Mark W. Watson : Citation Profile


Are you Mark W. Watson?

Princeton University

63

H index

93

i10 index

28010

Citations

RESEARCH PRODUCTION:

89

Articles

86

Papers

1

Books

16

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   37 years (1982 - 2019). See details.
   Cites by year: 757
   Journals where Mark W. Watson has often published
   Relations with other researchers
   Recent citing documents: 2353.    Total self citations: 67 (0.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa582
   Updated: 2022-07-02    RAS profile: 2018-12-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Stock, James (6)

Fernald, John (5)

Hall, Robert (5)

Hornstein, Andreas (4)

Sarte, Pierre Daniel (4)

Foerster, Andrew (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark W. Watson.

Is cited by:

Marcellino, Massimiliano (407)

GUPTA, RANGAN (353)

Giannone, Domenico (150)

Pesaran, M (148)

Kapetanios, George (147)

Forni, Mario (142)

Miller, Stephen (141)

Reichlin, Lucrezia (135)

Clark, Todd (135)

Koopman, Siem Jan (134)

Koop, Gary (132)

Cites to:

Stock, James (85)

Reichlin, Lucrezia (79)

Forni, Mario (52)

Giannone, Domenico (40)

Sims, Christopher (35)

Ng, Serena (34)

Lippi, Marco (33)

Bai, Jushan (31)

Hallin, Marc (30)

Christiano, Lawrence (28)

King, Robert (26)

Main data


Where Mark W. Watson has published?


Journals with more than one article published# docs
Journal of Econometrics8
Journal of Business & Economic Statistics7
American Economic Review6
Journal of Money, Credit and Banking5
Journal of Economic Perspectives4
Econometrica4
The Review of Economics and Statistics4
Economic Quarterly3
Brookings Papers on Economic Activity3
Journal of Political Economy3
Proceedings3
Journal of Monetary Economics3
Journal of Applied Econometrics2
Econometrica2
FRBSF Economic Letter2
Economic Perspectives2
Proceedings - Economic Policy Symposium - Jackson Hole2
Review2
Carnegie-Rochester Conference Series on Public Policy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc41
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago13
Scholarly Articles / Harvard University Department of Economics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Paper / Federal Reserve Bank of Richmond2
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Mark W. Watson (2022 and 2021)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

Full description at Econpapers || Download paper

2020Do We Really Know that U.S. Monetary Policy was Destabilizing in the 1970s?. (2020). Haque, Qazi ; Groshenny, Nicolas ; Weder, Mark. In: Economics Working Papers. RePEc:aah:aarhec:2020-10.

Full description at Econpapers || Download paper

2020Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2020A statistical model of the global carbon budget. (2020). Koopman, Siem Jan ; Bennedsen, Mikkel ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-18.

Full description at Econpapers || Download paper

2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

Full description at Econpapers || Download paper

2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

Full description at Econpapers || Download paper

2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/024.

Full description at Econpapers || Download paper

2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Fagbemi, Fisayo ; Oladejo, Babafemi ; Adeosun, Opeoluwa A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099.

Full description at Econpapers || Download paper

2021Human Rights in Sub Saharan Africa: Understanding the Influence of Militarization, Governance and Democracy. (2021). Agbutun, Shedrach A ; Iheonu, Chimere O ; Chiemela, Chinedum J. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/041.

Full description at Econpapers || Download paper

2021Bridging Africa’s Income Inequality Gap: How Relevant Is China’s Outward FDI to Africa?. (2021). Asongu, Simplice ; Armah, Mark K ; Ofori, Isaac K. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/098.

Full description at Econpapers || Download paper

2020Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2020). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-05.

Full description at Econpapers || Download paper

2021Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2021). Kim, Hyeongwoo ; Zhang, Shuwei ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-01.

Full description at Econpapers || Download paper

2021U.S. Presidential Election Polls and the Economic Prospects of China and Mexico. (2021). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-02.

Full description at Econpapers || Download paper

2021Impact of Exports on the Exporter’s Domestic Market. (2021). Borodin, Konstantin G. In: Economics of Contemporary Russia. RePEc:ack:journl:y:2021:id:696.

Full description at Econpapers || Download paper

2020Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02.

Full description at Econpapers || Download paper

2020On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03.

Full description at Econpapers || Download paper

2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

Full description at Econpapers || Download paper

2021Africa’s Trade with China and US: Has COVID-19 Changed the Trends of Trade?. (2021). Ibironke, Adesola. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:2:p:55-66.

Full description at Econpapers || Download paper

2020Interest Rates under Falling Stars. (2020). Rudebusch, Glenn ; Bauer, Michael. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:5:p:1316-54.

Full description at Econpapers || Download paper

2020Sticky Expectations and Consumption Dynamics. (2020). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Crawley, Edmund ; Carroll, Christopher D. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:3:p:40-76.

Full description at Econpapers || Download paper

2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

Full description at Econpapers || Download paper

2020Statistical challenges of stress test financial stability assessments. (2020). Kupiec, Paul H. In: AEI Economics Working Papers. RePEc:aei:rpaper:008586461.

Full description at Econpapers || Download paper

2020La economía argentina ayer y hoy: hechos estilizados y des-estilizados.. (2020). Rojas, Mara Leticia. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4400.

Full description at Econpapers || Download paper

2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Cliometrica, Journal of Historical Economics and Econometric History. RePEc:afc:cliome:v:15:y:2021:i:2:p:419-442.

Full description at Econpapers || Download paper

2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

Full description at Econpapers || Download paper

2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024.

Full description at Econpapers || Download paper

2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099.

Full description at Econpapers || Download paper

2021Human Rights in Sub Saharan Africa: Understanding the Influence of Militarization, Governance and Democracy. (2021). Chiemela, Chinedum J ; Agbutun, Shedrach A ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/041.

Full description at Econpapers || Download paper

2021Bridging Africa’s Income Inequality Gap: How Relevant Is China’s Outward FDI to Africa?. (2021). Asongu, Simplice ; Armah, Mark K ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/098.

Full description at Econpapers || Download paper

2022Repackaging FDI for Inclusive Growth: Nullifying Effects and Policy Relevant Thresholds of Governance. (2022). Asongu, Simplice ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/003.

Full description at Econpapers || Download paper

2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

Full description at Econpapers || Download paper

2021Public expenditure and economic development: New evidence from the BRICS-SAARC-ASEAN region. (2021). Khan, Faraz ; Ansari, Mohd Arshad ; Singh, Manish Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:155-174.

Full description at Econpapers || Download paper

2020Optimizing agricultural value chain in Nigeria through infrastructural development. (2020). Musa-Pedro, Latifah ; Iyoboyi, Martins. In: Agricultural Economics Research Review. RePEc:ags:aerrae:310325.

Full description at Econpapers || Download paper

2020Money and Output in Tanzania: A Test for Causality. (2020). , Michael ; Maganya, Mnaku H. In: African Journal of Economic Review. RePEc:ags:afjecr:304714.

Full description at Econpapers || Download paper

2021Fiscal Policy and Crime Rate in Nigeria. (2021). Ajide, Folorunsho. In: African Journal of Economic Review. RePEc:ags:afjecr:315827.

Full description at Econpapers || Download paper

2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

Full description at Econpapers || Download paper

2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

Full description at Econpapers || Download paper

2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

Full description at Econpapers || Download paper

2020Populist Leaders and the Economy. (2020). Funke, Manuel ; Trebesch, Christoph ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:036.

Full description at Econpapers || Download paper

2021Monetary Policy and Racial Inequality. (2021). Wachtel, Paul ; Bartscher, Alina K ; Kuhn, Moritz ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:061.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Kamah, Miriam ; Riti, Joshua S. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46.

Full description at Econpapers || Download paper

2021The Recovery from the Great Recession: Did the FOMC Learn the Right Lessons?. (2021). Hetzel, Robert. In: Working Papers. RePEc:ajw:wpaper:3125.

Full description at Econpapers || Download paper

2020Impacto de los factores externos en el Producto Bruto Interno Peruano durante 1994-2018. (2020). Borja, Fernando Cuyutupac ; Iparraguirre, Jose Franco. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:04-05.

Full description at Econpapers || Download paper

2020DOES PRIVATE SAVING OFFSET PUBLIC SAVING IN PAKISTAN AN EMPRICAL EVIDENCE. (2020). Khan, Aamir ; Javed, Asif ; Ali, Wajid. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202066.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

Full description at Econpapers || Download paper

2021Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91.

Full description at Econpapers || Download paper

2021Monetary Policy, External Finance and Investment. (2021). Surico, Paolo ; Froemel, Maren ; Ferreira, Clodomiro ; Cloyne, James. In: Working Papers. RePEc:aoz:wpaper:92.

Full description at Econpapers || Download paper

2020Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth. (2020). Manukyan, Hovhannes ; Igityan, Haykaz. In: Working Papers. RePEc:ara:wpaper:014.

Full description at Econpapers || Download paper

2021Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:28-42.

Full description at Econpapers || Download paper

2020Sequential 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

2021Density 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

2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

Full description at Econpapers || Download paper

2021Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

Full description at Econpapers || Download paper

2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

Full description at Econpapers || Download paper

2020Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

Full description at Econpapers || Download paper

2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

Full description at Econpapers || Download paper

2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

Full description at Econpapers || Download paper

2021Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704.

Full description at Econpapers || Download paper

2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2021A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497.

Full description at Econpapers || Download paper

2021Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928.

Full description at Econpapers || Download paper

2022Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

Full description at Econpapers || Download paper

2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677.

Full description at Econpapers || Download paper

2020Standard Errors for Panel Data Models with Unknown Clusters. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.07406.

Full description at Econpapers || Download paper

2022Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

Full description at Econpapers || Download paper

2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

Full description at Econpapers || Download paper

2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2020A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226.

Full description at Econpapers || Download paper

2020Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

Full description at Econpapers || Download paper

2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

Full description at Econpapers || Download paper

2020An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi. In: Papers. RePEc:arx:papers:2001.11843.

Full description at Econpapers || Download paper

2020The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369.

Full description at Econpapers || Download paper

2020Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

Full description at Econpapers || Download paper

2020The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

Full description at Econpapers || Download paper

2022Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

Full description at Econpapers || Download paper

2020The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411.

Full description at Econpapers || Download paper

2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

Full description at Econpapers || Download paper

2020High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485.

Full description at Econpapers || Download paper

2020Distress propagation on production networks: Coarse-graining and modularity of linkages. (2020). Nandi, Tushar ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Kumar, Ashish. In: Papers. RePEc:arx:papers:2004.14485.

Full description at Econpapers || Download paper

2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

Full description at Econpapers || Download paper

2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

Full description at Econpapers || Download paper

2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

Full description at Econpapers || Download paper

2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

Full description at Econpapers || Download paper

2020Dynamic shrinkage in time-varying parameter stochastic volatility in mean models. (2020). Pfarrhofer, Michael ; Huber, Florian. In: Papers. RePEc:arx:papers:2005.06851.

Full description at Econpapers || Download paper

2020Macroeconomic factors for inflation in Argentine 2013-2019. (2020). Galvan, Manuel Lopez. In: Papers. RePEc:arx:papers:2005.11455.

Full description at Econpapers || Download paper

2020The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158.

Full description at Econpapers || Download paper

2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Mark W. Watson has edited the books:


YearTitleTypeCited

Works by Mark W. Watson:


YearTitleTypeCited
2010Indicators for Dating Business Cycles: Cross-History Selection and Comparisons In: American Economic Review.
[Full Text][Citation analysis]
article35
2014Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review.
[Full Text][Citation analysis]
article48
2016Presidents and the US Economy: An Econometric Exploration In: American Economic Review.
[Full Text][Citation analysis]
article51
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]
article839
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 839
paper
1987Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 839
paper
1994Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review.
[Full Text][Citation analysis]
article121
1992Business 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: 121
paper
1992Business 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: 121
paper
2007ABCs (and Ds) of Understanding VARs In: American Economic Review.
[Full Text][Citation analysis]
article346
2010Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article48
2007Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
[Full Text][Citation analysis]
article912
2001Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 912
article
2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 912
paper
1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article336
2001Vector Autoregressions In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article503
1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article209
2017Twenty Years of Time Series Econometrics in Ten Pictures In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article26
2002Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article1347
1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article624
1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 624
paper
1994Evidence 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: 624
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article6
1999Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1224
2007Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article144
1987Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1997Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article852
2012Disentangling the Channels of the 2007-09 Recession In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article264
2017The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article106
2017The Disappointing Recovery of Output after 2009.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
paper
2017The Disappointing Recovery of Output after 2009.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
paper
2012Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
paper38
2012Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper444
2006A 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: 444
article
2005A 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: 444
paper
2007Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory.
[Full Text][Citation analysis]
article102
1988Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper446
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446
chapter
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 446
paper
1985Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal.
[Full Text][Citation analysis]
article105
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]
article1312
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
[Full Text][Citation analysis]
article2071
1991A 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: 2071
paper
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica.
[Full Text][Citation analysis]
article269
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 269
paper
2006Heteroskedasticity-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: 269
paper
2008Testing Models of Low-Frequency Variability In: Econometrica.
[Full Text][Citation analysis]
article42
2006Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2000Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper10
2001Empirical 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: 10
paper
1994The post-war U.S. phillips curve: a revisionist econometric history In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article108
1994The 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: 108
paper
1994Rejoinder to Evans and McCallum In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article0
1988The 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]
article1
1984Time series and spectral methods in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter20
1986Vector autoregressions and cointegration In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter10
1993Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2006Forecasting with Many Predictors In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter300
1986Does GNP have a unit root? In: Economics Letters.
[Full Text][Citation analysis]
article31
2013Low-frequency robust cointegration testing In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
2009Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2013Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics.
[Full Text][Citation analysis]
article81
2013Consistent Factor Estimation in Dynamic Factor Models with Structural Instability.(2013) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
Consistent factor estimation in dynamic factor models with structural instability.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2014Estimating turning points using large data sets In: Journal of Econometrics.
[Full Text][Citation analysis]
article81
2010Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
1983Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models In: Journal of Econometrics.
[Full Text][Citation analysis]
article180
1985A dymimic model of housing price determination In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
1989Interpreting the evidence on money-income causality In: Journal of Econometrics.
[Full Text][Citation analysis]
article269
1987Interpreting Evidence on Money-Income Causality.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 269
paper
1989Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article22
2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review.
[Full Text][Citation analysis]
article347
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: 347
paper
1999Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter519
1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 519
paper
2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter135
1984Testing the interpretation of indices in a macroeconomic index model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article4
1986Univariate detrending methods with stochastic trends In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article397
1999Forecasting inflation In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article833
1999Forecasting Inflation.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 833
paper
2008Phillips curve inflation forecasts In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article177
2008Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177
paper
2018The Disappointing Recovery in U.S. Output after 2009 In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2019How Have Changing Sectoral Trends Affected GDP Growth? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2000Recent changes in trend and cycle, remarks In: Proceedings.
[Full Text][Citation analysis]
article0
2007On the sources of the Great Moderation - discussion In: Proceedings.
[Full Text][Citation analysis]
article0
2019Aggregate Implications of Changing Sectoral Trends In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2019Aggregate Implications of Changing Sectoral Trends.(2019) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Aggregate Implications of Changing Sectoral Trends.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005Has inflation become harder to forecast? In: Proceedings.
[Full Text][Citation analysis]
article5
1991Using econometric models to predict recessions In: Economic Perspectives.
[Full Text][Citation analysis]
article6
1995Temporal instability of the unemployment-inflation relationship In: Economic Perspectives.
[Full Text][Citation analysis]
article52
1991Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper227
1991Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227
paper
1993Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227
article
1992Testing long run neutrality In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper154
1997Testing long-run neutrality.(1997) In: Economic Quarterly.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154
article
1992Testing Long Run Neutrality.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154
paper
1992A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper15
1993Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper0
1994The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper0
1994Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper81
1994Estimating 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: 81
paper
1997Estimating 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: 81
article
1995Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues.
[Full Text][Citation analysis]
paper263
1996Money, 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: 263
article
2003Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article169
2010Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article125
2010Modeling Inflation After the Crisis.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125
paper
2002Market anticipations of monetary policy actions - commentary In: Review.
[Full Text][Citation analysis]
article0
2005Commentary on \\whats real about the business cycle?\\ In: Review.
[Full Text][Citation analysis]
article0
2002Assessing changes in the monetary transmission mechanism: a VAR approach : commentary In: Economic Policy Review.
[Full Text][Citation analysis]
article2
1999Explaining the increased variability in long-term interest rates In: Economic Quarterly.
[Full Text][Citation analysis]
article32
2007How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly.
[Full Text][Citation analysis]
article46
2008Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper.
[Full Text][Citation analysis]
paper313
2008Sectoral 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: 313
paper
2008Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 313
paper
2011Sectoral 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: 313
article
2018The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City In: Technical Briefings.
[Full Text][Citation analysis]
paper1
1989NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government.
[Citation analysis]
paper976
1989New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 976
chapter
2008The Evolution of National and Regional Factors in U.S. Housing Construction In: Scholarly Articles.
[Full Text][Citation analysis]
paper27
2011Dynamic Factor Models In: Scholarly Articles.
[Full Text][Citation analysis]
paper237
1998The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review.
[Citation analysis]
article188
2007Journal of Applied Econometrics Annual Lecture Series In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
1989MTS: A Review. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2004Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting.
[Full Text][Citation analysis]
article525
2002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics.
[Full Text][Citation analysis]
article70
1997Comment on On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990. In: Journal of Money, Credit and Banking.
[Citation analysis]
article0
2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply. In: Journal of Money, Credit and Banking.
[Citation analysis]
article122
2007Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking.
[Citation analysis]
article350
2007Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking.
[Citation analysis]
article893
2006Why Has U.S. Inflation Become Harder to Forecast?.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 893
paper
1993Business Cycles, Indicators, and Forecasting In: NBER Books.
[Citation analysis]
book499
1986Are Business Cycles All Alike? In: NBER Chapters.
[Full Text][Citation analysis]
chapter368
1984Are Business Cycles All Alike?.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 368
paper
2003Has the Business Cycle Changed and Why? In: NBER Chapters.
[Full Text][Citation analysis]
chapter1236
2002Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1236
paper
2013Comment on Shocks and Crashes In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2015Comment on Trends and Cycles in Chinas Macroeconomy In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2019Comment on On the Empirical (Ir)relevance of the Zero Lower Bound Constraint In: NBER Chapters.
[Full Text][Citation analysis]
chapter2
2022Comment on A Reassessment of Monetary Policy Surprises and High-Frequency Identification 2 In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1993Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters.
[Full Text][Citation analysis]
chapter61
1993A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters.
[Full Text][Citation analysis]
chapter176
1992A 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: 176
paper
1997How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters.
[Full Text][Citation analysis]
chapter310
1996How 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: 310
paper
1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper16
1994Testing for Cointegration When Some of the Contributing Vectors are Known In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper1
1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper13
1982Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper543
1983Seasonal Adjustment with Measurement Error Present In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2005Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers.
[Full Text][Citation analysis]
paper636
2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]
paper224
2012Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers.
[Full Text][Citation analysis]
paper353
2013Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers.
[Full Text][Citation analysis]
paper24
2016Measuring Uncertainty about Long-Run Predictions.(2016) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2015Core Inflation and Trend Inflation In: NBER Working Papers.
[Full Text][Citation analysis]
paper58
2016Core Inflation and Trend Inflation.(2016) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
article
2015Low-Frequency Econometrics In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2017Long-Run Covariability In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers.
[Full Text][Citation analysis]
paper220
2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments.(2018) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220
article
2019Slack and Cyclically Sensitive Inflation In: NBER Working Papers.
[Full Text][Citation analysis]
paper17
2019An Econometric Model of International Long-run Growth Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
1988A Probability Model of The Coincident Economic Indicators In: NBER Working Papers.
[Full Text][Citation analysis]
paper86
1990Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers.
[Full Text][Citation analysis]
paper10
1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers.
[Full Text][Citation analysis]
paper94
1998Diffusion Indexes In: NBER Working Papers.
[Full Text][Citation analysis]
paper207
2001Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers.
[Full Text][Citation analysis]
paper55
2003Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper487
2005Understanding 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: 487
article
2010Recollections of Clive Granger In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2007Measuring changes in the value of the numeraire In: 2007 Meeting Papers.
[Full Text][Citation analysis]
paper8
2007Measuring changes in the value of the numeraire.(2007) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2017The Slow Recovery in Output after 2009 In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper7
2013Measuring Uncertainty About Long-Run Forecasts In: Annual Meeting Plenary.
[Full Text][Citation analysis]
paper2
1999A dynamic factor model framework for forecast combination In: Spanish Economic Review.
[Full Text][Citation analysis]
article40
2012Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article135
1985Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article18
1983Imperfect Information and Wage Inertia in the Business Cycle: A Comment. In: Journal of Political Economy.
[Full Text][Citation analysis]
article0
2016Comment In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
article0
2002Low cost light traps for coral reef fishery research and sustainable ornamental fisheries In: Naga.
[Full Text][Citation analysis]
article0
2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica.
[Full Text][Citation analysis]
article55
2018Long†Run Covariability In: Econometrica.
[Full Text][Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team