Mark W. Watson
Names
| first: |
Mark |
| middle: |
W. |
| last: |
Watson |
Identifer
Contact
Affiliations
-
Princeton University
/ Department of Economics
Research profile
author of:
- Indicators for Dating Business Cycles: Cross-History Selection and Comparisons (RePEc:aea:aecrev:v:100:y:2010:i:2:p:16-19)
by James H. Stock & Mark W. Watson - Inflation Persistence, the NAIRU, and the Great Recession (RePEc:aea:aecrev:v:104:y:2014:i:5:p:31-36)
by Mark W. Watson - Presidents and the US Economy: An Econometric Exploration (RePEc:aea:aecrev:v:106:y:2016:i:4:p:1015-45)
by Alan S. Blinder & Mark W. Watson - Stochastic Trends and Economic Fluctuations (RePEc:aea:aecrev:v:81:y:1991:i:4:p:819-40)
by King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W. - Business-Cycle Durations and Postwar Stabilization of the U.S. Economy (RePEc:aea:aecrev:v:84:y:1994:i:1:p:24-46)
by Watson, Mark W - ABCs (and Ds) of Understanding VARs (RePEc:aea:aecrev:v:97:y:2007:i:3:p:1021-1026)
by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson - Relative Goods' Prices, Pure Inflation, and the Phillips Correlation (RePEc:aea:aejmac:v:2:y:2010:i:3:p:128-57)
by Ricardo Reis & Mark W. Watson - Forecasting Output and Inflation: The Role of Asset Prices (RePEc:aea:jeclit:v:41:y:2003:i:3:p:788-829)
by James H. Stock & Mark W.Watson - The NAIRU, Unemployment and Monetary Policy (RePEc:aea:jecper:v:11:y:1997:i:1:p:33-49)
by Douglas Staiger & James H. Stock & Mark W. Watson - Vector Autoregressions (RePEc:aea:jecper:v:15:y:2001:i:4:p:101-115)
by James H. Stock & Mark W. Watson - Variable Trends in Economic Time Series (RePEc:aea:jecper:v:2:y:1988:i:3:p:147-74)
by Stock, James H & Watson, Mark W - Twenty Years of Time Series Econometrics in Ten Pictures (RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86)
by James H. Stock & Mark W. Watson - Forecasting Using Principal Components From a Large Number of Predictors (RePEc:bes:jnlasa:v:97:y:2002:m:december:p:1167-1179)
by Stock J.H. & Watson M.W. - Evidence on Structural Instability in Macroeconomic Time Series Relations (RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30)
by Stock, James H & Watson, Mark W - Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment (RePEc:bes:jnlbes:v:14:y:1996:i:3:p:394-96)
by Watson, Mark W - Special Section on Consumer Price Research: Introduction (RePEc:bes:jnlbes:v:17:y:1999:i:2:p:137-40)
by Jorgenson, Dale W & Watson, Mark W - Macroeconomic Forecasting Using Diffusion Indexes (RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62)
by Stock, James H & Watson, Mark W - Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel (RePEc:bes:jnlbes:v:25:y:2007:p:91-96)
by Amengual, Dante & Watson, Mark W. - Vector Autoregressions and Reality: Comment (RePEc:bes:jnlbes:v:5:y:1987:i:4:p:451-53)
by Watson, Mark W - A Reexamination of Friedman's Consumption Puzzle: Comment (RePEc:bes:jnlbes:v:6:y:1988:i:4:p:408-09)
by Watson, Mark W - Systematic Monetary Policy and the Effects of Oil Price Shocks (RePEc:bin:bpeajo:v:28:y:1997:i:1997-1:p:91-157)
by Ben S. Bernanke & Mark Gertler & Mark Watson - Disentangling the Channels of the 2007-09 Recession (RePEc:bin:bpeajo:v:43:y:2012:i:2012-01:p:81-156)
by James H. Stock & Mark W. Watson - The Disappointing Recovery of Output after 2009 (RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:1-81)
by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson - Inflation and Unit Labor Cost (RePEc:bos:wpaper:wp2012-005)
by Robert G. King & Mark W. Watson - A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (RePEc:cpr:ceprdp:4976)
by Stock, James & Watson, Mark & Marcellino, Massimiliano - Relative Goods? Prices and Pure Inflation (RePEc:cpr:ceprdp:6593)
by Watson, Mark - Essays in Econometrics Real Author-Name:Granger,Clive W. J (RePEc:cup:cbooks:9780521772976)
by None - Essays in Econometrics Real Author-Name:Granger,Clive W. J (RePEc:cup:cbooks:9780521774963)
by None - Essays in Econometrics Real Author-Name:Granger,Clive W. J (RePEc:cup:cbooks:9780521792073)
by None - Essays in Econometrics Real Author-Name:Granger,Clive W. J (RePEc:cup:cbooks:9780521796491)
by None - Unknown item RePEc:cup:cbooks:9780521796972 (book)
- Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified (RePEc:cup:etheor:v:11:y:1995:i:05:p:984-1014_00)
by Horvath, Michael T.K. & Watson, Mark W. - Sources of Business Cycle Fluctuations (RePEc:cwl:cwldpp:870)
by Matthew D. Shapiro & Mark W. Watson - Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model (RePEc:ecj:econjl:v:95:y:1985:i:379:p:725-45)
by Eichengreen, Barry & Watson, Mark W & Grossman, Richard S - Inference in Linear Time Series Models with Some Unit Roots (RePEc:ecm:emetrp:v:58:y:1990:i:1:p:113-44)
by Sims, Christopher A & Stock, James H & Watson, Mark W - A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (RePEc:ecm:emetrp:v:61:y:1993:i:4:p:783-820)
by Stock, James H & Watson, Mark W - Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (RePEc:ecm:emetrp:v:76:y:2008:i:1:p:155-174)
by James H. Stock & Mark W. Watson - Testing Models of Low-Frequency Variability (RePEc:ecm:emetrp:v:76:y:2008:i:5:p:979-1016)
by Ulrich K. Müller & Mark W. Watson - Empirical Bayes Forecasts of One Time Series Using Many Predictors (RePEc:ecm:wc2000:1421)
by Thomas Knox & James H. Stock & Mark W. Watson - The post-war U.S. phillips curve: a revisionist econometric history (RePEc:eee:crcspp:v:41:y:1994:i::p:157-219)
by King, Robert G. & Watson, Mark W. - Rejoinder to Evans and McCallum (RePEc:eee:crcspp:v:41:y:1994:i::p:243-250)
by King, Robert G. & Watson, Mark W. - The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality (RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:489-502)
by Ljungqvist, Lars & Park, Myungsoo & Stock, James H. & Watson, Mark W. - Time series and spectral methods in econometrics (RePEc:eee:ecochp:2-17)
by Granger, C.W.J. & Watson, Mark W. - Vector autoregressions and cointegration (RePEc:eee:ecochp:4-47)
by Watson, Mark W. - Forecasting with Many Predictors (RePEc:eee:ecofch:1-10)
by Stock, James H. & Watson, Mark W. - Does GNP have a unit root? (RePEc:eee:ecolet:v:22:y:1986:i:2-3:p:147-151)
by Stock, James H. & Watson, Mark W. - A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (RePEc:eee:econom:v:135:y:2006:i:1-2:p:499-526)
by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W. - Low-frequency robust cointegration testing (RePEc:eee:econom:v:174:y:2013:i:2:p:66-81)
by Müller, Ulrich K. & Watson, Mark W. - Consistent factor estimation in dynamic factor models with structural instability (RePEc:eee:econom:v:177:y:2013:i:2:p:289-304)
by Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W. - Estimating turning points using large data sets (RePEc:eee:econom:v:178:y:2014:i:p2:p:368-381)
by Stock, James H. & Watson, Mark W. - Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (RePEc:eee:econom:v:23:y:1983:i:3:p:385-400)
by Watson, Mark W. & Engle, Robert F. - A dymimic model of housing price determination (RePEc:eee:econom:v:28:y:1985:i:3:p:307-326)
by Engle, Robert F. & Lilien, David M. & Watson, Mark - Interpreting the evidence on money-income causality (RePEc:eee:econom:v:40:y:1989:i:1:p:161-181)
by Stock, James H. & Watson, Mark W. - Recursive solution methods for dynamic linear rational expectations models (RePEc:eee:econom:v:41:y:1989:i:1:p:65-89)
by Watson, Mark W. - Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (RePEc:eee:eecrev:v:47:y:2003:i:1:p:1-18)
by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W. - Business cycle fluctuations in us macroeconomic time series (RePEc:eee:macchp:1-01)
by Stock, James H. & Watson, Mark W. - Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (RePEc:eee:macchp:v2-415)
by Stock, J.H. & Watson, M.W. - Testing the interpretation of indices in a macroeconomic index model (RePEc:eee:moneco:v:13:y:1984:i:2:p:165-181)
by Watson, Mark W. & Kraft, Dennis F. - Univariate detrending methods with stochastic trends (RePEc:eee:moneco:v:18:y:1986:i:1:p:49-75)
by Watson, Mark W. - Forecasting inflation (RePEc:eee:moneco:v:44:y:1999:i:2:p:293-335)
by Stock, James H. & Watson, Mark W. - Phillips curve inflation forecasts (RePEc:fip:fedbcp:y:2008:n:53:x:2)
by James H. Stock & Mark W. Watson - The Disappointing Recovery in U.S. Output after 2009 (RePEc:fip:fedfel:00155)
by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson - How Have Changing Sectoral Trends Affected GDP Growth? (RePEc:fip:fedfel:00198)
by Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson - Recent changes in trend and cycle, remarks (RePEc:fip:fedfpr:y:2000:x:12)
by Mark W. Watson - Forecasting output and inflation: the role of asset prices (RePEc:fip:fedfpr:y:2001:i:mar)
by James H. Stock & Mark W. Watson - On the sources of the Great Moderation - discussion (RePEc:fip:fedfpr:y:2007:i:nov:x:2)
by Mark W. Watson - The Disappointing Recovery of Output after 2009 (RePEc:fip:fedfwp:2017-14)
by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson - Aggregate Implications of Changing Sectoral Trends (RePEc:fip:fedfwp:2019-16)
by Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson - Has inflation become harder to forecast? (RePEc:fip:fedgpr:y:2005:x:17)
by James H. Stock & Mark W. Watson - Using econometric models to predict recessions (RePEc:fip:fedhep:y:1991:i:nov:p:14-25:n:v.15no.6)
by Mark W. Watson - Temporal instability of the unemployment-inflation relationship (RePEc:fip:fedhep:y:1995:i:may:p:2-12:n:v.19no.3)
by Robert G. King & James H. Stock & Mark W. Watson - A simple estimator of cointegrating vectors in higher order integrated systems (RePEc:fip:fedhma:91-3)
by James H. Stock & Mark W. Watson - Stochastic trends and economic fluctuations (RePEc:fip:fedhma:91-4)
by Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson - Measures of fit for calibrated models (RePEc:fip:fedhma:91-9)
by Mark W. Watson - Testing long run neutrality (RePEc:fip:fedhma:92-18)
by Robert G. King & Mark W. Watson - Business cycle durations and postwar stabilization of the U.S. economy (RePEc:fip:fedhma:92-6)
by Mark W. Watson - A procedure for predicting recessions with leading indicators: econometric issues and recent performance (RePEc:fip:fedhma:92-7)
by James H. Stock & Mark W. Watson - Vector autoregressions and cointegration (RePEc:fip:fedhma:93-14)
by Mark W. Watson - Testing for cointegration when some of the cointegrating vectors are known (RePEc:fip:fedhma:93-15)
by Michael T. K. Horvath & Mark W. Watson - Evidence on structural instability in macroeconomic times series relations (RePEc:fip:fedhma:94-13)
by James H. Stock & Mark W. Watson - The post-war U.S. Phillips curve: a revisionist econometric history (RePEc:fip:fedhma:94-14)
by Robert G. King & Mark W. Watson - The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum (RePEc:fip:fedhma:94-17)
by Robert G. King & Mark W. Watson - Estimating deterministic trends in the presence of serially correlated errors (RePEc:fip:fedhma:94-19)
by Eugene Canjels & Mark W. Watson - Money, prices, interest rates and the business cycle (RePEc:fip:fedhma:95-10)
by Robert G. King & Mark W. Watson - Has the business cycle changed? (RePEc:fip:fedkpr:y:2003:p:9-56)
by James H. Stock & Mark W. Watson - Modeling inflation after the crisis (RePEc:fip:fedkpr:y:2010:p:173-220)
by James H. Stock & Mark W. Watson - Market anticipations of monetary policy actions - commentary (RePEc:fip:fedlrv:y:2002:i:jul:p:95-98:n:v.84no.4)
by Mark W. Watson - Commentary on \\"what's real about the business cycle?\\" (RePEc:fip:fedlrv:y:2005:i:jul:p:453-458:n:v.87no.4)
by Mark W. Watson - Assessing changes in the monetary transmission mechanism: a VAR approach : commentary (RePEc:fip:fednep:y:2002:i:may:p:113-116:n:v.8no.1)
by Mark W. Watson - What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? (RePEc:fip:fedreb:97311)
by Paul Ho & Mark Watson - Testing long-run neutrality (RePEc:fip:fedreq:y:1997:i:sum:p:69-101)
by Robert G. King & Mark W. Watson - Explaining the increased variability in long-term interest rates (RePEc:fip:fedreq:y:1999:i:fall:p:71-96)
by Mark W. Watson - How accurate are real-time estimates of output trends and gaps? (RePEc:fip:fedreq:y:2007:i:spr:p:143-161:n:v.93no.2)
by Mark W. Watson - Sectoral vs. aggregate shocks : a structural factor analysis of industrial production (RePEc:fip:fedrwp:08-07)
by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson - Aggregate Implications of Changing Sectoral Trends (RePEc:fip:fedrwp:19-11)
by Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson - The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City (RePEc:fip:k00002:87663)
by None - New Indexes Of Coincident And Leading Economic Indicators (RePEc:fth:harvgo:178d)
by Stock, J.H. & Watson, M.W. - Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (RePEc:hrv:faseco:28461843)
by Stock, James H. & Watson, Mark - The Evolution of National and Regional Factors in U.S. Housing Construction (RePEc:hrv:faseco:28468706)
by Stock, James H. & Watson, Mark - Dynamic Factor Models (RePEc:hrv:faseco:28469541)
by Stock, James H. & Watson, Mark - Consistent Factor Estimation in Dynamic Factor Models with Structural Instability (RePEc:hrv:faseco:28469786)
by Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W. - The Solution of Singular Linear Difference Systems under Rational Expectations (RePEc:ier:iecrev:v:39:y:1998:i:4:p:1015-26)
by King, Robert G & Watson, Mark W - Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information (RePEc:igi:igierp:201)
by Massimiliano Marcellino & James H. Stock & Mark W. Watson - A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (RePEc:igi:igierp:285)
by Massimiliano Marcellino & James Stock & Mark Watson - Journal of Applied Econometrics Annual Lecture Series (RePEc:jae:japmet:v:22:y:2007:i:3:p:701-701)
by Mark Watson - MTS: A Review (RePEc:jae:japmet:v:4:y:1989:i:2:p:205-06)
by Watson, Mark W - Combination forecasts of output growth in a seven-country data set (RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430)
by Mark W. Watson & James H. Stock - System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations (RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86)
by King, Robert G & Watson, Mark W - Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." (RePEc:mcb:jmoncb:v:29:y:1997:i:4:p:753-55)
by Watson, Mark W - Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply (RePEc:mcb:jmoncb:v:36:y:2004:i:2:p:287-91)
by Bernanke, Ben S & Gertler, Mark & Watson, Mark W - Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" (RePEc:mcb:jmoncb:v:39:y:2007:i:7:p:1849-1849)
by James H. Stock & Mark W. Watson - Why Has U.S. Inflation Become Harder to Forecast? (RePEc:mcb:jmoncb:v:39:y:2007:i:s1:p:3-33)
by James H. Stock & Mark W. Watson - Inflation and Unit Labor Cost (RePEc:mcb:jmoncb:v:44:y:2012:i::p:111-149)
by Robert G. King & Mark W. Watson - Business Cycles, Indicators, and Forecasting (RePEc:nbr:nberbk:stoc93-1)
by James H. Stock & Mark W. Watson - Are Business Cycles All Alike? (RePEc:nbr:nberch:10021)
by Olivier J. Blanchard & Mark W. Watson - Sources of Business Cycle Fluctuations (RePEc:nbr:nberch:10953)
by Matthew D. Shapiro & Mark W. Watson - New Indexes of Coincident and Leading Economic Indicators (RePEc:nbr:nberch:10968)
by James H. Stock & Mark W. Watson - Has the Business Cycle Changed and Why? (RePEc:nbr:nberch:11075)
by James H. Stock & Mark W. Watson - Comment on "Shocks and Crashes" (RePEc:nbr:nberch:12934)
by Mark W. Watson - Comment on "Trends and Cycles in China's Macroeconomy" (RePEc:nbr:nberch:13593)
by Mark W. Watson - Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" (RePEc:nbr:nberch:14243)
by Mark W. Watson - Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 (RePEc:nbr:nberch:14659)
by Mark W. Watson - Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 (RePEc:nbr:nberch:15146)
by Mark W. Watson - Introduction to "Business Cycles, Indicators and Forecasting" (RePEc:nbr:nberch:7188)
by James H. Stock & Mark W. Watson - A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience (RePEc:nbr:nberch:7190)
by James H. Stock & Mark W. Watson - How Precise Are Estimates of the Natural Rate of Unemployment? (RePEc:nbr:nberch:8885)
by Douglas O. Staiger & James H. Stock & Mark W. Watson - A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems (RePEc:nbr:nberte:0083)
by James H. Stock & Mark W. Watson - Measures of Fit for Calibrated Models (RePEc:nbr:nberte:0102)
by Mark W. Watson - Evidence on Structural Instability in Macroeconomic Time Series Relations (RePEc:nbr:nberte:0164)
by James H. Stock & Mark W. Watson - Estimating Deterministic Trends in the Presence of Serially Correlated Errors (RePEc:nbr:nberte:0165)
by Eugene Canjels & Mark W. Watson - Testing for Cointegration When Some of the Contributing Vectors are Known (RePEc:nbr:nberte:0171)
by Michael T. K. Horvath & Mark W. Watson - Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model (RePEc:nbr:nberte:0201)
by James H. Stock & Mark W. Watson - Empirical Bayes Forecasts of One Time Series Using Many Predictors (RePEc:nbr:nberte:0269)
by Thomas Knox & James H. Stock & Mark W. Watson - Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (RePEc:nbr:nberte:0323)
by James H. Stock & Mark W. Watson - Bubbles, Rational Expectations and Financial Markets (RePEc:nbr:nberwo:0945)
by Olivier J. Blanchard & Mark W. Watson - Seasonal Adjustment with Measurement Error Present (RePEc:nbr:nberwo:1133)
by Jerry A. Hausman & Mark W. Watson - Implications of Dynamic Factor Models for VAR Analysis (RePEc:nbr:nberwo:11467)
by James H. Stock & Mark W. Watson - Why Has U.S. Inflation Become Harder to Forecast? (RePEc:nbr:nberwo:12324)
by James H. Stock & Mark W. Watson - Testing Models of Low-Frequency Variability (RePEc:nbr:nberwo:12671)
by Ulrich Mueller & Mark W. Watson - Relative Goods' Prices, Pure Inflation, and the Phillips Correlation (RePEc:nbr:nberwo:13615)
by Ricardo Reis & Mark W. Watson - Are Business Cycles All Alike? (RePEc:nbr:nberwo:1392)
by Olivier J. Blanchard & Mark W. Watson - Phillips Curve Inflation Forecasts (RePEc:nbr:nberwo:14322)
by James H. Stock & Mark W. Watson - Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production (RePEc:nbr:nberwo:14389)
by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson - Low-Frequency Robust Cointegration Testing (RePEc:nbr:nberwo:15292)
by Ulrich Müller & Mark W. Watson - Financial Conditions Indexes: A Fresh Look after the Financial Crisis (RePEc:nbr:nberwo:16150)
by Jan Hatzius & Peter Hooper & Frederic S. Mishkin & Kermit L. Schoenholtz & Mark W. Watson - Modeling Inflation After the Crisis (RePEc:nbr:nberwo:16488)
by James H. Stock & Mark W. Watson - Estimating Turning Points Using Large Data Sets (RePEc:nbr:nberwo:16532)
by James H. Stock & Mark W. Watson - Disentangling the Channels of the 2007-2009 Recession (RePEc:nbr:nberwo:18094)
by James H. Stock & Mark W. Watson - Measuring Uncertainty about Long-Run Prediction (RePEc:nbr:nberwo:18870)
by Ulrich Mueller & Mark W. Watson - Presidents and the U.S. Economy: An Econometric Exploration (RePEc:nbr:nberwo:20324)
by Alan S. Blinder & Mark W. Watson - Core Inflation and Trend Inflation (RePEc:nbr:nberwo:21282)
by James H. Stock & Mark W. Watson - Low-Frequency Econometrics (RePEc:nbr:nberwo:21564)
by Ulrich K. Müller & Mark W. Watson - Interpreting Evidence on Money-Income Causality (RePEc:nbr:nberwo:2228)
by James H. Stock & Mark W. Watson - Stochastic Trends and Economic Fluctuations (RePEc:nbr:nberwo:2229)
by Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson - Long-Run Covariability (RePEc:nbr:nberwo:23186)
by Ulrich K. Müller & Mark W. Watson - The Disappointing Recovery of Output after 2009 (RePEc:nbr:nberwo:23543)
by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson - Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (RePEc:nbr:nberwo:24216)
by James H. Stock & Mark W. Watson - Aggregate Implications of Changing Sectoral Trends (RePEc:nbr:nberwo:25867)
by Andrew Foerster & Andreas Hornstein & Pierre-Daniel Sarte & Mark W. Watson - Sources of Business Cycle Fluctuations (RePEc:nbr:nberwo:2589)
by Matthew D. Shapiro & Mark W. Watson - Slack and Cyclically Sensitive Inflation (RePEc:nbr:nberwo:25987)
by James H. Stock & Mark W. Watson - An Econometric Model of International Long-run Growth Dynamics (RePEc:nbr:nberwo:26593)
by Ulrich K. Müller & James H. Stock & Mark W. Watson - A Probability Model of The Coincident Economic Indicators (RePEc:nbr:nberwo:2772)
by James H. Stock & Mark W. Watson - Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 (RePEc:nbr:nberwo:3376)
by James H. Stock & Mark W. Watson - Recovering from COVID (RePEc:nbr:nberwo:33857)
by James H. Stock & Mark W. Watson - Business Cycle Durations and Postwar Stabilization of the U.S. Economy (RePEc:nbr:nberwo:4005)
by Mark W. Watson - A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience (RePEc:nbr:nberwo:4014)
by James H. Stock & Mark W. Watson - Testing Long Run Neutrality (RePEc:nbr:nberwo:4156)
by Robert King & Mark W. Watson - How Precise are Estimates of the Natural Rate of Unemployment? (RePEc:nbr:nberwo:5477)
by Douglas Staiger & James H. Stock & Mark W. Watson - Business Cycle Fluctuations in U.S. Macroeconomic Time Series (RePEc:nbr:nberwo:6528)
by James H. Stock & Mark W. Watson - A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (RePEc:nbr:nberwo:6607)
by James H. Stock & Mark W. Watson - Diffusion Indexes (RePEc:nbr:nberwo:6702)
by James H. Stock & Mark W. Watson - Forecasting Inflation (RePEc:nbr:nberwo:7023)
by James H. Stock & Mark W. Watson - Forecasting Output and Inflation: The Role of Asset Prices (RePEc:nbr:nberwo:8180)
by James H. Stock & Mark W. Watson - Prices, Wages and the U.S. NAIRU in the 1990s (RePEc:nbr:nberwo:8320)
by Douglas Staiger & James H. Stock & Mark W. Watson - Has the Business Cycle Changed and Why? (RePEc:nbr:nberwo:9127)
by James H. Stock & Mark W. Watson - Understanding Changes in International Business Cycle Dynamics (RePEc:nbr:nberwo:9859)
by James H. Stock & Mark W. Watson - Recollections of Clive Granger (RePEc:oup:jfinec:v:8:y:2010:i:2:p:171-171)
by Mark Watson - Measuring Uncertainty about Long-Run Predictions (RePEc:oup:restud:v:83:y:2016:i:4:p:1711-1740.)
by Ulrich K. Müller & Mark W. Watson - Volatility and Time Series Econometrics: Essays in Honor of Robert Engle (RePEc:oxp:obooks:9780199549498)
by None - Presidents and the U.S. Economy: An Econometric Exploration (RePEc:pri:cepsud:241)
by Alan S. Blinder & Mark W. Watson - Consistent factor estimation in dynamic factor models with structural instability (RePEc:qsh:wpaper:84631)
by Brandon J. Bates & Mikkel Plagborg-Møller & James H. Stock & Mark W. Watson - Measuring changes in the value of the numeraire (RePEc:red:sed007:324)
by Mark W. Watson & Ricardo Reis - Aggregate Shocks and the Variability of Industrial Production (RePEc:red:sed008:224)
by Pierre-Daniel Sarte & Mark Watson & Andrew Foerster - The Slow Recovery in Output after 2009 (RePEc:red:sed017:610)
by Robert Hall & Mark Watson & James Stock & John Fernald - Measuring Uncertainty About Long-Run Forecasts (RePEc:red:sedpln:2013-3)
by Mark Watson - A dynamic factor model framework for forecast combination (RePEc:spr:specre:v:1:y:1999:i:2:p:91-121)
by Yeung Lewis Chan & James H. Stock & Mark W. Watson - Generalized Shrinkage Methods for Forecasting Using Many Predictors (RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493)
by James H. Stock & Mark W. Watson - Understanding Changes In International Business Cycle Dynamics (RePEc:tpr:jeurec:v:3:y:2005:i:5:p:968-1006)
by James H. Stock & Mark W. Watson - Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative (RePEc:tpr:restat:v:67:y:1985:i:2:p:341-46)
by Watson, Mark W & Engle, Robert F - Money, Prices, Interest Rates and the Business Cycle (RePEc:tpr:restat:v:78:y:1996:i:1:p:35-53)
by King, Robert G & Watson, Mark W - Estimating Deterministic Trends In The Presence Of Serially Correlated Errors (RePEc:tpr:restat:v:79:y:1997:i:2:p:184-200)
by Eugene Canjels & Mark W. Watson - Core Inflation and Trend Inflation (RePEc:tpr:restat:v:98:y:2016:i:4:p:770-784)
by James H. Stock & Mark W. Watson - Business Cycles, Indicators, and Forecasting (RePEc:ucp:bknber:9780226774886)
by None - Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production (RePEc:ucp:jpolec:doi:10.1086/659311)
by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson - Measures of Fit for Calibrated Models (RePEc:ucp:jpolec:v:101:y:1993:i:6:p:1011-41)
by Watson, Mark W - Imperfect Information and Wage Inertia in the Business Cycle: A Comment (RePEc:ucp:jpolec:v:91:y:1983:i:5:p:876-79)
by Watson, Mark W - Comment (RePEc:ucp:macann:doi:10.1086/685950)
by Mark W. Watson - Low cost light traps for coral reef fishery research and sustainable ornamental fisheries (RePEc:wfi:wfnaga:35793)
by Watson, M. & Power, R. & Simpson, S. & Munro, J.L. - Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (RePEc:wly:econjl:v:128:y:2018:i:610:p:917-948)
by James H. Stock & Mark W. Watson - Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis (RePEc:wly:emetrp:v:83:y:2015:i::p:771-811)
by Graham Elliott & Ulrich K. Müller & Mark W. Watson - Long†Run Covariability (RePEc:wly:emetrp:v:86:y:2018:i:3:p:775-804)
by Ulrich K. Müller & Mark W. Watson - Measuring changes in the value of the numeraire (RePEc:zbw:ifwkwp:1364)
by Reis, Ricardo & Watson, Mark W.