Mark W. Watson : Citation Profile


Are you Mark W. Watson?

Princeton University

55

H index

82

i10 index

17686

Citations

RESEARCH PRODUCTION:

88

Articles

81

Papers

1

Books

14

Chapters

EDITOR:

8

Books edited

RESEARCH ACTIVITY:

   36 years (1982 - 2018). See details.
   Cites by year: 491
   Journals where Mark W. Watson has often published
   Relations with other researchers
   Recent citing documents: 1596.    Total self citations: 55 (0.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa582
   Updated: 2019-02-13    RAS profile: 2018-12-11    
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Relations with other researchers


Works with:

Fernald, John (5)

Stock, James (3)

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 (306)

GUPTA, RANGAN (237)

Miller, Stephen (125)

Pesaran, M (122)

Forni, Mario (109)

Kabundi, Alain (109)

Giannone, Domenico (107)

Reichlin, Lucrezia (101)

Koop, Gary (93)

Lippi, Marco (89)

Eickmeier, Sandra (86)

Cites to:

Stock, James (78)

Reichlin, Lucrezia (60)

Forni, Mario (43)

Sims, Christopher (36)

Ng, Serena (32)

Lippi, Marco (31)

Giannone, Domenico (31)

Bai, Jushan (29)

Hallin, Marc (29)

Christiano, Lawrence (25)

King, Robert (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
The Review of Economics and Statistics4
Journal of Economic Perspectives4
Econometrica4
Proceedings3
Brookings Papers on Economic Activity3
Journal of Monetary Economics3
Journal of Political Economy3
Economic Quarterly3
Economic Perspectives2
Econometrica2
Proceedings - Economic Policy Symposium - Jackson Hole2
Journal of Applied Econometrics2
Review2
Carnegie-Rochester Conference Series on Public Policy2

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

Recent works citing Mark W. Watson (2018 and 2017)


YearTitle of citing document
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). 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). Borghi, Riccardo ; Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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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: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:no:7:p:103-117.

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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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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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2017Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-10.

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2017Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation. (2017). Haque, Qazi. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-13.

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2017Microeconomic Origins of Macroeconomic Tail Risks. (2017). Tahbaz-Salehi, Alireza ; Acemoglu, Daron ; Ozdaglar, Asuman. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:54-108.

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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). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. 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 O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/001.

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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: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). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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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). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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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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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018FOOD 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.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717.

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2018Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors. (2018). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274718.

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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). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. 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). Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A ; Siami-Namini, Sima. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722.

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2017A Model of the Fed’s View on Inflation. (2017). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Economic Research Papers. RePEc:ags:uwarer:269087.

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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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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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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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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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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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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). Fan, Jianqing ; Liao, Yuan ; 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). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. 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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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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2018Sequential 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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2018Comparing 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.

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2018Implications 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.

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

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2018Cluster-Robust Standard Errors for Linear Regression Models with Many Controls. (2018). D'Adamo, Riccardo. In: Papers. RePEc:arx:papers:1806.07314.

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2018State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Coverage Error Optimal Confidence Intervals. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. 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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2018Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Papers. RePEc:arx:papers:1811.08083.

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2018Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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2018Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2018Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2018Does 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.

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2017Revisiting 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.

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2018The 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.

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2019Monetary Policy Transmission in the Euro Zone. (2019). Binatli, Ayla Ogu ; Sohrabji, Niloufer . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i1-4.

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2017The 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.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756.

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2018Big 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.

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2018Forecasting 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.

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2017Sectoral 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.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2018R2 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.

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2018Measuring Retail Trade Using Card Transactional Data. (2018). García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle. In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2018An Alternative Estimate of Canadian Potential Output: The Multivariate State-Space Framework. (2018). Pichette, Lise ; Robitaille, Marie-Noelle ; Bernier, Maria. In: Discussion Papers. RePEc:bca:bocadp:18-14.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan. (2017). Sergeyev, Dmitriy ; Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Staff Working Papers. RePEc:bca:bocawp:17-40.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2017A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel. In: Occasional Papers. RePEc:bde:opaper:1703.

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2017Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan. In: Working Papers. RePEc:bde:wpaper:1716.

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2017The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17.

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2018Labour market conditions and wage inflation in CEE economies. (2018). Auer, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_460_18.

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2018Weakness in Italy’s core inflation and the Phillips curve: the role of labour and financial indicators. (2018). Conti, Antonio ; Gigante, Concetta. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_466_18.

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

Mark W. Watson has edited the books:


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YearTitleTypeCited
2010Indicators for Dating Business Cycles: Cross-History Selection and Comparisons In: American Economic Review.
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2014Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review.
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2016Presidents and the US Economy: An Econometric Exploration In: American Economic Review.
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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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article704
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
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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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article94
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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2007ABCs (and Ds) of Understanding VARs In: American Economic Review.
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2006A,B,Cs (and Ds)s for Understanding VARS.(2006) In: Levine's Bibliography.
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2010Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics.
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2007Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers.
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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: Proceedings.
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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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1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
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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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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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2017The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity.
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2012Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series.
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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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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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paper347
1988Sources of Business Cycles Fluctuations.(1988) In: NBER Chapters.
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1988Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers.
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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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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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chapter115
1986Does GNP have a unit root? In: Economics Letters.
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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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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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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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chapter305
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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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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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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2008Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers.
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2018The Disappointing Recovery in U.S. Output after 2009 In: FRBSF Economic Letter.
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2000Recent changes in trend and cycle, remarks In: Proceedings.
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2007On the sources of the Great Moderation - discussion In: Proceedings.
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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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1994The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum 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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1994Estimating Deterministic Trends in the Presence of Serially Correlated Errors.(1994) In: NBER Technical Working Papers.
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1997Estimating Deterministic Trends In The Presence Of Serially Correlated Errors.(1997) In: The Review of Economics and Statistics.
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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.(1989) In: NBER Chapters.
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2007Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking.
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