James Douglas Hamilton (born November 29, 1954) is an Americaneconometrician currently teaching atUniversity of California, San Diego. His work is especially influential intime series andenergy economics. He received his PhD from theUniversity 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.

• 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.

• Econbrowser blog
• Vita at UCSD (PDF)Archived March 12, 2007, at theWayback Machine
• 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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