James H. Stock

James Harold floor ( born December 24, 1955 in Munich) is an American economist. He researches and teaches as a professor of economics, econometrics, in particular, at Harvard University.

Life and work

James Harold floor was the son of James H. Stock and Barbara F. Stock, and in 1978 received from Yale University with a Bachelor of Science degree in physics and then moved to the University of California, Berkeley. There he completed his master's degree in 1982 and his Ph.D. in 1983 from. Subsequently, he was a lecturer at Harvard University. From 1990 to 1991 he was a professor at Berkeley and then attended the John F. Kennedy School of Government, Harvard to fill a professorship in political economy. Since 2002, the university's Faculty of Economics professor.

The scientific activity area includes areas of macroeconomics, monetary policy and econometric methods for the purpose of analysis of time series of economic data such as the U.S. economic data and their implications for monetary policy. The Economist advises the Federal Reserv and the European Central Bank in monetary issues. Stock is one of the most cited economists of our time.

He is married to Anne E. Doyle and has two children.

Works (selection)

  • Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. In: Econometrica. Volume 55, No. 5, September 1987, pp. 1035-1056.
  • Nonparametric policy analysis. In: Journal of the American Statistical Association. Volume 84, June 1989, pp. 567-575.
  • With James L. Powell and Thomas M. Stoker: Semiparametric Estimation of Index Coefficients. In: Econometrica. Volume 57, No. 6, November 1989, pp. 1403-1430.
  • With David A. Wise: Pensions, the Option Value of Work, and Retirement. In: Econometrica. Volume 58, No. 5, September 1990, pp. 1151-1180.
  • Christopher Sims and Mark W. Watson: Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. Volume 58, No. 1, January 1990, pp. 113-144.
  • With Robert G. King, Charles I. Plosser and Mark W. Watson: Stochastic Trends and Economic Fluctuations. In: American Economic Review. Volume 81, No. 4, September 1991, pp. 819-840.
  • With Mark W. Watson: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. Volume 61, No. 4, May 1993, pp. 783-820.
  • With Graham Elliott and Thomas J. Rothenberg: Efficient Tests for Autoregressive Unit Root at. In: Econometrica. Volume 64, No. 4, May 1996, pp. 813-836.
  • With Douglas Staiger: Instrumental Variables Regression with Weak Instruments. In: Econometrica. Volume 65, No. 3, May 1997 pp. 557-586.
  • With Douglas Staiger and Mark W. Watson: The NAIRU, Unemployment and Monetary Policy. In: Journal of Economic Perspectives. Volume 11, No. 1, 1997, pp. 33-49.
  • With Mark W. Watson: Forecasting inflation. In: Journal of Monetary Economics. Volume 44, No. 2, October 1999, pp. 293-335.
  • Jonathan Wright: GMM with Weak Identification. In: Econometrica. Volume 68, No. 5, September 2000, pp. 1055-1096.
  • Graham Elliott: Confidence Intervals for autoregressive coefficients near one. In: Journal of Econometrics. Volume 103, No. 1-2, June 2001, pp. 155-181.
  • Measuring Business Cycle Time. In: Journal of Political Economy. Volume 95, No. 6, December 1987, pp. 1240-1261.

Memberships (Selection)

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