoregressions with Common Trends (1987) (25)
Keep climate policy focused on the social cost of carbon (2021) (24)
How accurate is the asymptotic approximation to the distribution of realised variance ? (2003) (23)
Monetary policy in a changing economy : indicators, rules, and the shift towards intangible output (1999) (22)
Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality (1987) (21)
A Reexamination of Friedman's Consumption Puzzle (1988) (21)
Unit roots in real GNP: Do we know and do we care?: A comment (1990) (20)
Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data (2019) (20)
Identification and Estimation of Undetected Covid-19 Cases Using Testing Data from Iceland (2020) (20)
Discussion of Ball and Mazumder, "Inflation Dynamics and the Great Recession (2011) (19)
Instrumental Variables in Economics and Statistics (2002) (19)
Condence intervals for autoregressive coe"cients near one (2001) (19)
Business Cycles, Indicators, and Forecasting (1995) (19)
Empirical Bayes Forecasts of One Time Series Using Many Predictors (2001) (19)
Climate Change, Climate Policy, and Economic Growth (2020) (16)
Reopening the Coronavirus-Closed Economy (2020) (16)
Forecasting Economic Time Series (2007) (16)
Bayesian approaches to the ‘unit root’ problem: A comment (1991) (15)
An Econometric Model of International Long-Run Growth Dynamics (2019) (14)
Monitoring Real Activity in Real Time: The Weekly Economic Index (2020) (13)
Forecasting Performance (1993) (13)
Reforming the U.S. coal leasing program (2016) (12)
The genus Platorchestia (Crustacea, Amphipoda) of the Mid-Atlantic islands, with description of a new species from Saint Helena (1996) (12)
Asymptotics for GMM Estimators with Weak Instruments (1996) (12)
Time Series: Economic Forecasting (2001) (11)
Growing in Debt: the &Apos;Farm Crisis&Apos; and Public Policy (1986) (10)
High Frequency Data and a Weekly Economic Index during the Pandemic (2020) (10)
The Price of Biodiesel Rins and Economic Fundamentals (2018) (10)
INFERENCE IN SVARS IDENTIFIED WITH AN EXTERNAL INSTRUMENT.1 (2020) (10)
Quasi-experimental estimates of the transient climate response using observational data (2020) (9)
Robust Decarbonization of the Us Power Sector: Policy Options (2021) (9)
RIN Pass-Through at Gasoline Terminals (2017) (8)
Economic Benefits of COVID-19 Screening Tests with a Vaccine Rollout (2021) (8)
Supplement to Empirical Bayes Regression with Many Regressors (2003) (7)
Western European species of the presumed Baikal-genus Eulimnogammarus (Crustacea – Amphipoda), with description of a new species from Spain (1970) (7)
Climate Royalty Surcharges (2021) (6)
The Econometric Analysis of Business Cycles (2003) (6)
Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets (1987) (6)
Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model (2005) (5)
A Relationship between Regression Tests and Volatility Tests of Market Ncy (1983) (5)
The business cycle is alive and well (2019) (5)
ESTIMATING TURNING POINTS USING LARGE DATA SETS November 2010 ( Revised June 2012 ) (2010) (5)
An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting (2020) (4)
Introduction to "Business Cycles, Indicators and Forecasting" (1993) (4)
HOME WORKING IN DEVELOPING COUNTRIES (2020) (4)
Adapting to the COVID-19 Pandemic (2021) (3)
Structural Stability and Models of the Business Cycle (2004) (3)
The Economic Recovery Five Years after the Financial Crisis (2014) (3)
HAR Inference: Recommendations for Practice Rejoinder (2018) (3)
The Disappointing Recovery in U.S. Output after 2009 (2018) (3)
Members of the Echinogammarus simoni-group and the genus Eulimnogammarus (Crustacea – Amphipoda) from the Iberian peninsula and North Africa, with description of a new species (1972) (3)
Environmental and Energy Policy and the Economy (2019) (3)
DEALING WITH DATA GAPS (2016) (2)
Forecasts in a Slightly Misspecified Finite Order VAR (2011) (2)
Experimental Indexes of Leading and Coincident Economic Indicators (1989) (2)
THE CONVERGENCE OF MULTIVARIATE 'UNIT ROOT' DISTRIBUTIONS TO THEIR ASYMPTOTIC LIMITS The Case of Money-Income Causality (1988) (2)
Tracking the COVID-19 Economy with the Weekly Economic Index (WEI) (2020) (2)
Trend, Seasonal, and Sectoral Inflation in the Euro Area (2019) (2)
Empirical modeling of exchange rate dynamics: Francis Diebold, Lecture notes in economics and mathematical systems no. 303 (Springer-Verlag, Berlin, 1988) pp. 143, $19.40 (1989) (2)
Dynamic Factor Models: A Brief Retrospective (2016) (2)
Analysis of proposed 20-year mineral leasing withdrawal in Superior National Forest (2020) (1)
A Reexamination of Friedman's Consumption Puzzle: Reply (1988) (1)
On three new species of Echinogammarus, related to E.veneris (Heller, 1865), from Italy and Switzerland (Crustacea, Amphipoda) (1970) (1)
IS NEWEY-WEST OPTIMAL AMONG q = 1 KERNELS ? (2019) (1)
The Slow Recovery in Output after 2009 (2017) (1)
A Note on Linear Classifiers (2003) (1)
Modeling Inflation after the Crisis October 2010 (2010) (1)
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Performance, Working Paper 1992-7 (2017) (1)
Introduction (2021) (1)
International Seminar on Macroeconomics (1997) (1)
Essays Macro-econometrics (2000) (1)
International Seminar on Macroeconomics (ISOM) (2003) (1)
Autoionization lifetime of SF6− and the calculated electron affinity (1974) (1)
Synaptiphilus Canu & Cuenot,1892 (Crustacea, Copepoda): Proposed preservation under the plenary powers Z.N. (S.) 1664 (1965) (0)
Environmental and Energy Policy and the Economy, volume 1 (2020) (0)
Core Inflation and Trend Inflation June 2015 ( Revised November 2015 ) (2015) (0)
The business cycle is alive and well (2019) (0)
Brookings Papers on Economic Activity: Fall 2018 (2019) (0)
Computational Complexity versus Predictive Validity (1992) (0)
The Economic Recovery Five Years after the Financial Crisis (2014) (0)
Editors’ Summary (2011) (0)
Slack and Cyclically Sensitive Inflation June 1 , 2020 (2019) (0)
Inference : Recommendations for Practice Eben (2018) (0)
Environmental and Energy Policy and the Economy, volume 2 (2020) (0)
Forecasti ng and Interpolation (1987) (0)
International Seminar on Macroeconomics 1996 (1997) (0)
Introduction to econometrics / James H. Stock, Harvard University, Mark W. Watson, Princeton University. (2015) (0)
Business Cycles : Cross-History Selection and Comparisons By (2011) (0)
Introduction to "Environmental and Energy Policy and the Economy" (2019) (0)
Second Discussant Comment on “The Statistical Behavior of GDP after Financial Crises and Severe Recessions” (2012) (0)
Identification and Inference for Econometric Models: Preface (2005) (0)
Weak-Instrument Asymptotic Distributions for Plug-in SVAR Estimators (2018) (0)
NBER WORKING PAPER SERIES SLACK AND CYCLICALLY SENSITIVE INFLATION (2019) (0)
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments January 4 , 2018 (2018) (0)
High resolution delay line readouts for astronomical spectroscopy (1991) (0)
Modeling Inflation After the Crisis August 5 , 2010 (2010) (0)
Comments and Discussion (2015) (0)
Personal Reflections on Clive Granger’s Contributions to Econometrics (2010) (0)
American Economic Association The NAIRU , Unemployment and Monetary Policy (2007) (0)
Report of the Editors 2009–2010 (2011) (0)
PRELIMINARY DRAFT COMMENTS WELCOME FORECASTING OUTPUT AND INFLATION : THE ROLE OF ASSET PRICES May 2000 ( revised June 6 , 2000 ) (0)
Constraints on Pacific Plate Paleo-equator from Detailed Skewness Analysis of Magnetic Isochrons 32-25 near the Molokai, Clarion and Clipperton Fracture Zones (2008) (0)
Comments and Discussion (2011) (0)
Dynamic Factor Models January 2010 (2010) (0)
Comments and Discussion (2014) (0)
Introduction (2020) (0)
Replication data for: The Cost of Reducing Greenhouse Gas Emissions (2019) (0)
Is Newey–West optimal among first-order kernels? (2023) (0)
Comment (2016) (0)
Demand for E 10 Demand for E 85 Blenders Refineries Ethanol plants EPA P 10 P 85 E 10 E 85 RIN Ethanol and RIN Gasoline (2017) (0)
Stochastic Trends and Economic Fluctuations, Working Paper 1991-4 (1991) (0)
0 Anticipation , Tax Avoidance , and the Price Elasticity of Gasoline Demand February 15 , 2015 (2022) (0)
14.384 Sample problems (2008) (0)
Gammarus aequicauda lMartynovc 1931r lCrus-taceac Amphipodarc a request for preservation under the plenary powersp ZpNplSpr 1900 (1970) (0)
CONCENTRATIONS , & TEMPERATURE : A TIME SERIES ANALYSIS (2006) (0)

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What Schools Are Affiliated With James H. Stock?

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James H. Stock's Academic­Influence.com Rankings

James H. Stock's Degrees

Why Is James H. Stock Influential?

James H. Stock's Published Works

Published Works

Other Resources About James H. Stock

What Schools Are Affiliated With James H. Stock?

James H. Stock's AcademicInfluence.com Rankings