Mark W. Watson : Citation Profile


Are you Mark W. Watson?

Princeton University

58

H index

89

i10 index

19465

Citations

RESEARCH PRODUCTION:

89

Articles

85

Papers

1

Books

15

Chapters

EDITOR:

8

Books edited

RESEARCH ACTIVITY:

   37 years (1982 - 2019). See details.
   Cites by year: 526
   Journals where Mark W. Watson has often published
   Relations with other researchers
   Recent citing documents: 2416.    Total self citations: 59 (0.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa582
   Updated: 2020-05-16    RAS profile: 2018-12-11    
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Relations with other researchers


Works with:

Stock, James (7)

Fernald, John (5)

Sarte, Pierre Daniel (4)

Foerster, Andrew (4)

Hornstein, Andreas (4)

Blinder, Alan (3)

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 (319)

GUPTA, RANGAN (258)

Pesaran, M (127)

Miller, Stephen (127)

Forni, Mario (111)

Giannone, Domenico (111)

Kabundi, Alain (110)

Reichlin, Lucrezia (104)

Koop, Gary (100)

Eickmeier, Sandra (99)

Ravazzolo, Francesco (96)

Cites to:

Stock, James (86)

Reichlin, Lucrezia (65)

Forni, Mario (45)

Giannone, Domenico (38)

Ng, Serena (36)

Sims, Christopher (35)

Lippi, Marco (31)

Bai, Jushan (30)

Hallin, Marc (29)

King, Robert (26)

Sargent, Thomas (25)

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
Econometrica4
The Review of Economics and Statistics4
Journal of Economic Perspectives4
Economic Quarterly3
Brookings Papers on Economic Activity3
Journal of Political Economy3
Journal of Monetary Economics3
FRBSF Economic Letter2
Economic Perspectives2
Econometrica2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Applied Econometrics2
Review2

Working Papers Series with more than one paper published# docs
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago13
Scholarly Articles / Harvard University Department of Economics4
Proceedings / Federal Reserve Bank of San Francisco3
Working Paper / Federal Reserve Bank of Richmond2
Proceedings - Economic Policy Symposium - Jackson Hole / Federal Reserve Bank of Kansas City2
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Mark W. Watson (2019 and 2018)


YearTitle of citing document
2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

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2018Time-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.

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2018State-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.

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2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2018Fast 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.

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2018The 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.

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2019Assessing 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.

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2019Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors. (2019). Hillebrand, Eric ; Koopman, Siem Jan ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2019-21.

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2019Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto. In: CREATES Research Papers. RePEc:aah:create:2019-23.

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2017A Statistical Investigation of Business Cycles Characteristics in Pakistan. (2017). Baig, Asia ; Tariq, Muhammad ; Ali, Niaz. In: Global Economics Review. RePEc:aaw:journl:v:2:y:2017:i:1:p:73-84.

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2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (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.

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2017The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (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.

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2017The Role of Openness in the Effect of ICT on Governance. (2017). Asongu, Simplice ; Nwachukwu, Jacinta C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/050.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/029.

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2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/002.

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2019Trajectories 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.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022.

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2019FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/057.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/077.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086.

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2017Improving 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.

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2018Forecasting Net Charge-Off Rates of Banks: A PLS Approach. (2018). Kim, Hyeongwoo ; Shen, Xuan ; Maglic, Stevan ; Lee, Kangbok ; Joo, Sunghoon ; Barth, James . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-03.

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2018Forecasting 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.

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2019Improving 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.

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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/001.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/013.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022.

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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.

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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.

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2017The 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.

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2017The Historical Roots of U.S. Energy Price Shocks. (2017). Huntington, Hillard. In: The Energy Journal. RePEc:aen:journl:ej38-5-huntington.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/024.

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2017The 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.

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2018The 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.

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2019Governance and Domestic Investment in Africa. (2019). Iheonu, Chimere. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/001.

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2019Trajectories 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.

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2019Foreign 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.

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2019FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/057.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/077.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086.

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2017An 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.

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2018Does 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.

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2017Financial 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.

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2017An 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.

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2019Dynamics 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.

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2019Does democracy increase total tax revenues? The case of selected OECD countries. (2019). Ozmen, Brahim ; Ozcan, Gunay . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:45-58.

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2017Cattle, 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.

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2018Examining 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.

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2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Mensa-Bonsu, Akwasi ; Baptist, John ; Ebenezer, Appiah Collins. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

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2018The 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.

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2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719.

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2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722.

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2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Economic Research Papers. RePEc:ags:uwarer:269310.

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2019Salarios y crecimiento económico durante el desarrollismo franquista. (2019). del Rey, Luis Cardenas. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1906.

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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.

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2019Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:7.

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2017Przyczynowosc w ekonomii. Najnowsze badania i nierozwiązane problemy / Causation in Economics. The Most Recent Analyses and the Unsolved Problems. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:1:p:63-81.

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2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

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2018Constructing 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.

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2018BUBBLES 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.

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2018INFLATION 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.

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2018AVALIAÇÃO 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.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Consumption 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.

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2017Yield 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.

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2019Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru. (2019). Florián, David ; Castillo, Luis ; Hoyle, David Florian. In: Working Papers. RePEc:apc:wpaper:159.

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2019The 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.

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2017Inference in Linear Regression Models with Many Covariates and Heteroskedasticity. (2017). Jansson, Michael ; Cattaneo, Matias ; Newey, Whitney K. In: Papers. RePEc:arx:papers:1507.02493.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Aste, Tomaso ; Caccioli, Fabio ; Tungsong, Sachapon . In: Papers. RePEc:arx:papers:1702.05944.

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2017The 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.

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2019Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2017Forecasting the U.S. Real House Price Index. (2017). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis. In: Papers. RePEc:arx:papers:1707.04868.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2019Cluster-Robust Standard Errors for Linear Regression Models with Many Controls. (2019). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314.

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

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

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2018Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption. (2018). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1808.05293.

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2019The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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

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2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2019). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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

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

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2019Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander. In: Papers. RePEc:arx:papers:1903.03202.

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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.
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article20
2014Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review.
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article22
2016Presidents and the US Economy: An Econometric Exploration In: American Economic Review.
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article27
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: NBER Working Papers.
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2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: Working Papers.
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1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
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article723
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
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paper
1987Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers.
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1994Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review.
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article99
1992Business cycle durations and postwar stabilization of the U.S. economy.(1992) In: Working Paper Series, Macroeconomic Issues.
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1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy.(1992) In: NBER Working Papers.
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paper
2007ABCs (and Ds) of Understanding VARs In: American Economic Review.
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article252
2010Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics.
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article40
2007Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers.
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paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
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2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
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1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
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2001Vector Autoregressions In: Journal of Economic Perspectives.
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1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
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2017Twenty Years of Time Series Econometrics in Ten Pictures In: Journal of Economic Perspectives.
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article9
2002Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association.
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1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
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1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
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1994Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers.
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1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics.
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1999Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics.
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2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
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2007Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel In: Journal of Business & Economic Statistics.
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1987Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics.
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article1
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
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1997Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity.
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2012Disentangling the Channels of the 2007-09 Recession In: Brookings Papers on Economic Activity.
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2017The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity.
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2017The Disappointing Recovery of Output after 2009.(2017) In: Working Paper Series.
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2017The Disappointing Recovery of Output after 2009.(2017) In: NBER Working Papers.
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2012Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series.
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2012Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking.
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2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
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2006A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series.(2006) In: Journal of Econometrics.
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2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series.(2005) In: Working Papers.
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2007Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers.
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1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory.
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1988Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers.
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paper358
1988Sources of Business Cycles Fluctuations.(1988) In: NBER Chapters.
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chapter
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers.
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1985Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal.
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article90
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
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1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
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1991A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues.
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2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica.
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2006Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2006) In: NBER Technical Working Papers.
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2008Testing Models of Low-Frequency Variability In: Econometrica.
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2006Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers.
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2000Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers.
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2001Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers.
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1994The post-war U.S. phillips curve: a revisionist econometric history In: Carnegie-Rochester Conference Series on Public Policy.
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1994The post-war U.S. Phillips curve: a revisionist econometric history.(1994) In: Working Paper Series, Macroeconomic Issues.
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1994Rejoinder to Evans and McCallum In: Carnegie-Rochester Conference Series on Public Policy.
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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.
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1984Time series and spectral methods in econometrics In: Handbook of Econometrics.
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1986Vector autoregressions and cointegration In: Handbook of Econometrics.
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1993Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues.
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2006Forecasting with Many Predictors In: Handbook of Economic Forecasting.
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chapter124
1986Does GNP have a unit root? In: Economics Letters.
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article26
2013Low-frequency robust cointegration testing In: Journal of Econometrics.
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2009Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers.
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2013Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics.
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article61
2013Consistent Factor Estimation in Dynamic Factor Models with Structural Instability.(2013) In: Scholarly Articles.
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2014Estimating turning points using large data sets In: Journal of Econometrics.
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2010Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers.
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1983Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models In: Journal of Econometrics.
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1985A dymimic model of housing price determination In: Journal of Econometrics.
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1989Interpreting the evidence on money-income causality In: Journal of Econometrics.
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1987Interpreting Evidence on Money-Income Causality.(1987) In: NBER Working Papers.
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1989Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics.
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2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review.
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1999Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics.
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chapter329
1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers.
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2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics In: Handbook of Macroeconomics.
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chapter19
1984Testing the interpretation of indices in a macroeconomic index model In: Journal of Monetary Economics.
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1986Univariate detrending methods with stochastic trends In: Journal of Monetary Economics.
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article323
1999Forecasting inflation In: Journal of Monetary Economics.
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1999Forecasting Inflation.(1999) In: NBER Working Papers.
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2008Phillips curve inflation forecasts In: Conference Series ; [Proceedings].
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article105
2018The Disappointing Recovery in U.S. Output after 2009 In: FRBSF Economic Letter.
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2019How Have Changing Sectoral Trends Affected GDP Growth? In: FRBSF Economic Letter.
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2000Recent changes in trend and cycle, remarks In: Proceedings.
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2001Forecasting output and inflation: the role of asset prices In: Proceedings.
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2007On the sources of the Great Moderation - discussion In: Proceedings.
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2019Aggregate Implications of Changing Sectoral Trends.(2019) In: NBER Working Papers.
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2005Has inflation become harder to forecast? In: Proceedings.
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1991Using econometric models to predict recessions In: Economic Perspectives.
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1995Temporal instability of the unemployment-inflation relationship In: Economic Perspectives.
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1991Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues.
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1991Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers.
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1993Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy.
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1992Testing long run neutrality In: Working Paper Series, Macroeconomic Issues.
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1992Testing Long Run Neutrality.(1992) In: NBER Working Papers.
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1992A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues.
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1994Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues.
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2008Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers.
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1989NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government.
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1989New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters.
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1984Are Business Cycles All Alike?.(1984) In: NBER Working Papers.
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2015Comment on Trends and Cycles in Chinas Macroeconomy In: NBER Chapters.
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1994Testing for Cointegration When Some of the Contributing Vectors are Known In: NBER Technical Working Papers.
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1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers.
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