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List of works by Mark Watson

A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series

scientific article published in June 1998

A Probability Model of The Coincident Economic Indicators

scientific article published in November 1988

A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience

scientific article published in March 1992

A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems

scientific article published in December 1989

Aggregate Implications of Changing Sectoral Trends

scientific article published in May 2019

An Econometric Model of International Long-run Growth Dynamics

scientific article published in December 2019

Are Business Cycles All Alike?

scientific article published in June 1984

Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model

scientific article published in August 1996

Bubbles, Rational Expectations and Financial Markets

scientific article published in July 1982

Business Cycle Durations and Postwar Stabilization of the U.S. Economy

Business Cycle Fluctuations in U.S. Macroeconomic Time Series

scientific article published in April 1998

Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988

scientific article published in June 1990

Core Inflation and Trend Inflation

scientific article published in June 2015

Diffusion Indexes

scientific article published in August 1998

Disentangling the Channels of the 2007-2009 Recession

scientific article published in May 2012

Empirical Bayes Forecasts of One Time Series Using Many Predictors

Estimating Deterministic Trends in the Presence of Serially Correlated Errors

scientific article published in September 1994

Estimating Turning Points Using Large Data Sets

scientific article published in November 2010

Evidence on Structural Instability in Macroeconomic Time Series Relations

scientific article published in September 1994

Financial Conditions Indexes: A Fresh Look after the Financial Crisis

scientific article published in July 2010

Forecasting Inflation

Forecasting Output and Inflation: The Role of Asset Prices

scientific article published in March 2001

Has the Business Cycle Changed and Why?

scientific article published in August 2002

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

scientific article published in June 2006

How Precise are Estimates of the Natural Rate of Unemployment?

scientific article published in March 1996

Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

scientific article published in January 2018

Implications of Dynamic Factor Models for VAR Analysis

Interpreting Evidence on Money-Income Causality

scientific article published in April 1987

Long-Run Covariability

Low-Frequency Econometrics

scientific article published in September 2015

Low-Frequency Robust Cointegration Testing

scientific article published in August 2009

Measures of Fit for Calibrated Models

scientific article published in May 1991

Measuring Uncertainty about Long-Run Prediction

scientific article published in March 2013

Modeling Inflation After the Crisis

scientific article published in October 2010

Phillips Curve Inflation Forecasts

scientific article published in September 2008

Presidents and the U.S. Economy: An Econometric Exploration

scientific article published in July 2014

Prices, Wages and the U.S. NAIRU in the 1990s

scientific article published in June 2001

Relative Goods' Prices, Pure Inflation, and the Phillips Correlation

scientific article published in November 2007

Seasonal Adjustment with Measurement Error Present

scientific article published in May 1983

Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production

scientific article published in October 2008

Slack and Cyclically Sensitive Inflation

Sources of Business Cycle Fluctuations

scientific article published in May 1988

Stochastic Trends and Economic Fluctuations

scientific article published in April 1987

Testing Long Run Neutrality

scientific article published in September 1992

Testing Models of Low-Frequency Variability

scientific article published in November 2006

Testing for Cointegration When Some of the Contributing Vectors are Known

scientific article published in December 1994

The Disappointing Recovery of Output after 2009

scientific article published in June 2017

Understanding Changes in International Business Cycle Dynamics

scientific article published in July 2003

Why Has U.S. Inflation Become Harder to Forecast?

scientific article published in June 2006