James D. Hamilton

University of California at San Diego

Professor

9500 Gilman Drive

Mail code: 0508

La Jolla, CA 92093-0508

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

54

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1,415

CROSSREF CITATIONS

1,521

Scholarly Papers (54)

The Augmented Solow Model and the Productivity Slowdown

UCSD Economics Discussion Paper 97-28
Number of pages: 24 Posted: 17 Apr 1998
James D. Hamilton and Josefa Monteagudo
University of California at San Diego and Autonomous University of Barcelona - Department of Economics and Economic History
Downloads 767 (39,461)
Citation 3

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The Augmented Solow Model and the Productivity Slowdown

Journal of Monetary Economics
Posted: 09 Jul 1998
James D. Hamilton and Josefa Monteagudo
University of California at San Diego and Autonomous University of Barcelona - Department of Economics and Economic History

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2.
Downloads 649 ( 50,023)
Citation 73

A Model for the Federal Funds Rate Target

UC Davis Working Paper No. 99-07
Number of pages: 44 Posted: 09 Nov 1999
James D. Hamilton and Oscar Jorda
University of California at San Diego and University of California, Davis - Department of Economics
Downloads 588 (56,190)

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A Model for the Federal Funds Rate Target

NBER Working Paper No. w7847
Number of pages: 50 Posted: 15 Aug 2000 Last Revised: 23 Sep 2002
James D. Hamilton and Oscar Jorda
University of California at San Diego and University of California, Davis - Department of Economics
Downloads 61 (433,583)
Citation 9

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3.

Understanding Crude Oil Prices

NBER Working Paper No. w14492
Number of pages: 46 Posted: 17 Nov 2008 Last Revised: 06 Feb 2021
James D. Hamilton
University of California at San Diego
Downloads 538 (63,488)
Citation 19

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A Re-Examination of the Predictability of Economic Activity Using the Yield Spread

UCSD Economics Discussion Paper 2000-23
Number of pages: 38 Posted: 04 Jan 2001
James D. Hamilton and Dong Heon Kim
University of California at San Diego and School of Economic Studies
Downloads 234 (160,214)
Citation 22

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Term Structure, Business Cycles, Yield Spread

A Re-Examination of the Predictability of Economic Activity Using the Yield Spread

NBER Working Paper No. w7954
Number of pages: 36 Posted: 12 Oct 2000 Last Revised: 28 Mar 2021
James D. Hamilton and Dong Heon Kim
University of California at San Diego and School of Economic Studies
Downloads 54 (460,238)
Citation 5

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5.
Downloads 269 (140,060)
Citation 32

Robust Bond Risk Premia

Number of pages: 62 Posted: 29 Sep 2015 Last Revised: 26 Jan 2017
Michael Bauer and James D. Hamilton
Universität Hamburg and University of California at San Diego
Downloads 136 (259,373)
Citation 2

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yield curve, spanning, return predictability, robust inference, bootstrap

Robust Bond Risk Premia

CESifo Working Paper Series No. 5541
Number of pages: 59 Posted: 06 Nov 2015
Michael Bauer and James D. Hamilton
Universität Hamburg and University of California at San Diego
Downloads 106 (311,409)

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yield curve, spanning, bond returns, small-sample bias, robust inference

Robust Bond Risk Premia

NBER Working Paper No. w23480
Number of pages: 63 Posted: 05 Jun 2017 Last Revised: 27 Feb 2021
Michael Bauer and James D. Hamilton
Universität Hamburg and University of California at San Diego
Downloads 27 (597,524)
Citation 25

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6.

What is an Oil Shock?

NBER Working Paper No. w7755
Number of pages: 59 Posted: 19 Jul 2000 Last Revised: 12 Mar 2021
James D. Hamilton
University of California at San Diego
Downloads 234 (160,709)

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7.

The Supply and Demand for Federal Reserve Deposits

UCSD Economics Discussion Paper 97-27
Number of pages: 55 Posted: 21 Jan 1998
James D. Hamilton
University of California at San Diego
Downloads 220 (170,438)
Citation 1

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Effects of Index-Fund Investing on Commodity Futures Prices

Chicago Booth Research Paper No. 13-73
Number of pages: 43 Posted: 06 Sep 2013 Last Revised: 22 Jul 2014
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 195 (190,613)
Citation 11

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Effects of Index-Fund Investing on Commodity Futures Prices

NBER Working Paper No. w19892
Number of pages: 43 Posted: 11 Feb 2014
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 24 (618,719)
Citation 15

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Effects of Index‐Fund Investing on Commodity Futures Prices

International Economic Review, Vol. 56, Issue 1, pp. 187-205, 2015
Number of pages: 19 Posted: 24 Jan 2015
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of California
Downloads 0
Citation 9
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9.

Historical Oil Shocks

NBER Working Paper No. w16790
Number of pages: 52 Posted: 28 Feb 2011 Last Revised: 19 May 2021
James D. Hamilton
University of California at San Diego
Downloads 196 (189,855)
Citation 5

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Identification and Estimation of Gaussian Affine Term Structure Models

Journal of Econometrics, Vol. 168 , No. 2, 2012, Chicago Booth Research Paper No. 13-71
Number of pages: 69 Posted: 10 Aug 2011 Last Revised: 25 Sep 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 173 (211,931)
Citation 3

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affine term structure models, identification, estimation, minimum-chi-square

Identification and Estimation of Gaussian Affine Term Structure Models

NBER Working Paper No. w17772
Number of pages: 69 Posted: 21 Jan 2012 Last Revised: 25 Jul 2021
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 22 (633,489)
Citation 20

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11.
Downloads 182 (202,784)
Citation 69

Risk Premia in Crude Oil Futures Prices

Journal of International Money and Finance, Forthcoming, Chicago Booth Research Paper No. 13-70
Number of pages: 64 Posted: 06 Sep 2013 Last Revised: 25 Sep 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 168 (217,445)
Citation 5

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Risk Premia in Crude Oil Futures Prices

NBER Working Paper No. w19056
Number of pages: 64 Posted: 18 May 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 14 (695,597)
Citation 18

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12.

Normalization in Econometrics

FRB of Atlanta Working Paper No. 2004-13
Number of pages: 69 Posted: 22 Aug 2004
James D. Hamilton, Daniel F. Waggoner and Tao A. Zha
University of California at San Diego, Federal Reserve Bank of Atlanta and Federal Reserve Bank of Atlanta
Downloads 168 (217,240)
Citation 15

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Normalization, mixture distributions, vector autoregressions, cointegration, regime switching, numerical Bayesian methods, small sample distributions, weak identification

13.
Downloads 148 (241,504)
Citation 156

Causes and Consequences of the Oil Shock of 2007-08

NBER Working Paper No. w15002
Number of pages: 71 Posted: 01 Jun 2009 Last Revised: 30 Jun 2021
James D. Hamilton
University of California at San Diego
Downloads 85 (359,658)

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Causes and Consequences of the Oil Shock of 2007-08

FRB Atlanta CQER Working Paper No. 09-02
Number of pages: 71 Posted: 22 Mar 2015
James D. Hamilton
University of California at San Diego
Downloads 63 (426,477)
Citation 156

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oil shocks, oil prices, recession

14.
Downloads 130 (267,399)
Citation 37

The Propagation of Regional Recessions

FRB of St. Louis Working Paper No. 2009-013B
Number of pages: 35 Posted: 02 Apr 2009 Last Revised: 06 Oct 2010
James D. Hamilton and Michael Owyang
University of California at San Diego and Federal Reserve Bank of St. Louis - Research Division
Downloads 106 (311,409)
Citation 29

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recession, regional business cycles, Markov-switching

The Propagation of Regional Recessions

NBER Working Paper No. w16657
Number of pages: 35 Posted: 06 Jan 2011 Last Revised: 08 Jul 2021
James D. Hamilton and Michael Owyang
University of California at San Diego and Federal Reserve Bank of St. Louis - Research Division
Downloads 24 (618,719)

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

Journal of Money, Credit, and Banking, Vol. 44, No. s1, 2012, Chicago Booth Research Paper No. 13-68
Number of pages: 76 Posted: 12 May 2011 Last Revised: 13 Oct 2016
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 74 (390,554)
Citation 38

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

NBER Working Paper No. w16956
Number of pages: 75 Posted: 18 Apr 2011 Last Revised: 02 May 2021
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 27 (597,524)
Citation 21

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16.

Dating Business Cycle Turning Points

NBER Working Paper No. w11422
Number of pages: 72 Posted: 06 Jul 2005 Last Revised: 19 Mar 2021
Marcelle Chauvet and James D. Hamilton
University of California Riverside and University of California at San Diego
Downloads 94 (334,753)
Citation 7

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17.
Downloads 87 (351,366)
Citation 13

Testable Implications of Affine Term Structure Models

Journal of Econometrics, Forthcoming, Chicago Booth Research Paper No. 13-69
Number of pages: 34 Posted: 12 May 2011 Last Revised: 25 Sep 2013
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 66 (416,162)
Citation 13

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Testable Implications of Affine Term Structure Models

NBER Working Paper No. w16931
Number of pages: 45 Posted: 11 Apr 2011 Last Revised: 07 Apr 2021
James D. Hamilton and Jing Cynthia Wu
University of California at San Diego and University of Notre Dame - Department of Economics
Downloads 21 (640,788)
Citation 1

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Measuring Labor-Force Participation and the Incidence and Duration of Unemployment

FEDS Working Paper No. 2019-035
Number of pages: 53 Posted: 17 Jul 2019
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 64 (422,899)
Citation 2

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Labor-Force Participation Rate, Measurement Errors, Unemployment Duration, Unemployment Rate

Measuring Labor-Force Participation and the Incidence and Duration of Unemployment

NBER Working Paper No. w27394
Number of pages: 67 Posted: 22 Jun 2020 Last Revised: 09 May 2021
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 4 (779,751)
Citation 4
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19.

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

NBER Working Paper No. w1632
Number of pages: 32 Posted: 19 Jun 2004 Last Revised: 19 Jun 2021
James D. Hamilton and Marjorie Flavin
University of California at San Diego and University of California at San Diego
Downloads 65 (414,103)
Citation 12

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20.

Why You Should Never Use the Hodrick-Prescott Filter

NBER Working Paper No. w23429
Number of pages: 47 Posted: 24 May 2017 Last Revised: 09 Jul 2021
James D. Hamilton
University of California at San Diego
Downloads 60 (431,108)
Citation 118

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21.

Nonlinearities and the Macroeconomic Effects of Oil Prices

NBER Working Paper No. w16186
Number of pages: 24 Posted: 19 Jul 2010 Last Revised: 25 Mar 2021
James D. Hamilton
University of California at San Diego
Downloads 60 (431,108)
Citation 14

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22.
Downloads 54 (452,925)
Citation 18

Heterogeneity and Unemployment Dynamics

FEDS Working Paper No. 2016-12
Number of pages: 64 Posted: 23 Feb 2016 Last Revised: 29 Apr 2020
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 44 (503,282)
Citation 13

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Business cycles, Great Recession, Unemployment duration, Unobserved heterogeneity, Duration dependence, State space model, Extended Kalman filter

Heterogeneity and Unemployment Dynamics

NBER Working Paper No. w22451
Number of pages: 63 Posted: 25 Jul 2016 Last Revised: 07 May 2021
Hie Joo Ahn and James D. Hamilton
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads 10 (728,963)
Citation 2

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23.

Oil Prices, Exhaustible Resources, and Economic Growth

NBER Working Paper No. w17759
Number of pages: 64 Posted: 21 Jan 2012 Last Revised: 24 Jan 2012
James D. Hamilton
University of California at San Diego
Downloads 53 (456,699)
Citation 2

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24.

Long Swings in the Exchange Rate: are They in the Data and Do Markets Know it?

NBER Working Paper No. w3165
Number of pages: 56 Posted: 09 Jun 2004 Last Revised: 25 Feb 2021
Charles M. Engel and James D. Hamilton
University of Wisconsin - Madison - Department of Economics and University of California at San Diego
Downloads 53 (456,699)
Citation 15

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25.

The Changing Face of World Oil Markets

NBER Working Paper No. w20355
Number of pages: 33 Posted: 04 Aug 2014 Last Revised: 13 Feb 2021
James D. Hamilton
University of California at San Diego
Downloads 50 (468,477)
Citation 1

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26.

What&Apos;S Real About the Business Cycle?

NBER Working Paper No. w11161
Number of pages: 45 Posted: 29 Mar 2005 Last Revised: 02 Jul 2021
James D. Hamilton
University of California at San Diego
Downloads 48 (476,490)
Citation 2

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27.

Crunch Time: Fiscal Crises and the Role of Monetary Policy

NBER Working Paper No. w19297
Number of pages: 94 Posted: 10 Aug 2013 Last Revised: 25 Mar 2021
Morgan Stanley, University of California at San Diego, Deutsche Bank Securities, Inc. - Global Markets Research, Economy and Columbia Business School - Finance and Economics
Downloads 44 (493,647)
Citation 2

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28.

Why are Prices Sticky? The Dynamics of Wholesale Gasoline Prices

NBER Working Paper No. w9741
Number of pages: 39 Posted: 07 Jun 2003 Last Revised: 13 Feb 2021
Michael C. Davis and James D. Hamilton
Missouri University of Science and Technology - Department of Economics and University of California at San Diego
Downloads 44 (493,647)
Citation 5

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29.

Macroeconomic Regimes and Regime Shifts

NBER Working Paper No. w21863
Number of pages: 70 Posted: 12 Jan 2016
James D. Hamilton
University of California at San Diego
Downloads 42 (502,504)
Citation 6

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30.

The Market-Perceived Monetary Policy Rule

FRB International Finance Discussion Paper No. 982
Number of pages: 36 Posted: 17 Nov 2009
James D. Hamilton, Seth Pruitt and Scott C. Borger
University of California at San Diego, Arizona State University (ASU) - Finance Department and Department of Homeland Security - Office of Immigration Statistics
Downloads 38 (521,246)
Citation 5

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Monetary policy rule, market perceptions, Taylor Rule, Fed funds futures

31.

Off-Balance-Sheet Federal Liabilities

NBER Working Paper No. w19253
Number of pages: 53 Posted: 27 Jul 2013 Last Revised: 08 Feb 2021
James D. Hamilton
University of California at San Diego
Downloads 36 (531,113)
Citation 1

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32.

Daily Changes in Fed Funds Futures Prices

NBER Working Paper No. w13112
Number of pages: 30 Posted: 27 Jun 2007 Last Revised: 01 May 2021
James D. Hamilton
University of California at San Diego
Downloads 34 (541,443)
Citation 3

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33.

Calling Recessions in Real Time

NBER Working Paper No. w16162
Number of pages: 51 Posted: 12 Jul 2010 Last Revised: 31 Aug 2010
James D. Hamilton
University of California at San Diego
Downloads 33 (546,742)
Citation 7

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Sources of Variation in Holding Returns for Fed Funds Futures Contracts

FRB Atlanta CQER Working Paper No. 09-03
Number of pages: 33 Posted: 22 Mar 2015
James D. Hamilton and Tatsuyoshi Okimoto
University of California at San Diego and Australian National University
Downloads 16 (679,491)
Citation 2

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federal funds, futures, monetary policy, Markov switching

Sources of Variation in Holding Returns for Fed Funds Futures Contracts

NBER Working Paper No. w15736
Number of pages: 38 Posted: 10 Feb 2010 Last Revised: 02 Jul 2021
James D. Hamilton and Tatsuyoshi Okimoto
University of California at San Diego and Crawford School of Public Policy, Australian National University
Downloads 16 (679,491)

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35.

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

CESifo Working Paper Series No. 6835
Number of pages: 52 Posted: 27 Feb 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 31 (557,434)

Abstract:

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oil prices, vector autoregressions, sign restrictions, Bayesian inference, measurement error

36.

Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts

NBER Working Paper No. w13569
Number of pages: 39 Posted: 05 Nov 2007 Last Revised: 29 Jan 2021
James D. Hamilton
University of California at San Diego
Downloads 31 (557,434)
Citation 1

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37.

Macroeconomics and Arch

NBER Working Paper No. w14151
Number of pages: 41 Posted: 30 Jun 2008 Last Revised: 03 Mar 2021
James D. Hamilton
University of California at San Diego
Downloads 30 (563,095)
Citation 1

Abstract:

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38.

The Equilibrium Real Funds Rate: Past, Present and Future

NBER Working Paper No. w21476
Number of pages: 82 Posted: 25 Aug 2015
James D. Hamilton, Ethan S. Harris, Jan Hatzius and Kenneth D. West
University of California at San Diego, Bank of America, Goldman Sachs and University of Wisconsin - Madison - Department of Economics
Downloads 29 (568,886)
Citation 21

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39.

Estimating the Market-Perceived Monetary Policy Rule

NBER Working Paper No. w16412
Number of pages: 37 Posted: 04 Oct 2010 Last Revised: 07 May 2021
James D. Hamilton, Seth Pruitt and Scott Borger
University of California at San Diego, Arizona State University (ASU) - Finance Department and affiliation not provided to SSRN
Downloads 26 (587,483)
Citation 2

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Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

CESifo Working Paper Series No. 7048
Number of pages: 54 Posted: 18 Jul 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 15 (687,455)
Citation 7

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structural vector autoregressions, set identification, monetary policy, impulse-response functions, historical decompositions, model uncertainty, informative priors

Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

NBER Working Paper No. w24597
Number of pages: 53 Posted: 14 May 2018 Last Revised: 18 Mar 2021
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 6 (762,867)
Citation 19

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Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

CEPR Discussion Paper No. DP12911
Number of pages: 55 Posted: 24 May 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
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historical decompositions, impulse-response functions, informative priors, Model uncertainty, monetary policy, set identification, structural vector autoregressions

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

NBER Working Paper No. w24167
Number of pages: 54 Posted: 03 Jan 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 21 (640,788)
Citation 1

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

CEPR Discussion Paper No. DP12532
Number of pages: 53 Posted: 02 Jan 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 54
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Bayesian inference, Measurement error, oil prices, sign restrictions, vector autoregressions

42.

Inference in Structural Vector Auto Regressions When the Identifying Assumptions are Not Fully Believed: Re-Evaluating the Role of Monetary Policy in Economic Fluctuations

Bank of Finland Research Discussion Paper No. 14/2018
Number of pages: 55 Posted: 20 Jun 2018 Last Revised: 22 Jun 2018
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 20 (627,628)

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structural vector autoregressions, set identification, monetary policy, impulse-response functions, historical decompositions, model uncertainty, informative priors

43.

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information

NBER Working Paper No. w20741
Number of pages: 62 Posted: 15 Dec 2014 Last Revised: 05 Mar 2021
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 18 (641,679)
Citation 42

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44.

Measuring Global Economic Activity

NBER Working Paper No. w25778
Number of pages: 21 Posted: 30 Apr 2019 Last Revised: 09 Jun 2021
James D. Hamilton
University of California at San Diego
Downloads 15 (663,168)
Citation 23

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45.

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

NBER Working Paper No. w14223
Number of pages: 63 Posted: 18 Aug 2008 Last Revised: 14 May 2021
James D. Hamilton
University of California at San Diego
Downloads 15 (663,168)
Citation 10

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46.

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

NBER Working Paper No. w24687
Number of pages: 96 Posted: 13 Jun 2018 Last Revised: 16 Jun 2021
Morgan Stanley, University of California at San Diego, Bank of America and University of Wisconsin - Madison - Department of Economics
Downloads 13 (678,122)
Citation 1

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47.

Perspectives on U.S. Monetary Policy Tools and Instruments

NBER Working Paper No. w25911
Number of pages: 24 Posted: 05 Jun 2019 Last Revised: 19 Apr 2021
James D. Hamilton
University of California at San Diego
Downloads 6 (732,370)

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Advances in Structural Vector Autoregressions with Imperfect Identifying Information

NBER Working Paper No. w27014
Number of pages: 25 Posted: 20 Apr 2020 Last Revised: 25 Apr 2021
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 4 (779,751)
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Advances in Structural Vector Autoregressions with Imperfect Identifying Information

CEPR Discussion Paper No. DP14603
Number of pages: 27 Posted: 08 May 2020
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
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Bayesian Analysis, Elasticities, identification, proxy VARs, sign restrictions, structural vector autoregressions

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

NBER Working Paper No. w26606
Number of pages: 33 Posted: 06 Jan 2020 Last Revised: 14 Mar 2021
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 4 (779,751)
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Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions

CEPR Discussion Paper No. DP14271
Number of pages: 35 Posted: 14 Jan 2020
Christiane Baumeister and James D. Hamilton
University of Notre Dame and University of California at San Diego
Downloads 0
Citation 5
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Bayesian inference, Capital Flows, identified set, informative priors, monetary policy, sign restrictions, structural vector autoregressions

50.

Supply, Demand, and Specialized Production

NBER Working Paper No. w28888
Number of pages: 61 Posted: 07 Jun 2021 Last Revised: 20 Jul 2021
James D. Hamilton
University of California at San Diego
Downloads 2 (765,409)
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51.

Factors in Unemployment Dynamics

FEDS Notes No. 2018-12-21-3
Posted: 26 Dec 2018 Last Revised: 02 Oct 2020
Hie Joo Ahn and James D. Hamilton
Independent and University of California at San Diego

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52.

A Model of the Federal Funds Rate Target

Posted: 05 Nov 2002
James D. Hamilton and Oscar Jorda
University of California at San Diego and University of California, Davis - Department of Economics

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53.

What Do the Leading Indicators Lead?

Journal of Business, Vol. 59, No 1, January 1996
Posted: 16 Jul 1998
James D. Hamilton and Gabriel Perez-Quiros
University of California at San Diego and Banco de España

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54.
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The Daily Market for Federal Funds

J. OF POLITICAL ECONOMY, February 1996
Posted: 21 May 1996
James D. Hamilton
University of California at San Diego

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The Daily Market for Federal Funds

UCSD Economics Discussion Paper 95-09
Posted: 24 May 1995
James D. Hamilton
University of California at San Diego

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