Mark W. Watson : Citation Profile


Are you Mark W. Watson?

Princeton University

53

H index

79

i10 index

17091

Citations

RESEARCH PRODUCTION:

77

Articles

72

Papers

1

Books

13

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   36 years (1982 - 2018). See details.
   Cites by year: 474
   Journals where Mark W. Watson has often published
   Relations with other researchers
   Recent citing documents: 1318.    Total self citations: 50 (0.29 %)

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   Permalink: http://citec.repec.org/pwa582
   Updated: 2018-11-10    RAS profile: 2014-07-01    
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Relations with other researchers


Works with:

Stock, James (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 (300)

GUPTA, RANGAN (233)

Miller, Stephen (125)

Pesaran, M (120)

Kabundi, Alain (108)

Giannone, Domenico (105)

Forni, Mario (104)

Reichlin, Lucrezia (100)

Koop, Gary (91)

Eickmeier, Sandra (86)

Korobilis, Dimitris (84)

Cites to:

Stock, James (63)

Sims, Christopher (33)

Reichlin, Lucrezia (32)

Forni, Mario (24)

King, Robert (22)

Christiano, Lawrence (21)

Eichenbaum, Martin (20)

Hamilton, James (17)

Blanchard, Olivier (17)

Lippi, Marco (17)

Ng, Serena (16)

Main data


Where Mark W. Watson has published?


Journals with more than one article published# docs
Journal of Econometrics8
Journal of Business & Economic Statistics7
Journal of Money, Credit and Banking5
American Economic Review5
Econometrica4
The Review of Economics and Statistics3
Economic Quarterly3
Proceedings3
Journal of Political Economy3
Journal of Monetary Economics3
Journal of Economic Perspectives3
Review2
Economic Perspectives2
Proceedings - Economic Policy Symposium - Jackson Hole2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago13

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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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 Sencer ; 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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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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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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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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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). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029.

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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 F. 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). Siami-Namini, Sima ; Lyford, Conrad ; Trindade, Alexandre A ; Hudson, Darren. 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 ; Lyford, Conrad ; Trindade, Alexandre A ; Hudson, Darren. 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). Lutkepohl, Helmut ; Winker, Peter ; Staszewska-Bystrova, Anna. 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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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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2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). 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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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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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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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 ; Robertson, Donald ; Mitchell, James. 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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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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2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Chiarini, Bruno ; Piselli, Paolo ; Marzano, Elisabetta ; Bartoletto, Silvana. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43.

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2017A Financial Conditions Index for the CEE economies. (2017). Auer, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1145_17.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2018Credit supply and productivity growth. (2018). Manaresi, Francesco ; Pierri, Nicola . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1168_18.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Carriero, Andrea ; Corsello, Francesco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2017Regional Input-Output Matrices, an Application to Manufacturing Exports in Mexico. (2017). Chiquiar, Daniel ; Leonardo, Torre Cepeda ; Miroslava, Quiroga ; Jorge, Alvarado ; Daniel, Chiquiar . In: Working Papers. RePEc:bdm:wpaper:2017-09.

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2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

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2018Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Francis, Neville ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1055.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2017CAPITAL PRODUCTIVITY IN INDUSTRIALISED ECONOMIES: EVIDENCE FROM ERROR-CORRECTION MODEL AND LAGRANGE MULTIPLIER TESTS. (2017). Trofimov, Ivan D. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:215:p:53-80.

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2017Supply Chain Disruptions: Evidence from the Great East Japan Earthquake. (2017). Tahbaz-Salehi, Alireza ; Saito, Yukiko ; Nirei, Makoto ; Carvalho, Vasco. In: Working Papers. RePEc:bfi:wpaper:2017-01.

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2017Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02.

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2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Working papers. RePEc:bfr:banfra:622.

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2017Time-varying fiscal spending multipliers in the UK. (2017). Towbin, Pascal ; Sestieri, Giulia ; Glocker, Christian. In: Working papers. RePEc:bfr:banfra:643.

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2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

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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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article16
2014Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review.
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article19
1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
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article695
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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paper
1994Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review.
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article93
1992Business cycle durations and postwar stabilization of the U.S. economy.(1992) In: Working Paper Series, Macroeconomic Issues.
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paper
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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article225
2006A,B,Cs (and Ds)s for Understanding VARS.(2006) In: Levine's Bibliography.
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paper
2010Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article30
2007Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
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article659
2001Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings.
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This paper has another version. Agregated cites: 659
article
2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 659
paper
1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
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article269
2001Vector Autoregressions In: Journal of Economic Perspectives.
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article306
1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article169
2002Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article815
1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article437
1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
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paper
1994Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers.
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paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics.
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article2
1999Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
[Citation analysis]
article884
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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article117
1987Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1997Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article492
2012Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series.
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paper13
2012Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking.
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article
2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
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paper327
2006A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series.(2006) In: Journal of Econometrics.
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article
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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paper6
1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory.
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article101
1988Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers.
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paper345
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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paper
1985Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal.
[Full Text][Citation analysis]
article86
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]
article938
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
[Full Text][Citation analysis]
article1418
1991A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 1418
paper
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica.
[Full Text][Citation analysis]
article151
2006Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2006) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 151
paper
2008Testing Models of Low-Frequency Variability In: Econometrica.
[Full Text][Citation analysis]
article29
2006Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers.
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paper
2000Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers.
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paper6
2001Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
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paper
1994The post-war U.S. phillips curve: a revisionist econometric history In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article96
1994The post-war U.S. Phillips curve: a revisionist econometric history.(1994) In: Working Paper Series, Macroeconomic Issues.
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paper
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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article1
1984Time series and spectral methods in econometrics In: Handbook of Econometrics.
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chapter10
1986Vector autoregressions and cointegration In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter8
1993Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues.
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paper
2006Forecasting with Many Predictors In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter114
1986Does GNP have a unit root? In: Economics Letters.
[Full Text][Citation analysis]
article24
2013Low-frequency robust cointegration testing In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2009Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2013Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics.
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article41
Consistent factor estimation in dynamic factor models with structural instability.() In: Working Paper.
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paper
2014Estimating turning points using large data sets In: Journal of Econometrics.
[Full Text][Citation analysis]
article33
2010Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
1983Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models In: Journal of Econometrics.
[Full Text][Citation analysis]
article129
1985A dymimic model of housing price determination In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
1989Interpreting the evidence on money-income causality In: Journal of Econometrics.
[Full Text][Citation analysis]
article216
1989Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article19
2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review.
[Full Text][Citation analysis]
article233
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers.
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This paper has another version. Agregated cites: 233
paper
1999Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics.
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chapter297
1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers.
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paper
1984Testing the interpretation of indices in a macroeconomic index model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article4
1986Univariate detrending methods with stochastic trends In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article302
1999Forecasting inflation In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article680
1999Forecasting Inflation.(1999) In: NBER Working Papers.
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2008Phillips curve inflation forecasts In: Conference Series ; [Proceedings].
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article101
2008Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers.
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2000Recent changes in trend and cycle, remarks In: Proceedings.
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article0
2007On the sources of the Great Moderation - discussion In: Proceedings.
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article0
2005Has inflation become harder to forecast? In: Proceedings.
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article3
1991Using econometric models to predict recessions In: Economic Perspectives.
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article6
1995Temporal instability of the unemployment-inflation relationship In: Economic Perspectives.
[Full Text][Citation analysis]
article49
1991Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper202
1991Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202
paper
1993Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy.
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article
1992Testing long run neutrality In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper126
1997Testing long-run neutrality.(1997) In: Economic Quarterly.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
article
1992Testing Long Run Neutrality.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
paper
1992A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper14
1993Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper0
1994The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum In: Working Paper Series, Macroeconomic Issues.
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paper0
1994Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper66
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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article
1995Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues.
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paper201
1996Money, Prices, Interest Rates and the Business Cycle..(1996) In: The Review of Economics and Statistics.
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2003Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole.
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article141
2010Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole.
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article47
2010Modeling Inflation After the Crisis.(2010) In: NBER Working Papers.
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2002Market anticipations of monetary policy actions - commentary In: Review.
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article0
2005Commentary on whats real about the business cycle? In: Review.
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article0
2002Assessing changes in the monetary transmission mechanism: a VAR approach : commentary In: Economic Policy Review.
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article2
1999Explaining the increased variability in long-term interest rates In: Economic Quarterly.
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article30
2007How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly.
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article44
2008Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper.
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paper178
2008Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2008) In: NBER Working Papers.
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2008Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers.
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2011Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2011) In: Journal of Political Economy.
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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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1998The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review.
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2007Journal of Applied Econometrics Annual Lecture Series In: Journal of Applied Econometrics.
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1989MTS: A Review. In: Journal of Applied Econometrics.
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2004Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting.
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2002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics.
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1997Comment on On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990. In: Journal of Money, Credit and Banking.
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2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply. In: Journal of Money, Credit and Banking.
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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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2007Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking.
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2006Why Has U.S. Inflation Become Harder to Forecast?.(2006) In: NBER Working Papers.
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1993Business Cycles, Indicators and Forecasting In: NBER Books.
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1986Are Business Cycles All Alike? In: NBER Chapters.
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chapter157
1984Are Business Cycles All Alike?.(1984) In: NBER Working Papers.
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2003Has the Business Cycle Changed and Why? In: NBER Chapters.
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chapter690
2002Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers.
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2013Comment on Shocks and Crashes In: NBER Chapters.
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2015Comment on Trends and Cycles in Chinas Macroeconomy In: NBER Chapters.
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1993Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters.
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chapter43
1993A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters.
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1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience.(1992) In: NBER Working Papers.
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1997How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters.
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chapter215
1996How Precise are Estimates of the Natural Rate of Unemployment?.(1996) In: NBER Working Papers.
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1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers.
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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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1982Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers.
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1983Seasonal Adjustment with Measurement Error Present In: NBER Working Papers.
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2005Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers.
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2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers.
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2012Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers.
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2013Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers.
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2014Presidents and the U.S. Economy: An Econometric Exploration In: NBER Working Papers.
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2015Core Inflation and Trend Inflation In: NBER Working Papers.
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2015Low-Frequency Econometrics In: NBER Working Papers.
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1987Interpreting Evidence on Money-Income Causality In: NBER Working Papers.
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2017Long-Run Covariability In: NBER Working Papers.
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2017The Disappointing Recovery of Output after 2009 In: NBER Working Papers.
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2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers.
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1988A Probability Model of The Coincident Economic Indicators In: NBER Working Papers.
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1990Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers.
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1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers.
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1998Diffusion Indexes In: NBER Working Papers.
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2001Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers.
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2003Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers.
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2005Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association.
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2010Recollections of Clive Granger In: Journal of Financial Econometrics.
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2007Measuring changes in the value of the numeraire In: 2007 Meeting Papers.
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1999A dynamic factor model framework for forecast combination In: Spanish Economic Review.
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2012Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics.
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1985Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics.
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1983Imperfect Information and Wage Inertia in the Business Cycle: A Comment. In: Journal of Political Economy.
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2002Low cost light traps for coral reef fishery research and sustainable ornamental fisheries In: Naga.
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