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James Hamilton

Global rank #204 99%

Institution: University of California-San Diego (UCSD)

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://www.econ.ucsd.edu/~jhamilto/

First Publication: 1983

Most Recent: 2022

RePEc ID: pha60 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 2.01 0.00 2.01
Last 10 Years 0.00 1.01 5.03 0.00 7.04
All Time 16.09 23.80 16.09 0.00 128.03

Publication Statistics

Raw Publications 38
Coauthorship-Adjusted Count 56.21

Publications (38)

Year Article Journal Tier Authors
2022 Measuring Labor-Force Participation and the Incidence and Duration of Unemployment Review of Economic Dynamics B 2
2021 Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions Journal of International Money and Finance B 2
2020 Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions Journal of International Money and Finance B 2
2019 Comments on “Foreign Effects of Higher U.S. Interest Rates” by Matteo Iacoviello and Gaston Navarro Journal of International Money and Finance B 1
2018 Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations Journal of Monetary Economics A 2
2015 Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information Econometrica S 2
2014 Testable implications of affine term structure models Journal of Econometrics A 2
2014 Risk premia in crude oil futures prices Journal of International Money and Finance B 2
2012 Identification and estimation of Gaussian affine term structure models Journal of Econometrics A 2
2012 Import Prices and Inflation International Journal of Central Banking B 1
2012 The Propagation of Regional Recessions Review of Economics and Statistics A 2
2011 Estimating the Market-Perceived Monetary Policy Rule American Economic Journal: Macroeconomics A 3
2011 Calling recessions in real time International Journal of Forecasting B 1
2011 Response to comments International Journal of Forecasting B 1
2009 Causes and Consequences of the Oil Shock of 2007-08 Brookings Papers on Economic Activity B 1
2008 Daily monetary policy shocks and new home sales Journal of Monetary Economics A 1
2003 Comment on "A comparison of two business cycle dating methods" Journal of Economic Dynamics and Control B 1
2003 What is an oil shock? Journal of Econometrics A 1
2002 On the interpretation of cointegration in the linear-quadratic inventory model Journal of Economic Dynamics and Control B 1
2002 A Model of the Federal Funds Rate Target Journal of Political Economy S 2
1998 The augmented Solow model and the productivity slowdown Journal of Monetary Economics A 2
1997 Measuring the Liquidity Effect. American Economic Review S 1
1996 Specification testing in Markov-switching time-series models Journal of Econometrics A 1
1996 This is what happened to the oil price-macroeconomy relationship Journal of Monetary Economics A 1
1996 The Daily Market for Federal Funds. Journal of Political Economy S 1
1994 Autoregressive conditional heteroskedasticity and changes in regime Journal of Econometrics A 2
1992 Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market. American Economic Review S 1
1990 Long Swings in the Dollar: Are They in the Data and Do Markets Know It? American Economic Review S 2
1990 Analysis of time series subject to changes in regime Journal of Econometrics A 1
1989 The long-run behavior of the velocity of circulation : A review essay Journal of Monetary Economics A 1
1988 Rational-expectations econometric analysis of changes in regime : An investigation of the term structure of interest rates Journal of Economic Dynamics and Control B 1
1988 A Neoclassical Model of Unemployment and the Business Cycle. Journal of Political Economy S 1
1987 Monetary factors in the great depression Journal of Monetary Economics A 1
1986 On the Limitations of Government Borrowing: A Framework for EmpiricalTesting. American Economic Review S 2
1986 A standard error for the estimated state vector of a state-space model Journal of Econometrics A 1
1985 The observable implications of self-fulfilling expectations Journal of Monetary Economics A 2
1985 Uncovering Financial Market Expectations of Inflation. Journal of Political Economy S 1
1983 Oil and the Macroeconomy since World War II. Journal of Political Economy S 1