James D. Hamilton

1. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
   2019/05/01 by Christiane Baumeister, James D. Hamilton · 30 citations
   Economics, Econometrics and Finance · Energy · #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Energy, Environment, and Transportation Policies
2. Autoregressive conditional heteroskedasticity and changes in regime
   1994/09/01 by James D. Hamilton, James D Hamilton, Raul Susmel +1 · 10 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility