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James D. Hamilton
James D. Hamilton
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Title
Cited by
Cited by
Year
Time series analysis
JD Hamilton
Princeton university press, Princeton, NJ, 1994
29501*1994
A new approach to the economic analysis of nonstationary time series and the business cycle
JD Hamilton
Econometrica: Journal of the econometric society, 357-384, 1989
128211989
Oil and the macroeconomy since World War II
JD Hamilton
Journal of political economy 91 (2), 228-248, 1983
54771983
What is an oil shock?
JD Hamilton
Journal of econometrics 113 (2), 363-398, 2003
31732003
Analysis of time series subject to changes in regime
JD Hamilton
Journal of econometrics 45 (1-2), 39-70, 1990
28651990
Autoregressive conditional heteroskedasticity and changes in regime
JD Hamilton, R Susmel
Journal of econometrics 64 (1-2), 307-333, 1994
27581994
Causes and Consequences of the Oil Shock of 2007-08
JD Hamilton
National Bureau of Economic Research, 2009
24572009
This is what happened to the oil price-macroeconomy relationship
JD Hamilton
Journal of monetary economics 38 (2), 215-220, 1996
23241996
Understanding crude oil prices
JD Hamilton
The energy journal 30 (2), 179-206, 2009
18512009
On the limitations of government borrowing: a framework for empirical testing
JD Hamilton, MA Flavin
American Economic Review 76 (4), 808-819, 1986
17561986
Why you should never use the Hodrick-Prescott filter
JD Hamilton
Review of Economics and Statistics 100 (5), 831-843, 2018
17542018
Long swings in the dollar: are they in the data and do markets know it?
CM Engel, JD Hamilton
American Economic Review 80 (4), 689-713, 1990
1654*1990
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates
JD Hamilton
Journal of Economic Dynamics and Control 12 (2-3), 385-423, 1988
13311988
Stock market volatility and the business cycle
JD Hamilton, G Lin
Journal of applied econometrics 11 (5), 573-593, 1996
11601996
Comment: oil shocks and aggregate macroeconomic behavior: the role of monetary policy
JD Hamilton, AM Herrera
Journal of Money, credit and Banking, 265-286, 2004
10982004
The effectiveness of alternative monetary policy tools in a zero lower bound environment
JD Hamilton, JC Wu
Journal of Money, Credit and Banking 44, 3-46, 2012
9142012
Historical oil shocks
JD Hamilton
Routledge handbook of major events in economic history, 239-265, 2013
9042013
A neoclassical model of unemployment and the business cycle
JD Hamilton
Journal of political Economy 96 (3), 593-617, 1988
8211988
Structural interpretation of vector autoregressions with incomplete identification: Revisiting the role of oil supply and demand shocks
C Baumeister, JD Hamilton
American Economic Review 109 (5), 1873-1910, 2019
7912019
Regime switching models
JD Hamilton
Macroeconometrics and time series analysis, 202-209, 2010
6942010
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