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 0 1 581 0 0 3 1,686
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 2 251 0 0 2 719
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 0 2 3 1,464 1 5 19 4,190
A Probability Model of The Coincident Economic Indicators 3 5 22 1,506 7 11 55 3,109
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 0 0 1 700 0 1 12 1,653
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 0 0 0 145 0 0 0 480
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 0 1 3 606
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 0 1 7 1,438
Aggregate Implications of Changing Sectoral Trends 0 1 4 30 0 2 8 63
Aggregate Implications of Changing Sectoral Trends 0 0 1 37 0 0 5 89
Aggregate Implications of Changing Sectoral Trends 0 0 3 25 0 1 10 70
Aggregate Shocks and the Variability of Industrial Production 0 0 0 0 0 0 1 99
An Econometric Model of International Long-run Growth Dynamics 0 0 2 106 0 1 5 117
Are Business Cycles All Alike? 0 0 2 306 0 0 7 686
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 1 1 506 0 2 7 2,660
Bubbles, Rational Expectations and Financial Markets 4 11 47 2,475 11 30 150 4,681
Business Cycle Durations and Postwar Stabilization of the U.S. Economy 0 0 0 160 0 0 1 1,530
Business Cycle Fluctuations in U.S. Macroeconomic Time Series 0 5 11 2,343 4 12 32 5,350
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 0 0 0 222 0 0 1 690
Business cycle durations and postwar stabilization of the U.S. economy 0 0 0 0 0 0 1 272
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 0 0 0 5 1 2 3 54
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 28 0 0 1 46
Core Inflation and Trend Inflation 0 0 4 174 0 2 16 426
Diffusion Indexes 2 7 27 1,410 3 12 50 2,900
Disentangling the Channels of the 2007-2009 Recession 1 1 8 375 6 11 53 1,138
Dynamic Factor Models 0 0 11 110 0 0 16 266
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 251 1 1 1 679
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 313 0 0 0 1,193
Estimating Deterministic Trends in the Presence of Serially Correlated Errors 0 0 0 167 0 0 0 665
Estimating Turning Points Using Large Data Sets 0 0 1 252 1 1 6 576
Estimating deterministic trends in the presence of serially correlated errors 0 0 0 0 0 0 0 334
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 1 3 846 0 3 6 2,042
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 0 1 1 603
Financial Conditions Indexes: A Fresh Look after the Financial Crisis 0 2 11 461 4 13 51 1,114
Forecasting Inflation 0 1 5 3,379 0 5 19 7,750
Forecasting Output and Inflation: The Role of Asset Prices 0 0 2 905 0 0 31 2,079
Has the Business Cycle Changed and Why? 0 0 4 1,887 0 2 18 4,654
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 0 19 0 2 2 79
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 1 1 1 1,033 2 4 10 4,346
How Precise are Estimates of the Natural Rate of Unemployment? 2 2 4 1,061 3 3 11 4,304
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 0 6 100 0 3 11 193
Implications of Dynamic Factor Models for VAR Analysis 0 0 4 1,618 5 12 39 3,991
Inflation and Unit Labor Cost 0 0 0 129 0 0 1 333
Interpreting Evidence on Money-Income Causality 0 0 0 316 0 0 1 732
Long-Run Covariability 0 0 0 100 0 1 1 77
Low-Frequency Econometrics 0 0 0 114 2 3 8 145
Low-Frequency Robust Cointegration Testing 0 0 0 65 0 1 1 169
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 1 3 672 0 2 8 1,817
Measures of Fit for Calibrated Models 0 0 0 96 0 0 2 474
Measures of fit for calibrated models 0 0 0 0 0 0 3 242
Measuring Uncertainty About Long-Run Forecasts 0 0 0 5 0 0 1 26
Measuring Uncertainty about Long-Run Prediction 0 0 0 57 0 0 3 118
Measuring changes in the value of the numeraire 0 0 0 94 0 2 5 403
Measuring changes in the value of the numeraire 0 0 0 10 0 0 2 86
Modeling Inflation After the Crisis 0 1 5 412 1 6 58 945
Money, prices, interest rates and the business cycle 0 0 2 208 0 2 42 1,966
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 1 1 10 2,546
Phillips Curve Inflation Forecasts 1 2 12 956 4 13 63 2,380
Presidents and the U.S. Economy: An Econometric Exploration 0 0 1 158 0 2 4 278
Presidents and the U.S. Economy: An Econometric Exploration 0 0 1 56 0 1 9 107
Prices, Wages and the U.S. NAIRU in the 1990s 0 0 1 373 0 1 4 1,131
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 0 0 1 244 2 3 7 653
Relative Goods? Prices and Pure Inflation 0 0 1 78 0 0 6 557
Seasonal Adjustment with Measurement Error Present 0 0 0 41 0 0 0 250
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production 0 1 2 189 0 1 6 621
Sectoral vs. aggregate shocks: a structural factor analysis of industrial production 0 0 1 137 0 0 9 392
Slack and Cyclically Sensitive Inflation 0 1 5 84 0 2 31 280
Sources of Business Cycle Fluctuations 0 0 0 1,131 0 0 2 3,076
Sources of Business Cycle Fluctuations 0 0 4 439 0 0 9 998
Stochastic Trends and Economic Fluctuations 0 2 4 933 1 3 12 2,139
Stochastic trends and economic fluctuations 0 0 0 3 1 3 7 1,432
Testing Long Run Neutrality 0 0 2 375 1 3 6 1,139
Testing Models of Low-Frequency Variability 0 0 0 52 0 0 0 243
Testing for Cointegration When Some of the Contributing Vectors are Known 0 0 0 160 0 0 2 743
Testing for cointegration when some of the cointegrating vectors are known 0 0 0 0 0 0 0 218
Testing long run neutrality 0 0 0 1 0 1 3 340
The Disappointing Recovery of Output after 2009 0 0 0 67 0 0 0 139
The Disappointing Recovery of Output after 2009 0 0 0 23 1 2 2 128
The Evolution of National and Regional Factors in U.S. Housing Construction 0 0 0 6 0 0 0 21
The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City 0 0 0 3 1 1 8 28
The Slow Recovery in Output after 2009 0 0 1 64 1 1 5 105
The post-war U.S. Phillips curve: a revisionist econometric history 0 0 0 4 1 2 5 1,570
The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum 0 0 0 0 0 0 1 674
Understanding Changes in International Business Cycle Dynamics 0 0 0 753 1 2 3 2,282
Vector autoregressions and cointegration 0 0 0 0 0 1 4 561
Why Has U.S. Inflation Become Harder to Forecast? 1 3 4 808 1 3 9 1,955
Total Working Papers 15 51 241 34,681 68 207 1,037 104,139


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 0 56
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 3 9 17 1,704 4 16 55 4,115
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 3 6 404 2 9 42 1,072
A dymimic model of housing price determination 0 0 2 318 1 1 3 769
A dynamic factor model framework for forecast combination 0 2 3 469 0 3 6 1,222
ABCs (and Ds) of Understanding VARs 1 4 17 982 5 11 34 2,526
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models 2 5 6 557 3 7 10 1,054
Assessing changes in the monetary transmission mechanism: a VAR approach: commentary 0 0 0 53 0 0 1 150
Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model 0 0 1 287 1 2 3 1,033
Business-Cycle Durations and Postwar Stabilization of the U.S. Economy 0 1 2 238 0 1 2 1,002
Combination forecasts of output growth in a seven-country data set 0 0 3 281 1 6 18 855
Comment 0 0 0 3 0 0 0 12
Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." 0 0 0 0 0 0 0 67
Commentary on \\"what's real about the business cycle?\\" 0 0 0 36 0 0 0 117
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel 0 0 1 289 0 0 3 801
Consistent factor estimation in dynamic factor models with structural instability 0 1 4 37 1 5 12 171
Core Inflation and Trend Inflation 1 5 26 125 6 14 91 457
Disentangling the Channels of the 2007-09 Recession 1 1 19 136 7 21 84 539
Does GNP have a unit root? 0 0 0 46 0 0 0 153
Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" 0 0 0 44 0 0 1 161
Estimating Deterministic Trends In The Presence Of Serially Correlated Errors 0 0 0 104 0 0 1 369
Estimating turning points using large data sets 1 3 4 70 1 4 20 263
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 4 16 35 1,030
Explaining the increased variability in long-term interest rates 0 0 0 227 0 0 0 1,035
Forecasting Output and Inflation: The Role of Asset Prices 0 1 8 166 2 12 53 2,153
Forecasting Using Principal Components From a Large Number of Predictors 0 3 11 1,472 1 8 40 2,832
Forecasting inflation 1 8 31 1,640 8 20 105 4,054
Forecasting output and inflation: the role of asset prices 0 1 3 563 1 2 13 1,478
Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 140 0 0 4 500
Has inflation become harder to forecast? 0 0 0 24 0 0 0 85
Has the business cycle changed? 1 1 4 683 2 2 8 1,561
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 3 170 1 4 12 633
How Have Changing Sectoral Trends Affected GDP Growth? 0 0 0 8 0 0 1 39
How accurate are real-time estimates of output trends and gaps? 0 0 1 128 0 0 3 304
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 6 12 41 4 18 47 212
Imperfect Information and Wage Inertia in the Business Cycle: A Comment 0 0 0 4 0 0 2 67
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons 0 0 0 78 1 2 5 257
Inference in Linear Time Series Models with Some Unit Roots 0 3 15 1,723 3 12 76 4,255
Inflation Persistence, the NAIRU, and the Great Recession 1 1 1 74 2 2 7 277
Inflation and Unit Labor Cost 0 0 0 94 0 0 0 364
Interpreting the evidence on money-income causality 0 0 3 183 0 1 6 428
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment 0 0 0 0 0 1 1 61
Journal of Applied Econometrics Annual Lecture Series 0 0 0 34 0 0 0 155
Long†Run Covariability 0 0 1 5 1 1 2 71
Low cost light traps for coral reef fishery research and sustainable ornamental fisheries 0 1 1 7 0 1 3 50
Low-frequency robust cointegration testing 0 0 0 8 0 1 1 111
MTS: A Review 0 0 0 8 0 0 0 95
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 8 16 68 2,742
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 1 1 1 331 1 5 14 824
Market anticipations of monetary policy actions - commentary 0 0 0 21 0 0 0 87
Measures of Fit for Calibrated Models 0 0 2 473 1 1 9 1,389
Measuring Uncertainty about Long-Run Predictions 0 0 0 20 0 0 0 91
Modeling inflation after the crisis 0 0 2 174 1 2 37 733
Money, Prices, Interest Rates and the Business Cycle 0 1 5 736 0 2 33 2,288
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 0 0 1 54
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply 0 0 0 0 1 4 9 933
On the sources of the Great Moderation - discussion 0 0 0 18 0 0 0 52
Phillips curve inflation forecasts 1 1 13 206 5 11 44 675
Presidents and the US Economy: An Econometric Exploration 0 0 0 158 2 4 13 862
Recent changes in trend and cycle, remarks 0 0 0 5 0 0 0 31
Recollections of Clive Granger 0 1 2 15 0 1 3 44
Recursive solution methods for dynamic linear rational expectations models 0 0 0 82 0 1 2 186
Rejoinder to Evans and McCallum 0 0 0 6 0 1 1 67
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 1 2 17 438 1 5 52 1,449
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production 0 2 17 392 2 6 47 1,314
Special Section on Consumer Price Research: Introduction 0 0 0 0 0 0 0 280
Stochastic Trends and Economic Fluctuations 4 5 23 2,470 8 13 68 6,395
System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations 0 1 3 478 0 1 6 815
Systematic Monetary Policy and the Effects of Oil Price Shocks 3 13 37 583 13 40 162 1,867
Temporal instability of the unemployment-inflation relationship 0 0 33 210 1 3 57 575
Testing Models of Low-Frequency Variability 0 0 0 42 0 0 1 269
Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified 0 1 1 43 0 1 3 194
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative 0 0 0 122 0 0 2 600
Testing long-run neutrality 1 1 2 753 2 4 11 1,779
Testing the interpretation of indices in a macroeconomic index model 0 0 0 31 0 0 0 150
The Disappointing Recovery in U.S. Output after 2009 0 0 0 9 0 0 0 42
The Disappointing Recovery of Output after 2009 0 0 0 40 1 2 8 181
The NAIRU, Unemployment and Monetary Policy 0 0 3 1,367 0 1 11 5,480
The Solution of Singular Linear Difference Systems under Rational Expectations 0 0 0 2 1 1 5 1,422
The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality 0 0 0 5 0 1 1 39
The post-war U.S. phillips curve: a revisionist econometric history 1 2 4 538 1 5 13 1,019
Twenty Years of Time Series Econometrics in Ten Pictures 1 2 5 91 1 2 45 367
Understanding Changes In International Business Cycle Dynamics 2 4 6 522 2 6 12 1,801
Univariate detrending methods with stochastic trends 0 0 1 548 1 1 9 1,081
Using econometric models to predict recessions 0 0 0 131 0 1 1 277
Variable Trends in Economic Time Series 0 0 1 832 1 5 11 1,612
Vector Autoregressions 1 12 34 1,756 8 39 123 3,671
Vector Autoregressions and Reality: Comment 0 0 0 0 0 0 0 75
Why Has U.S. Inflation Become Harder to Forecast? 0 0 0 1,115 3 14 58 3,031
Total Journal Articles 28 108 417 28,437 127 402 1,750 85,914


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 0 2 8 546
Total Books 0 0 0 0 0 2 8 546


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 0 2 6 194 0 3 11 428
Are Business Cycles All Alike? 1 2 10 241 5 16 63 720
Business cycle fluctuations in us macroeconomic time series 2 5 28 2,929 10 20 78 6,846
Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 0 1 3 3 0 1 5 10
Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" 0 1 4 33 0 1 7 73
Comment on "Shocks and Crashes" 0 0 0 8 0 0 0 34
Comment on "Trends and Cycles in China's Macroeconomy" 0 0 0 24 0 2 4 70
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics 6 21 77 614 15 52 204 1,605
Forecasting with Many Predictors 0 0 3 779 0 5 27 1,938
Has the Business Cycle Changed and Why? 0 0 5 435 4 5 27 1,128
How Precise Are Estimates of the Natural Rate of Unemployment? 1 1 1 197 3 7 14 799
Introduction to "Business Cycles, Indicators and Forecasting" 0 1 4 92 1 3 6 236
New Indexes of Coincident and Leading Economic Indicators 1 4 22 1,379 4 12 65 3,022
Sources of Business Cycle Fluctuations 0 0 6 285 2 5 26 989
Time series and spectral methods in econometrics 0 0 4 495 0 1 6 1,020
Vector autoregressions and cointegration 2 2 4 851 4 4 11 1,794
Total Chapters 13 40 177 8,559 48 137 554 20,712


Statistics updated 2023-11-05