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Harvard Kennedy School faculty disseminate their research in working papers and publications that contribute to public knowledge and fuel policy innovation. This list features recent faculty publications, including journal articles, books, edited volumes, research papers, and public testimony.

Faculty Papers and Publications

Li, Jing, and James H. Stock. "Cost Pass-Through to Higher Ethanol Blends at the Pump: Evidence from Minnesota Gas Station Data." Journal of Environmental Economics and Management 93 (January 2019): 1-19.
Irwin, Scott H., Kristen McCormack, and James H. Stock. "The Price of Biodiesel RINs and Economic Fundamentals." HKS Faculty Research Working Paper Series, December 2018.
Lazarus, Eben, Daniel J. Lewis, James H. Stock, and Mark W. Watson. "HAR Inference: Recommendations for Practice." Journal of Business & Economic Statistics 36.4 (October 2018): 541-559.
Stock, James H., and Mark W. Watson. "Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments." The Economic Journal 128.610 (May 2018): 917-948.
Stock, James H., and Mark W. Watson. Introduction to Econometrics. Addison, 2003.
Stock, James H. "How Did Leading Indicator Forecasts Perform During the 2001 Recession?" Economic Quarterly 89.3 (Summer 2003).
Stock, James H., and Robert A. Kaufmann. "Testing Hypotheses about Mechanisms for the Unknown Carbon Sink: A Time Series Analysis." Global Biogeochemical Cycles 17 (2003).
Stock, James H., and Mark W. Watson. "Forecasting Output and Inflation: The Role of Asset Prices." Journal of Economic Literature 41 (2003): 788-829.
Stock, James H., and Francesco Trebbi. "Who Invented Instrumental Variable Regression?" Journal of Economic Perspectives 17 (2003): 177-194.
Stock, James H., and Mark W. Watson. "Forecasting Using Principal Components From a Large Number of Predictors." Journal of the American Statistical Association 97.460 (December 1, 2002): 1167-1179.
Stock, James H., and Mark W. Watson. "Has the Business Cycle Changed and Why?" NBER Working Paper Series 9127, September 2002.
Stock, James H., and Mark W. Watson. "Macroeconomic Forecasting Using Diffusion Indexes." Journal of Business and Economic Statistics 20.2 (2002): 147-162.
Stock, James H., and Mark W. Watson. "Vector Autoregressions." Journal of Economic Perspectives 15 (Fall 2001): 101-116.
Stock, James H., and Graham Elliot. "Confidence Intervals for Autoregressive Coefficients Near One." Journal of Econometrics 102 (2001): 155-181.
Stock, James H. "Forecasting Economic Time Series." Companion in Theoretical Econometrics. Ed. B. Baltagi. Basil Blackwell, 2001, 562-584.
Stock, James H. "Time Series: Economic Forecasting." International Encyclopedia of the Social and Behavioral Sciences. .Elsevier Science, 2001.
Stock, James H. "Instrumental Variables in Economics and Statistics." International Encyclopedia of the Social and Behavioral Sciences. .Elsevier Science, 2001.
Stock, James H., and Motohiro Yogo. "Testing for Weak Instruments in Linear IV Regression." Working Paper, 2001.
Stock, James H., and Mark W. Watson. "Forecasting Output and Inflation: The Role of Asset Prices." NBER Working Paper 8180, 2001.
Stock, James H. "Macro-econometrics." Journal of Econometrics 100.1 (2001): 29-32.
Stock, James H. Discussion of "Evolving Post-World War II Inflation Dynamics," by Cogley and Sargent. NBER Macroeconomics Annual, 2001.
Stock, James H. Comment on Policy Rules for Inflation Targeting, by Glenn Rudebusch and Lars E.O. Svensson. Monetary Policy Rules, 1999: 253-262.