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Publications by James D. Hamilton

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

American Economic Review

English

Calling Recessions in Real Time

International Journal of Forecasting

International Management

English

Nonlinearities and the Macroeconomic Effects of Oil Prices

Macroeconomic Dynamics

English

Identification and Estimation of Gaussian Affine Term Structure Models

SSRN Electronic Journal

English

Heterogeneity and Unemployment Dynamics

Finance and Economics Discussion Series

English

Robust Bond Risk Premia

English

Causes and Consequences of the Oil Shock of 2007-08

SSRN Electronic Journal

English

A Model for the Federal Funds Rate Target

SSRN Electronic Journal

English