James D. Hamilton

On the Limitations of Government Borrowing: A Framework for Empirical Testing

Year: 1985
Journal: American Economic Review
Authors: James D. Hamilton; Marjorie A. Flavin

Long Swings in the Exchange Rate: Are They in the Data and Do Markets Know It?

Year: 1989
Journal: American Economic Review
Authors: Charles Engel; James D. Hamilton

Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices

Year: 2003
Journal: Journal of Money, Credit and Banking
Authors: Michael C. Davis; James D. Hamilton

What's Real About the Business Cycle

Year: 2005
Journal: Federal Reserve Bank of St. Louis Review
Authors: James D. Hamilton

Dating Business Cycle Turning Points

Year: 2005
Journal: No Journal Matched
Authors: Marcelle Chauvet; James D. Hamilton

Daily Changes in Fed Funds Futures Prices

Year: 2007
Journal: Journal of Money, Credit and Banking
Authors: James D. Hamilton

Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts

Year: 2007
Journal: Federal Reserve Bank of St. Louis Review
Authors: James D. Hamilton

Daily Monetary Policy Shocks and the Delayed Response of New Home Sales

Year: 2008
Journal: Journal of Monetary Economics
Authors: James D. Hamilton

Macroeconomics and ARCH

Year: 2008
Journal: No Journal Matched
Authors: James D. Hamilton

Understanding Crude Oil Prices

Year: 2008
Journal: Energy Journal
Authors: James D. Hamilton

Causes and Consequences of the Oil Shock of 2007-08

Year: 2009
Journal: Brookings Papers on Economic Activity
Authors: James D. Hamilton

Calling Recessions in Real Time

Year: 2010
Journal: International Journal of Forecasting
Authors: James D. Hamilton

Nonlinearities and the Macroeconomic Effects of Oil Prices

Year: 2010
Journal: Macroeconomic Dynamics
Authors: James D. Hamilton

Estimating the Market-Perceived Monetary Policy Rule

Year: 2010
Journal: American Economic Journal: Macroeconomics
Authors: James D. Hamilton; Seth Pruitt; Scott Borger

Sources of Variation in Holding Returns for Fed Funds Futures Contracts

Year: 2010
Journal: Futures
Authors: James D. Hamilton; Tatsuyoshi Okimoto

Historical Oil Shocks

Year: 2011
Journal: No Journal Matched
Authors: James D. Hamilton

Testable Implications of Affine Term Structure Models

Year: 2011
Journal: Journal of Econometrics
Authors: James D. Hamilton; Jing Cynthia Wu

The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

Year: 2011
Journal: Journal of Money, Credit and Banking
Authors: James D. Hamilton; Jing Cynthia Wu

The Propagation of Regional Recessions

Year: 2011
Journal: Review of Economics and Statistics
Authors: James D. Hamilton; Michael T. Owyang

Oil Prices, Exhaustible Resources, and Economic Growth

Year: 2012
Journal: No Journal Matched
Authors: James D. Hamilton

Identification and Estimation of Gaussian Affine Term Structure Models

Year: 2012
Journal: Journal of Econometrics
Authors: James D. Hamilton; Jing Cynthia Wu

Off-Balance-Sheet Federal Liabilities

Year: 2013
Journal: No Journal Matched
Authors: James D. Hamilton

Crunch Time: Fiscal Crises and the Role of Monetary Policy

Year: 2013
Journal: No Journal Matched
Authors: David Greenlaw; James D. Hamilton; Peter Hooper; Frederic S. Mishkin

Risk Premia in Crude Oil Futures Prices

Year: 2013
Journal: Journal of International Money and Finance
Authors: James D. Hamilton; Jing Cynthia Wu

Effects of Index Fund Investing on Commodity Futures Prices

Year: 2014
Journal: International Economic Review
Authors: James D. Hamilton; Jing Cynthia Wu

The Changing Face of World Oil Markets

Year: 2014
Journal: No Journal Matched
Authors: James D. Hamilton

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

Year: 2014
Journal: Econometrica
Authors: Christiane Baumeister; James D. Hamilton

The Equilibrium Real Funds Rate: Past, Present, and Future

Year: 2015
Journal: IMF Economic Review
Authors: James D. Hamilton; Ethan S. Harris; Jan Hatzius; Kenneth D. West

Macroeconomic Regimes and Regime Shifts

Year: 2016
Journal: No Journal Matched
Authors: James D. Hamilton

Heterogeneity and Unemployment Dynamics

Year: 2016
Journal: No Journal Matched
Authors: Hie Joo Ahn; James D. Hamilton

Why You Should Never Use the Hodrick-Prescott Filter

Year: 2017
Journal: Review of Economics and Statistics
Authors: James D. Hamilton

Robust Bond Risk Premia

Year: 2017
Journal: Review of Financial Studies
Authors: Michael D. Bauer; James D. Hamilton

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

Year: 2017
Journal: American Economic Review
Authors: Christiane JS Baumeister; James D Hamilton

A Skeptical View of the Impact of the Fed's Balance Sheet

Year: 2018
Journal: No Journal Matched
Authors: David Greenlaw; James D. Hamilton; Ethan Harris; Kenneth D. West

Inference in Structural Vector Autoregressions When the Identifying Assumptions Are Not Fully Believed: Reevaluating the Role of Monetary Policy in Economic Fluctuations

Year: 2018
Journal: Journal of Monetary Economics
Authors: Christiane Baumeister; James D. Hamilton

Inference in Structural Vector Autoregressions When the Identifying Assumptions Are Not Fully Believed: Reevaluating the Role of Monetary Policy in Economic Fluctuations

Year: 2018
Journal: No Journal Matched
Authors: Christiane Baumeister; James D. Hamilton

Measuring Global Economic Activity

Year: 2019
Journal: Journal of Applied Econometrics
Authors: James D. Hamilton

Perspectives on US Monetary Policy Tools and Instruments

Year: 2019
Journal: No Journal Matched
Authors: James D. Hamilton

Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

Year: 2020
Journal: Journal of International Money and Finance
Authors: Christiane Baumeister; James D. Hamilton

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes

Year: 2020
Journal: Econometric Theory
Authors: Christiane Baumeister; James D. Hamilton

Measuring Laborforce Participation and the Incidence and Duration of Unemployment

Year: 2020
Journal: Review of Economic Dynamics
Authors: Hie Joo Ahn; James D. Hamilton

Supply, Demand, and Specialized Production

Year: 2021
Journal: No Journal Matched
Authors: James D. Hamilton