Faculty

Institution

Unit

Venue

James D. Hamilton

Robert F Engle Professor of Economics

University of California, San Diego

Affiliations

Social Sciences

Economics

James D. Hamilton is currently serving as an Economics Robert F Engle Professor of Economics at University of California, San Diego.

Honors

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Experiences

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Education

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James D. Hamilton

University of California, San Diego

Robert F Engle Professor of Economics

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economics finance macroeconomics econometrics financial economics monetary economics monetary policy empirical finance statistics economic analysis business cycles journalism political economy asset pricing structural vector autoregressions dynamic economics econodynamics estimation theory oil prices petroleum production finance research economic research bayesian analysis international financial markets economic change financial econometrics predictability commodity markets commodity price index monetary theory oil shock long swings yield spread great depression financial stability theoretical economics petroleum exploration petroleum engineering financial studies computational statistics statistical methodology semantic evaluation forensic genetics molecular psychiatry regime analysis alternative monetary regime term structure model lower bounds energy derivatives economic fluctuation liquidity stock market prediction market trends parameter estimation exchange rates gaussian analysis gaussian process parameter identification real-time decision-making climate forecasting macroeconomic forecasting economic forecasting mixture analysis mixture distribution bond markets regional economics nonstationary time series world war ii autoregressive conditional heteroskedasticity oil price-macroeconomy relationship hodrick-prescott filter rational-expectations econometric analysis stock market volatility oil shocks neoclassical model markov-switching time-series models economic modelling energy economics labor markets

Notable Scholarly Works

Notable Federal Grants

Collaborators

Principal Component Analysis for Nonstationary Series. (2024)

James HamiltonJin Xi

materials scienceprincipal component analysisnonstationary seriesdata sciencemachine learning

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes. Econometric Theory (2022)

Christiane BaumeisterJames D. Hamilton

structural magnitudeseconodynamicsvector autoregressionseconometricsstatistics

Structural Vector Autoregressions With Imperfect Identifying Information. AEA Papers and Proceedings (2022)

Christiane BaumeisterJames D. Hamilton

applied physicssystem identificationinformation retrievalstructural vector autoregressions

Measuring Labor-Force Participation and the Incidence and Duration of Unemployment. Review of Economic Dynamics (2021)

Hie Joo AhnJames D. Hamilton

unemploymentlabor-force participationeconomics

REPRINT: Drawing Conclusions From Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. Journal of International Money and Finance (2021)

Christiane BaumeisterJames D. Hamilton

drawing conclusionsstructural vector autoregressionsfinanceinternational financesign restrictions

Supply, Demand, and Specialized Production. (2021)

James Hamilton

production economicsspecialized productioneconomicssupply chain optimizationsupply chain management

Heterogeneity and Unemployment Dynamics. Journal of Business and Economic Statistics (2019)

Hie Joo AhnJames D. Hamilton

unemployment dynamicsmacroeconomicseconomicsbusiness

Measuring Global Economic Activity. Journal of Applied Econometrics (2019)

James D. Hamilton

economicsglobal economic activityeconometrics

Perspectives on U.S. Monetary Policy Tools and Instruments. SSRN Electronic Journal (2019)

James D. Hamilton

economic instrumentsmonetary economicsmonetary theoryeconomicseconomic policymonetary policy

A Skeptical View of the Impact of the Fed’s Balance Sheet. (2018)

David GreenlawJames HamiltonEthan HarrisKenneth West

monetary policyskeptical viewbalance sheetfinance

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James D. Hamilton

Robert F Engle Professor of Economics

University of California, San Diego

Affiliations

Social Sciences

Economics

James D. Hamilton is currently serving as an Economics Robert F Engle Professor of Economics at University of California, San Diego.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

James D. Hamilton

University of California, San Diego

Robert F Engle Professor of Economics

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Principal Component Analysis for Nonstationary Series. (2024)

James HamiltonJin Xi

materials scienceprincipal component analysisnonstationary seriesdata sciencemachine learning

Advances in Using Vector Autoregressions to Estimate Structural Magnitudes. Econometric Theory (2022)

Christiane BaumeisterJames D. Hamilton

structural magnitudeseconodynamicsvector autoregressionseconometricsstatistics

Structural Vector Autoregressions With Imperfect Identifying Information. AEA Papers and Proceedings (2022)

Christiane BaumeisterJames D. Hamilton

applied physicssystem identificationinformation retrievalstructural vector autoregressions

Measuring Labor-Force Participation and the Incidence and Duration of Unemployment. Review of Economic Dynamics (2021)

Hie Joo AhnJames D. Hamilton

unemploymentlabor-force participationeconomics

REPRINT: Drawing Conclusions From Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. Journal of International Money and Finance (2021)

Christiane BaumeisterJames D. Hamilton

drawing conclusionsstructural vector autoregressionsfinanceinternational financesign restrictions

Supply, Demand, and Specialized Production. (2021)

James Hamilton

production economicsspecialized productioneconomicssupply chain optimizationsupply chain management

Heterogeneity and Unemployment Dynamics. Journal of Business and Economic Statistics (2019)

Hie Joo AhnJames D. Hamilton

unemployment dynamicsmacroeconomicseconomicsbusiness

Measuring Global Economic Activity. Journal of Applied Econometrics (2019)

James D. Hamilton

economicsglobal economic activityeconometrics

Perspectives on U.S. Monetary Policy Tools and Instruments. SSRN Electronic Journal (2019)

James D. Hamilton

economic instrumentsmonetary economicsmonetary theoryeconomicseconomic policymonetary policy

A Skeptical View of the Impact of the Fed’s Balance Sheet. (2018)

David GreenlawJames HamiltonEthan HarrisKenneth West

monetary policyskeptical viewbalance sheetfinance

1
2
3
4
5
10
10 / page

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Northwestern University

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macroeconomics

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econometrics

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economic analysis

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Jesus Fernandez-Villaverde

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economic analysis

volatility modeling