James D. Hamilton

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5041-1279

Publications

• Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks — American Economic Review 2019
• Robust Bond Risk Premia — The Review of Financial Studies 2018
• Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information — Econometrica 2015
• A Model of the Federal Funds Rate Target — Journal of Political Economy 2002
• A Parametric Approach to Flexible Nonlinear Inference — Econometrica 2001
• The Daily Market for Federal Funds — Journal of Political Economy 1996
• A Neoclassical Model of Unemployment and the Business Cycle — Journal of Political Economy 1988
• Uncovering Financial Market Expectations of Inflation — Journal of Political Economy 1985
• Oil and the Macroeconomy since World War II — Journal of Political Economy 1983