Mark W. Watson : Citation Profile


Are you Mark W. Watson?

Princeton University

66

H index

94

i10 index

30323

Citations

RESEARCH PRODUCTION:

88

Articles

86

Papers

1

Books

16

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   40 years (1982 - 2022). See details.
   Cites by year: 758
   Journals where Mark W. Watson has often published
   Relations with other researchers
   Recent citing documents: 1485.    Total self citations: 68 (0.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa582
   Updated: 2023-11-04    RAS profile: 2018-12-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hornstein, Andreas (4)

Sarte, Pierre Daniel (4)

Stock, James (4)

Foerster, Andrew (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark W. Watson.

Is cited by:

Marcellino, Massimiliano (422)

GUPTA, RANGAN (350)

Giannone, Domenico (162)

Kapetanios, George (153)

Forni, Mario (150)

Miller, Stephen (148)

Korobilis, Dimitris (145)

Koop, Gary (145)

Pesaran, Mohammad (145)

Clark, Todd (143)

Reichlin, Lucrezia (140)

Cites to:

Stock, James (86)

Reichlin, Lucrezia (79)

Forni, Mario (52)

Giannone, Domenico (40)

Sims, Christopher (36)

Ng, Serena (36)

Bai, Jushan (33)

Lippi, Marco (33)

Hallin, Marc (30)

Sargent, Thomas (29)

Christiano, Lawrence (29)

Main data


Where Mark W. Watson has published?


Journals with more than one article published# docs
Journal of Econometrics8
Journal of Business & Economic Statistics7
American Economic Review6
Journal of Money, Credit and Banking5
Econometrica4
Journal of Economic Perspectives4
The Review of Economics and Statistics4
Proceedings3
Economic Quarterly3
Journal of Monetary Economics3
Brookings Papers on Economic Activity3
Journal of Political Economy3
Economic Perspectives2
Journal of Applied Econometrics2
Carnegie-Rochester Conference Series on Public Policy2
FRBSF Economic Letter2
Review2
Proceedings - Economic Policy Symposium - Jackson Hole2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc41
Working Paper Series, Macroeconomic Issues / Federal Reserve Bank of Chicago13
Scholarly Articles / Harvard University Department of Economics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Paper / Federal Reserve Bank of Richmond2
Working Paper Series / Federal Reserve Bank of San Francisco2

Recent works citing Mark W. Watson (2023 and 2022)


YearTitle of citing document
2022Estimation of continuous-time linear DSGE models from discrete-time measurements. (2022). Parra-Alvarez, Juan ; Neri, Luca ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2022-12.

Full description at Econpapers || Download paper

2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

Full description at Econpapers || Download paper

2022Assessing the Income Distributional Effect of Lockdowns in Malaysia. (2022). Habibullah, Muzafar Shah ; Ibrahim, Kabiru Maji ; Saari, Mohd Yusof. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:132-138.

Full description at Econpapers || Download paper

2022Determinants of Public Healthcare Investment: Cointegration and Causality Evidence from Pakistan. (2022). Ali, Zulfiqar ; Sultan, Jahanzaib ; Sarwar, Ghulam ; Saleem, Adeel. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:01-13.

Full description at Econpapers || Download paper

2023Women, 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

2022Repackaging FDI for Inclusive Growth: Nullifying Effects and Policy Relevant Thresholds of Governance. (2022). Asongu, Simplice ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/003.

Full description at Econpapers || Download paper

2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

Full description at Econpapers || Download paper

2022Towards Inclusive Green Growth in Africa: Critical energy efficiency synergies and governance thresholds. (2022). Ojong, Nathanael ; Gbolonyo, Emmanuel ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/043.

Full description at Econpapers || Download paper

2022Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Effects of Monetary Policy on Bank’s Credit Dynamics in Tanzania. (2022). Mlamka, Bonaventura ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:320579.

Full description at Econpapers || Download paper

2022Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area. (2022). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: FEEM Working Papers. RePEc:ags:feemwp:324171.

Full description at Econpapers || Download paper

2023R&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

2023Medium 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

2022Forecasting total energy’s CO2 emissions. (2022). Leccadito, Arturo ; Algieri, Bernardina ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022003.

Full description at Econpapers || Download paper

2022Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023Are 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

2022When Should You Adjust Standard Errors for Clustering?. (2017). Wooldridge, Jeffrey ; Athey, Susan ; Abadie, Alberto ; Imbens, Guido. In: Papers. RePEc:arx:papers:1710.02926.

Full description at Econpapers || Download paper

2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2022Quasi 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

2022Large 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

2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2023Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

Full description at Econpapers || Download paper

2023The 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

2023Equal 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

2022Can 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

2023New 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

2022Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

Full description at Econpapers || Download paper

2022What 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

2022Real-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

2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

Full description at Econpapers || Download paper

2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

Full description at Econpapers || Download paper

2022Are 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

2023A 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

2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2022Dimension 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

2022High 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

2023Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

Full description at Econpapers || Download paper

2022Developments 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

2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

Full description at Econpapers || Download paper

2022Predicting 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

2022Weak Identification with Bounds in a Class of Minimum Distance Models. (2020). Cox, Gregory. In: Papers. RePEc:arx:papers:2012.11222.

Full description at Econpapers || Download paper

2022Almost 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

2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

Full description at Econpapers || Download paper

2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

Full description at Econpapers || Download paper

2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

Full description at Econpapers || Download paper

2023Dynamic 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

2022Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions. (2021). Ng, Serena ; Bai, Jushan ; Cahan, Ercument. In: Papers. RePEc:arx:papers:2103.03045.

Full description at Econpapers || Download paper

2022A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity. (2021). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2103.11371.

Full description at Econpapers || Download paper

2023Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

Full description at Econpapers || Download paper

2023Performance 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

2023(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

2023Inflation -- 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

2023Inference 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

2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

Full description at Econpapers || Download paper

2023Revisiting 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

2023Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

Full description at Econpapers || Download paper

2022Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models. (2021). Djogbenou, Antoine ; Sufana, Razvan . In: Papers. RePEc:arx:papers:2109.09049.

Full description at Econpapers || Download paper

2022Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676.

Full description at Econpapers || Download paper

2022Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

Full description at Econpapers || Download paper

2022Investing in a cryptocurrency price bubble: speculative Ponzi schemes and cyclic stochastic price pumps. (2021). Perepelitsa, Misha. In: Papers. RePEc:arx:papers:2111.11315.

Full description at Econpapers || Download paper

2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

Full description at Econpapers || Download paper

2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

Full description at Econpapers || Download paper

2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

Full description at Econpapers || Download paper

2022Dynamic 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

2023Efficiently 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

2023A 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

2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

Full description at Econpapers || Download paper

2022Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310.

Full description at Econpapers || Download paper

2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

Full description at Econpapers || Download paper

2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793.

Full description at Econpapers || Download paper

2022Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540.

Full description at Econpapers || Download paper

2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

Full description at Econpapers || Download paper

2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

Full description at Econpapers || Download paper

2022Impulse response estimation via flexible local projections. (2022). Piffer, Michele ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2204.13150.

Full description at Econpapers || Download paper

2022Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318.

Full description at Econpapers || Download paper

2023Policy 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

2023Estimation 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

2022Nowcasting the Portuguese GDP with Monthly Data. (2022). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2206.06823.

Full description at Econpapers || Download paper

2022A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892.

Full description at Econpapers || Download paper

2022Likelihood 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

2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

Full description at Econpapers || Download paper

2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

Full description at Econpapers || Download paper

2023Global 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

2022Forecasting euro area inflation using a huge panel of survey expectations. (2022). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: Papers. RePEc:arx:papers:2207.12225.

Full description at Econpapers || Download paper

2023The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126.

Full description at Econpapers || Download paper

2023Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

Full description at Econpapers || Download paper

2023Matrix 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

2023What 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

2022Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323.

Full description at Econpapers || Download paper

2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

Full description at Econpapers || Download paper

2022A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391.

Full description at Econpapers || Download paper

2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

Full description at Econpapers || Download paper

2023Local 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

2023Bayesian 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

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

Mark W. Watson has edited the books:


YearTitleTypeCited

Works by Mark W. Watson:


YearTitleTypeCited
2010Indicators for Dating Business Cycles: Cross-History Selection and Comparisons In: American Economic Review.
[Full Text][Citation analysis]
article47
2014Inflation Persistence, the NAIRU, and the Great Recession In: American Economic Review.
[Full Text][Citation analysis]
article59
2016Presidents and the US Economy: An Econometric Exploration In: American Economic Review.
[Full Text][Citation analysis]
article73
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2014Presidents and the U.S. Economy: An Econometric Exploration.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
1991Stochastic Trends and Economic Fluctuations. In: American Economic Review.
[Full Text][Citation analysis]
article846
1991Stochastic trends and economic fluctuations.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 846
paper
1987Stochastic Trends and Economic Fluctuations.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 846
paper
1994Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. In: American Economic Review.
[Full Text][Citation analysis]
article123
1992Business cycle durations and postwar stabilization of the U.S. economy.(1992) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 123
paper
1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2007ABCs (and Ds) of Understanding VARs In: American Economic Review.
[Full Text][Citation analysis]
article362
2010Relative Goods Prices, Pure Inflation, and the Phillips Correlation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]
article76
2007Relative Goods Prices, Pure Inflation, and the Phillips Correlation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2003Forecasting Output and Inflation: The Role of Asset Prices In: Journal of Economic Literature.
[Full Text][Citation analysis]
article952
2001Forecasting output and inflation: the role of asset prices.(2001) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 952
article
2001Forecasting Output and Inflation: The Role of Asset Prices.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 952
paper
1997The NAIRU, Unemployment and Monetary Policy In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article338
2001Vector Autoregressions In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article545
1988Variable Trends in Economic Time Series. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article217
2017Twenty Years of Time Series Econometrics in Ten Pictures In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article38
2002Forecasting Using Principal Components From a Large Number of Predictors In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article1500
1996Evidence on Structural Instability in Macroeconomic Time Series Relations. In: Journal of Business & Economic Statistics.
[Citation analysis]
article658
1994Evidence on structural instability in macroeconomic times series relations.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 658
paper
1994Evidence 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: 658
paper
1996Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article8
1999Special Section on Consumer Price Research: Introduction. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
2002Macroeconomic Forecasting Using Diffusion Indexes. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1315
2007Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article159
1987Vector Autoregressions and Reality: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1988A Reexamination of Friedmans Consumption Puzzle: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1997Systematic Monetary Policy and the Effects of Oil Price Shocks In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article1016
2012Disentangling the Channels of the 2007-09 Recession In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article313
2017The Disappointing Recovery of Output after 2009 In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]
article123
2017The Disappointing Recovery of Output after 2009.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2017The Disappointing Recovery of Output after 2009.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2012Inflation and Unit Labor Cost In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
paper40
2012Inflation and Unit Labor Cost.(2012) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
2005A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper512
2006A 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: 512
article
2005A 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: 512
paper
2007Relative Goods’ Prices and Pure Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified In: Econometric Theory.
[Full Text][Citation analysis]
article125
1988Sources of Business Cycle Fluctuations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper458
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 458
chapter
1988Sources of Business Cycle Fluctuations.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 458
paper
1985Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model. In: Economic Journal.
[Full Text][Citation analysis]
article107
1990Inference in Linear Time Series Models with Some Unit Roots. In: Econometrica.
[Full Text][Citation analysis]
article1448
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems. In: Econometrica.
[Full Text][Citation analysis]
article2234
1991A simple estimator of cointegrating vectors in higher order integrated systems.(1991) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 2234
paper
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression In: Econometrica.
[Full Text][Citation analysis]
article312
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression.(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 312
paper
2006Heteroskedasticity-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: 312
paper
2008Testing Models of Low-Frequency Variability In: Econometrica.
[Full Text][Citation analysis]
article47
2006Testing Models of Low-Frequency Variability.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2000Empirical Bayes Forecasts of One Time Series Using Many Predictors In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper10
2001Empirical 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: 10
paper
1994The post-war U.S. phillips curve: a revisionist econometric history In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article118
1994The 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: 118
paper
1994Rejoinder to Evans and McCallum In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article0
1988The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
1984Time series and spectral methods in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter20
1986Vector autoregressions and cointegration In: Handbook of Econometrics.
[Full Text][Citation analysis]
chapter10
1993Vector autoregressions and cointegration.(1993) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2006Forecasting with Many Predictors In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter312
1986Does GNP have a unit root? In: Economics Letters.
[Full Text][Citation analysis]
article31
2013Low-frequency robust cointegration testing In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2009Low-Frequency Robust Cointegration Testing.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013Consistent factor estimation in dynamic factor models with structural instability In: Journal of Econometrics.
[Full Text][Citation analysis]
article94
2013Consistent Factor Estimation in Dynamic Factor Models with Structural Instability.(2013) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
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: 94
paper
2014Estimating turning points using large data sets In: Journal of Econometrics.
[Full Text][Citation analysis]
article97
2010Estimating Turning Points Using Large Data Sets.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97
paper
1983Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models In: Journal of Econometrics.
[Full Text][Citation analysis]
article209
1985A dymimic model of housing price determination In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
1989Interpreting the evidence on money-income causality In: Journal of Econometrics.
[Full Text][Citation analysis]
article270
1987Interpreting Evidence on Money-Income Causality.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 270
paper
1989Recursive solution methods for dynamic linear rational expectations models In: Journal of Econometrics.
[Full Text][Citation analysis]
article23
2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review.
[Full Text][Citation analysis]
article360
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 360
paper
1999Business cycle fluctuations in us macroeconomic time series In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter560
1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 560
paper
2016Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics In: Handbook of Macroeconomics.
[Full Text][Citation analysis]
chapter201
1984Testing the interpretation of indices in a macroeconomic index model In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article4
1986Univariate detrending methods with stochastic trends In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article409
1999Forecasting inflation In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article891
1999Forecasting Inflation.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 891
paper
2008Phillips curve inflation forecasts In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article191
2008Phillips Curve Inflation Forecasts.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191
paper
2018The Disappointing Recovery in U.S. Output after 2009 In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article0
2019How Have Changing Sectoral Trends Affected GDP Growth? In: FRBSF Economic Letter.
[Full Text][Citation analysis]
article1
2000Recent changes in trend and cycle, remarks In: Proceedings.
[Full Text][Citation analysis]
article0
2007On the sources of the Great Moderation - discussion In: Proceedings.
[Full Text][Citation analysis]
article0
2022Aggregate Implications of Changing Sectoral Trends In: Working Paper Series.
[Full Text][Citation analysis]
paper14
2019Aggregate Implications of Changing Sectoral Trends.(2019) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2019Aggregate Implications of Changing Sectoral Trends.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2005Has inflation become harder to forecast? In: Proceedings.
[Full Text][Citation analysis]
article5
1991Using econometric models to predict recessions In: Economic Perspectives.
[Full Text][Citation analysis]
article6
1995Temporal instability of the unemployment-inflation relationship In: Economic Perspectives.
[Full Text][Citation analysis]
article58
1991Measures of fit for calibrated models In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper228
1991Measures of Fit for Calibrated Models.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
paper
1993Measures of Fit for Calibrated Models..(1993) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 228
article
1992Testing long run neutrality In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper158
1997Testing long-run neutrality.(1997) In: Economic Quarterly.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
article
1992Testing Long Run Neutrality.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 158
paper
1992A procedure for predicting recessions with leading indicators: econometric issues and recent performance In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper21
1993Testing for cointegration when some of the cointegrating vectors are known In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper1
1994The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper0
1994Estimating deterministic trends in the presence of serially correlated errors In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
paper83
1994Estimating 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: 83
paper
1997Estimating 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: 83
article
1995Money, prices, interest rates and the business cycle In: Working Paper Series, Macroeconomic Issues.
[Full Text][Citation analysis]
paper278
1996Money, 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: 278
article
2003Has the business cycle changed? In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article178
2010Modeling inflation after the crisis In: Proceedings - Economic Policy Symposium - Jackson Hole.
[Full Text][Citation analysis]
article140
2010Modeling Inflation After the Crisis.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140
paper
2002Market anticipations of monetary policy actions - commentary In: Review.
[Full Text][Citation analysis]
article0
2005Commentary on \\whats real about the business cycle?\\ In: Review.
[Full Text][Citation analysis]
article0
2002Assessing changes in the monetary transmission mechanism: a VAR approach : commentary In: Economic Policy Review.
[Full Text][Citation analysis]
article2
1999Explaining the increased variability in long-term interest rates In: Economic Quarterly.
[Full Text][Citation analysis]
article39
2007How accurate are real-time estimates of output trends and gaps? In: Economic Quarterly.
[Full Text][Citation analysis]
article47
2008Sectoral vs. aggregate shocks : a structural factor analysis of industrial production In: Working Paper.
[Full Text][Citation analysis]
paper344
2008Sectoral 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: 344
paper
2008Aggregate Shocks and the Variability of Industrial Production.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 344
paper
2011Sectoral 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: 344
article
2018The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City In: Technical Briefings.
[Full Text][Citation analysis]
paper1
1989NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS. In: Harvard - J.F. Kennedy School of Government.
[Citation analysis]
paper1020
1989New Indexes of Coincident and Leading Economic Indicators.(1989) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1020
chapter
2008The Evolution of National and Regional Factors in U.S. Housing Construction In: Scholarly Articles.
[Full Text][Citation analysis]
paper28
2011Dynamic Factor Models In: Scholarly Articles.
[Full Text][Citation analysis]
paper250
1998The Solution of Singular Linear Difference Systems under Rational Expectations. In: International Economic Review.
[Citation analysis]
article227
2007Journal of Applied Econometrics Annual Lecture Series In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
1989MTS: A Review. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2004Combination forecasts of output growth in a seven-country data set In: Journal of Forecasting.
[Full Text][Citation analysis]
article587
2002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. In: Computational Economics.
[Full Text][Citation analysis]
article78
1997Comment on On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990. In: Journal of Money, Credit and Banking.
[Citation analysis]
article0
2004Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply. In: Journal of Money, Credit and Banking.
[Citation analysis]
article132
2007Erratum to Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking.
[Citation analysis]
article384
2007Why Has U.S. Inflation Become Harder to Forecast? In: Journal of Money, Credit and Banking.
[Citation analysis]
article1127
2006Why Has U.S. Inflation Become Harder to Forecast?.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1127
paper
1993Business Cycles, Indicators, and Forecasting In: NBER Books.
[Citation analysis]
book510
1986Are Business Cycles All Alike? In: NBER Chapters.
[Full Text][Citation analysis]
chapter382
1984Are Business Cycles All Alike?.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 382
paper
2003Has the Business Cycle Changed and Why? In: NBER Chapters.
[Full Text][Citation analysis]
chapter1260
2002Has the Business Cycle Changed and Why?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1260
paper
2013Comment on Shocks and Crashes In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2015Comment on Trends and Cycles in Chinas Macroeconomy In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2019Comment on On the Empirical (Ir)relevance of the Zero Lower Bound Constraint In: NBER Chapters.
[Full Text][Citation analysis]
chapter4
2022Comment on A Reassessment of Monetary Policy Surprises and High-Frequency Identification 2 In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1993Introduction to Business Cycles, Indicators and Forecasting In: NBER Chapters.
[Full Text][Citation analysis]
chapter66
1993A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience In: NBER Chapters.
[Full Text][Citation analysis]
chapter183
1992A 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: 183
paper
1997How Precise Are Estimates of the Natural Rate of Unemployment? In: NBER Chapters.
[Full Text][Citation analysis]
chapter324
1996How 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: 324
paper
1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper18
1994Testing for Cointegration When Some of the Contributing Vectors are Known In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper1
1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model In: NBER Technical Working Papers.
[Full Text][Citation analysis]
paper13
1982Bubbles, Rational Expectations and Financial Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper570
1983Seasonal Adjustment with Measurement Error Present In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2005Implications of Dynamic Factor Models for VAR Analysis In: NBER Working Papers.
[Full Text][Citation analysis]
paper674
2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]
paper247
2012Disentangling the Channels of the 2007-2009 Recession In: NBER Working Papers.
[Full Text][Citation analysis]
paper408
2013Measuring Uncertainty about Long-Run Prediction In: NBER Working Papers.
[Full Text][Citation analysis]
paper33
2016Measuring Uncertainty about Long-Run Predictions.(2016) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2015Core Inflation and Trend Inflation In: NBER Working Papers.
[Full Text][Citation analysis]
paper82
2016Core Inflation and Trend Inflation.(2016) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82
article
2015Low-Frequency Econometrics In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2017Long-Run Covariability In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2018Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments In: NBER Working Papers.
[Full Text][Citation analysis]
paper335
2018Identification 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: 335
article
2019Slack and Cyclically Sensitive Inflation In: NBER Working Papers.
[Full Text][Citation analysis]
paper23
2019An Econometric Model of International Long-run Growth Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
1988A Probability Model of The Coincident Economic Indicators In: NBER Working Papers.
[Full Text][Citation analysis]
paper90
1990Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 In: NBER Working Papers.
[Full Text][Citation analysis]
paper15
1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series In: NBER Working Papers.
[Full Text][Citation analysis]
paper102
1998Diffusion Indexes In: NBER Working Papers.
[Full Text][Citation analysis]
paper206
2001Prices, Wages and the U.S. NAIRU in the 1990s In: NBER Working Papers.
[Full Text][Citation analysis]
paper57
2003Understanding Changes in International Business Cycle Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]
paper506
2005Understanding 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: 506
article
2010Recollections of Clive Granger In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2007Measuring changes in the value of the numeraire In: 2007 Meeting Papers.
[Full Text][Citation analysis]
paper8
2007Measuring 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
2017The Slow Recovery in Output after 2009 In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper7
2013Measuring Uncertainty About Long-Run Forecasts In: Annual Meeting Plenary.
[Full Text][Citation analysis]
paper2
1999A dynamic factor model framework for forecast combination In: Spanish Economic Review.
[Full Text][Citation analysis]
article42
2012Generalized Shrinkage Methods for Forecasting Using Many Predictors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article151
1985Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article19
1983Imperfect Information and Wage Inertia in the Business Cycle: A Comment. In: Journal of Political Economy.
[Full Text][Citation analysis]
article0
2016Comment In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
article0
2002Low cost light traps for coral reef fishery research and sustainable ornamental fisheries In: Naga.
[Full Text][Citation analysis]
article0
2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica.
[Full Text][Citation analysis]
article66

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team