James D. Hamilton

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Heterogeneity and Unemployment Dynamics Journal of Business and Economic Statistics	2024-10-28	Paper
Advances in using vector autoregressions to estimate structural magnitudes Econometric Theory	2024-05-14	Paper
Sign restrictions, structural vector autoregressions, and useful prior information Econometrica	2019-01-30	Paper
Identification and estimation of Gaussian affine term structure models Journal of Econometrics	2017-05-12	Paper
Effects of index-fund investing on commodity futures prices International Economic Review	2015-04-15	Paper
Testable implications of affine term structure models Journal of Econometrics	2014-08-06	Paper
Macroeconomics and ARCH	2011-12-01	Paper
Comment on ``A comparison of two business cycle dating methods Journal of Economic Dynamics and Control	2008-10-24	Paper
Chapter 1 Dating Business Cycle Turning Points Nonlinear Time Series Analysis of Business Cycles	2007-07-23	Paper
Normalization in Econometrics Econometric Reviews	2007-06-20	Paper
Comment on "Investigating Nonlinearity" Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
What is an oil shock? Journal of Econometrics	2003-04-28	Paper
On the interpretation of cointegration in the linear--quadratic inventory model. Journal of Economic Dynamics and Control	2002-07-15	Paper
A Parametric Approach to Flexible Nonlinear Inference Econometrica	2002-05-28	Paper
Specification testing in Markov-switching time-series models Journal of Econometrics	1996-02-12	Paper
Autoregressive conditional heteroskedasticity and changes in regime Journal of Econometrics	1995-11-28	Paper
scientific article; zbMATH DE number 777596 (Why is no real title available?)	1995-07-24	Paper
Analysis of time series subject to changes in regime Journal of Econometrics	1990-01-01	Paper
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle Econometrica	1989-01-01	Paper
Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates Journal of Economic Dynamics and Control	1988-01-01	Paper
A standard error for the estimated state vector of a state-space model Journal of Econometrics	1986-01-01	Paper
Models of social contagion The Journal of Mathematical Sociology	1981-01-01	Paper

Research outcomes over time

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