55
H index
86
i10 index
18377
Citations
Mark W. Watson : Citation Profile
Princeton University | RESEARCH PRODUCTION: 89 Articles 82 Papers 1 Books 15 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1982 - 2019). 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 |
| Scholarly Articles / Harvard University Department of Economics | 4 |
Recent works citing Mark W. Watson (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. Full description at Econpapers || Download paper | |
| 2018 | Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22. Full description at Econpapers || Download paper | |
| 2018 | State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc. In: CREATES Research Papers. RePEc:aah:create:2018-30. Full description at Econpapers || Download paper | |
| 2018 | A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). RodrÃguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; RodrÃÂÂguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33. Full description at Econpapers || Download paper | |
| 2018 | Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34. Full description at Econpapers || Download paper | |
| 2018 | The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38. Full description at Econpapers || Download paper | |
| 2019 | Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الØ. (2017). Ertugrul, Hasan ; Atasoy, Burak ; Tekin, Husnu. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:30:y:2017:i:4:no:7:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الØ. (2017). Atasoy, Burak ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta ; le Roux, Sara. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2019 | Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/002. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2017 | Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Net Charge-Off Rates of Banks: A PLS Approach. (2018). Kim, Hyeongwoo ; Maglic, Stevan ; Lee, Kangbok ; Joo, Sunghoon ; Barth, James ; Shen, Xuan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-03. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-07. Full description at Econpapers || Download paper | |
| 2019 | Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2019). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-03. Full description at Econpapers || Download paper | |
| 2019 | Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/001. Full description at Econpapers || Download paper | |
| 2017 | The Great Escape? A Quantitative Evaluation of the Feds Liquidity Facilities. (2017). Ferrero, Andrea ; Eggertsson, Gauti ; Del Negro, Marco ; Kiyotaki, Nobuhiro. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:3:p:824-57. Full description at Econpapers || Download paper | |
| 2017 | The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. In: AFEA Working Papers. RePEc:afe:wpaper:18/024. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2019 | Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/001. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Giri, A K ; Shastri, Shruti ; Mohapatra, Geetilaxmi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2018 | Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72. Full description at Econpapers || Download paper | |
| 2017 | Financial conditions index (FCI), inflation and growth: Some evidence. (2017). Sahoo, Manamani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:147-172. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2019 | Dynamics of business cycle and long-term economic growth of Pakistan. (2019). Jawed, Syed Monis ; Khan, Usama Ehsan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:173-184. Full description at Econpapers || Download paper | |
| 2017 | Cattle, Cutouts, and the Drop: How Much Information is in Disaggregated Cattle Prices?. (2017). Hahn, William. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258027. Full description at Econpapers || Download paper | |
| 2018 | Examining the Sustainability of the US Shale Oil Boom. (2018). Bejan, Vladimir . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274314. Full description at Econpapers || Download paper | |
| 2018 | FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Ebenezer, Appiah Collins ; Mensa-Bonsu, Akwasi ; Baptist, John. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791. Full description at Econpapers || Download paper | |
| 2018 | The Benefits of Public Rice Breeding. (2018). Shew, Aaron ; Moldenhauer, Karen ; Durand, Alvaro ; Nalley, Lawton Lanier. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266322. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719. Full description at Econpapers || Download paper | |
| 2018 | Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722. Full description at Econpapers || Download paper | |
| 2017 | The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Economic Research Papers. RePEc:ags:uwarer:269310. Full description at Econpapers || Download paper | |
| 2019 | Salarios y crecimiento económico durante el desarrollismo franquista. (2019). del Rey, Luis Cardenas. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1906. Full description at Econpapers || Download paper | |
| 2017 | Przyczynowosc w ekonomii. Najnowsze badania i nierozwiÄ…zane problemy / Causation in Economics. The Most Recent Analyses and the Unsolved Problems. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:1:p:63-81. Full description at Econpapers || Download paper | |
| 2019 | Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Mizen, Paul ; Banerjee, Anindya . In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019. Full description at Econpapers || Download paper | |
| 2018 | Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018. Full description at Econpapers || Download paper | |
| 2018 | BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118. Full description at Econpapers || Download paper | |
| 2018 | INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH. (2018). Ferreira, Diego ; Palma, Andreza Aparecida. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:125. Full description at Econpapers || Download paper | |
| 2018 | AVALIAÇÃO DA MEDIDA DE NÚCLEO DE INFLAÇÃO BASEADA NO MÉTODO WAVELET PARA O BRASIL. (2018). Denardin, Anderson Antonio ; Schmidt, Alex A ; Kozakevicius, Alice. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:34. Full description at Econpapers || Download paper | |
| 2018 | Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers || Download paper | |
| 2018 | Consumption Behaviour and Conservation of Household Electricity in Delhi: A Factor Analysis Approach. (2018). Tewathia, Nidhi. In: Asian Bulletin of Energy Economics and Technology. RePEc:aoj:abeeat:2018:p:22-35. Full description at Econpapers || Download paper | |
| 2017 | Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence. (2017). Siddiqui, Sikandar ; Tyagi, Somya. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:61-67. Full description at Econpapers || Download paper | |
| 2019 | The Determinants of Foreign Direct Investments in Real Estate: Turkey Case. (2019). At, Mustafa. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:789-795. Full description at Econpapers || Download paper | |
| 2017 | Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper | |
| 2018 | Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper | |
| 2017 | Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2017 | Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944. Full description at Econpapers || Download paper | |
| 2017 | The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840. Full description at Econpapers || Download paper | |
| 2018 | Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868. Full description at Econpapers || Download paper | |
| 2018 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
| 2017 | Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137. Full description at Econpapers || Download paper | |
| 2018 | Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392. Full description at Econpapers || Download paper | |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093. Full description at Econpapers || Download paper | |
| 2018 | Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
| 2019 | Cluster-Robust Standard Errors for Linear Regression Models with Many Controls. (2018). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314. Full description at Econpapers || Download paper | |
| 2019 | State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
| 2019 | Coverage Error Optimal Confidence Intervals. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1808.01398. Full description at Econpapers || Download paper | |
| 2018 | Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption. (2018). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1808.05293. Full description at Econpapers || Download paper | |
| 2018 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Juodis, Arturas ; Reese, Simon. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper | |
| 2019 | Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Papers. RePEc:arx:papers:1811.08083. Full description at Econpapers || Download paper | |
| 2019 | Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045. Full description at Econpapers || Download paper | |
| 2019 | Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
| 2019 | Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
| 2019 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
| 2019 | Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander . In: Papers. RePEc:arx:papers:1903.03202. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
| 2019 | Estimation of Cross-Sectional Dependence in Large Panels. (2019). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. In: Papers. RePEc:arx:papers:1904.06843. Full description at Econpapers || Download paper | |
| 2019 | Estimation of high-dimensional factor models and its application in power data analysis. (2019). Mi, Tiebin ; Qiu, Robert ; Shi, Xin . In: Papers. RePEc:arx:papers:1905.02061. Full description at Econpapers || Download paper | |
| 2019 | Efficient 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 | |
| 2019 | Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478. Full description at Econpapers || Download paper | |
| 2019 | Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132. Full description at Econpapers || Download paper | |
| 2019 | Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208. Full description at Econpapers || Download paper | |
| 2018 | Does Bank Corporate Governance Matter for Bank Performance and Risk-Taking? New Insights of an Emerging Economy. (2018). Moudud-Ul, Syed ; Gupta, Anupam Das ; Zheng, Changjun. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:205-230. Full description at Econpapers || Download paper | |
| 2019 | Estimation and Analysis of the Output Gap for the Saudi Economy; Econometric Study (1970-2016). (2019). Neffati, Mohamed R. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:267-284. Full description at Econpapers || Download paper | |
| 2019 | Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925. Full description at Econpapers || Download paper | |
| 2017 | Revisiting the Causal Nexus between Defense Expenditure and Economic Growth: Time Series Analysis for Saudi Arabia. (2017). Ping, Guo ; Saud, Alotaish Mohammed . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:35-43. Full description at Econpapers || Download paper | |
| 2018 | The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461. Full description at Econpapers || Download paper | |
| 2019 | Monetary Policy Transmission in the Euro Zone. (2019). Binatli, Ayla Ogu ; Sohrabji, Niloufer . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i1-4. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Public Expenditures on Economic Growth in Two Very Different Countries: A comparative Analysis of Armenia and Spain. (2017). Sedrakyan, Gohar ; Varela-Candamio, Laura. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1702. Full description at Econpapers || Download paper | |
| 2017 | The Effects of Presumptive Methods of Taxation on Revenue Mobilization in the Value Added Tax. (2017). Sedrakyan, Gohar. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1718. 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 | |
| 2018 | Big Data Econometrics: Now Casting and Early Estimates. (2018). Marcellino, Massimiliano ; Papailias, Fotis ; Mazzi, Gian Luigi ; Kapetanios, George ; Buono, Dario. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1882. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886. Full description at Econpapers || Download paper | |
| 2017 | Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401. Full description at Econpapers || Download paper | |
| 2019 | Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207. Full description at Econpapers || Download paper | |
| 2018 | R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804. 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 | 18 |
| 2014 | Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review. [Full Text][Citation analysis] | article | 22 |
| 2016 | Presidents and the US Economy: An Econometric Exploration In: American Economic Review. [Full Text][Citation analysis] | article | 21 |
| 2014 | Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2014 | Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
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| 1987 | Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 714 | paper | |
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| 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: 96 | 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: 96 | paper | |
| 2007 | ABCs (and Ds) of Understanding VARs In: American Economic Review. [Full Text][Citation analysis] | article | 237 |
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| 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: 35 | paper | |
| 2003 | Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 686 |
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| 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: 686 | paper | |
| 1997 | The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 277 |
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| 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: 457 | paper | |
| 1996 | Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 1999 | Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
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| 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 | 530 |
| 2012 | Disentangling the Channels of the 2007-09 Recession In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 100 |
| 2017 | The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 18 |
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| 2012 | Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | 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 | 353 |
| 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: 353 | paper | |
| 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: 353 | article | |
| 2007 | Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory. [Full Text][Citation analysis] | article | 100 |
| 1988 | Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 352 |
| 1988 | Sources of Business Cycles Fluctuations.(1988) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 352 | chapter | |
| 1988 | Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 352 | paper | |
| 1985 | Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal. [Full Text][Citation analysis] | article | 87 |
| 1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1000 |
| 1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 1503 |
| 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: 1503 | paper | |
| 2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica. [Full Text][Citation analysis] | article | 187 |
| 2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
| 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: 187 | paper | |
| 2008 | Testing Models of Low-Frequency Variability In: Econometrica. [Full Text][Citation analysis] | article | 33 |
| 2006 | Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | 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 | 97 |
| 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: 97 | paper | |
| 1994 | Rejoinder to Evans and McCallum In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
| 1988 | The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1984 | Time series and spectral methods in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 10 |
| 1986 | Vector autoregressions and cointegration In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 8 |
| 1993 | Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2006 | Forecasting with Many Predictors In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 119 |
| 1986 | Does GNP have a unit root? In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2013 | Low-frequency robust cointegration testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2009 | Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 53 |
| 2013 | Consistent Factor Estimation in Dynamic Factor Models with Structural Instability.(2013) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | 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: 53 | paper | ||
| 2014 | Estimating turning points using large data sets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2010 | Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | 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 | 140 |
| 1985 | A dymimic model of housing price determination In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 1989 | Interpreting the evidence on money-income causality In: Journal of Econometrics. [Full Text][Citation analysis] | article | 224 |
| 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 | 239 |
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| 1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 317 |
| 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: 317 | paper | |
| 2016 | Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 13 |
| 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 | 316 |
| 1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 705 |
| 1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 705 | paper | |
| 2008 | Phillips curve inflation forecasts In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 108 |
| 2008 | Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2018 | The Disappointing Recovery in U.S. Output after 2009 In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2019 | How Have Changing Sectoral Trends Affected GDP Growth? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2000 | Recent changes in trend and cycle, remarks In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2007 | On the sources of the Great Moderation - discussion In: Proceedings. [Full Text][Citation analysis] | article | 0 |
| 2005 | Has inflation become harder to forecast? In: Proceedings. [Full Text][Citation analysis] | article | 3 |
| 1991 | Using econometric models to predict recessions In: Economic Perspectives. [Full Text][Citation analysis] | article | 6 |
| 1995 | Temporal instability of the unemployment-inflation relationship In: Economic Perspectives. [Full Text][Citation analysis] | article | 49 |
| 1991 | Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 203 |
| 1991 | Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 203 | 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: 203 | article | |
| 1992 | Testing long run neutrality In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 126 |
| 1997 | Testing long-run neutrality.(1997) In: Economic Quarterly. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | article | |
| 1992 | Testing Long Run Neutrality.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
| 1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 14 |
| 1993 | Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
| 1994 | The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
| 1994 | Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 66 |
| 1994 | Estimating Deterministic Trends in the Presence of Serially Correlated Errors.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 1997 | Estimating Deterministic Trends In The Presence Of Serially Correlated Errors.(1997) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
| 1995 | Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues. [Full Text][Citation analysis] | paper | 203 |
| 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: 203 | article | |
| 2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 152 |
| 2010 | Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 50 |
| 2010 | Modeling Inflation After the Crisis.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | 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 | 31 |
| 2007 | How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly. [Full Text][Citation analysis] | article | 44 |
| 2008 | Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper. [Full Text][Citation analysis] | paper | 216 |
| 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: 216 | paper | |
| 2008 | Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 216 | 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: 216 | article | |
| 1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 628 |
| 1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 628 | chapter | |
| 2008 | The Evolution of National and Regional Factors in U.S. Housing Construction In: Scholarly Articles. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Dynamic Factor Models In: Scholarly Articles. [Full Text][Citation analysis] | paper | 73 |
| 1998 | The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review. [Citation analysis] | article | 149 |
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| 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 | 387 |
| 2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics. [Full Text][Citation analysis] | article | 50 |
| 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 | 88 |
| 2007 | Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 264 |
| 2007 | Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 620 |
| 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: 620 | paper | |
| 1993 | Business Cycles, Indicators, and Forecasting In: NBER Books. [Citation analysis] | book | 55 |
| 1986 | Are Business Cycles All Alike? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 159 |
| 1984 | Are Business Cycles All Alike?.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
| 2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 723 |
| 2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 723 | 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 |
| 2019 | Comment on On the Empirical (Ir)Relevance ofthe Zero Lower Bound Constraint 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 | 49 |
| 1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 106 |
| 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: 106 | paper | |
| 1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 219 |
| 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: 219 | paper | |
| 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 1994 | Testing for Cointegration When Some of the Contributing Vectors are Known In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1982 | Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 137 |
| 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 | 423 |
| 2010 | Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 130 |
| 2012 | Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 86 |
| 2013 | Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Measuring Uncertainty about Long-Run Predictions.(2016) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2016 | Core Inflation and Trend Inflation.(2016) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2015 | Low-Frequency Econometrics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Interpreting Evidence on Money-Income Causality In: NBER Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2017 | Long-Run Covariability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2018 | Identification 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: 18 | article | |
| 2019 | Aggregate Implications of Changing Sectoral Trends In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Slack and Cyclically Sensitive Inflation 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 | 73 |
| 1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers. [Full Text][Citation analysis] | paper | 68 |
| 1998 | Diffusion Indexes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 204 |
| 2001 | Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 385 |
| 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: 385 | 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 | 8 |
| 2007 | Measuring 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 | |
| 2017 | The Slow Recovery in Output after 2009 In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Measuring Uncertainty About Long-Run Forecasts In: Annual Meeting Plenary. [Full Text][Citation analysis] | paper | 2 |
| 1999 | A dynamic factor model framework for forecast combination In: Spanish Economic Review. [Full Text][Citation analysis] | article | 31 |
| 2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 80 |
| 1985 | Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 1983 | Imperfect Information and Wage Inertia in the Business Cycle: A Comment. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Comment In: NBER Macroeconomics Annual. [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 |
| 2015 | Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica. [Full Text][Citation analysis] | article | 11 |
| 2018 | Long†Run Covariability In: Econometrica. [Full Text][Citation analysis] | article | 2 |
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