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James D. Hamilton

From Wikipedia, the free encyclopedia

For other people with the same name, see James Hamilton.

James D. Hamilton
Born (1954-11-29) November 29, 1954 (age 69)
NationalityAmerican
Academic career
InstitutionUniversity of California, San Diego
FieldEconometrics
Alma materUniversity of California, Berkeley
AwardsResearch 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 spans a range of topics, including monetary policy, business cycles, energy markets, econometrics. His work has been translated into Japanese, Chinese, and Italian.

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  • 2015 Chancellor’s Associates Faculty Excellence Awards: James Hamilton
  • Hamilton Lecture Series: The Man Who Made Modern America - James D. Bratt

Transcription

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.

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 Publications List
  • James D. Hamilton Information from UCSD


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This page was last edited on 11 January 2022, at 08:01
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