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- Publications
- Influence
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
- Christiane Baumeister, J. D. Hamilton
- Economics
- 1 December 2017
Traditional approaches to structural vector autoregressions can be viewed as special cases of Bayesian inference arising from very strong prior beliefs. These methods can be generalized with a less… Expand
Measuring the liquidity effect
- J. D. Hamilton
- Economics
- 1996
This paper develops a measure of the immediate effect on the federal funds rate of an open market operation. Because open market operations are often responses to current or anticipated economic… Expand
- 228
- 27
Oil Shocks and Aggregate Macroeconomic Behavior
- J. D. Hamilton, A. Herrera
- 2000
A recent paper by Bernanke, Gertler and Watson (1997) suggests that monetary policy could be used to eliminate any recessionary consequences of an oil price shock. This paper challenges that… Expand
- 210
- 14
- PDF
A Model of the Federal Funds Rate Target
- J. D. Hamilton, Ò. Jordà
- Economics
- Journal of Political Economy
- 1 October 2002
This paper is a statistical analysis of the manner in which the Federal Reserve determines the level of the federal funds rate target, one of the most publicized and anticipated economic indicators… Expand
Assessing Monetary Policy Effects Using Daily Federal Funds Futures Contracts
- J. D. Hamilton
- Economics
- 1 July 2008
This paper develops a generalization of the formulas proposed by Kuttner (2001) and others for purposes of measuring the effects of a change in the federal funds target on Treasury yields of… Expand
Conjunctivitis in dupilumab clinical trials
- B. Akinlade, E. Guttman-Yassky, +25 authors A. Wollenberg
- Medicine
- The British journal of dermatology
- 7 May 2019
Dupilumab blocks the shared receptor component for interleukin (IL)‐4 and IL‐13. It is approved in the U.S.A. for patients aged ≥ 12 years with moderate‐to‐severe atopic dermatitis (AD) uncontrolled… Expand
A Skeptical View of the Impact of the Fed's Balance Sheet
- D. Greenlaw, J. D. Hamilton, E. Harris, K. West
- Economics
- 1 June 2018
We review the recent U.S. monetary policy experience with large scale asset purchases (LSAPs) and draw lessons for monetary policy going forward. A rough consensus from previous studies is that LSAP… Expand
Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions
- Christiane Baumeister, J. D. Hamilton
- Economics
- 1 January 2020
This paper discusses the problems associated with using information about the signs of certain magnitudes as a basis for drawing structural conclusions in vector autoregressions. We also review… Expand
Robust Bond Risk Premia
- M. Bauer, J. D. Hamilton
- Mathematics
- 1 February 2018
A consensus has recently emerged that variables beyond the level, slope, and curvature of the yield curve can help predict bond returns. This paper shows that the statistical tests underlying this… Expand