60
H index
87
i10 index
20739
Citations
Princeton University | 60 H index 87 i10 index 20739 Citations RESEARCH PRODUCTION: 89 Articles 85 Papers 1 Books 15 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark W. Watson. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago | 13 |
Scholarly Articles / Harvard University Department of Economics | 4 |
Working Paper / Federal Reserve Bank of Richmond | 2 |
Working Paper Series / Federal Reserve Bank of San Francisco | 2 |
Year | Title of citing document | |
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2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05. Full description at Econpapers || Download paper | |
2020 | Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03. Full description at Econpapers || Download paper | |
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers || Download paper | |
2020 | Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/024. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Fagbemi, Fisayo ; Oladejo, Babafemi ; Adeosun, Opeoluwa A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099. Full description at Econpapers || Download paper | |
2020 | Revisiting empirical studies on the liquidity effect: An identication-robust approach. (2020). Masson, Virginie ; Doko Tchatoka, Firmin ; Slinger, Lauren. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-02. Full description at Econpapers || Download paper | |
2020 | On bootstrapping tests of equal forecast accuracy for nested models. (2020). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-03. Full description at Econpapers || Download paper | |
2020 | Sticky Expectations and Consumption Dynamics. (2020). White, Matthew ; Tokuoka, Kiichi ; Slacalek, Jiri ; Crawley, Edmund ; Carroll, Christopher D. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:3:p:40-76. Full description at Econpapers || Download paper | |
2020 | Measuring the Macroeconomic Impact of Carbon Taxes. (2020). Metcalf, Gilbert ; Stock, James H. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:110:y:2020:p:101-06. Full description at Econpapers || Download paper | |
2020 | Identifying the Phillips Curve in Georgia. (2020). Sopromadze, Tamta ; Mkhatrishvili, Shalva ; Tsutskiridze, Giorgi ; Arevadze, Lasha. In: NBG Working Papers. RePEc:aez:wpaper:01/2020. Full description at Econpapers || Download paper | |
2020 | Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099. Full description at Econpapers || Download paper | |
2020 | Money and Output in Tanzania: A Test for Causality. (2020). , Michael ; Maganya, Mnaku H. In: African Journal of Economic Review. RePEc:ags:afjecr:304714. Full description at Econpapers || Download paper | |
2020 | PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the top one percent: Evidence from a century of modern economic history. (2020). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2047. Full description at Econpapers || Download paper | |
2020 | Populist Leaders and the Economy. (2020). Funke, Manuel ; Trebesch, Christoph ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:036. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Racial Inequality. (2021). Wachtel, Paul ; Bartscher, Alina K ; Kuhn, Moritz ; Schularick, Moritz. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:061. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2020 | Impacto de los factores externos en el Producto Bruto Interno Peruano durante 1994-2018. (2020). Borja, Fernando Cuyutupac ; Iparraguirre, Jose Franco. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:04-05. Full description at Econpapers || Download paper | |
2020 | DOES PRIVATE SAVING OFFSET PUBLIC SAVING IN PAKISTAN AN EMPRICAL EVIDENCE. (2020). Khan, Asmat ; Ali, Wajid ; Javed, Asif. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202066. Full description at Econpapers || Download paper | |
2020 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
2020 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers || Download paper | |
2020 | State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
2020 | Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398. Full description at Econpapers || Download paper | |
2021 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper | |
2020 | Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083. Full description at Econpapers || Download paper | |
2020 | Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
2020 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
2020 | Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552. Full description at Econpapers || Download paper | |
2020 | Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478. Full description at Econpapers || Download paper | |
2020 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2020 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data. (2019). Bai, Jushan ; Ng, Serena. In: Papers. RePEc:arx:papers:1910.06677. Full description at Econpapers || Download paper | |
2020 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. Full description at Econpapers || Download paper | |
2020 | Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173. Full description at Econpapers || Download paper | |
2020 | A new set of cluster driven composite development indicators. (2019). di Matteo, Tiziana ; Angelini, Orazio ; Verma, Anshul. In: Papers. RePEc:arx:papers:1911.11226. Full description at Econpapers || Download paper | |
2020 | Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146. Full description at Econpapers || Download paper | |
2020 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
2020 | An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi. In: Papers. RePEc:arx:papers:2001.11843. Full description at Econpapers || Download paper | |
2020 | The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369. Full description at Econpapers || Download paper | |
2020 | Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555. Full description at Econpapers || Download paper | |
2020 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
2020 | Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Papers. RePEc:arx:papers:2002.09982. Full description at Econpapers || Download paper | |
2020 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2020 | The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411. Full description at Econpapers || Download paper | |
2020 | High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485. Full description at Econpapers || Download paper | |
2020 | Distress propagation on production networks: Coarse-graining and modularity of linkages. (2020). Nandi, Tushar ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Kumar, Ashish. In: Papers. RePEc:arx:papers:2004.14485. Full description at Econpapers || Download paper | |
2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
2020 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
2020 | Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
2020 | Macroeconomic factors for inflation in Argentine 2013-2019. (2020). Galvan, Manuel Lopez. In: Papers. RePEc:arx:papers:2005.11455. Full description at Econpapers || Download paper | |
2020 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2020 | Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators. (2020). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2006.02541. Full description at Econpapers || Download paper | |
2020 | What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers || Download paper | |
2020 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2020 | Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780. Full description at Econpapers || Download paper | |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047. Full description at Econpapers || Download paper | |
2020 | A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110. Full description at Econpapers || Download paper | |
2020 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
2020 | A More Robust t-Test. (2020). Mueller, Ulrich K. In: Papers. RePEc:arx:papers:2007.07065. Full description at Econpapers || Download paper | |
2020 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2020 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
2020 | Simpler Proofs for Approximate Factor Models of Large Dimensions. (2020). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2008.00254. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2020 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2020 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper | |
2020 | Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103. Full description at Econpapers || Download paper | |
2020 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper | |
2020 | Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930. Full description at Econpapers || Download paper | |
2020 | High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477. Full description at Econpapers || Download paper | |
2020 | Time-varying Forecast Combination for High-Dimensional Data. (2020). Maung, Kenwin ; Chen, Bin. In: Papers. RePEc:arx:papers:2010.10435. Full description at Econpapers || Download paper | |
2020 | Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263. Full description at Econpapers || Download paper | |
2020 | Sectoral Labor Mobility and Optimal Monetary Policy. (2020). Cantelmo, Alessandro ; Melina, Giovanni. In: Papers. RePEc:arx:papers:2010.14668. Full description at Econpapers || Download paper | |
2020 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Instrumental Variable Identification of Dynamic Variance Decompositions. (2020). Wolf, Christian K ; Plagborg-Moller, Mikkel. In: Papers. RePEc:arx:papers:2011.01380. Full description at Econpapers || Download paper | |
2020 | Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers || Download paper | |
2020 | A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278. Full description at Econpapers || Download paper | |
2020 | Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920. Full description at Econpapers || Download paper | |
2020 | A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029. Full description at Econpapers || Download paper | |
2020 | Long-term prediction intervals with many covariates. (2020). Chudy, Marek ; Karmakar, Sayar ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2012.08223. Full description at Econpapers || Download paper | |
2020 | Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities. (2020). van Garderen, Kees Jan ; vanGARDEREN, KeesJan ; van Giersbergen, Noud. In: Papers. RePEc:arx:papers:2012.11342. Full description at Econpapers || Download paper | |
2020 | Split-then-Combine simplex combination and selection of forecasters. (2020). Arroyo, Antonio Martin ; Martinarroyo, Antonio ; de Juan, Aranzazu . In: Papers. RePEc:arx:papers:2012.11935. Full description at Econpapers || Download paper | |
2020 | The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693. Full description at Econpapers || Download paper | |
2021 | Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Ho, Kyu ; Sohn, Sungbin ; Choi, Jaehyuk ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Bacchiocchi, Emanuele ; Dragomirescu-Gaina, Catalin. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2020 | Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:289-312. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339. Full description at Econpapers || Download paper | |
2020 | The (conflict-augmented) Phillips Curve is alive and well. (2020). Braga, Julia ; Summa, Ricardo. In: Working Papers. RePEc:ast:wpaper:0055. Full description at Econpapers || Download paper | |
2020 | How Do Income and the Debt Position of Households Propagate Public into Private Spending?. (2020). Simon, Camilla ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0676. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2014 | Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review. [Full Text][Citation analysis] | article | 30 |
2016 | Presidents and the US Economy: An Econometric Exploration In: American Economic Review. [Full Text][Citation analysis] | article | 39 |
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1994 | Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review. [Full Text][Citation analysis] | article | 103 |
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1994 | Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 518 | paper | |
1994 | Evidence on Structural Instability in Macroeconomic Time Series Relations.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 518 | paper | |
1996 | Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
1999 | Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
2002 | Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1075 |
2007 | Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 129 |
1987 | Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
1988 | A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
1997 | Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 581 |
2012 | Disentangling the Channels of the 2007-09 Recession In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 153 |
2017 | The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 32 |
2017 | The Disappointing Recovery of Output after 2009.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2017 | The Disappointing Recovery of Output after 2009.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2012 | Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 23 |
2012 | Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 393 |
2006 | A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 393 | article | |
2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 393 | paper | |
2007 | Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1995 | Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory. [Full Text][Citation analysis] | article | 102 |
1988 | Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 364 |
1988 | Sources of Business Cycles Fluctuations.(1988) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 364 | chapter | |
1988 | Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 364 | paper | |
1985 | Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal. [Full Text][Citation analysis] | article | 94 |
1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1111 |
1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 1667 |
1991 | A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 1667 | paper | |
2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica. [Full Text][Citation analysis] | article | 217 |
2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 217 | paper | |
2006 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2006) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 217 | paper | |
2008 | Testing Models of Low-Frequency Variability In: Econometrica. [Full Text][Citation analysis] | article | 36 |
2006 | Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2000 | Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 6 |
2001 | Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1994 | The post-war U.S. phillips curve: a revisionist econometric history In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 98 |
1994 | The post-war U.S. Phillips curve: a revisionist econometric history.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
1994 | Rejoinder to Evans and McCallum In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1988 | The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
1984 | Time series and spectral methods in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 12 |
1986 | Vector autoregressions and cointegration In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 8 |
1993 | Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2006 | Forecasting with Many Predictors In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 135 |
1986 | Does GNP have a unit root? In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
2013 | Low-frequency robust cointegration testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2009 | Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2013 | Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 71 |
2013 | Consistent Factor Estimation in Dynamic Factor Models with Structural Instability.(2013) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
Consistent factor estimation in dynamic factor models with structural instability.() In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | ||
2014 | Estimating turning points using large data sets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
2010 | Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
1983 | Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 148 |
1985 | A dymimic model of housing price determination In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
1989 | Interpreting the evidence on money-income causality In: Journal of Econometrics. [Full Text][Citation analysis] | article | 255 |
1987 | Interpreting Evidence on Money-Income Causality.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 255 | paper | |
1989 | Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 259 |
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1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 346 |
1998 | Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
2016 | Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 28 |
1984 | Testing the interpretation of indices in a macroeconomic index model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 4 |
1986 | Univariate detrending methods with stochastic trends In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 348 |
1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 782 |
1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 782 | paper | |
2008 | Phillips curve inflation forecasts In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 123 |
2008 | Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2018 | The Disappointing Recovery in U.S. Output after 2009 In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2019 | How Have Changing Sectoral Trends Affected GDP Growth? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2000 | Recent changes in trend and cycle, remarks In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2007 | On the sources of the Great Moderation - discussion In: Proceedings. [Full Text][Citation analysis] | article | 0 |
2019 | Aggregate Implications of Changing Sectoral Trends In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2019 | Aggregate Implications of Changing Sectoral Trends.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2019 | Aggregate Implications of Changing Sectoral Trends.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2005 | Has inflation become harder to forecast? In: Proceedings. [Full Text][Citation analysis] | article | 4 |
1991 | Using econometric models to predict recessions In: Economic Perspectives. [Full Text][Citation analysis] | article | 6 |
1995 | Temporal instability of the unemployment-inflation relationship In: Economic Perspectives. [Full Text][Citation analysis] | article | 49 |
1991 | Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 208 |
1991 | Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | paper | |
1993 | Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | article | |
1992 | Testing long run neutrality In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 133 |
1997 | Testing long-run neutrality.(1997) In: Economic Quarterly. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | article | |
1992 | Testing Long Run Neutrality.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 14 |
1993 | Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
1994 | The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 0 |
1994 | Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 73 |
1994 | Estimating Deterministic Trends in the Presence of Serially Correlated Errors.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
1997 | Estimating Deterministic Trends In The Presence Of Serially Correlated Errors.(1997) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
1995 | Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues. [Full Text][Citation analysis] | paper | 210 |
1996 | Money, Prices, Interest Rates and the Business Cycle..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 210 | article | |
2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 161 |
2010 | Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 60 |
2010 | Modeling Inflation After the Crisis.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2002 | Market anticipations of monetary policy actions - commentary In: Review. [Full Text][Citation analysis] | article | 0 |
2005 | Commentary on \\whats real about the business cycle?\\ In: Review. [Full Text][Citation analysis] | article | 0 |
2002 | Assessing changes in the monetary transmission mechanism: a VAR approach : commentary In: Economic Policy Review. [Full Text][Citation analysis] | article | 2 |
1999 | Explaining the increased variability in long-term interest rates In: Economic Quarterly. [Full Text][Citation analysis] | article | 32 |
2007 | How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly. [Full Text][Citation analysis] | article | 46 |
2008 | Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper. [Full Text][Citation analysis] | paper | 271 |
2008 | Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 271 | paper | |
2008 | Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 271 | paper | |
2011 | Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2011) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 271 | article | |
1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 701 |
1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 701 | chapter | |
2008 | The Evolution of National and Regional Factors in U.S. Housing Construction In: Scholarly Articles. [Full Text][Citation analysis] | paper | 8 |
2011 | Dynamic Factor Models In: Scholarly Articles. [Full Text][Citation analysis] | paper | 86 |
1998 | The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review. [Citation analysis] | article | 157 |
2007 | Journal of Applied Econometrics Annual Lecture Series In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
1989 | MTS: A Review. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting. [Full Text][Citation analysis] | article | 437 |
2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics. [Full Text][Citation analysis] | article | 52 |
1997 | Comment on On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 0 |
2004 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 100 |
2007 | Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 308 |
2007 | Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 767 |
2006 | Why Has U.S. Inflation Become Harder to Forecast?.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 767 | paper | |
1993 | Business Cycles, Indicators, and Forecasting In: NBER Books. [Citation analysis] | book | 63 |
1986 | Are Business Cycles All Alike? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 166 |
1984 | Are Business Cycles All Alike?.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 166 | paper | |
2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 761 |
2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 761 | paper | |
2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | Comment on Trends and Cycles in Chinas Macroeconomy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Comment on On the Empirical (Ir)relevance of the Zero Lower Bound Constraint In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
1993 | Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters. [Full Text][Citation analysis] | chapter | 57 |
1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 108 |
1992 | A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 231 |
1996 | How Precise are Estimates of the Natural Rate of Unemployment?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 231 | paper | |
1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 12 |
1994 | Testing for Cointegration When Some of the Contributing Vectors are Known In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 11 |
1982 | Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 166 |
1983 | Seasonal Adjustment with Measurement Error Present In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 469 |
2010 | Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 153 |
2012 | Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 135 |
2013 | Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
2016 | Measuring Uncertainty about Long-Run Predictions.(2016) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
2016 | Core Inflation and Trend Inflation.(2016) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2015 | Low-Frequency Econometrics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Long-Run Covariability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 100 |
2018 | Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments.(2018) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
2019 | Slack and Cyclically Sensitive Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | An Econometric Model of International Long-run Growth Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | A Probability Model of The Coincident Economic Indicators In: NBER Working Papers. [Full Text][Citation analysis] | paper | 75 |
1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers. [Full Text][Citation analysis] | paper | 76 |
1998 | Diffusion Indexes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 206 |
2001 | Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 44 |
2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 411 |
2005 | Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 411 | article | |
2010 | Recollections of Clive Granger In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | Measuring changes in the value of the numeraire In: 2007 Meeting Papers. [Full Text][Citation analysis] | paper | 8 |
2007 | Measuring changes in the value of the numeraire.(2007) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | The Slow Recovery in Output after 2009 In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Measuring Uncertainty About Long-Run Forecasts In: Annual Meeting Plenary. [Full Text][Citation analysis] | paper | 2 |
1999 | A dynamic factor model framework for forecast combination In: Spanish Economic Review. [Full Text][Citation analysis] | article | 38 |
2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 109 |
1985 | Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
1983 | Imperfect Information and Wage Inertia in the Business Cycle: A Comment. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
2016 | Comment In: NBER Macroeconomics Annual. [Full Text][Citation analysis] | article | 0 |
2002 | Low cost light traps for coral reef fishery research and sustainable ornamental fisheries In: Naga. [Full Text][Citation analysis] | article | 0 |
2015 | Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica. [Full Text][Citation analysis] | article | 33 |
2018 | Long†Run Covariability In: Econometrica. [Full Text][Citation analysis] | article | 7 |
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