James Stock

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

Live and act

James Harold Stock was born to James H. Stock and Barbara F. Stock and received a Bachelor of Science degree in physics from Yale University in 1978 and then moved to the University of California, Berkeley . There he completed his Masters in 1982 and his Ph.D. in 1983. from. He was then a lecturer at Harvard University . In 1988 he received a research grant from the Alfred P. Sloan Foundation ( Sloan Research Fellowship ). From 1990 to 1991 he held a professorship at Berkeley and then moved to the John F. Kennedy School of Government, Harvard, to fill a professorship in political economy . Since 2002 professor at the university's faculty for economics.

The scientific field of activity includes areas of macroeconomics, monetary policy and econometric methods for the purpose of analyzing time series of economic data such as US economic data and their effects on monetary policy. The economist advises both the Federal Reserve and the European Central Bank on monetary policy issues. Stock is one of today's most cited economists.

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

Works (selection)

  • with Mark W. Watson: Introduction to econometrics. Addison-Wesley, Boston, Mass. [U. a.] 2003, ISBN 0-201-71595-3
  • Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors. In: Econometrica. Vol. 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. Vol 58, No. 5, September 1990, pp. 1151-1180.
  • with 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, July 1993, pp. 783-820.
  • with Graham Elliott and Thomas J. Rothenberg: Efficient Tests for an Autoregressive Unit Root. In: Econometrica. Volume 64, No. 4, July 1996, pp. 813-836.
  • with Douglas Staiger: Instrumental Variables Regression with Weak Instruments. In: Econometrica. Vol. 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.
  • with 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, July 2001, pp. 155-181.
  • Measuring Business Cycle Time. In: Journal of Political Economy. Volume 95, No. 6, December 1987, pp. 1240-1261.

Memberships (selection)

literature

Web links

Single receipts

  1. ^ Past Fellows. Alfred P. Sloan Foundation, accessed July 27, 2019 .
  2. CV, page 1 ( Memento of the original from October 14, 2009 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice.  @1@ 2Template: Webachiv / IABot / ksghome.harvard.edu
  3. IDEAS rating