James D. Hamilton

Also known as

Hamilton, James D

Born 1954-01-01

Identifiers

Open LibraryOL710618A

Top Subjects

Time-series analysis (1)
Government securities (1)
Economic forecasting (1)
Gross domestic product -- Forecasting (1)
Interest rates -- Forecasting (1)
Business cycles -- Forecasting (1)
Business cycles -- Mathematical models (1)

Books by James D. Hamilton

Total count: 8

Time Series Analysis

Princeton University Press1994-01-01
A re-examination of the predictability of economic activity using the yield spread

National Bureau of Economic Research2000-01-01
What's real about the business cycle?

National Bureau of Economic Research2005-01-01
Daily changes in fed funds futures prices

National Bureau of Economic Research2007-01-01
Macroeconomics and ARCH

National Bureau of Economic Research2008-01-01
Causes and consequences of the oil shock of 2007-08

National Bureau of Economic Research2009-01-01
Nonlinearities and the macroeconomic effects of oil prices

National Bureau of Economic Research2010-01-01
Testable implications of affine term structure models

National Bureau of Economic Research2011-01-01