James D. Hamilton

56.8k citations
118 papers · 35.5k indexed · 15 hit papers · h-index 50

Impact in

Papers in

James D. Hamilton

111 papers receiving 31.7k citations

Hit Papers

Time Series Analysis 2020 · 296 citations
29619832026199720112.0k4.0k6.0k

Peers

James D. Hamilton
Comparison fields: 5 of 203
  • General Economics, Econometrics and Finance 17.0k
  • Finance 13.8k
  • Economics and Econometrics 24.8k
  • General Energy 466
  • Renewable Energy, Sustainability and the Environment 5.4k
Replace David A. Dickey with:
David A. Dickey United States
Francis X. Diebold United States
Peter C.B. Phillips United States
Pierre Perrón United States
Wayne A. Fuller United States
James H. Stock United States
Mark W. Watson United States
Søren Johansen Denmark
Christopher A. Sims United States
Clive W. J. Granger United States
James D. Hamilton relative to David A. Dickey United States David A. Dickey's profile →
Citations per field
00.5×1.7×
David A. Dickey · 1×
Citations per year

Countries citing papers authored by James D. Hamilton

Since Specialization
Citations

This map shows the geographic impact of James D. Hamilton's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by James D. Hamilton with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites James D. Hamilton more than expected).

Fields of papers citing papers by James D. Hamilton

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by James D. Hamilton. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by James D. Hamilton. The network helps show where James D. Hamilton may publish in the future.

Co-authors

The 25 scholars most cited alongside James D. Hamilton, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with James D. Hamilton Line = papers co-authored together James D. Hamilton links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20241
2 20210
3 20192
4
A Skeptical View of the Impact of the Fed’s Balance Sheet
20183
5 20181
6
The Equilibrium Real Funds Rate: Past, Present and Future
201510
7 2015234
8
Crunch Time: Fiscal Crises and the Role of Monetary Policy
20135
9
Oil price shocks
201115
10 20095
11
Causes and Consequences of the Oil Shock of 2007–08
Hit paper breakdown →
2009625
12
Housing and the monetary transmission mechanism: commentary
20071
13 200213
14
Contrastes de especificación en modelos de series temporales Markov-cambiantes
19941
15
Was the Deflation during the Great Depression Anticipated? Evidence from the Commodity Futures Market
199282
16
Long Swings in the Dollar: Are They in the Data and Do Markets Know It?
Hit paper breakdown →
1990667
17
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hit paper breakdown →
19896038
18
On the Limitations of Government Borrowing: A Framework for Empirical Testing
1985435
19 198577
20
Oil and the Macroeconomy since World War II
Hit paper breakdown →
19832714

About James D. Hamilton

James D. Hamilton is a scholar working on General Economics, Econometrics and Finance, Finance, Economics and Econometrics, Statistics and Probability and Renewable Energy, Sustainability and the Environment, having authored 118 papers that have together received 35.5k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (74 papers), Market Dynamics and Volatility (42 papers), Economic theories and models (20 papers), Complex Systems and Time Series Analysis (14 papers), Economic Theory and Policy (11 papers), Financial Risk and Volatility Modeling (10 papers), Fiscal Policies and Political Economy (8 papers) and Stochastic processes and financial applications (8 papers). The work is most often cited by research in General Economics, Econometrics and Finance (17.0k citations), Finance (13.8k citations), Economics and Econometrics (24.8k citations), General Energy (466 citations) and Renewable Energy, Sustainability and the Environment (5.4k citations). James D. Hamilton has collaborated with scholars based in United States, United Kingdom and Spain. Frequent co-authors include Jörg Breitung, Raúl Susmel, Christiane Baumeister, Jing Cynthia Wu, Charles Engel, Ana María Herrera, G.H. Lin, Marjorie Flavin, Dong Heon Kim and Òscar Jordà. Their work appears in journals such as Journal of Econometrics, Journal of Monetary Economics, Journal of Political Economy, Journal of Business and Economic Statistics and Journal of money credit and banking.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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