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Slack and Cyclically Sensitive Inflation
Stock, James H.; Watson, Mark W. - 2021
similar), instead of gaps. Second, we study the components of inflation instead of the standard aggregates. We find that some … inflation components have strong and stable correlations with the cyclical component of real activity; these components tend to … internationally determined, have weak and/or unstable correlations with cyclical activity. We construct a new inflation index …
Persistent link: https://www.econbiz.de/10013314334
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Slack and Cyclically Sensitive Inflation
Stock, James H. - 2019
similar), instead of gaps. Second, we study the components of inflation instead of the standard aggregates. We find that some … inflation components have strong and stable correlations with the cyclical component of real activity; these components tend to … internationally determined, have weak and/or unstable correlations with cyclical activity. We construct a new inflation index …
Persistent link: https://www.econbiz.de/10012479936
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Chapter 1 Business cycle fluctuations in us macroeconomic time series
Stock, James H.; Watson, Mark W. - In: Handbook of macroeconomics : volume 1, part A, (pp. 3-64). 1999
This chapter examines the empirical relationship in the postwar United States between the aggregate business cycle and various aspects of the macroeconomy, such as production, interest rates, prices, productivity, sectoral employment, investment, income, and consumption. This is done by...
Persistent link: https://www.econbiz.de/10014024249
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Does GNP have a unit root?
Stock, James H. - In: Economics letters 22 (1986) 2, pp. 147-151
Persistent link: https://www.econbiz.de/10001026537
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Instrumental variables regression with weak instruments
Staiger, Douglas; Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000883140
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Integrated regressors and tests of the permanent income hypothesis
Stock, James H.; West, Kenneth D. - 1987
Persistent link: https://www.econbiz.de/10000730337
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Recursive and sequential tests of the unit root and trend break hypotheses : theory and international evidence
Banerjee, Anindya; Lumsdaine, Robin L.; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000803376
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979