| Time series analysis JD Hamilton Princeton university press, Princeton, NJ, 1994 | 27304* | 1994 |
| A new approach to the economic analysis of nonstationary time series and the business cycle JD Hamilton Econometrica: Journal of the econometric society, 357-384, 1989 | 11745 | 1989 |
| Oil and the macroeconomy since World War II JD Hamilton Journal of political economy 91 (2), 228-248, 1983 | 4691 | 1983 |
| What is an oil shock? JD Hamilton Journal of econometrics 113 (2), 363-398, 2003 | 2735 | 2003 |
| Analysis of time series subject to changes in regime JD Hamilton Journal of econometrics 45 (1-2), 39-70, 1990 | 2632 | 1990 |
| Autoregressive conditional heteroskedasticity and changes in regime JD Hamilton, R Susmel Journal of econometrics 64 (1-2), 307-333, 1994 | 2538 | 1994 |
| Causes and Consequences of the Oil Shock of 2007-08 JD Hamilton National Bureau of Economic Research, 2009 | 2187 | 2009 |
| This is what happened to the oil price-macroeconomy relationship JD Hamilton Journal of monetary economics 38 (2), 215-220, 1996 | 2038 | 1996 |
| Understanding crude oil prices JD Hamilton The energy journal 30 (2), 2009 | 1622 | 2009 |
| Long swings in the dollar: are they in the data and do markets know it? CM Engel, JD Hamilton American Economic Review 80 (4), 689-713, 1990 | 1587* | 1990 |
| On the limitations of government borrowing: a framework for empirical testing JD Hamilton, MA Flavin American Economic Review 76 (4), 808-819, 1986 | 1570 | 1986 |
| Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates JD Hamilton Journal of Economic Dynamics and Control 12 (2-3), 385-423, 1988 | 1250 | 1988 |
| Why you should never use the Hodrick-Prescott filter JD Hamilton Review of Economics and Statistics 100 (5), 831-843, 2018 | 1193 | 2018 |
| Stock market volatility and the business cycle JD Hamilton, G Lin Journal of applied econometrics 11 (5), 573-593, 1996 | 1065 | 1996 |
| Comment: oil shocks and aggregate macroeconomic behavior: the role of monetary policy JD Hamilton, AM Herrera Journal of Money, credit and Banking, 265-286, 2004 | 977 | 2004 |
| Oil and the Macroeconomy JD Hamilton The new Palgrave dictionary of economics 2, 2008 | 871 | 2008 |
| The effectiveness of alternative monetary policy tools in a zero lower bound environment JD Hamilton, JC Wu Journal of Money, Credit and Banking 44, 3-46, 2012 | 838 | 2012 |
| Historical oil shocks JD Hamilton Routledge handbook of major events in economic history, 258-284, 2013 | 741 | 2013 |
| A neoclassical model of unemployment and the business cycle JD Hamilton Journal of political Economy 96 (3), 593-617, 1988 | 741 | 1988 |
| Specification testing in Markov-switching time-series models JD Hamilton Journal of econometrics 70 (1), 127-157, 1996 | 626 | 1996 |
Christiane BaumeisterUniversity of Notre DameVerified email at nd.edu
