Mark W. Watson

Names

Identifer

Contact

Affiliations

• Princeton University / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Indicators for Dating Business Cycles: Cross-History Selection and Comparisons
  American Economic Review, American Economic Association (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:16-19)
• Inflation Persistence, the NAIRU, and the Great Recession
  American Economic Review, American Economic Association (2014)
  by Mark W. Watson
  (ReDIF-article, aea:aecrev:v:104:y:2014:i:5:p:31-36)
• Presidents and the US Economy: An Econometric Exploration
  American Economic Review, American Economic Association (2016)
  by Alan S. Blinder & Mark W. Watson
  (ReDIF-article, aea:aecrev:v:106:y:2016:i:4:p:1015-45)
• Stochastic Trends and Economic Fluctuations
  American Economic Review, American Economic Association (1991)
  by King, Robert G. & Plosser, Charles I. & Stock, James H. & Watson, Mark W.
  (ReDIF-article, aea:aecrev:v:81:y:1991:i:4:p:819-40)
• Business-Cycle Durations and Postwar Stabilization of the U.S. Economy
  American Economic Review, American Economic Association (1994)
  by Watson, Mark W
  (ReDIF-article, aea:aecrev:v:84:y:1994:i:1:p:24-46)
• ABCs (and Ds) of Understanding VARs
  American Economic Review, American Economic Association (2007)
  by Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson
  (ReDIF-article, aea:aecrev:v:97:y:2007:i:3:p:1021-1026)
• Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
  American Economic Journal: Macroeconomics, American Economic Association (2010)
  by Ricardo Reis & Mark W. Watson
  (ReDIF-article, aea:aejmac:v:2:y:2010:i:3:p:128-57)
• Forecasting Output and Inflation: The Role of Asset Prices
  Journal of Economic Literature, American Economic Association (2003)
  by James H. Stock & Mark W.Watson
  (ReDIF-article, aea:jeclit:v:41:y:2003:i:3:p:788-829)
• The NAIRU, Unemployment and Monetary Policy
  Journal of Economic Perspectives, American Economic Association (1997)
  by Douglas Staiger & James H. Stock & Mark W. Watson
  (ReDIF-article, aea:jecper:v:11:y:1997:i:1:p:33-49)
• Vector Autoregressions
  Journal of Economic Perspectives, American Economic Association (2001)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, aea:jecper:v:15:y:2001:i:4:p:101-115)
• Variable Trends in Economic Time Series
  Journal of Economic Perspectives, American Economic Association (1988)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, aea:jecper:v:2:y:1988:i:3:p:147-74)
• Twenty Years of Time Series Econometrics in Ten Pictures
  Journal of Economic Perspectives, American Economic Association (2017)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, aea:jecper:v:31:y:2017:i:2:p:59-86)
• Forecasting Using Principal Components From a Large Number of Predictors
  Journal of the American Statistical Association, American Statistical Association (2002)
  by Stock J.H. & Watson M.W.
  (ReDIF-article, bes:jnlasa:v:97:y:2002:m:december:p:1167-1179)
• Evidence on Structural Instability in Macroeconomic Time Series Relations
  Journal of Business & Economic Statistics, American Statistical Association (1996)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:14:y:1996:i:1:p:11-30)
• Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
  Journal of Business & Economic Statistics, American Statistical Association (1996)
  by Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:14:y:1996:i:3:p:394-96)
• Special Section on Consumer Price Research: Introduction
  Journal of Business & Economic Statistics, American Statistical Association (1999)
  by Jorgenson, Dale W & Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:17:y:1999:i:2:p:137-40)
• Macroeconomic Forecasting Using Diffusion Indexes
  Journal of Business & Economic Statistics, American Statistical Association (2002)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:20:y:2002:i:2:p:147-62)
• Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
  Journal of Business & Economic Statistics, American Statistical Association (2007)
  by Amengual, Dante & Watson, Mark W.
  (ReDIF-article, bes:jnlbes:v:25:y:2007:p:91-96)
• Vector Autoregressions and Reality: Comment
  Journal of Business & Economic Statistics, American Statistical Association (1987)
  by Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:5:y:1987:i:4:p:451-53)
• A Reexamination of Friedman's Consumption Puzzle: Comment
  Journal of Business & Economic Statistics, American Statistical Association (1988)
  by Watson, Mark W
  (ReDIF-article, bes:jnlbes:v:6:y:1988:i:4:p:408-09)
• Systematic Monetary Policy and the Effects of Oil Price Shocks
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (1997)
  by Ben S. Bernanke & Mark Gertler & Mark Watson
  (ReDIF-article, bin:bpeajo:v:28:y:1997:i:1997-1:p:91-157)
• Disentangling the Channels of the 2007-09 Recession
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2012)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, bin:bpeajo:v:43:y:2012:i:2012-01:p:81-156)
• The Disappointing Recovery of Output after 2009
  Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2017)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-article, bin:bpeajo:v:48:y:2017:i:2017-01:p:1-81)
• Inflation and Unit Labor Cost
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2012)
  by Robert G. King & Mark W. Watson
  (ReDIF-paper, bos:wpaper:wp2012-005)
• A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Stock, James & Watson, Mark & Marcellino, Massimiliano
  (ReDIF-paper, cpr:ceprdp:4976)
• Relative Goods? Prices and Pure Inflation
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
  by Watson, Mark
  (ReDIF-paper, cpr:ceprdp:6593)
• Essays in Econometrics Real Author-Name:Granger,Clive W. J
  Cambridge Books, Cambridge University Press (2001)
  by
  (ReDIF-book, cup:cbooks:9780521772976)
• Essays in Econometrics Real Author-Name:Granger,Clive W. J
  Cambridge Books, Cambridge University Press (2001)
  by
  (ReDIF-book, cup:cbooks:9780521774963)
• Essays in Econometrics Real Author-Name:Granger,Clive W. J
  Cambridge Books, Cambridge University Press (2001)
  by
  (ReDIF-book, cup:cbooks:9780521792073)
• Essays in Econometrics Real Author-Name:Granger,Clive W. J
  Cambridge Books, Cambridge University Press (2001)
  by
  (ReDIF-book, cup:cbooks:9780521796491)
• Unknown item RePEc:cup:cbooks:9780521796972 (book)
• Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified
  Econometric Theory, Cambridge University Press (1995)
  by Horvath, Michael T.K. & Watson, Mark W.
  (ReDIF-article, cup:etheor:v:11:y:1995:i:05:p:984-1014_00)
• Sources of Business Cycle Fluctuations
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988)
  by Matthew D. Shapiro & Mark W. Watson
  (ReDIF-paper, cwl:cwldpp:870)
• Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model
  Economic Journal, Royal Economic Society (1985)
  by Eichengreen, Barry & Watson, Mark W & Grossman, Richard S
  (ReDIF-article, ecj:econjl:v:95:y:1985:i:379:p:725-45)
• Inference in Linear Time Series Models with Some Unit Roots
  Econometrica, Econometric Society (1990)
  by Sims, Christopher A & Stock, James H & Watson, Mark W
  (ReDIF-article, ecm:emetrp:v:58:y:1990:i:1:p:113-44)
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
  Econometrica, Econometric Society (1993)
  by Stock, James H & Watson, Mark W
  (ReDIF-article, ecm:emetrp:v:61:y:1993:i:4:p:783-820)
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
  Econometrica, Econometric Society (2008)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, ecm:emetrp:v:76:y:2008:i:1:p:155-174)
• Testing Models of Low-Frequency Variability
  Econometrica, Econometric Society (2008)
  by Ulrich K. Müller & Mark W. Watson
  (ReDIF-article, ecm:emetrp:v:76:y:2008:i:5:p:979-1016)
• Empirical Bayes Forecasts of One Time Series Using Many Predictors
  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
  by Thomas Knox & James H. Stock & Mark W. Watson
  (ReDIF-paper, ecm:wc2000:1421)
• The post-war U.S. phillips curve: a revisionist econometric history
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1994)
  by King, Robert G. & Watson, Mark W.
  (ReDIF-article, eee:crcspp:v:41:y:1994:i::p:157-219)
• Rejoinder to Evans and McCallum
  Carnegie-Rochester Conference Series on Public Policy, Elsevier (1994)
  by King, Robert G. & Watson, Mark W.
  (ReDIF-article, eee:crcspp:v:41:y:1994:i::p:243-250)
• The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality
  Journal of Economic Dynamics and Control, Elsevier (1988)
  by Ljungqvist, Lars & Park, Myungsoo & Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:dyncon:v:12:y:1988:i:2-3:p:489-502)
• Time series and spectral methods in econometrics
  Handbook of Econometrics, Elsevier (1984)
  by Granger, C.W.J. & Watson, Mark W.
  (ReDIF-chapter, eee:ecochp:2-17)
• Vector autoregressions and cointegration
  Handbook of Econometrics, Elsevier (1986)
  by Watson, Mark W.
  (ReDIF-chapter, eee:ecochp:4-47)
• Forecasting with Many Predictors
  Handbook of Economic Forecasting, Elsevier (2006)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-chapter, eee:ecofch:1-10)
• Does GNP have a unit root?
  Economics Letters, Elsevier (1986)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:ecolet:v:22:y:1986:i:2-3:p:147-151)
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
  Journal of Econometrics, Elsevier (2006)
  by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:econom:v:135:y:2006:i:1-2:p:499-526)
• Low-frequency robust cointegration testing
  Journal of Econometrics, Elsevier (2013)
  by Müller, Ulrich K. & Watson, Mark W.
  (ReDIF-article, eee:econom:v:174:y:2013:i:2:p:66-81)
• Consistent factor estimation in dynamic factor models with structural instability
  Journal of Econometrics, Elsevier (2013)
  by Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:econom:v:177:y:2013:i:2:p:289-304)
• Estimating turning points using large data sets
  Journal of Econometrics, Elsevier (2014)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:econom:v:178:y:2014:i:p2:p:368-381)
• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
  Journal of Econometrics, Elsevier (1983)
  by Watson, Mark W. & Engle, Robert F.
  (ReDIF-article, eee:econom:v:23:y:1983:i:3:p:385-400)
• A dymimic model of housing price determination
  Journal of Econometrics, Elsevier (1985)
  by Engle, Robert F. & Lilien, David M. & Watson, Mark
  (ReDIF-article, eee:econom:v:28:y:1985:i:3:p:307-326)
• Interpreting the evidence on money-income causality
  Journal of Econometrics, Elsevier (1989)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:econom:v:40:y:1989:i:1:p:161-181)
• Recursive solution methods for dynamic linear rational expectations models
  Journal of Econometrics, Elsevier (1989)
  by Watson, Mark W.
  (ReDIF-article, eee:econom:v:41:y:1989:i:1:p:65-89)
• Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
  European Economic Review, Elsevier (2003)
  by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:eecrev:v:47:y:2003:i:1:p:1-18)
• Business cycle fluctuations in us macroeconomic time series
  Handbook of Macroeconomics, Elsevier (1999)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-chapter, eee:macchp:1-01)
• Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
  Handbook of Macroeconomics, Elsevier (2016)
  by Stock, J.H. & Watson, M.W.
  (ReDIF-chapter, eee:macchp:v2-415)
• Testing the interpretation of indices in a macroeconomic index model
  Journal of Monetary Economics, Elsevier (1984)
  by Watson, Mark W. & Kraft, Dennis F.
  (ReDIF-article, eee:moneco:v:13:y:1984:i:2:p:165-181)
• Univariate detrending methods with stochastic trends
  Journal of Monetary Economics, Elsevier (1986)
  by Watson, Mark W.
  (ReDIF-article, eee:moneco:v:18:y:1986:i:1:p:49-75)
• Forecasting inflation
  Journal of Monetary Economics, Elsevier (1999)
  by Stock, James H. & Watson, Mark W.
  (ReDIF-article, eee:moneco:v:44:y:1999:i:2:p:293-335)
• Phillips curve inflation forecasts
  Conference Series ; [Proceedings], Federal Reserve Bank of Boston (2008)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedbcp:y:2008:n:53:x:2)
• The Disappointing Recovery in U.S. Output after 2009
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedfel:00155)
• How Have Changing Sectoral Trends Affected GDP Growth?
  FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2019)
  by Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson
  (ReDIF-article, fip:fedfel:00198)
• Recent changes in trend and cycle, remarks
  Proceedings, Federal Reserve Bank of San Francisco (2000)
  by Mark W. Watson
  (ReDIF-article, fip:fedfpr:y:2000:x:12)
• Forecasting output and inflation: the role of asset prices
  Proceedings, Federal Reserve Bank of San Francisco (2001)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedfpr:y:2001:i:mar)
• On the sources of the Great Moderation - discussion
  Proceedings, Federal Reserve Bank of San Francisco (2007)
  by Mark W. Watson
  (ReDIF-article, fip:fedfpr:y:2007:i:nov:x:2)
• The Disappointing Recovery of Output after 2009
  Working Paper Series, Federal Reserve Bank of San Francisco (2017)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedfwp:2017-14)
• Aggregate Implications of Changing Sectoral Trends
  Working Paper Series, Federal Reserve Bank of San Francisco (2022)
  by Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson
  (ReDIF-paper, fip:fedfwp:2019-16)
• Has inflation become harder to forecast?
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedgpr:y:2005:x:17)
• Using econometric models to predict recessions
  Economic Perspectives, Federal Reserve Bank of Chicago (1991)
  by Mark W. Watson
  (ReDIF-article, fip:fedhep:y:1991:i:nov:p:14-25:n:v.15no.6)
• Temporal instability of the unemployment-inflation relationship
  Economic Perspectives, Federal Reserve Bank of Chicago (1995)
  by Robert G. King & James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedhep:y:1995:i:may:p:2-12:n:v.19no.3)
• A simple estimator of cointegrating vectors in higher order integrated systems
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1991)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:91-3)
• Stochastic trends and economic fluctuations
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1991)
  by Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:91-4)
• Measures of fit for calibrated models
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1991)
  by Mark W. Watson
  (ReDIF-paper, fip:fedhma:91-9)
• Testing long run neutrality
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992)
  by Robert G. King & Mark W. Watson
  (ReDIF-paper, fip:fedhma:92-18)
• Business cycle durations and postwar stabilization of the U.S. economy
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992)
  by Mark W. Watson
  (ReDIF-paper, fip:fedhma:92-6)
• A procedure for predicting recessions with leading indicators: econometric issues and recent performance
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:92-7)
• Vector autoregressions and cointegration
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1993)
  by Mark W. Watson
  (ReDIF-paper, fip:fedhma:93-14)
• Testing for cointegration when some of the cointegrating vectors are known
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1993)
  by Michael T. K. Horvath & Mark W. Watson
  (ReDIF-paper, fip:fedhma:93-15)
• Evidence on structural instability in macroeconomic times series relations
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, fip:fedhma:94-13)
• The post-war U.S. Phillips curve: a revisionist econometric history
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994)
  by Robert G. King & Mark W. Watson
  (ReDIF-paper, fip:fedhma:94-14)
• The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994)
  by Robert G. King & Mark W. Watson
  (ReDIF-paper, fip:fedhma:94-17)
• Estimating deterministic trends in the presence of serially correlated errors
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994)
  by Eugene Canjels & Mark W. Watson
  (ReDIF-paper, fip:fedhma:94-19)
• Money, prices, interest rates and the business cycle
  Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1995)
  by Robert G. King & Mark W. Watson
  (ReDIF-paper, fip:fedhma:95-10)
• Has the business cycle changed?
  Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedkpr:y:2003:p:9-56)
• Modeling inflation after the crisis
  Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, fip:fedkpr:y:2010:p:173-220)
• Market anticipations of monetary policy actions - commentary
  Review, Federal Reserve Bank of St. Louis (2002)
  by Mark W. Watson
  (ReDIF-article, fip:fedlrv:y:2002:i:jul:p:95-98:n:v.84no.4)
• Commentary on \\"what's real about the business cycle?\\"
  Review, Federal Reserve Bank of St. Louis (2005)
  by Mark W. Watson
  (ReDIF-article, fip:fedlrv:y:2005:i:jul:p:453-458:n:v.87no.4)
• Assessing changes in the monetary transmission mechanism: a VAR approach : commentary
  Economic Policy Review, Federal Reserve Bank of New York (2002)
  by Mark W. Watson
  (ReDIF-article, fip:fednep:y:2002:i:may:p:113-116:n:v.8no.1)
• What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation?
  Richmond Fed Economic Brief, Federal Reserve Bank of Richmond (2023)
  by Paul Ho & Mark Watson
  (ReDIF-article, fip:fedreb:97311)
• Testing long-run neutrality
  Economic Quarterly, Federal Reserve Bank of Richmond (1997)
  by Robert G. King & Mark W. Watson
  (ReDIF-article, fip:fedreq:y:1997:i:sum:p:69-101)
• Explaining the increased variability in long-term interest rates
  Economic Quarterly, Federal Reserve Bank of Richmond (1999)
  by Mark W. Watson
  (ReDIF-article, fip:fedreq:y:1999:i:fall:p:71-96)
• How accurate are real-time estimates of output trends and gaps?
  Economic Quarterly, Federal Reserve Bank of Richmond (2007)
  by Mark W. Watson
  (ReDIF-article, fip:fedreq:y:2007:i:spr:p:143-161:n:v.93no.2)
• Sectoral vs. aggregate shocks : a structural factor analysis of industrial production
  Working Paper, Federal Reserve Bank of Richmond (2008)
  by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson
  (ReDIF-paper, fip:fedrwp:08-07)
• Aggregate Implications of Changing Sectoral Trends
  Working Paper, Federal Reserve Bank of Richmond (2019)
  by Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson
  (ReDIF-paper, fip:fedrwp:19-11)
• The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City
  Technical Briefings, Federal Reserve Bank of Kansas City (2018)
  by
  (ReDIF-paper, fip:k00002:87663)
• New Indexes Of Coincident And Leading Economic Indicators
  Papers, Harvard - J.F. Kennedy School of Government (1989)
  by Stock, J.H. & Watson, M.W.
  (ReDIF-paper, fth:harvgo:178d)
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
  Scholarly Articles, Harvard University Department of Economics (2008)
  by Stock, James H. & Watson, Mark
  (ReDIF-paper, hrv:faseco:28461843)
• The Evolution of National and Regional Factors in U.S. Housing Construction
  Scholarly Articles, Harvard University Department of Economics (2008)
  by Stock, James H. & Watson, Mark
  (ReDIF-paper, hrv:faseco:28468706)
• Dynamic Factor Models
  Scholarly Articles, Harvard University Department of Economics (2011)
  by Stock, James H. & Watson, Mark
  (ReDIF-paper, hrv:faseco:28469541)
• Consistent Factor Estimation in Dynamic Factor Models with Structural Instability
  Scholarly Articles, Harvard University Department of Economics (2013)
  by Bates, Brandon J. & Plagborg-Møller, Mikkel & Stock, James H. & Watson, Mark W.
  (ReDIF-paper, hrv:faseco:28469786)
• The Solution of Singular Linear Difference Systems under Rational Expectations
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1998)
  by King, Robert G & Watson, Mark W
  (ReDIF-article, ier:iecrev:v:39:y:1998:i:4:p:1015-26)
• Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information
  Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University ()
  by Massimiliano Marcellino & James H. Stock & Mark W. Watson
  (ReDIF-paper, igi:igierp:201)
• A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
  Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005)
  by Massimiliano Marcellino & James Stock & Mark Watson
  (ReDIF-paper, igi:igierp:285)
• Journal of Applied Econometrics Annual Lecture Series
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007)
  by Mark Watson
  (ReDIF-article, jae:japmet:v:22:y:2007:i:3:p:701-701)
• MTS: A Review
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1989)
  by Watson, Mark W
  (ReDIF-article, jae:japmet:v:4:y:1989:i:2:p:205-06)
• Combination forecasts of output growth in a seven-country data set
  Journal of Forecasting, John Wiley & Sons, Ltd. (2004)
  by Mark W. Watson & James H. Stock
  (ReDIF-article, jof:jforec:v:23:y:2004:i:6:p:405-430)
• System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations
  Computational Economics, Springer;Society for Computational Economics (2002)
  by King, Robert G & Watson, Mark W
  (ReDIF-article, kap:compec:v:20:y:2002:i:1-2:p:57-86)
• Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990."
  Journal of Money, Credit and Banking, Blackwell Publishing (1997)
  by Watson, Mark W
  (ReDIF-article, mcb:jmoncb:v:29:y:1997:i:4:p:753-55)
• Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply
  Journal of Money, Credit and Banking, Blackwell Publishing (2004)
  by Bernanke, Ben S & Gertler, Mark & Watson, Mark W
  (ReDIF-article, mcb:jmoncb:v:36:y:2004:i:2:p:287-91)
• Erratum to "Why Has U.S. Inflation Become Harder to Forecast?"
  Journal of Money, Credit and Banking, Blackwell Publishing (2007)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, mcb:jmoncb:v:39:y:2007:i:7:p:1849-1849)
• Why Has U.S. Inflation Become Harder to Forecast?
  Journal of Money, Credit and Banking, Blackwell Publishing (2007)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, mcb:jmoncb:v:39:y:2007:i:s1:p:3-33)
• Inflation and Unit Labor Cost
  Journal of Money, Credit and Banking, Blackwell Publishing (2012)
  by Robert G. King & Mark W. Watson
  (ReDIF-article, mcb:jmoncb:v:44:y:2012:i::p:111-149)
• Business Cycles, Indicators, and Forecasting
  NBER Books, National Bureau of Economic Research, Inc (1993)
  by James H. Stock & Mark W. Watson
  (ReDIF-book, nbr:nberbk:stoc93-1)
• Are Business Cycles All Alike?
  NBER Chapters, National Bureau of Economic Research, Inc (1986)
  by Olivier J. Blanchard & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:10021)
• Sources of Business Cycle Fluctuations
  NBER Chapters, National Bureau of Economic Research, Inc (1988)
  by Matthew D. Shapiro & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:10953)
• New Indexes of Coincident and Leading Economic Indicators
  NBER Chapters, National Bureau of Economic Research, Inc (1989)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:10968)
• Has the Business Cycle Changed and Why?
  NBER Chapters, National Bureau of Economic Research, Inc (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:11075)
• Comment on "Shocks and Crashes"
  NBER Chapters, National Bureau of Economic Research, Inc (2013)
  by Mark W. Watson
  (ReDIF-chapter, nbr:nberch:12934)
• Comment on "Trends and Cycles in China's Macroeconomy"
  NBER Chapters, National Bureau of Economic Research, Inc (2015)
  by Mark W. Watson
  (ReDIF-chapter, nbr:nberch:13593)
• Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint"
  NBER Chapters, National Bureau of Economic Research, Inc (2019)
  by Mark W. Watson
  (ReDIF-chapter, nbr:nberch:14243)
• Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2
  NBER Chapters, National Bureau of Economic Research, Inc (2022)
  by Mark W. Watson
  (ReDIF-chapter, nbr:nberch:14659)
• Introduction to "Business Cycles, Indicators and Forecasting"
  NBER Chapters, National Bureau of Economic Research, Inc (1993)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:7188)
• A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
  NBER Chapters, National Bureau of Economic Research, Inc (1993)
  by James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:7190)
• How Precise Are Estimates of the Natural Rate of Unemployment?
  NBER Chapters, National Bureau of Economic Research, Inc (1997)
  by Douglas O. Staiger & James H. Stock & Mark W. Watson
  (ReDIF-chapter, nbr:nberch:8885)
• A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1989)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0083)
• Measures of Fit for Calibrated Models
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1991)
  by Mark W. Watson
  (ReDIF-paper, nbr:nberte:0102)
• Evidence on Structural Instability in Macroeconomic Time Series Relations
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1994)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0164)
• Estimating Deterministic Trends in the Presence of Serially Correlated Errors
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1994)
  by Eugene Canjels & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0165)
• Testing for Cointegration When Some of the Contributing Vectors are Known
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1994)
  by Michael T. K. Horvath & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0171)
• Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (1996)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0201)
• Empirical Bayes Forecasts of One Time Series Using Many Predictors
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2001)
  by Thomas Knox & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0269)
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
  NBER Technical Working Papers, National Bureau of Economic Research, Inc (2006)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberte:0323)
• Bubbles, Rational Expectations and Financial Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (1982)
  by Olivier J. Blanchard & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:0945)
• Seasonal Adjustment with Measurement Error Present
  NBER Working Papers, National Bureau of Economic Research, Inc (1983)
  by Jerry A. Hausman & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:1133)
• Implications of Dynamic Factor Models for VAR Analysis
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:11467)
• Why Has U.S. Inflation Become Harder to Forecast?
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:12324)
• Testing Models of Low-Frequency Variability
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Ulrich Mueller & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:12671)
• Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Ricardo Reis & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:13615)
• Are Business Cycles All Alike?
  NBER Working Papers, National Bureau of Economic Research, Inc (1984)
  by Olivier J. Blanchard & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:1392)
• Phillips Curve Inflation Forecasts
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:14322)
• Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:14389)
• Low-Frequency Robust Cointegration Testing
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Ulrich Müller & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:15292)
• Financial Conditions Indexes: A Fresh Look after the Financial Crisis
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Jan Hatzius & Peter Hooper & Frederic S. Mishkin & Kermit L. Schoenholtz & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:16150)
• Modeling Inflation After the Crisis
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:16488)
• Estimating Turning Points Using Large Data Sets
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:16532)
• Disentangling the Channels of the 2007-2009 Recession
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:18094)
• Measuring Uncertainty about Long-Run Prediction
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Ulrich Mueller & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:18870)
• Presidents and the U.S. Economy: An Econometric Exploration
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Alan S. Blinder & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:20324)
• Core Inflation and Trend Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:21282)
• Low-Frequency Econometrics
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Ulrich K. Müller & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:21564)
• Interpreting Evidence on Money-Income Causality
  NBER Working Papers, National Bureau of Economic Research, Inc (1987)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2228)
• Stochastic Trends and Economic Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (1987)
  by Robert G. King & Charles I. Plosser & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2229)
• Long-Run Covariability
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Ulrich K. Müller & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:23186)
• The Disappointing Recovery of Output after 2009
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by John G. Fernald & Robert E. Hall & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:23543)
• Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:24216)
• Aggregate Implications of Changing Sectoral Trends
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Andrew Foerster & Andreas Hornstein & Pierre-Daniel Sarte & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:25867)
• Sources of Business Cycle Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by Matthew D. Shapiro & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2589)
• Slack and Cyclically Sensitive Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:25987)
• An Econometric Model of International Long-run Growth Dynamics
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Ulrich K. Müller & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:26593)
• A Probability Model of The Coincident Economic Indicators
  NBER Working Papers, National Bureau of Economic Research, Inc (1988)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:2772)
• Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
  NBER Working Papers, National Bureau of Economic Research, Inc (1990)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:3376)
• Business Cycle Durations and Postwar Stabilization of the U.S. Economy
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by Mark W. Watson
  (ReDIF-paper, nbr:nberwo:4005)
• A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:4014)
• Testing Long Run Neutrality
  NBER Working Papers, National Bureau of Economic Research, Inc (1992)
  by Robert King & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:4156)
• How Precise are Estimates of the Natural Rate of Unemployment?
  NBER Working Papers, National Bureau of Economic Research, Inc (1996)
  by Douglas Staiger & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:5477)
• Business Cycle Fluctuations in U.S. Macroeconomic Time Series
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:6528)
• A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:6607)
• Diffusion Indexes
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:6702)
• Forecasting Inflation
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:7023)
• Forecasting Output and Inflation: The Role of Asset Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:8180)
• Prices, Wages and the U.S. NAIRU in the 1990s
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Douglas Staiger & James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:8320)
• Has the Business Cycle Changed and Why?
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:9127)
• Understanding Changes in International Business Cycle Dynamics
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by James H. Stock & Mark W. Watson
  (ReDIF-paper, nbr:nberwo:9859)
• Recollections of Clive Granger
  The Journal of Financial Econometrics, Society for Financial Econometrics (2010)
  by Mark Watson
  (ReDIF-article, oup:jfinec:v:8:y:2010:i:2:p:171-171)
• Measuring Uncertainty about Long-Run Predictions
  Review of Economic Studies, Oxford University Press (2016)
  by Ulrich K. Müller & Mark W. Watson
  (ReDIF-article, oup:restud:v:83:y:2016:i:4:p:1711-1740.)
• Volatility and Time Series Econometrics: Essays in Honor of Robert Engle
  OUP Catalogue, Oxford University Press (2010)
  by
  (ReDIF-book, oxp:obooks:9780199549498)
• Presidents and the U.S. Economy: An Econometric Exploration
  Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies. (2014)
  by Alan S. Blinder & Mark W. Watson
  (ReDIF-paper, pri:cepsud:241)
• Consistent factor estimation in dynamic factor models with structural instability
  Working Paper, Harvard University OpenScholar ()
  by Brandon J. Bates & Mikkel Plagborg-Møller & James H. Stock & Mark W. Watson
  (ReDIF-paper, qsh:wpaper:84631)
• Measuring changes in the value of the numeraire
  2007 Meeting Papers, Society for Economic Dynamics (2007)
  by Mark W. Watson & Ricardo Reis
  (ReDIF-paper, red:sed007:324)
• Aggregate Shocks and the Variability of Industrial Production
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Pierre-Daniel Sarte & Mark Watson & Andrew Foerster
  (ReDIF-paper, red:sed008:224)
• The Slow Recovery in Output after 2009
  2017 Meeting Papers, Society for Economic Dynamics (2017)
  by Robert Hall & Mark Watson & James Stock & John Fernald
  (ReDIF-paper, red:sed017:610)
• Measuring Uncertainty About Long-Run Forecasts
  Annual Meeting Plenary, Society for Economic Dynamics (2013)
  by Mark Watson
  (ReDIF-paper, red:sedpln:2013-3)
• A dynamic factor model framework for forecast combination
  Spanish Economic Review, Springer;Spanish Economic Association (1999)
  by Yeung Lewis Chan & James H. Stock & Mark W. Watson
  (ReDIF-article, spr:specre:v:1:y:1999:i:2:p:91-121)
• Generalized Shrinkage Methods for Forecasting Using Many Predictors
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2012)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, taf:jnlbes:v:30:y:2012:i:4:p:481-493)
• Understanding Changes In International Business Cycle Dynamics
  Journal of the European Economic Association, MIT Press (2005)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, tpr:jeurec:v:3:y:2005:i:5:p:968-1006)
• Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative
  The Review of Economics and Statistics, MIT Press (1985)
  by Watson, Mark W & Engle, Robert F
  (ReDIF-article, tpr:restat:v:67:y:1985:i:2:p:341-46)
• Money, Prices, Interest Rates and the Business Cycle
  The Review of Economics and Statistics, MIT Press (1996)
  by King, Robert G & Watson, Mark W
  (ReDIF-article, tpr:restat:v:78:y:1996:i:1:p:35-53)
• Estimating Deterministic Trends In The Presence Of Serially Correlated Errors
  The Review of Economics and Statistics, MIT Press (1997)
  by Eugene Canjels & Mark W. Watson
  (ReDIF-article, tpr:restat:v:79:y:1997:i:2:p:184-200)
• Core Inflation and Trend Inflation
  The Review of Economics and Statistics, MIT Press (2016)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, tpr:restat:v:98:y:2016:i:4:p:770-784)
• Business Cycles, Indicators, and Forecasting
  National Bureau of Economic Research Books, University of Chicago Press (1993)
  by
  (ReDIF-book, ucp:bknber:9780226774886)
• Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production
  Journal of Political Economy, University of Chicago Press (2011)
  by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson
  (ReDIF-article, ucp:jpolec:doi:10.1086/659311)
• Measures of Fit for Calibrated Models
  Journal of Political Economy, University of Chicago Press (1993)
  by Watson, Mark W
  (ReDIF-article, ucp:jpolec:v:101:y:1993:i:6:p:1011-41)
• Imperfect Information and Wage Inertia in the Business Cycle: A Comment
  Journal of Political Economy, University of Chicago Press (1983)
  by Watson, Mark W
  (ReDIF-article, ucp:jpolec:v:91:y:1983:i:5:p:876-79)
• Comment
  NBER Macroeconomics Annual, University of Chicago Press (2016)
  by Mark W. Watson
  (ReDIF-article, ucp:macann:doi:10.1086/685950)
• Low cost light traps for coral reef fishery research and sustainable ornamental fisheries
  Naga, The WorldFish Center (2002)
  by Watson, M. & Power, R. & Simpson, S. & Munro, J.L.
  (ReDIF-article, wfi:wfnaga:35793)
• Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
  Economic Journal, Royal Economic Society (2018)
  by James H. Stock & Mark W. Watson
  (ReDIF-article, wly:econjl:v:128:y:2018:i:610:p:917-948)
• Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
  Econometrica, Econometric Society (2015)
  by Graham Elliott & Ulrich K. Müller & Mark W. Watson
  (ReDIF-article, wly:emetrp:v:83:y:2015:i::p:771-811)
• Long†Run Covariability
  Econometrica, Econometric Society (2018)
  by Ulrich K. Müller & Mark W. Watson
  (ReDIF-article, wly:emetrp:v:86:y:2018:i:3:p:775-804)
• Measuring changes in the value of the numeraire
  Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2007)
  by Reis, Ricardo & Watson, Mark W.
  (ReDIF-paper, zbw:ifwkwp:1364)