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James H. Stock

Global rank #2634 97%

Institution: Harvard University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://ksghome.harvard.edu/~JStock/

First Publication: 1987

Most Recent: 2005

RePEc ID: pst148 ↗

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 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 2.51 10.72 2.68 0.00 34.52

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 16.66

Publications (13)

Year Article Journal Tier Authors
2005 Asymptotic properties of the Hahn-Hausman test for weak-instruments Economics Letters C 3
2003 Macroeconomic forecasting in the Euro area: Country specific versus area-wide information European Economic Review B 3
2001 Confidence intervals for autoregressive coefficients near one Journal of Econometrics A 2
2001 Macro-econometrics Journal of Econometrics A 1
1999 Forecasting inflation Journal of Monetary Economics A 2
1997 Inference in a nearly integrated autoregressive model with nonnormal innovations Journal of Econometrics A 2
1996 Measuring money growth when financial markets are changing Journal of Monetary Economics A 2
1996 VAR, Error Correction and Pretest Forecasts at Long Horizons. Oxford Bulletin of Economics and Statistics B 1
1994 Deciding between I(1) and I(0) Journal of Econometrics A 1
1991 Stochastic Trends and Economic Fluctuations. American Economic Review S 4
1991 Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series Journal of Monetary Economics A 1
1990 Efficient windows and labor force reduction Journal of Public Economics A 3
1987 Measuring Business Cycle Time. Journal of Political Economy S 1