James D. Hamilton

James D. Hamilton
James D. Hamilton
Born	November 29, 1954
Nationality	American
Institution	University of California, San Diego
Field	Econometrics
Alma mater	University of California, Berkeley
Awards	Research Associate with the National Bureau of Economic Research; Best Paper Award for 2010-2011 from the International Institute of Forecasters; 2014 award for Outstanding Contributions to the Profession from the International Association for Energy Economics
	Information at IDEAS / RePEc

James Douglas Hamilton (born November 29, 1954) is an American econometrician currently teaching at University of California, San Diego. His work is especially influential in time series and energy economics. He received his PhD from the University of California, Berkeley in 1983.

His research goes into a range of topics, including monetary policy, business cycles, energy markets, econometrics, and has work that has been translated into Japanese, Chinese, and Italian.

Published works

Time Series Analysis (Princeton University Press, 1994)
Advances in Markov-Switching Models (Physica-Verlag, 2002; Coedited with Baldev Raj)
Risk Premia in Crude Oil Prices (Journal of International Money and Finance, 2014; Coedited with Jing Cynthia Wu)
The Equilibrium Real Funds Rate: Past, Present and Future (IMF Economic Review, 2016); Coedited with Ethan Harris, Jan Hatzius and Kenneth West.

gollark: > my algorithm, LOLA, easy yet solid thus good for restricted applications or some shitIf you want "okayish and simple" isn't that just, say, xorshift?

gollark: > fun fact: Macron will use an RNG of my own invention that has not been testedwhy, you apionode?

gollark: you should bridge us to APIONET.

gollark: > Idea: f-strings as function calls.> ```py> def f(args): ...> f"{args}"> ```<@156021301654454272> J§ has that.

gollark: Did you block it like a MEAN person?

References

Econbrowser blog
Vita at UCSD (PDF)
Roberts, Russ (December 21, 2009). "Hamilton on Debt, Default, and Oil". EconTalk. Library of Economics and Liberty.
James D. Hamilton Information from UCSD
James D. Hamilton Information from UCSD

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