Access Statistics for Mark W. Watson

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 1 7 245 2 5 22 694
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 3 575 2 9 35 1,642
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 2 2 7 1,447 7 14 38 4,112
A Probability Model of The Coincident Economic Indicators 3 12 28 1,392 4 20 66 2,843
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 1 1 3 694 1 2 9 1,618
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 1 1 1 144 4 6 10 466
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 2 3 10 580
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 4 8 42 1,393
Aggregate Implications of Changing Sectoral Trends 0 0 4 22 0 1 17 35
Aggregate Implications of Changing Sectoral Trends 0 4 9 26 2 12 35 57
Aggregate Implications of Changing Sectoral Trends 0 0 1 19 0 1 15 38
Aggregate Shocks and the Variability of Industrial Production 0 0 0 0 2 3 9 90
An Econometric Model of International Long-run Growth Dynamics 1 2 90 90 4 10 66 66
Are Business Cycles All Alike? 0 0 5 298 0 2 22 647
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 0 2 505 0 1 7 2,632
Bubbles, Rational Expectations and Financial Markets 4 22 73 2,237 21 53 200 3,970
Business Cycle Durations and Postwar Stabilization of the U.S. Economy 0 0 2 159 2 5 16 1,518
Business Cycle Fluctuations in U.S. Macroeconomic Time Series 5 9 25 2,293 5 15 67 5,202
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 1 1 3 220 3 4 9 670
Business cycle durations and postwar stabilization of the U.S. economy 0 0 0 0 0 2 9 259
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 1 1 1 3 2 3 12 38
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 27 0 3 6 36
Core Inflation and Trend Inflation 0 0 1 156 4 9 32 331
Diffusion Indexes 2 5 22 1,330 3 15 71 2,714
Disentangling the Channels of the 2007-2009 Recession 0 0 7 353 5 17 79 969
Dynamic Factor Models 0 2 11 86 3 8 43 208
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 1 313 0 0 9 1,180
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 2 247 1 4 13 643
Estimating Deterministic Trends in the Presence of Serially Correlated Errors 0 0 1 164 0 1 8 659
Estimating Turning Points Using Large Data Sets 1 2 4 248 6 10 22 544
Estimating deterministic trends in the presence of serially correlated errors 0 0 0 0 0 1 6 327
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 1 841 1 4 12 2,007
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 1 1 11 575
Financial Conditions Indexes: A Fresh Look after the Financial Crisis 2 6 33 391 5 17 85 825
Forecasting Inflation 2 3 22 3,336 11 23 102 7,599
Forecasting Output and Inflation: The Role of Asset Prices 1 1 3 901 3 8 31 1,992
Has the Business Cycle Changed and Why? 0 0 9 1,876 7 14 74 4,543
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 2 14 1,021 5 13 58 4,271
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 5 14 2 10 22 53
How Precise are Estimates of the Natural Rate of Unemployment? 2 2 4 1,038 5 7 29 4,222
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 0 7 82 1 2 28 133
Implications of Dynamic Factor Models for VAR Analysis 2 5 22 1,591 6 26 115 3,818
Inflation and Unit Labor Cost 0 1 1 127 0 2 7 323
Interpreting Evidence on Money-Income Causality 0 0 3 315 1 1 16 701
Long-Run Covariability 0 0 1 99 1 4 13 62
Low-Frequency Econometrics 0 0 1 111 1 3 11 107
Low-Frequency Robust Cointegration Testing 0 0 0 65 0 0 4 160
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 2 664 1 2 17 1,774
Measures of Fit for Calibrated Models 0 0 1 94 0 0 9 465
Measures of fit for calibrated models 0 0 0 0 0 2 10 225
Measuring Uncertainty About Long-Run Forecasts 0 0 0 4 0 1 7 21
Measuring Uncertainty about Long-Run Prediction 0 0 3 57 1 3 13 106
Measuring changes in the value of the numeraire 0 0 0 8 2 2 10 75
Measuring changes in the value of the numeraire 0 0 1 91 0 9 20 376
Modeling Inflation After the Crisis 0 0 5 398 2 3 30 797
Money, prices, interest rates and the business cycle 0 0 7 200 6 11 38 1,851
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 2 3 27 2,485
Phillips Curve Inflation Forecasts 3 7 21 909 10 24 87 2,152
Presidents and the U.S. Economy: An Econometric Exploration 0 0 1 153 0 4 15 250
Presidents and the U.S. Economy: An Econometric Exploration 1 1 1 53 2 5 13 69
Prices, Wages and the U.S. NAIRU in the 1990s 0 1 3 371 0 6 18 1,100
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 0 0 3 239 1 4 17 620
Relative Goods’ Prices and Pure Inflation 0 0 0 75 0 2 11 522
Seasonal Adjustment with Measurement Error Present 0 0 1 41 0 2 5 245
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production 0 1 8 184 2 3 19 599
Sectoral vs. aggregate shocks: a structural factor analysis of industrial production 1 1 7 128 4 6 30 356
Slack and Cyclically Sensitive Inflation 2 5 19 58 7 15 60 115
Sources of Business Cycle Fluctuations 0 0 0 427 1 6 20 955
Sources of Business Cycle Fluctuations 0 1 10 1,124 1 7 41 3,042
Stochastic Trends and Economic Fluctuations 0 0 8 926 2 6 26 2,103
Stochastic trends and economic fluctuations 0 0 0 3 1 4 19 1,395
Testing Long Run Neutrality 1 1 6 366 3 4 21 1,108
Testing Models of Low-Frequency Variability 0 0 0 52 0 1 6 239
Testing for Cointegration When Some of the Contributing Vectors are Known 0 0 0 160 0 1 8 734
Testing for cointegration when some of the cointegrating vectors are known 0 0 0 0 0 2 8 212
Testing long run neutrality 0 0 0 1 1 2 14 328
The Disappointing Recovery of Output after 2009 0 0 3 21 3 5 31 87
The Disappointing Recovery of Output after 2009 0 0 2 67 1 4 15 114
The Evolution of National and Regional Factors in U.S. Housing Construction 0 0 1 4 1 2 8 17
The Slow Recovery in Output after 2009 0 1 2 60 1 3 17 89
The post-war U.S. Phillips curve: a revisionist econometric history 0 0 0 4 0 1 15 1,554
The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum 0 0 0 0 0 0 5 668
Understanding Changes in International Business Cycle Dynamics 1 1 5 750 2 8 23 2,252
Vector autoregressions and cointegration 0 0 0 0 0 3 13 549
Why Has U.S. Inflation Become Harder to Forecast? 1 2 9 788 5 11 40 1,888
Total Working Papers 41 107 568 33,595 201 559 2,409 99,109


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reexamination of Friedman's Consumption Puzzle: Comment 0 0 0 0 0 0 3 54
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 4 8 27 1,631 17 44 153 3,785
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 2 6 21 374 7 16 72 946
A dymimic model of housing price determination 0 0 6 309 1 1 26 745
A dynamic factor model framework for forecast combination 0 0 0 464 0 0 6 1,190
ABCs (and Ds) of Understanding VARs 0 3 17 947 4 16 85 2,404
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models 0 1 3 550 2 6 21 1,021
Assessing changes in the monetary transmission mechanism: a VAR approach: commentary 0 0 0 53 0 0 2 146
Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model 0 0 3 283 2 2 27 1,010
Business-Cycle Durations and Postwar Stabilization of the U.S. Economy 0 0 3 227 1 2 25 969
Combination forecasts of output growth in a seven-country data set 0 1 7 276 0 7 32 792
Comment 0 0 0 3 0 0 1 9
Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." 0 0 0 0 0 0 3 64
Commentary on \\"what's real about the business cycle?\\" 0 0 1 36 0 1 5 115
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel 0 1 2 282 1 3 9 778
Consistent factor estimation in dynamic factor models with structural instability 0 0 1 29 1 3 14 141
Core Inflation and Trend Inflation 2 9 22 62 8 22 71 231
Disentangling the Channels of the 2007-09 Recession 0 9 36 92 12 31 105 301
Does GNP have a unit root? 0 0 0 46 0 0 3 152
Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" 0 0 0 44 0 2 13 143
Estimating Deterministic Trends In The Presence Of Serially Correlated Errors 0 0 2 102 0 0 7 363
Estimating turning points using large data sets 1 1 2 60 3 6 10 205
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 3 12 39 888
Explaining the increased variability in long-term interest rates 0 0 0 227 3 6 9 1,032
Forecasting Output and Inflation: The Role of Asset Prices 0 0 3 151 4 15 58 2,006
Forecasting Using Principal Components From a Large Number of Predictors 0 6 18 1,435 7 19 68 2,710
Forecasting inflation 3 9 59 1,500 10 34 198 3,644
Forecasting output and inflation: the role of asset prices 0 0 2 557 4 8 31 1,431
Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 6 130 2 5 28 454
Has inflation become harder to forecast? 0 0 0 23 0 0 4 70
Has the business cycle changed? 0 1 1 671 2 5 18 1,524
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 1 2 6 163 5 9 30 583
How Have Changing Sectoral Trends Affected GDP Growth? 0 0 1 5 0 2 13 24
How accurate are real-time estimates of output trends and gaps? 0 0 0 127 0 1 7 294
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 1 1 9 20 3 8 40 79
Imperfect Information and Wage Inertia in the Business Cycle: A Comment 0 0 0 4 0 0 1 62
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons 0 0 0 77 0 1 12 241
Inference in Linear Time Series Models with Some Unit Roots 8 19 48 1,652 15 46 169 3,974
Inflation Persistence, the NAIRU, and the Great Recession 1 2 9 70 3 5 23 253
Inflation and Unit Labor Cost 0 0 1 94 0 0 9 349
Interpreting the evidence on money-income causality 0 0 3 177 1 1 10 385
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment 0 0 0 0 0 0 3 57
Journal of Applied Econometrics Annual Lecture Series 0 0 1 33 0 0 5 152
Long†Run Covariability 0 0 2 2 3 6 31 49
Low cost light traps for coral reef fishery research and sustainable ornamental fisheries 1 1 1 3 1 2 7 39
Low-frequency robust cointegration testing 0 0 0 8 0 1 7 105
MTS: A Review 0 0 0 7 0 0 2 90
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 8 18 119 2,522
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 3 6 11 308 4 10 40 739
Market anticipations of monetary policy actions - commentary 0 0 0 21 1 1 2 85
Measures of Fit for Calibrated Models 1 1 3 457 2 4 15 1,353
Measuring Uncertainty about Long-Run Predictions 0 0 4 18 2 4 13 80
Modeling inflation after the crisis 2 3 7 155 4 11 40 523
Money, Prices, Interest Rates and the Business Cycle 6 8 18 717 8 20 70 2,183
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 2 10 2 3 12 46
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply 0 0 0 0 2 6 20 888
On the sources of the Great Moderation - discussion 0 0 0 18 0 0 5 50
Phillips curve inflation forecasts 1 3 9 176 7 18 54 552
Presidents and the US Economy: An Econometric Exploration 3 5 7 145 44 58 113 622
Recent changes in trend and cycle, remarks 0 0 0 5 0 1 2 30
Recollections of Clive Granger 0 0 0 13 0 0 3 39
Recursive solution methods for dynamic linear rational expectations models 0 1 1 82 0 1 3 181
Rejoinder to Evans and McCallum 0 0 0 6 0 0 6 62
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 3 5 18 370 15 27 88 1,169
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production 4 9 36 319 17 36 140 1,060
Special Section on Consumer Price Research: Introduction 0 0 0 0 0 0 2 279
Stochastic Trends and Economic Fluctuations 2 12 46 2,401 10 31 156 6,105
System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations 1 1 4 470 2 2 13 797
Systematic Monetary Policy and the Effects of Oil Price Shocks 2 3 30 447 15 33 161 1,311
Temporal instability of the unemployment-inflation relationship 0 0 6 173 0 1 16 494
Testing Models of Low-Frequency Variability 0 1 2 40 2 5 16 253
Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified 0 0 0 39 0 5 16 170
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative 0 0 0 121 1 2 6 594
Testing long-run neutrality 1 2 21 736 7 11 50 1,709
Testing the interpretation of indices in a macroeconomic index model 0 0 0 30 0 0 2 148
The Disappointing Recovery in U.S. Output after 2009 0 2 2 9 1 7 12 32
The Disappointing Recovery of Output after 2009 0 0 6 25 2 3 41 127
The NAIRU, Unemployment and Monetary Policy 0 1 7 1,355 2 14 44 5,405
The Solution of Singular Linear Difference Systems under Rational Expectations 0 0 0 2 2 4 19 1,386
The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality 0 0 0 4 1 1 5 37
The post-war U.S. phillips curve: a revisionist econometric history 0 2 2 528 0 2 15 988
Twenty Years of Time Series Econometrics in Ten Pictures 1 4 10 78 3 14 61 219
Understanding Changes In International Business Cycle Dynamics 2 2 4 507 7 14 32 1,756
Univariate detrending methods with stochastic trends 0 2 4 539 2 5 13 1,028
Using econometric models to predict recessions 0 1 4 127 1 2 17 267
Variable Trends in Economic Time Series 0 0 4 819 1 2 18 1,551
Vector Autoregressions 7 10 51 1,635 17 40 180 3,225
Vector Autoregressions and Reality: Comment 0 0 0 0 1 2 4 73
Why Has U.S. Inflation Become Harder to Forecast? 0 0 2 1,115 9 26 99 2,775
Total Journal Articles 63 164 644 27,026 327 792 3,258 78,972


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Cycles, Indicators, and Forecasting 0 0 0 0 3 5 31 507
Total Books 0 0 0 0 3 5 31 507


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience 1 1 4 184 2 7 26 384
Are Business Cycles All Alike? 1 3 11 211 2 12 67 554
Business cycle fluctuations in us macroeconomic time series 4 16 43 2,836 13 33 122 6,584
Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" 3 5 11 14 4 7 28 35
Comment on "Shocks and Crashes" 0 0 0 8 0 1 6 31
Comment on "Trends and Cycles in China's Macroeconomy" 0 0 1 19 1 2 9 57
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics 7 26 144 378 18 84 388 922
Forecasting with Many Predictors 7 20 72 711 11 35 199 1,735
Has the Business Cycle Changed and Why? 0 0 5 423 2 11 56 1,041
How Precise Are Estimates of the Natural Rate of Unemployment? 0 0 5 191 5 8 37 712
Introduction to "Business Cycles, Indicators and Forecasting" 1 1 3 87 1 2 7 215
New Indexes of Coincident and Leading Economic Indicators 2 11 43 1,313 16 44 184 2,715
Sources of Business Cycles Fluctuations 1 4 18 248 5 23 147 822
Time series and spectral methods in econometrics 0 1 8 481 0 4 22 986
Vector autoregressions and cointegration 0 0 8 840 5 11 51 1,642
Total Chapters 27 88 376 7,944 85 284 1,349 18,435


Statistics updated 2020-11-03