68
H index
95
i10 index
31104
Citations
Princeton University | 68 H index 95 i10 index 31104 Citations RESEARCH PRODUCTION: 90 Articles 86 Papers 1 Books 16 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 41 years (1982 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwa582 |
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: |
Year | Title of citing document | |
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2023 | Women, Wealth Effects, and Slow Recoveries. (2023). Nakamura, Emi ; Fukui, Masao ; Steinsson, Jon. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:1:p:269-313. Full description at Econpapers || Download paper | |
2024 | Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Goldin, Ian ; Winkler, Julian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268. Full description at Econpapers || Download paper | |
2023 | R&D Lags in Economic Models. (2023). Pardey, Philip ; Alston, Julian M ; Wang, Shanchao. In: Staff Papers. RePEc:ags:umaesp:330085. Full description at Econpapers || Download paper | |
2023 | Medium term endogenous fluctuations in three-sector optimal growth models. (2023). Nishimura, Kazuo ; Venditti, Alain ; Pelgrin, Florian. In: AMSE Working Papers. RePEc:aim:wpaimx:2235. Full description at Econpapers || Download paper | |
2023 | What Makes Econometric Ideas Popular: The Role of Connectivity. (2023). Mignon, Valerie ; Joets, Marc ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023005. Full description at Econpapers || Download paper | |
2023 | Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244. Full description at Econpapers || Download paper | |
2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2023 | Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | 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 | |
2023 | 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 | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2023 | A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper | |
2023 | 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 | |
2024 | Dynamic covariate balancing: estimating treatment effects over time. (2021). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280. Full description at Econpapers || Download paper | |
2023 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers || Download paper | |
2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2024 | (When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367. Full description at Econpapers || Download paper | |
2023 | Inflation -- who cares? Monetary Policy in Times of Low Attention. (2021). Pfauti, Oliver. In: Papers. RePEc:arx:papers:2105.05297. Full description at Econpapers || Download paper | |
2023 | Inference for Low-Rank Models. (2021). Zhu, Yinchu ; Liao, Yuan ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2107.02602. Full description at Econpapers || Download paper | |
2024 | Revisiting Event Study Designs: Robust and Efficient Estimation. (2021). Spiess, Jann ; Jaravel, Xavier ; Borusyak, Kirill. In: Papers. RePEc:arx:papers:2108.12419. Full description at Econpapers || Download paper | |
2023 | Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773. Full description at Econpapers || Download paper | |
2024 | CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517. Full description at Econpapers || Download paper | |
2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2023 | A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper | |
2023 | Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2023 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper | |
2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2023 | The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126. Full description at Econpapers || Download paper | |
2024 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2023 | Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693. Full description at Econpapers || Download paper | |
2023 | What Impulse Response Do Instrumental Variables Identify?. (2022). Seo, Myung Hwan ; Lee, Seojeong ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2208.11828. Full description at Econpapers || Download paper | |
2024 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper | |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2024 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper | |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2023 | On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921. Full description at Econpapers || Download paper | |
2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707. Full description at Econpapers || Download paper | |
2023 | Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610. Full description at Econpapers || Download paper | |
2023 | Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Why Does GDP Move Before G? Its all in the Measurement. (2022). Sellemi, Victor ; Briganti, Edoardo. In: Papers. RePEc:arx:papers:2212.06073. Full description at Econpapers || Download paper | |
2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper | |
2023 | Estimating the non-Gaussian Dimension in Structural Linear Systems. (2022). Cabello, Miguel. In: Papers. RePEc:arx:papers:2212.07263. Full description at Econpapers || Download paper | |
2023 | Tensor Principal Component Analysis. (2022). Pan, Junsu ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2212.12981. Full description at Econpapers || Download paper | |
2023 | Climate change heterogeneity: A new quantitative approach. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2301.02648. Full description at Econpapers || Download paper | |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621. Full description at Econpapers || Download paper | |
2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
2024 | High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Econometric assessment of the monetary policy shocks in Morocco: Evidence from a Bayesian Factor-Augmented VAR. (2023). Daoui, Marouane. In: Papers. RePEc:arx:papers:2302.14114. Full description at Econpapers || Download paper | |
2023 | A Comparative Analysis of Forecasting Models Using Moroccan Economic Data: The Factor-Augmented Error Correction Model in Perspective. (2023). Marouane, Daoui. In: Papers. RePEc:arx:papers:2302.14180. Full description at Econpapers || Download paper | |
2024 | Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178. Full description at Econpapers || Download paper | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2024 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper | |
2023 | sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers || Download paper | |
2023 | Financial Time Series Forecasting using CNN and Transformer. (2023). Veloso, Manuela ; Balch, Tucker ; Rahimi, Saba ; Siddagangappa, Suchetha ; Kaur, Rachneet ; Zeng, Zhen. In: Papers. RePEc:arx:papers:2304.04912. Full description at Econpapers || Download paper | |
2024 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper | |
2023 | Why Topological Data Analysis Detects Financial Bubbles?. (2023). Nateghi, Vahid ; Manzi, Matteo ; Gidea, Marian ; Akingbade, Samuel W. In: Papers. RePEc:arx:papers:2304.06877. Full description at Econpapers || Download paper | |
2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
2023 | Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206. Full description at Econpapers || Download paper | |
2024 | Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. Full description at Econpapers || Download paper | |
2023 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper | |
2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
2023 | Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265. Full description at Econpapers || Download paper | |
2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
2023 | Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073. Full description at Econpapers || Download paper | |
2024 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
2023 | Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2307.03552. Full description at Econpapers || Download paper | |
2023 | Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145. Full description at Econpapers || Download paper | |
2024 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper | |
2024 | Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2017 | The Disappointing Recovery of Output after 2009.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
2017 | The Disappointing Recovery of Output after 2009.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | paper | |
2012 | Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 43 |
2012 | Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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 | 527 |
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 nother version. Agregated cites: 527 | 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 nother version. Agregated cites: 527 | 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 | 125 |
1988 | Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 461 |
1988 | Sources of Business Cycle Fluctuations.(1988) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 461 | chapter | |
1988 | Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 461 | paper | |
1985 | Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal. [Full Text][Citation analysis] | article | 107 |
1990 | Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1471 |
1993 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica. [Full Text][Citation analysis] | article | 2316 |
1991 | A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 2316 | paper | |
2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica. [Full Text][Citation analysis] | article | 321 |
2008 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2008) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 321 | 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 nother version. Agregated cites: 321 | paper | |
2008 | Testing Models of Low-Frequency Variability In: Econometrica. [Full Text][Citation analysis] | article | 50 |
2006 | Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | 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 | 10 |
2001 | Empirical Bayes Forecasts of One Time Series Using Many Predictors.(2001) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 118 |
1994 | The post-war U.S. Phillips curve: a revisionist econometric history.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 118 | 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 | 20 |
1986 | Vector autoregressions and cointegration In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 10 |
1993 | Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2006 | Forecasting with Many Predictors In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 315 |
1986 | Does GNP have a unit root? In: Economics Letters. [Full Text][Citation analysis] | article | 31 |
2013 | Low-frequency robust cointegration testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2009 | Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2013 | Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 100 |
2013 | Consistent Factor Estimation in Dynamic Factor Models with Structural Instability.(2013) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
Consistent factor estimation in dynamic factor models with structural instability.() In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | ||
2014 | Estimating turning points using large data sets In: Journal of Econometrics. [Full Text][Citation analysis] | article | 97 |
2010 | Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | 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 | 214 |
1985 | A dymimic model of housing price determination In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
1989 | Interpreting the evidence on money-income causality In: Journal of Econometrics. [Full Text][Citation analysis] | article | 271 |
1987 | Interpreting Evidence on Money-Income Causality.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 271 | paper | |
1989 | Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 363 |
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | paper | ||
1999 | Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 563 |
1998 | Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 563 | paper | |
2016 | Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 206 |
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 | 418 |
1999 | Forecasting inflation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 923 |
1999 | Forecasting Inflation.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 923 | paper | |
2008 | Phillips curve inflation forecasts In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 192 |
2008 | Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | 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 | 1 |
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 |
2022 | Aggregate Implications of Changing Sectoral Trends In: Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2019 | Aggregate Implications of Changing Sectoral Trends.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2019 | Aggregate Implications of Changing Sectoral Trends.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2005 | Has inflation become harder to forecast? In: Proceedings. [Full Text][Citation analysis] | article | 5 |
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 | 58 |
1991 | Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 232 |
1991 | Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 232 | paper | |
1993 | Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 232 | article | |
1992 | Testing long run neutrality In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 158 |
1997 | Testing long-run neutrality.(1997) In: Economic Quarterly. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | article | |
1992 | Testing Long Run Neutrality.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | paper | |
1992 | A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 21 |
1993 | Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues. [Citation analysis] | paper | 1 |
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 | 83 |
1994 | Estimating Deterministic Trends in the Presence of Serially Correlated Errors.(1994) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | 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 nother version. Agregated cites: 83 | article | |
1995 | Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues. [Full Text][Citation analysis] | paper | 280 |
1996 | Money, Prices, Interest Rates and the Business Cycle..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 280 | article | |
2003 | Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 178 |
2010 | Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole. [Full Text][Citation analysis] | article | 145 |
2010 | Modeling Inflation After the Crisis.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 145 | 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 |
2023 | What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
1999 | Explaining the increased variability in long-term interest rates In: Economic Quarterly. [Full Text][Citation analysis] | article | 39 |
2007 | How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly. [Full Text][Citation analysis] | article | 47 |
2008 | Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper. [Full Text][Citation analysis] | paper | 359 |
2008 | Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 359 | paper | |
2008 | Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 359 | 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 nother version. Agregated cites: 359 | article | |
2018 | The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City In: Technical Briefings. [Full Text][Citation analysis] | paper | 1 |
1989 | NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government. [Citation analysis] | paper | 1040 |
1989 | New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1040 | chapter | |
2008 | The Evolution of National and Regional Factors in U.S. Housing Construction In: Scholarly Articles. [Full Text][Citation analysis] | paper | 29 |
2011 | Dynamic Factor Models In: Scholarly Articles. [Full Text][Citation analysis] | paper | 254 |
1998 | The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review. [Citation analysis] | article | 229 |
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 | 622 |
2002 | System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics. [Full Text][Citation analysis] | article | 78 |
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 | 133 |
2007 | Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 400 |
2007 | Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking. [Citation analysis] | article | 1171 |
2006 | Why Has U.S. Inflation Become Harder to Forecast?.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1171 | paper | |
1993 | Business Cycles, Indicators, and Forecasting In: NBER Books. [Citation analysis] | book | 513 |
1986 | Are Business Cycles All Alike? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 383 |
1984 | Are Business Cycles All Alike?.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 383 | paper | |
2003 | Has the Business Cycle Changed and Why? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1273 |
2002 | Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1273 | 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 | 4 |
2022 | Comment on A Reassessment of Monetary Policy Surprises and High-Frequency Identification 2 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 | 69 |
1993 | A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters. [Full Text][Citation analysis] | chapter | 185 |
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 nother version. Agregated cites: 185 | paper | |
1997 | How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 325 |
1996 | How Precise are Estimates of the Natural Rate of Unemployment?.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 325 | paper | |
1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 18 |
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 | 13 |
1982 | Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 577 |
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 | 685 |
2010 | Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 258 |
2012 | Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers. [Full Text][Citation analysis] | paper | 422 |
2013 | Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers. [Full Text][Citation analysis] | paper | 35 |
2016 | Measuring Uncertainty about Long-Run Predictions.(2016) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2015 | Core Inflation and Trend Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 97 |
2016 | Core Inflation and Trend Inflation.(2016) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | article | |
2015 | Low-Frequency Econometrics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
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 | 375 |
2018 | Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments.(2018) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 375 | article | |
2019 | Slack and Cyclically Sensitive Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2019 | An Econometric Model of International Long-run Growth Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
1988 | A Probability Model of The Coincident Economic Indicators In: NBER Working Papers. [Full Text][Citation analysis] | paper | 90 |
1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers. [Full Text][Citation analysis] | paper | 106 |
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 | 57 |
2003 | Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers. [Full Text][Citation analysis] | paper | 511 |
2005 | Understanding Changes In International Business Cycle Dynamics.(2005) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 511 | 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 nother version. Agregated cites: 8 | paper | |
2017 | The Slow Recovery in Output after 2009 In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 7 |
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 | 44 |
2012 | Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 157 |
1985 | Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 20 |
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 | 70 |
2018 | Long†Run Covariability In: Econometrica. [Full Text][Citation analysis] | article | 25 |
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