James D. Hamilton

1954

• Time Series Analysis
• A re-examination of the predictability of economic activity using the yield spread
• Causes and consequences of the oil shock of 2007-08
• Daily changes in fed funds futures prices
• Estimating the market-perceived monetary policy rule
• Macroeconomics and ARCH
• Nonlinearities and the macroeconomic effects of oil prices
• Normalization in econometrics
• Testable implications of affine term structure models
• Time Series Analysis
• What's real about the business cycle?