百晓学者学者目录

James H. Stock

National Bureau of Economic Research; Harvard University; Resources For The Future

Selected Publications

Journal Articles

  1. Thomas Kolokotrones, James H. Stock, Christopher D. Walker (2024). Is Newey-West optimal among first-order kernels? Journal Of Econometrics, Vol. 2400, No. 2.DOI
  2. Brian C. Prest, James H. Stock (2023). Climate royalty surcharges. Journal Of Environmental Economics And Management, Vol. 1200.DOI
  3. Gilbert E. Metcalf, James H. Stock (2023). The Macroeconomic Impact of Europe's Carbon Taxest. American Economic Journal-Macroeconomics, Vol. 15, No. 3.DOI
  4. Cassandra Cole, Michael Droste, Christopher R. Knittel, Shanjun Li, James H. Stock (2023). Policies for Electrifying the Light-Duty Vehicle Fleet in the United States. AEA Papers and Proceedings.DOI
  5. Ulrich K. Muller, James H. Stock, Mark W. Watson (2022). An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting. Review Of Economics And Statistics, Vol. 1040, No. 5.DOI
  6. Daniel J. Lewis, Karel Mertens, James H. Stock, Mihir Trivedi (2022). Measuring real activity using a weekly economic index1. Journal Of Applied Econometrics, Vol. 370, No. 4.DOI
  7. Jose L. Montiel Olea, James H. Stock, Mark W. Watson (2021). Inference in Structural Vector Autoregressions identified with an external instrument. Journal Of Econometrics, Vol. 2250, No. 1.DOI
  8. Eben Lazarus, Daniel J. Lewis, James H. Stock (2021). The Size-Power Tradeoff in HAR Inference. Econometrica, Vol. 89, No. 5.DOI
  9. Daniel J. Lewis, K. Mertens, James H. Stock, Mihir Trivedi (2021). High-Frequency Data and a Weekly Economic Index during the Pandemic. AEA Papers and Proceedings.DOI
  10. Joseph E. Aldy, Matthew J. Kotchen, Robert N. Stavins, James H. Stock (2021). Keep climate policy focused on the social cost of carbon. Science.DOI
  11. James H. Stock, Mark W. Watson (2020). Slack and Cyclically Sensitive Inflation. Journal Of Money Credit And Banking, Vol. 520.DOI
  12. James H. Stock, Jacob T. Bradt (2020). Analysis of proposed 20-year mineral leasing withdrawal in Superior National Forest. Ecological Economics, Vol. 1740.DOI
  13. Scott H. Irwin, Kristen McCormack, James H. Stock (2020). The Price of Biodiesel RINs and Economic Fundamentals. American Journal Of Agricultural Economics, Vol. 1020, No. 30.DOI
  14. Todd D. Gerarden, W. Spencer Reeder, James H. Stock (2020). Federal Coal Program Reform, the Clean Power Plan, and the Interaction of Upstream and Downstream Climate Policies. American Economic Journal-Economic Policy, Vol. 12, No. 1.DOI
  15. John Coglianese, Todd D. Gerarden, James H. Stock (2020). The Effects of Fuel Prices, Environmental Regulations, and Other Factors on US Coal Production, 2008-2016. Energy Journal, Vol. 410, No. 1.DOI
  16. David Baqaee, Emmanuel Farhi, Michael Mina, James H. Stock (2020). Policies for a Second Wave. Brookings Papers On Economic Activity.DOI
  17. Daniel J. Lewis, Karel Mertens, James H. Stock (2020). U.S. Economic Activity during the Early Weeks of the SARS-Cov-2 Outbreak. Social Science Research Network.DOI
  18. Andrew G. Atkeson, Michael Droste, Michael Joseph Mina, James H. Stock (2020). Economic Benefits of COVID-19 Screening Tests. National Bureau of Economic Research.DOI
  19. Karl M. Aspelund, Michael Droste, James H. Stock, Christopher Walker (2020). Identification and Estimation of Undetected COVID-19 Cases Using Testing Data from Iceland. National Bureau of Economic Research.DOI
  20. David Baqaee, Emmanuel Farhi, Michael Joseph Mina, James H. Stock (2020). Reopening Scenarios. National Bureau of Economic Research.DOI
  21. James H. Stock (2020). Data Gaps and the Policy Response to the Novel Coronavirus. National Bureau of Economic Research.DOI
  22. Giselle Montamat, James H. Stock (2020). Quasi-experimental estimates of the transient climate response using observational data. Climatic Change.DOI
  23. James H. Stock (2020). Climate Change, Climate Policy, and Economic Growth. NBER Macroeconomics Annual.DOI
  24. Matthew J. Kotchen, James H. Stock, Catherine Wolfram (2020). Introduction. Environmental and Energy Policy and the Economy.DOI
  25. Jing Li, James H. Stock (2019). Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data. Journal Of Environmental Economics And Management, Vol. 930.DOI
  26. Isaiah Andrews, James H. Stock, Liyang Sun (2019). Weak Instruments in Instrumental Variables Regression: Theory and Practice. Annual Review Of Economics, Vol 11, 2019, Vol. 11.DOI
  27. Janice C. Eberly, James H. Stock, J. Wright (2019). The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment.DOI
  28. James H. Stock, Mark W. Watson (2018). IDENTIFICATION AND ESTIMATION OF DYNAMIC CAUSAL EFFECTS IN MACROECONOMICS USING EXTERNAL INSTRUMENTS. Economic Journal, Vol. 1280, No. 610.DOI
  29. Eben Lazarus, Daniel J. Lewis, James H. Stock, Mark W. Watson (2018). HAR Inference: Recommendations for Practice. Journal Of Business & Economic Statistics, Vol. 360, No. 4.DOI
  30. Kenneth T Gillingham, James H. Stock (2018). The Cost of Reducing Greenhouse Gas Emissions. The Journal of Economic Perspectives.DOI
  31. Eben Lazarus, Daniel Lewis, James H. Stock, Mark W. Watson (2018). HAR Inference: Recommendations for Practice Rejoinder. Journal of Business and Economic Statistics.DOI
  32. Christopher R. Knittel, Ben S. Meiselman, James H. Stock (2017). The Pass-Through of RIN Prices to Wholesale and Retail Fuels under the Renewable Fuel Standard. Journal Of The Association Of Environmental And Resource Economists, Vol. 4, No. 4.DOI
  33. John Coglianese, Lucas W. Davis, Lutz Kilian, James H. Stock (2017). ANTICIPATION, TAX AVOIDANCE, AND THE PRICE ELASTICITY OF GASOLINE DEMAND. Journal Of Applied Econometrics, Vol. 320, No. 1.DOI
  34. James H. Stock, Mark W. Watson (2017). Twenty Years of Time Series Econometrics in Ten Pictures. Journal Of Economic Perspectives, Vol. 310, No. 2.DOI
  35. John G. Fernald, Robert E. Hall, James H. Stock, Mark W. Watson (2017). The Disappointing Recovery of Output after 2009. Brookings Papers On Economic Activity.
  36. James H. Stock, Mark W. Watson (2016). Core Inflation and Trend Inflation. Review Of Economics And Statistics, Vol. 980, No. 4.DOI
  37. V. Ramey, John Cochrane, Marco Del Negro, Graham Elliott, Neville R. Francis, M. Giannoni, Robert Hall, Arvind Krishnamurthy, Karel Mertens, C. Romer, D. Romer, James H. Stock, John Taylor, H. Uhlig, Mark Watson, Shihan Xie (2016). Macroeconomic Shocks and Their Propagation.
  38. Gilbert E. Metcalf, James H. Stock (2016). Integrated Assessment Models and the Social Cost of Carbon: A Review and Assessment of U.S. Experience. Review of Environmental Economics and Policy.DOI
  39. James H. Stock (2016). Comment. Journal of Business and Economic Statistics.DOI
  40. Sophocles Mavroeidis, Mikkel Plagborg-Moller, James H. Stock (2014). Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve. Journal Of Economic Literature, Vol. 52, No. 1.DOI
  41. James H. Stock, Mark W. Watson (2014). Estimating turning points using large data sets. Journal Of Econometrics, Vol. 1780.DOI
  42. Brandon J. Bates, Mikkel Plagborg-Moller, James H. Stock, Mark W. Watson (2013). Consistent factor estimation in dynamic factor models with structural instability. Journal Of Econometrics, Vol. 1770, No. 2.DOI
  43. James H. Stock, Mark W. Watson (2012). Generalized Shrinkage Methods for Forecasting Using Many Predictors. Journal Of Business & Economic Statistics, Vol. 300, No. 4.DOI
  44. James H. Stock, Mark W. Watson (2012). Disentangling the Channels of the 2007-09 Recession. Brookings Papers On Economic Activity.
  45. Andréa Stella, James H. Stock (2012). A State-Dependent Model for Inflation Forecasting.DOI
  46. James H. Stock (2012). Second Discussant Comment on “The Statistical Behavior of GDP after Financial Crises and Severe Recessions”. The B E Journal of Macroeconomics.DOI
  47. James H. Stock (2011). Introduction to Econometrics. Pearson/Education.
  48. Ulrich K. Müller, James H. Stock (2011). Forecasts in a Slightly Misspecified Finite Order VAR. National Bureau of Economic Research.DOI
  49. James H. Stock (2010). The Other Transformation in Econometric Practice: Robust Tools for Inference. Journal Of Economic Perspectives, Vol. 240, No. 2.DOI
  50. Alastair R. Hall, Philippe Berthet, Mehmet Caner, M. Deistler, J. Einmahl, Atsushi Inoue, D. Osborn, James H. Stock, Q. Yao (2010). Estimation and Inference in Unstable Nonlinear Least Squares Models.
  51. James H. Stock, Mark W. Watson (2010). Modeling Inflation After the Crisis. National Bureau of Economic Research.DOI
  52. Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock (2008). Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments. Journal Of Econometrics, Vol. 1460, No. 2.DOI
  53. James H. Stock, Mark W. Watson (2008). Heteroskedasticity-robust standard errors for fixed effects panel data regression. Econometrica, Vol. 760, No. 1.DOI
  54. Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock (2007). Performance of conditional Wald tests in IV regression with weak instruments. Journal Of Econometrics, Vol. 1390, No. 1.DOI
  55. Donald W. K. Andrews, James H. Stock (2007). Testing with many weak instruments. Journal Of Econometrics, Vol. 1380, No. 1.DOI
  56. James H. Stock, Mark W. Watson (2007). Why has US inflation become harder to forecast? Journal Of Money Credit And Banking, Vol. 390, No. 1.DOI
  57. John Y. Campbell Mankiw, N. Gregory, Ben S. Bernanke, Olivier J. Blanchard, Angus S. Deaton, Robert G. King, Christina Romer, David H. Romer, G. Schwert, James H. Stock, Mark (2007). ARE OUTPUT FLUCTUATIONS TRANSITORY ?
  58. Massimiliano Marcellino, James H. Stock, Mark W. Watson (2006). A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series. Journal Of Econometrics, Vol. 1350, No. 12.DOI
  59. James H. Stock, Mark W. Watson (2006). Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression. National Bureau of Economic Research.DOI
  60. Jerry A. Hausman, James H. Stock, Motohiro Yogo (2005). Asymptotic properties of the Hahn-Hausman test for weak-instruments.DOI
  61. Donald W. K. Andrews, James H. Stock (2005). Inference with Weak Instruments. National Bureau of Economic Research.DOI
  62. James H. Stock, Mark Watson (2005). Implications of Dynamic Factor Models for VAR Analysis. National Bureau of Economic Research.DOI
  63. James H. Stock, Motohiro Yogo (2004). Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments.DOI
  64. Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock (2004). Optimal Invariant Similar Tests for Instrumental Variables Regression.DOI
  65. James H. Stock, Mark W. Watson (2004). Combination forecasts of output growth in a seven‐country data set. Journal of Forecasting.DOI
  66. James H. Stock, Mark W. Watson, D. V. van Dijk, Brian M. Doyle, Graham Elliott, C. Evans, Jon Faust, John G. Fernald, A. Harvey, J. Koopman, Denise R. Osborn, L. Reichlin, K. Rogoff, Jean Bovin, M. Giannoni, Frank Smets, Raf Wouters (2003). Has the Business Cycle Changed ? Evidence and Explanations August.
  67. James H. Stock, Mark W. Watson (2003). How Did Leading Indicator Forecasts Perform during the 2001 Recession. Economic quarterly - Federal Reserve Bank of Richmond.
  68. James H. Stock, Mark W. Watson (2003). Forecasting Output and Inflation: The Role of Asset Prices.DOI
  69. James H. Stock, Francesco Trebbi (2003). Retrospectives: Who Invented Instrumental Variable Regression? The Journal of Economic Perspectives.DOI
  70. Massimiliano Giuseppe Marcellino, James H. Stock, Mark W. Watson (2003). Macroeconomic forecasting in the Euro area: Country specific versus area-wide information. European Economic Review.DOI
  71. James H. Stock, Mark W. Watson (2002). Forecasting Using Principal Components From a Large Number of Predictors. Journal of the American Statistical Association.DOI
  72. James H. Stock, Motohiro Yogo (2002). Testing for Weak Instruments in Linear IV Regression. National Bureau of Economic Research.DOI
  73. James H. Stock, Jonathan H. Wright, Motohiro Yogo (2002). A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. Journal of Business and Economic Statistics.DOI
  74. Alexei Onatski, James H. Stock (2002). ROBUST MONETARY POLICY UNDER MODEL UNCERTAINTY IN A SMALL MODEL OF THE U.S. ECONOMY. Macroeconomic Dynamics.DOI
  75. James H. Stock, Mark Watson (2002). Has the Business Cycle Changed and Why? National Bureau of Economic Research.DOI
  76. D. Staiger, James H. Stock, Mark W. Watson (2001). Prices, Wages and the U.S. NAIRU in the 1990s.DOI
  77. Michael R. Kremer, Alexei Onatski, James H. Stock (2001). Searching for Prosperity. National Bureau of Economic Research.DOI
  78. Thomas Knox, James H. Stock, Mark Watson (2001). Empirical Bayes Forecasts of One Time Series Using Many Predictors. National Bureau of Economic Research.DOI
  79. James H. Stock, Mark W. Watson (1999). Nber Working Paper Series Forecasting Inflation Forecasting Inflation Jelno. E31,c32.
  80. James H. Stock, Mark W. Watson (1999). Forecasting in # ation q.
  81. P. Rothman, James H. Stock (1998). Forecasting Asymmetric Unemployment Rates. Review of Economics and Statistics.DOI
  82. James H. Stock, Mark W. Watson (1998). Business Cycle Fluctuations in U.S. Macroeconomic Time Series.DOI
  83. Jushan Bai, Robin L. Lumsdaine, James H. Stock (1998). Testing For and Dating Common Breaks in Multivariate Time Series. The Review of Economic Studies.DOI
  84. James H. Stock, Mark W. Watson (1998). Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model. Journal of the American Statistical Association.DOI
  85. D. Staiger, James H. Stock (1997). Instrumental Variables Regression with Weak Instruments.DOI
  86. James H. Stock, M. Feldstein (1996). Measuring Money Growth When Financial Markets Are Changing.DOI
  87. James H. Stock, Jonathan H. Wright (1996). Asymptotics for GMM Estimators with Weak Instruments.DOI
  88. Graham Elliott, T. Rothenberg, James H. Stock (1996). Efficient Tests for an Autoregressive Unit Root.DOI
  89. James H. Stock, Mark W. Watson (1996). Evidence on Structural Instability in Macroeconomic Time Series Relations.DOI
  90. James H. Stock, Mark W. Watson (1996). Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model. National Bureau of Economic Research.DOI
  91. Douglas O. Staiger, James H. Stock, Mark Watson (1996). How Precise are Estimates of the Natural Rate of Unemployment? National Bureau of Economic Research.DOI
  92. Robin L. Lumsdaine, James H. Stock, David A. Wise (1995). Why are Retirement Rates So High at Age 65? National Bureau of Economic Research.DOI
  93. Christopher L. Cavanagh, Graham Elliott, James H. Stock (1995). Inference in Models with Nearly Integrated Regressors. Econometric Theory.DOI
  94. R. Lumsdaine, James H. Stock, David A. Wise (1994). Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security, and Retiree Health Benefits.DOI
  95. Martin Feldstein, James H. Stock (1993). The Use of Monetary Aggregate to Target Nominal GDP.DOI
  96. James H. Stock, Mark W. Watson (1992). A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience.DOI
  97. R. Lumsdaine, James H. Stock, David Wise (1992). Pension Plan Provisions and Retirement: Men & Women, Medicare, and Models.DOI
  98. A. Banerjee, R. Lumsdaine, James H. Stock (1992). Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.DOI
  99. Graham Elliott, James H. Stock (1992). Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown. National Bureau of Economic Research.DOI
  100. James H. Stock (1992). Deciding Between I(1) and I(0). National Bureau of Economic Research.DOI
  101. James H. Stock (1991). Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series. National Bureau of Economic Research.DOI
  102. James H. Stock, David A. Wise (1990). Pensions, the Option Value of Work, and Retirement. Econometrica.DOI
  103. R. Lumsdaine, James H. Stock, David A. Wise (1990). Efficient Windows and Labor Force Reduction.DOI
  104. R. Lumsdaine, James H. Stock, David A. Wise (1990). Three Models of Retirement: Computational Complexity Versus Predictive Validity.DOI
  105. R. Lumsdaine, James H. Stock, David A. Wise (1990). Fenêtres et retraites.DOI
  106. James H. Stock, Mark W. Watson (1990). Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988.DOI
  107. M. Richardson, James H. Stock (1989). Drawing Inferences from Statistics Based on Multi-Year Asset Returns.DOI
  108. James H. Stock, Mark Watson (1989). A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems. National Bureau of Economic Research.DOI
  109. James H. Stock, Mark W. Watson (1989). New Indexes of Coincident and Leading Economic Indicators. NBER Macroeconomics Annual.DOI
  110. James H. Stock, David Wise (1988). The Pension Inducement to Retire: An Option Value Analysis.DOI
  111. James H. Stock, Mark W. Watson (1988). A Probability Model of the Coincident Economic Indicators.DOI
  112. James H. Stock, Mark W. Watson (1987). Interpreting Evidence on Money-Income Causality.DOI
  113. R. King, Charles I. Plosser, James H. Stock, Mark W. Watson (1987). Stochastic Trends and Economic Fluctuations.DOI
  114. James H. Stock, Kenneth D. West (1987). Integrated Regressors and Tests of the Permanent Income Hypothesis. National Bureau of Economic Research.DOI
  115. Charles W. Calomiris, Robert Glenn Hubbard, James H. Stock (1986). Growing in Debt: The 'Farm Crisis' and Public Policy. National Bureau of Economic Research.DOI
  116. Jeffrey A. Frankel, James H. Stock (1983). A Relationship Between Regression Tests and Volatility Tests of Market ncy. National Bureau of Economic Research.DOI
  117. James H. Stock. 计量经济学（原书第3版·升级版）. 《机械工业出版社》.

Preprints

  1. Konstantinos Gavriilidis, Diego R. Känzig, Ramya Raghavan, James H. Stock (2026). The Macroeconomic Effects of Climate Policy Uncertainty. SSRN Electronic Journal.DOI
  2. Mengying Wu, Kristen McCormack, William Scott, Aaron Smith, Jingran Zhang, James H. Stock (2025). Policy Options to Achieve US Sustainable Aviation Fuel Targets. SSRN Electronic Journal.DOI
  3. Adrien Bilal, James H. Stock (2025). A Guide to Macroeconomics and Climate Change. SSRN Electronic Journal.DOI
  4. Omar Isaac Asensio, Elaine Buckberg, Cassandra Cole, Luke Heeney, Christopher R. Knittel, James H. Stock (2025). Charging Uncertainty: Real-Time Charging Data and Electric Vehicle Adoption. SSRN Electronic Journal.DOI
  5. James H. Stock, Matthew Zaragoza-Watkins (2024). The Market and Climate Implications of U.S. LNG Exports. SSRN Electronic Journal.DOI
  6. John E T Bistline, Kimberly A. Clausing, Neil Mehrotra, James H. Stock, Catherine Wolfram (2024). Climate Policy Reform Options in 2025. SSRN Electronic Journal.DOI
  7. James H. Stock, Daniel Nicholas Stuart (2021). Robust Decarbonization of the Us Power Sector: Policy Options. SSRN Electronic Journal.DOI
  8. Graham Elliott, James H. Stock (2001). Confidence Intervals for Autoregressive Coefficients Near One. SSRN Electronic Journal.DOI

Book Chapters

  1. Joseph E. Aldy, Matthew J. Kotchen, Robert N. Stavins, James H. Stock (2025). Keep Climate Policy Focused on the Social Cost of Carbon: A Proposed Shift away from the SCC is Ill Advised. WORLD SCIENTIFIC eBooks.DOI
  2. James H. Stock, Mark W. Watson (2016). Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. Handbook of macroeconomics.DOI
  3. Donald W. K. Andrews, James H. Stock (2010). Inference with Weak Instruments. Cambridge University Press eBooks.DOI
  4. James H. Stock, Mark W. Watson (2010). The Evolution of National and Regional Factors in US Housing Construction*. Oxford University Press eBooks.DOI
  5. James H. Stock, Mark W. Watson (2009). Phillips Curve Inflation Forecasts. The MIT Press eBooks.DOI
  6. James H. Stock, Mark W. Watson (2006). Chapter 10 Forecasting with Many Predictors. Handbook of economic forecasting.DOI
  7. James H. Stock, Mark W. Watson (1999). A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series.DOI

Books

  1. Martin S. Feldstein, James H. Stock. Monetary Policy. RePEc: Research Papers in Economics.
  2. James H. Stock, David A. Wise. Issues in the Economics of Aging. RePEc: Research Papers in Economics.

Research Interests

EconomicsEconometricsFinanceEnergy

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