James D. Hamilton
James Douglas Hamilton 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.
Published works
- Time Series Analysis
- Advances in Markov-Switching Models
- Risk Premia in Crude Oil Prices
- The Equilibrium Real Funds Rate: Past, Present and Future ; Coedited with Ethan Harris, Jan Hatzius and Kenneth West.