2026 James D. Hamilton: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	76	329	295	235	207	144	94975

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Economics and Finance

329

295

235

207

144

94975

Overview

James D. Hamilton is affiliated with the University of California, San Diego in the United States. Their research primarily focuses on the field of Economics, Econometrics, and Finance, with an emphasis on several subfields including Economics and Econometrics, General Economics, Econometrics and Finance, General Health Professions, Management Science and Operations Research, and Artificial Intelligence.

The main topics covered in Hamilton's work span across:

Monetary Policy and Economic Impact
Market Dynamics and Volatility
Energy, Environment, Economic Growth
Labor market dynamics and wage inequality
Employment and Welfare Studies
Forecasting Techniques and Applications
Economic theories and models

The scientist has published extensively in several academic venues. Frequent publication outlets include:

SSRN Electronic Journal
Journal of International Money and Finance
Review of Economic Dynamics
Econometric Theory
AEA Papers and Proceedings

Recent papers authored or co-authored by Hamilton include:

Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions, 2020, Journal of International Money and Finance
Measuring labor-force participation and the incidence and duration of unemployment, 2021, Review of Economic Dynamics
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES, 2022, Econometric Theory
Measuring Labor-Force Participation and the Incidence and Duration of Unemployment, 2020, SSRN Electronic Journal
Structural Vector Autoregressions with Imperfect Identifying Information, 2022, AEA Papers and Proceedings

Among frequent collaborators of Hamilton are Christiane Baumeister, Hie Joo Ahn, Jin Xi, Bruce Mizrach, and Heather M. Anderson.

Hamilton has also contributed to scholarly books, including a publication titled Time Series Analysis released in 2020 through Princeton University Press.

Best Publications

Time Series Analysis.

Jorg Breitung;James D. Hamilton

18092
Citations
Time series analysis

James Douglas Hamilton

14193
Citations
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle.

James D. Hamilton

12808
Citations
Oil and the Macroeconomy since World War II

James D. Hamilton

5368
Citations
What is an Oil Shock

James D. Hamilton

2912
Citations
Analysis of time series subject to changes in regime

James D. Hamilton

2823
Citations
Causes and consequences of the oil shock of 2007–08

James D. Hamilton

2749
Citations
Autoregressive conditional heteroskedasticity and changes in regime

James D Hamilton;Raul Susmel

2705
Citations
This is what happened to the oil price-macroeconomy relationship

James D. Hamilton

2263
Citations
Understanding Crude Oil Prices

James D. Hamilton

1964
Citations
Why You Should Never Use the Hodrick-Prescott Filter

James Hamilton

1727
Citations
Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

Charles Engel;James D Hamilton

1633
Citations
On the Limitations of Government Borrowing: A Framework for EmpiricalTesting

James D. Hamilton;Marjorie A. Flavin

1564
Citations
On the Limitations of Government Borrowing: A Framework for Empirical Testing

James Hamilton;Marjorie A. Flavin

1438
Citations
Historical Oil Shocks

James Hamilton

1367
Citations
Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates

James D. Hamilton

1304
Citations
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks

Christiane J.S. Baumeister;James D Hamilton

1185
Citations
Stock market volatility and the business cycle

James D. Hamilton;Gang Lin

1132
Citations
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy*

James Douglas Hamilton;Ana Maria Herrera

952
Citations
The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment

James D. Hamilton;Jing Cynthia Wu

948
Citations

Frequent Co-Authors

Òscar Jordà Federal Reserve Bank of San Francisco

Tao Zha Emory University

Frederic S. Mishkin Columbia University

Michael T. Owyang Federal Reserve Bank of St. Louis

Matthew O'Donnell University of Washington

Lawrence C. Hamilton University of New Hampshire

John E. Roemer Yale University

John M. Baker United States Department of Agriculture

John A. Williams University of Michigan–Ann Arbor

Muhammad Ashraf University of Agriculture Faisalabad

External Links

Wikipedia of James D. Hamilton Personal website of James D. Hamilton

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