53
H index
79
i10 index
17091
Citations
Mark W. Watson : Citation Profile
Princeton University | RESEARCH PRODUCTION: 77 Articles 72 Papers 1 Books 13 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1982 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mark W. Watson. | Is cited by:
| Cites to:
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Main data
Where Mark W. Watson has published?
| Working Papers Series with more than one paper published | # docs |
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| Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago | 13 |
Recent works citing Mark W. Watson (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. Full description at Econpapers || Download paper | |
| 2018 | Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الØ. (2017). Ertugrul, Hasan ; Atasoy, Burak Sencer ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:no:7:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الØ. (2017). Atasoy, Burak ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Net Charge-Off Rates of Banks: A PLS Approach. (2018). Kim, Hyeongwoo ; Shen, Xuan ; Maglic, Stevan ; Lee, Kangbok ; Joo, Sunghoon ; Barth, James . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-03. Full description at Econpapers || Download paper | |
| 2017 | Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10. Full description at Econpapers || Download paper | |
| 2017 | Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13. Full description at Econpapers || Download paper | |
| 2017 | Microeconomic Origins of Macroeconomic Tail Risks. (2017). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:54-108. Full description at Econpapers || Download paper | |
| 2017 | The Great Escape? A Quantitative Evaluation of the Feds Liquidity Facilities. (2017). Ferrero, Andrea ; Eggertsson, Gauti ; Del Negro, Marco ; Kiyotaki, Nobuhiro. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:3:p:824-57. Full description at Econpapers || Download paper | |
| 2017 | Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86. Full description at Econpapers || Download paper | |
| 2017 | The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2018 | Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72. Full description at Econpapers || Download paper | |
| 2017 | Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2017 | Cattle, Cutouts, and the Drop: How Much Information is in Disaggregated Cattle Prices?. (2017). Hahn, William F. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258027. Full description at Econpapers || Download paper | |
| 2018 | Examining the Sustainability of the US Shale Oil Boom. (2018). Bejan, Vladimir . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274314. Full description at Econpapers || Download paper | |
| 2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725. Full description at Econpapers || Download paper | |
| 2018 | FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Ebenezer, Appiah Collins ; Mensa-Bonsu, Akwasi ; Baptist, John. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791. Full description at Econpapers || Download paper | |
| 2017 | Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717. Full description at Econpapers || Download paper | |
| 2018 | Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors. (2018). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274718. Full description at Econpapers || Download paper | |
| 2018 | The Benefits of Public Rice Breeding. (2018). Shew, Aaron ; Moldenhauer, Karen ; Durand, Alvaro ; Nalley, Lawton Lanier . In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266322. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Lyford, Conrad ; Trindade, Alexandre A ; Hudson, Darren. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Lyford, Conrad ; Trindade, Alexandre A ; Hudson, Darren. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722. Full description at Econpapers || Download paper | |
| 2017 | A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087. Full description at Econpapers || Download paper | |
| 2017 | The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Economic Research Papers. RePEc:ags:uwarer:269310. Full description at Econpapers || Download paper | |
| 2017 | Przyczynowosc w ekonomii. Najnowsze badania i nierozwiÄ…zane problemy / Causation in Economics. The Most Recent Analyses and the Unsolved Problems. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:1:p:63-81. Full description at Econpapers || Download paper | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Lutkepohl, Helmut ; Winker, Peter ; Staszewska-Bystrova, Anna. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018. Full description at Econpapers || Download paper | |
| 2018 | BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118. Full description at Econpapers || Download paper | |
| 2018 | INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH. (2018). Ferreira, Diego ; Palma, Andreza Aparecida. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:125. Full description at Econpapers || Download paper | |
| 2018 | AVALIAÇÃO DA MEDIDA DE NÚCLEO DE INFLAÇÃO BASEADA NO MÉTODO WAVELET PARA O BRASIL. (2018). Denardin, Anderson Antonio ; Schmidt, Alex A ; Kozakevicius, Alice. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:34. Full description at Econpapers || Download paper | |
| 2017 | Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence. (2017). Siddiqui, Sikandar ; Tyagi, Somya. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:61-67. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃÂk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2017 | Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper | |
| 2018 | Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper | |
| 2017 | Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2017 | Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944. Full description at Econpapers || Download paper | |
| 2017 | The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868. Full description at Econpapers || Download paper | |
| 2018 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
| 2017 | Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137. Full description at Econpapers || Download paper | |
| 2017 | Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392. Full description at Econpapers || Download paper | |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093. Full description at Econpapers || Download paper | |
| 2018 | Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
| 2018 | Cluster-Robust Standard Errors for Linear Regression Models with Many Controls. (2018). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314. Full description at Econpapers || Download paper | |
| 2018 | State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
| 2018 | Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption. (2018). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1808.05293. Full description at Econpapers || Download paper | |
| 2018 | Does Bank Corporate Governance Matter for Bank Performance and Risk-Taking? New Insights of an Emerging Economy. (2018). Moudud-Ul, Syed ; Gupta, Anupam Das ; Zheng, Changjun. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:205-230. Full description at Econpapers || Download paper | |
| 2017 | Revisiting the Causal Nexus between Defense Expenditure and Economic Growth: Time Series Analysis for Saudi Arabia. (2017). Ping, Guo ; Saud, Alotaish Mohammed . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:35-43. Full description at Econpapers || Download paper | |
| 2018 | The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Public Expenditures on Economic Growth in Two Very Different Countries: A comparative Analysis of Armenia and Spain. (2017). Sedrakyan, Gohar ; Varela-Candamio, Laura. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1702. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756. Full description at Econpapers || Download paper | |
| 2018 | Big Data Econometrics: Now Casting and Early Estimates. (2018). Marcellino, Massimiliano ; Papailias, Fotis ; Mazzi, Gian Luigi ; Kapetanios, George ; Buono, Dario. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1882. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886. Full description at Econpapers || Download paper | |
| 2017 | Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401. Full description at Econpapers || Download paper | |
| 2017 | Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702. Full description at Econpapers || Download paper | |
| 2018 | R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Robertson, Donald ; Mitchell, James. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804. Full description at Econpapers || Download paper | |
| 2018 | Measuring Retail Trade Using Card Transactional Data. (2018). GarcÃÂa López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers || Download paper | |
| 2017 | Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle . In: Discussion Papers. RePEc:bca:bocadp:17-5. Full description at Econpapers || Download paper | |
| 2017 | A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8. Full description at Econpapers || Download paper | |
| 2017 | Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1. Full description at Econpapers || Download paper | |
| 2017 | Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers || Download paper | |
| 2017 | A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38. Full description at Econpapers || Download paper | |
| 2017 | Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan. (2017). Sergeyev, Dmitriy ; Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Staff Working Papers. RePEc:bca:bocawp:17-40. Full description at Econpapers || Download paper | |
| 2018 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14. Full description at Econpapers || Download paper | |
| 2018 | What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5. Full description at Econpapers || Download paper | |
| 2018 | The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102. Full description at Econpapers || Download paper | |
| 2017 | A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel . In: Occasional Papers. RePEc:bde:opaper:1703. Full description at Econpapers || Download paper | |
| 2017 | Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan. In: Working Papers. RePEc:bde:wpaper:1716. Full description at Econpapers || Download paper | |
| 2017 | The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731. Full description at Econpapers || Download paper | |
| 2017 | Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2017 | Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17. Full description at Econpapers || Download paper | |
| 2017 | Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Chiarini, Bruno ; Piselli, Paolo ; Marzano, Elisabetta ; Bartoletto, Silvana. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43. Full description at Econpapers || Download paper | |
| 2017 | A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17. Full description at Econpapers || Download paper | |
| 2018 | Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18. Full description at Econpapers || Download paper | |
| 2018 | Credit supply and productivity growth. (2018). Manaresi, Francesco ; Pierri, Nicola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1168_18. Full description at Econpapers || Download paper | |
| 2018 | The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18. Full description at Econpapers || Download paper | |
| 2017 | Regional Input-Output Matrices, an Application to Manufacturing Exports in Mexico. (2017). Chiquiar, Daniel ; Leonardo, Torre Cepeda ; Miroslava, Quiroga ; Jorge, Alvarado ; Daniel, Chiquiar . In: Working Papers. RePEc:bdm:wpaper:2017-09. Full description at Econpapers || Download paper | |
| 2017 | Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17. Full description at Econpapers || Download paper | |
| 2018 | Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Francis, Neville ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1055. Full description at Econpapers || Download paper | |
| 2017 | Propagación de la incertidumbre y reacciones de polÃtica. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre PolÃtica Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre PolÃtica Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. Full description at Econpapers || Download paper | |
| 2017 | CAPITAL PRODUCTIVITY IN INDUSTRIALISED ECONOMIES: EVIDENCE FROM ERROR-CORRECTION MODEL AND LAGRANGE MULTIPLIER TESTS. (2017). Trofimov, Ivan D. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:215:p:53-80. Full description at Econpapers || Download paper | |
| 2017 | Supply Chain Disruptions: Evidence from the Great East Japan Earthquake. (2017). Tahbaz-Salehi, Alireza ; Saito, Yukiko ; Nirei, Makoto ; Carvalho, Vasco. In: Working Papers. RePEc:bfi:wpaper:2017-01. Full description at Econpapers || Download paper | |
| 2017 | Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02. Full description at Econpapers || Download paper | |
| 2017 | The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Working papers. RePEc:bfr:banfra:622. Full description at Econpapers || Download paper | |
| 2017 | Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643. Full description at Econpapers || Download paper | |
| 2018 | Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Mark W. Watson has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Mark W. Watson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Indicators for Dating Business Cycles: Cross-History Selection and Comparisons In: American Economic Review. [Full Text][Citation analysis] | article | 16 |
| 2014 | Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review. [Full Text][Citation analysis] | article | 19 |
| 1991 | Stochastic Trends and Economic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 695 |
| 1991 | Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 695 | paper | |
| 1987 | Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 695 | paper | |
| 1994 | Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review. [Full Text][Citation analysis] | article | 93 |
| 1992 | Business cycle durations and postwar stabilization of the U.S. economy.(1992) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 1992 | Business Cycle Durations and Postwar Stabilization of the U.S. Economy.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 2007 | ABCs (and Ds) of Understanding VARs In: American Economic Review. [Full Text][Citation analysis] | article | 225 |
| 2006 | A,B,Cs (and Ds)s for Understanding VARS.(2006) In: Levine's Bibliography. [Full Text][Citation analysis] This paper has another version. Agregated cites: 225 | paper | |
| 2010 | Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 30 |
| 2007 | Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2003 | Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 659 |
| 2001 | Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 659 | article | |
| 2001 | Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 659 | paper | |
| 1997 | The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 269 |
| 2001 | Vector Autoregressions In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 306 |
| 1988 | Variable Trends in Economic Time Series. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 169 |
| 2002 | Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 815 |
| 1996 | Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 437 |
| 1994 | Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 437 | paper | |
| 1994 | Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 437 | paper | |
| 1996 | Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 1999 | Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 2002 | Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 884 |
| 2007 | Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 117 |
| 1987 | Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 1988 | A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 1997 | Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 492 |
| 2012 | Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 327 |
| 2006 | A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 327 | article | |
| 2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 327 | paper | |
| 2007 | Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1995 | Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory. [Full Text][Citation analysis] | article | 101 |
| 1988 | Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 345 |
| 1988 | Sources of Business Cycles Fluctuations.(1988) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 345 | chapter | |
| 1988 | Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 345 | paper | |
| 1985 | Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal. [Full Text][Citation analysis] | article | 86 |
| 1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 938 |
| 1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 1418 |
| 1991 | A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 1418 | paper | |
| 2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica. [Full Text][Citation analysis] | article | 151 |
| 2006 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2006) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 151 | paper | |
| 2008 | Testing Models of Low-Frequency Variability In: Econometrica. [Full Text][Citation analysis] | article | 29 |
| 2006 | Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2000 | Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 6 |
| 2001 | Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1994 | The post-war U.S. phillips curve: a revisionist econometric history In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 96 |
| 1994 | The post-war U.S. Phillips curve: a revisionist econometric history.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 96 | paper | |
| 1994 | Rejoinder to Evans and McCallum In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
| 1988 | The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1984 | Time series and spectral methods in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 10 |
| 1986 | Vector autoregressions and cointegration In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 8 |
| 1993 | Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2006 | Forecasting with Many Predictors In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 114 |
| 1986 | Does GNP have a unit root? In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
| 2013 | Low-frequency robust cointegration testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2009 | Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 41 |
| Consistent factor estimation in dynamic factor models with structural instability.() In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | ||
| 2014 | Estimating turning points using large data sets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
| 2010 | Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 1983 | Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 129 |
| 1985 | A dymimic model of housing price determination In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1989 | Interpreting the evidence on money-income causality In: Journal of Econometrics. [Full Text][Citation analysis] | article | 216 |
| 1989 | Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 233 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 233 | paper | ||
| 1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 297 |
| 1998 | Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 297 | paper | |
| 1984 | Testing the interpretation of indices in a macroeconomic index model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
| 1986 | Univariate detrending methods with stochastic trends In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 302 |
| 1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 680 |
| 1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 680 | paper | |
| 2008 | Phillips curve inflation forecasts In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 101 |
| 2008 | Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2000 | Recent changes in trend and cycle, remarks In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2007 | On the sources of the Great Moderation - discussion In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2005 | Has inflation become harder to forecast? In: Proceedings. [Full Text][Citation analysis] | article | 3 |
| 1991 | Using econometric models to predict recessions In: Economic Perspectives. [Full Text][Citation analysis] | article | 6 |
| 1995 | Temporal instability of the unemployment-inflation relationship In: Economic Perspectives. [Full Text][Citation analysis] | article | 49 |
| 1991 | Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 202 |
| 1991 | Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 202 | paper | |
| 1993 | Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 202 | article | |
| 1992 | Testing long run neutrality In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 126 |
| 1997 | Testing long-run neutrality.(1997) In: Economic Quarterly. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | article | |
| 1992 | Testing Long Run Neutrality.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
| 1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 14 |
| 1993 | Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
| 1994 | The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
| 1994 | Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 66 |
| 1994 | Estimating Deterministic Trends in the Presence of Serially Correlated Errors.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 1997 | Estimating Deterministic Trends In The Presence Of Serially Correlated Errors.(1997) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
| 1995 | Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues. [Full Text][Citation analysis] | paper | 201 |
| 1996 | Money, Prices, Interest Rates and the Business Cycle..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | article | |
| 2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 141 |
| 2010 | Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 47 |
| 2010 | Modeling Inflation After the Crisis.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2002 | Market anticipations of monetary policy actions - commentary In: Review. [Full Text][Citation analysis] | article | 0 |
| 2005 | Commentary on whats real about the business cycle? In: Review. [Full Text][Citation analysis] | article | 0 |
| 2002 | Assessing changes in the monetary transmission mechanism: a VAR approach : commentary In: Economic Policy Review. [Full Text][Citation analysis] | article | 2 |
| 1999 | Explaining the increased variability in long-term interest rates In: Economic Quarterly. [Full Text][Citation analysis] | article | 30 |
| 2007 | How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly. [Full Text][Citation analysis] | article | 44 |
| 2008 | Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper. [Full Text][Citation analysis] | paper | 178 |
| 2008 | Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
| 2008 | Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
| 2011 | Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2011) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | article | |
| 1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 608 |
| 1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 608 | chapter | |
| 1998 | The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review. [Citation analysis] | article | 146 |
| 2007 | Journal of Applied Econometrics Annual Lecture Series In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1989 | MTS: A Review. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting. [Full Text][Citation analysis] | article | 351 |
| 2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics. [Full Text][Citation analysis] | article | 43 |
| 1997 | Comment on On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 0 |
| 2004 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 85 |
| 2007 | Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 239 |
| 2007 | Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 553 |
| 2006 | Why Has U.S. Inflation Become Harder to Forecast?.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 553 | paper | |
| 1993 | Business Cycles, Indicators and Forecasting In: NBER Books. [Citation analysis] | book | 49 |
| 1986 | Are Business Cycles All Alike? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 157 |
| 1984 | Are Business Cycles All Alike?.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 157 | paper | |
| 2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 690 |
| 2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Comment on Trends and Cycles in Chinas Macroeconomy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1993 | Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters. [Full Text][Citation analysis] | chapter | 43 |
| 1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 102 |
| 1992 | A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
| 1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 215 |
| 1996 | How Precise are Estimates of the Natural Rate of Unemployment?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | paper | |
| 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 1994 | Testing for Cointegration When Some of the Contributing Vectors are Known In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1982 | Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 124 |
| 1983 | Seasonal Adjustment with Measurement Error Present In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 393 |
| 2010 | Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 117 |
| 2012 | Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 70 |
| 2013 | Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Presidents and the U.S. Economy: An Econometric Exploration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2015 | Low-Frequency Econometrics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Interpreting Evidence on Money-Income Causality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2017 | Long-Run Covariability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Disappointing Recovery of Output after 2009 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1988 | A Probability Model of The Coincident Economic Indicators In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
| 1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers. [Full Text][Citation analysis] | paper | 68 |
| 1998 | Diffusion Indexes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 204 |
| 2001 | Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 373 |
| 2005 | Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 373 | article | |
| 2010 | Recollections of Clive Granger In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Measuring changes in the value of the numeraire In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
| 1999 | A dynamic factor model framework for forecast combination In: Spanish Economic Review. [Full Text][Citation analysis] | article | 29 |
| 2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 72 |
| 1985 | Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 1983 | Imperfect Information and Wage Inertia in the Business Cycle: A Comment. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2002 | Low cost light traps for coral reef fishery research and sustainable ornamental fisheries In: Naga. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team