52
H index
76
i10 index
15230
Citations
Mark W. Watson : Citation Profile
Princeton University | RESEARCH PRODUCTION: 77 Articles 71 Papers 1 Books 13 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1982 - 2017). 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 |
|---|---|
| Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago | 13 |
Recent works citing Mark W. Watson (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2016 | Fixed-b Inference in the Presence of Time-Varying Volatility. (2016). Kruse, Robinson ; Demetrescu, Matei ; Hanck, Christoph . In: CREATES Research Papers. RePEc:aah:create:2016-01. Full description at Econpapers || Download paper | |
| 2016 | Generalized Efficient Inference on Factor Models with Long-Range Dependence. (2016). Ergemen, Yunus Emre . In: CREATES Research Papers. RePEc:aah:create:2016-05. Full description at Econpapers || Download paper | |
| 2016 | Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2016-10. Full description at Econpapers || Download paper | |
| 2016 | A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). RodrÃguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-23. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-15. 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 | |
| 2016 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632. 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 | |
| 2016 | Financial Intermediation, Investment Dynamics, and Business Cycle Fluctuations. (2016). Ajello, Andrea. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:8:p:2256-2303. 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 | |
| 2016 | Power Laws in Economics: An Introduction. (2016). Gabaix, Xavier. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:30:y:2016:i:1:p:185-206. 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 | |
| 2016 | The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/010. Full description at Econpapers || Download paper | |
| 2016 | Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/017. Full description at Econpapers || Download paper | |
| 2016 | Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/047. Full description at Econpapers || Download paper | |
| 2016 | Globalization and Inclusive Human Development in Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/049. 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 | |
| 2016 | The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76. 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 | |
| 2016 | An assessment of the effect of a national fertiliser subsidy programme on farmer participation in private fertiliser markets in the North Rift region of Kenya. (2016). Makau, Joyce Mumbua ; Kirimi, Lilian Wambui ; Nyikal, Rose Adhiambo ; Irungu, Patrick . In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:252459. Full description at Econpapers || Download paper | |
| 2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Bastianin, Andrea ; Galeotti, Marzio . In: ET: Economic Theory. RePEc:ags:feemet:253725. Full description at Econpapers || Download paper | |
| 2016 | Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy. (2016). Hommes, Cars ; Zhu, M. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-03. Full description at Econpapers || Download paper | |
| 2017 | Przyczynowosc w ekonomii. Najnowsze badania i nierozwiązane 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 | |
| 2016 | FORECASTING THE YIELD CURVE WITH THE ARBITRAGE-FREE DYNAMIC NELSON-SIEGEL MODEL: BRAZILIAN EVIDENCE. (2016). Santos, Andre ; Moura, Guilherme ; Tourrucoo, Fabricio ; Caldeira, Joo F. In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:028. Full description at Econpapers || Download paper | |
| 2016 | FROM REAL BUSINESS CYCLE AND NEW KEYNESIAN TO DSGE MACROECONOMICS: FACTS AND MODELS IN THE EMERGENCE OF A CONSENSUS. (2016). Duarte, Pedro. In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:009. Full description at Econpapers || Download paper | |
| 2016 | RESERVE REQUIREMENTS AS A MACROPRUDENTIAL INSTRUMENT IN BRAZIL AND COLOMBIA: SOME EMPIRICAL EVIDENCE. (2016). Silva, Miriam Oliveira . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:059. Full description at Econpapers || Download paper | |
| 2016 | Financial Frictions in Production Networks. (2016). Bigio, Saki ; Lao, Jennifer . In: Working Papers. RePEc:apc:wpaper:2016-067. Full description at Econpapers || Download paper | |
| 2016 | High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075. Full description at Econpapers || Download paper | |
| 2016 | “The Distributive effects of conventional and unconventional monetary policies”. (2016). Davtyan, Karen . In: AQR Working Papers. RePEc:aqr:wpaper:201606. Full description at Econpapers || Download paper | |
| 2016 | Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia. (2016). Sheefeni, Johannes Peyavali ; Kaulihowa, Teresia . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2016:p:161-168. Full description at Econpapers || Download paper | |
| 2016 | Exchange Rate Channel and Economic Growth: Empirical Investigation in a Developing Country’s Setup. (2016). Shah, Salman Ali ; Xiaoqin, Wang ; Yu, Mao ; He, Chen . In: International Journal of World Policy and Development Studies. RePEc:arp:ijwpds:2016:p:69-74. Full description at Econpapers || Download paper | |
| 2016 | Principal Components Analysis for Semimartingales and Stochastic PDE. (2016). Ohashi, Alberto ; Simas, Alexandre B. In: Papers. RePEc:arx:papers:1503.05909. Full description at Econpapers || Download paper | |
| 2016 | The gradual evolution of buyer--seller networks and their role in aggregate fluctuations. (2016). Hisano, Ryohei ; Sornette, Didier ; Ohnishi, Takaaki ; Mizuno, Takayuki ; Watanabe, Tsutomu . In: Papers. RePEc:arx:papers:1506.00236. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2016 | Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883. Full description at Econpapers || Download paper | |
| 2016 | Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118. Full description at Econpapers || Download paper | |
| 2016 | Long-run evolution of the global economy - Part 2: Hindcasts of innovation and growth. (2016). Garrett, Timothy J. In: Papers. RePEc:arx:papers:1601.00233. Full description at Econpapers || Download paper | |
| 2016 | Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902. 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 | |
| 2016 | Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel . In: Papers. RePEc:arx:papers:1603.01231. Full description at Econpapers || Download paper | |
| 2017 | Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2017). Rossini, Luca ; Billio, Monica ; Casarin, Roberto . In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper | |
| 2016 | Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression. (2016). Fisher, Timothy ; Xu, Ning ; Hong, Jian . In: Papers. RePEc:arx:papers:1609.03344. Full description at Econpapers || Download paper | |
| 2016 | Analysis of Price and Income Elasticities of Energy Demand in Ecuador: A Dynamic OLS Approach. (2016). Pinz, Kathia . In: Papers. RePEc:arx:papers:1611.05288. Full description at Econpapers || Download paper | |
| 2016 | Random matrix approach to estimation of high-dimensional factor models. (2016). 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). GUPTA, RANGAN ; Gogas, Periklis ; Papadimitriou, Theophilos ; Plakandaras, Vasilios . In: Papers. RePEc:arx:papers:1707.04868. Full description at Econpapers || Download paper | |
| 2017 | Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786. 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 | |
| 2016 | Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Adigozalov, Shaig ; Ahmadov, Vugar . In: Working Papers. RePEc:aze:wpaper:1601. Full description at Econpapers || Download paper | |
| 2016 | A small scale forecasting and simulation model for Azerbaijan (FORSAZ). (2016). Mammadov, Fuad ; Huseynov, Salman. In: Working Papers. RePEc:aze:wpaper:1608. 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 | |
| 2016 | Efficiency of the Fiscal Policy and the Fiscal Multipliers – The Case of the Republic of Macedonia. (2016). Trenovski, Borce ; Filipovski, Vladimir ; Fiti, Taki . In: Economic Studies journal. RePEc:bas:econst:y:2016:i:1:p:3-23. Full description at Econpapers || Download paper | |
| 2016 | Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603. 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 | |
| 2016 | The evasive predictive ability of core inflation. (2016). Selaive, Jorge ; Pincheira, Pablo ; Nolazco, Jose. In: Working Papers. RePEc:bbv:wpaper:1534. Full description at Econpapers || Download paper | |
| 2016 | Forecasting travelers in Spain with Google queries. (2016). Camacho, Maximo ; Pacce, Matias . In: Working Papers. RePEc:bbv:wpaper:1621. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; 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 | |
| 2016 | The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates. (2016). Champagne, Julien ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-28. 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 | |
| 2016 | Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr. In: Working Papers Series. RePEc:bcb:wpaper:435. Full description at Econpapers || Download paper | |
| 2016 | Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436. Full description at Econpapers || Download paper | |
| 2016 | Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446. 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 | |
| 2016 | Stock market cycles and supply side dynamics: two worlds, one vision?. (2016). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: Working Papers. RePEc:bde:wpaper:1626. 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 | Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Burlon, Lorenzo ; delle Monache, Davide ; Bulligan, Guido . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17. Full description at Econpapers || Download paper | |
| 2016 | Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16. Full description at Econpapers || Download paper | |
| 2016 | Two Models of FX Market Interventions: The Cases of Brazil and Mexico. (2016). Renato, Yslas ; Martin, Tobal . In: Working Papers. RePEc:bdm:wpaper:2016-14. Full description at Econpapers || Download paper | |
| 2016 | Changes in Inflation Predictability in Major Latin American Countries. (2016). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2016-20. 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 | Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política 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: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. 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 | |
| 2016 | Has Globalization Really Increased Business Cycle Synchronization?. (2016). PUY, Damien ; Monnet, Eric. In: Working papers. RePEc:bfr:banfra:592. 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 | |
| 2016 | Macroeconomic Effects of Disruptions in Global Food Commodity Markets: Evidence for the United States. (2016). Peersman, Gert ; De Winne, Jasmien. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:183-286. Full description at Econpapers || Download paper | |
| 2016 | Comments on Financial globalisation and monetary independence. (2016). Mizen, Paul . In: BIS Papers chapters. RePEc:bis:bisbpc:88-15. Full description at Econpapers || Download paper | |
| 2016 | An underlying inflation gauge (UIG) for China. (2016). People, The . In: BIS Papers chapters. RePEc:bis:bisbpc:89-08. Full description at Econpapers || Download paper | |
| 2016 | Expanding the boundaries of monetary policy in Asia and the Pacific. (2016). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:88. Full description at Econpapers || Download paper | |
| 2017 | Capital flows in the post-global financial crisis era: implications for financial stability and monetary policy. (2017). Binici, Mahir . In: IFC Bulletins chapters. RePEc:bis:bisifc:42-07. Full description at Econpapers || Download paper | |
| 2016 | Monetary policy, the financial cycle and ultra-low interest rates. (2016). Juselius, John ; Drehmann, Mathias ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:569. Full description at Econpapers || Download paper | |
| 2016 | Low long-term interest rates as a global phenomenon. (2016). Turner, Philip ; Hördahl, Peter ; Hordahl, Peter ; Sobrun, Jhuvesh . In: BIS Working Papers. RePEc:bis:biswps:574. Full description at Econpapers || Download paper | |
| 2016 | Global inflation forecasts. (2016). Kearns, Jonathan. In: BIS Working Papers. RePEc:bis:biswps:582. Full description at Econpapers || Download paper | |
| 2016 | Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584. Full description at Econpapers || Download paper | |
| 2017 | Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606. Full description at Econpapers || Download paper | |
| 2017 | Changing business models in international bank funding. (2017). Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614. Full description at Econpapers || Download paper | |
| 2017 | External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622. Full description at Econpapers || Download paper | |
| 2017 | Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649. Full description at Econpapers || Download paper | |
| 2016 | Nowcasting of the Russian GDP Using the Current Statistics: Approach Modification. (2016). Achkasov, Yury . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps8. Full description at Econpapers || Download paper | |
| 2016 | Measuring the Real and Financial Connectedness of Selected African Economies with the Global Economy. (2016). Orji, Anthony ; Ogbuabor, Jonathan E ; Erdene-Urnukh, Oyun ; Aneke, Gladys C. In: South African Journal of Economics. RePEc:bla:sajeco:v:84:y:2016:i:3:p:364-399. Full description at Econpapers || Download paper | |
| 2016 | ECONOMIC GROWTH AND LIFE EXPECTANCY: THE CASE OF IRAN. (2016). Hami, Mahyar . In: Studies in Business and Economics. RePEc:blg:journl:v:11:y:2016:i:1:p:80-87. Full description at Econpapers || Download paper | |
| 2017 | THE EFFECT OF INFLATION ON FINANCIAL DEVELOPMENT INDICATORS IN IRAN (2000-2015). (2017). Mahyar, Hami . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:53-62. Full description at Econpapers || Download paper | |
| 2016 | PORTUGUESE RECENT MACROECONOMIC CONTEXT AND TRENDS: CONSEQUENCES FOR AGRIFOOD SECTOR POLICIES. (2016). , Marques . In: Revista Economica. RePEc:blg:reveco:v:68:y:2016:i:1:p:125-159. 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 | 13 |
| 2014 | Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review. [Full Text][Citation analysis] | article | 13 |
| 1991 | Stochastic Trends and Economic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 658 |
| 1991 | Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 658 | paper | |
| 1987 | Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 658 | paper | |
| 1994 | Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review. [Full Text][Citation analysis] | article | 85 |
| 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: 85 | 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: 85 | paper | |
| 2007 | ABCs (and Ds) of Understanding VARs In: American Economic Review. [Full Text][Citation analysis] | article | 214 |
| 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: 214 | paper | |
| 2010 | Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 21 |
| 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: 21 | paper | |
| 2003 | Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 569 |
| 2001 | Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 569 | 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: 569 | paper | |
| 1997 | The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 256 |
| 2001 | Vector Autoregressions In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 261 |
| 1988 | Variable Trends in Economic Time Series. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 152 |
| 2002 | Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 707 |
| 1996 | Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 395 |
| 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: 395 | 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: 395 | paper | |
| 1996 | Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 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 | 772 |
| 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 | 107 |
| 1987 | Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
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| 1997 | Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 455 |
| 2012 | Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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 | 294 |
| 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: 294 | 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: 294 | paper | |
| 2007 | Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 1995 | Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory. [Full Text][Citation analysis] | article | 96 |
| 1988 | Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 335 |
| 1988 | Sources of Business Cycles Fluctuations.(1988) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 335 | chapter | |
| 1988 | Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 335 | paper | |
| 1985 | Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal. [Full Text][Citation analysis] | article | 79 |
| 1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 813 |
| 1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 1209 |
| 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: 1209 | paper | |
| 2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica. [Full Text][Citation analysis] | article | 120 |
| 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: 120 | paper | |
| 2008 | Testing Models of Low-Frequency Variability In: Econometrica. [Full Text][Citation analysis] | article | 25 |
| 2006 | Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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 | 93 |
| 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: 93 | 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 | 7 |
| 1993 | Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2006 | Forecasting with Many Predictors In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 99 |
| 1986 | Does GNP have a unit root? In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 2013 | Low-frequency robust cointegration testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| Consistent factor estimation in dynamic factor models with structural instability.() In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | ||
| 2014 | Estimating turning points using large data sets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2010 | Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | 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 | 115 |
| 1985 | A dymimic model of housing price determination In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1989 | Interpreting the evidence on money-income causality In: Journal of Econometrics. [Full Text][Citation analysis] | article | 198 |
| 1989 | Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 215 |
| 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: 215 | paper | ||
| 1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 280 |
| 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: 280 | 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 | 276 |
| 1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 619 |
| 1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 619 | paper | |
| 2008 | Phillips curve inflation forecasts In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 85 |
| 2008 | Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | 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 | 48 |
| 1991 | Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 189 |
| 1991 | Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | 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: 189 | article | |
| 1992 | Testing long run neutrality In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 115 |
| 1997 | Testing long-run neutrality.(1997) In: Economic Quarterly. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | article | |
| 1992 | Testing Long Run Neutrality.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 11 |
| 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 | 52 |
| 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: 52 | 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: 52 | article | |
| 1995 | Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues. [Full Text][Citation analysis] | paper | 188 |
| 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: 188 | article | |
| 2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 127 |
| 2010 | Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 39 |
| 2010 | Modeling Inflation After the Crisis.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | 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 | 40 |
| 2008 | Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper. [Full Text][Citation analysis] | paper | 134 |
| 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: 134 | paper | |
| 2008 | Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 134 | 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: 134 | article | |
| 1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 553 |
| 1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 553 | chapter | |
| 1998 | The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review. [Citation analysis] | article | 137 |
| 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 | 297 |
| 2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics. [Full Text][Citation analysis] | article | 42 |
| 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 | 75 |
| 2007 | Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 212 |
| 2007 | Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 469 |
| 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: 469 | paper | |
| 1993 | Business Cycles, Indicators and Forecasting In: NBER Books. [Citation analysis] | book | 38 |
| 1986 | Are Business Cycles All Alike? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 151 |
| 1984 | Are Business Cycles All Alike?.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 151 | paper | |
| 2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 642 |
| 2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 642 | 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 | 32 |
| 1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 95 |
| 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: 95 | paper | |
| 1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 209 |
| 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: 209 | paper | |
| 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 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 | 8 |
| 1982 | Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 102 |
| 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 | 343 |
| 2010 | Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 96 |
| 2012 | Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
| 2013 | Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Presidents and the U.S. Economy: An Econometric Exploration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Low-Frequency Econometrics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1987 | Interpreting Evidence on Money-Income Causality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 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 | 0 |
| 1988 | A Probability Model of The Coincident Economic Indicators In: NBER Working Papers. [Full Text][Citation analysis] | paper | 69 |
| 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 | 63 |
| 1998 | Diffusion Indexes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 198 |
| 2001 | Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 341 |
| 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: 341 | 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 | 26 |
| 2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 58 |
| 1985 | Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 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 |
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