Access Statistics for Mark W. Watson
Author contact details at EconPapers.
| 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 |
0 |
582 |
0 |
1 |
4 |
1,695 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
252 |
1 |
1 |
6 |
729 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
0 |
0 |
4 |
1,470 |
1 |
2 |
15 |
4,220 |
| A Probability Model of The Coincident Economic Indicators |
0 |
1 |
14 |
1,532 |
1 |
5 |
32 |
3,182 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
0 |
1 |
3 |
1,663 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
0 |
0 |
2 |
483 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
613 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
1 |
2 |
12 |
1,462 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
31 |
0 |
0 |
6 |
72 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
26 |
0 |
0 |
3 |
78 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
40 |
0 |
2 |
7 |
101 |
| Aggregate Shocks and the Variability of Industrial Production |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
104 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
0 |
4 |
112 |
1 |
4 |
10 |
131 |
| Are Business Cycles All Alike? |
0 |
0 |
3 |
310 |
0 |
1 |
6 |
699 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
2 |
510 |
0 |
0 |
4 |
2,672 |
| Bubbles, Rational Expectations and Financial Markets |
0 |
1 |
20 |
2,521 |
9 |
16 |
74 |
4,863 |
| Business Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
161 |
0 |
1 |
2 |
1,534 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
1 |
3 |
5 |
2,354 |
2 |
6 |
15 |
5,391 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
1 |
224 |
0 |
1 |
9 |
700 |
| Business cycle durations and postwar stabilization of the U.S. economy |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
275 |
| Consistent Factor Estimation in Dynamic Factor Models with Structural Instability |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
61 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
50 |
| Core Inflation and Trend Inflation |
1 |
1 |
8 |
186 |
1 |
2 |
30 |
476 |
| Diffusion Indexes |
0 |
0 |
9 |
1,450 |
2 |
3 |
28 |
3,001 |
| Disentangling the Channels of the 2007-2009 Recession |
2 |
2 |
13 |
399 |
7 |
21 |
56 |
1,247 |
| Dynamic Factor Models |
0 |
0 |
8 |
122 |
3 |
3 |
26 |
304 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
0 |
0 |
0 |
1,195 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
0 |
0 |
3 |
684 |
| Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
167 |
0 |
2 |
2 |
667 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
1 |
255 |
0 |
1 |
3 |
584 |
| Estimating deterministic trends in the presence of serially correlated errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
335 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
1 |
3 |
850 |
0 |
3 |
10 |
2,060 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
624 |
| Financial Conditions Indexes: A Fresh Look after the Financial Crisis |
0 |
2 |
15 |
493 |
7 |
10 |
63 |
1,221 |
| Forecasting Inflation |
0 |
1 |
6 |
3,393 |
0 |
2 |
13 |
7,780 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
0 |
1 |
907 |
0 |
3 |
10 |
2,094 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
2 |
1,890 |
0 |
3 |
11 |
4,676 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
1 |
2 |
21 |
1 |
6 |
10 |
94 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
2 |
2 |
1,035 |
0 |
4 |
9 |
4,365 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
1 |
1,063 |
0 |
2 |
5 |
4,317 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
0 |
3 |
108 |
0 |
0 |
5 |
214 |
| Implications of Dynamic Factor Models for VAR Analysis |
1 |
3 |
9 |
1,633 |
2 |
8 |
43 |
4,063 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
335 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
0 |
0 |
0 |
732 |
| Long-Run Covariability |
0 |
0 |
0 |
100 |
0 |
2 |
7 |
88 |
| Low-Frequency Econometrics |
0 |
0 |
0 |
116 |
2 |
2 |
8 |
162 |
| Low-Frequency Robust Cointegration Testing |
0 |
0 |
0 |
65 |
1 |
3 |
4 |
175 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
5 |
683 |
0 |
0 |
7 |
1,836 |
| Measures of Fit for Calibrated Models |
0 |
0 |
1 |
97 |
0 |
0 |
1 |
477 |
| Measures of fit for calibrated models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
243 |
| Measuring Uncertainty About Long-Run Forecasts |
0 |
0 |
0 |
5 |
0 |
2 |
4 |
31 |
| Measuring Uncertainty about Long-Run Prediction |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
123 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
90 |
| Measuring changes in the value of the numeraire |
0 |
0 |
1 |
95 |
0 |
2 |
4 |
415 |
| Modeling Inflation After the Crisis |
0 |
0 |
0 |
416 |
0 |
1 |
16 |
980 |
| Money, prices, interest rates and the business cycle |
0 |
0 |
0 |
211 |
1 |
3 |
10 |
1,986 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
1 |
4 |
6 |
2,557 |
| Phillips Curve Inflation Forecasts |
0 |
0 |
2 |
963 |
0 |
7 |
28 |
2,433 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
1 |
162 |
1 |
2 |
15 |
304 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
2 |
59 |
0 |
2 |
13 |
125 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
0 |
0 |
2 |
1,135 |
| Recovering from COVID |
0 |
0 |
19 |
19 |
1 |
7 |
25 |
25 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
0 |
246 |
0 |
1 |
4 |
673 |
| Relative Goods? Prices and Pure Inflation |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
561 |
| Seasonal Adjustment with Measurement Error Present |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
252 |
| Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
0 |
3 |
192 |
0 |
1 |
11 |
634 |
| Sectoral vs. aggregate shocks: a structural factor analysis of industrial production |
0 |
0 |
0 |
137 |
0 |
0 |
4 |
401 |
| Slack and Cyclically Sensitive Inflation |
0 |
0 |
3 |
88 |
0 |
1 |
9 |
302 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
1,131 |
0 |
1 |
3 |
3,083 |
| Sources of Business Cycle Fluctuations |
0 |
1 |
3 |
444 |
2 |
5 |
15 |
1,020 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
1 |
936 |
1 |
1 |
7 |
2,154 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
1 |
2 |
15 |
1,465 |
| Testing Long Run Neutrality |
0 |
0 |
0 |
375 |
1 |
2 |
4 |
1,152 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
52 |
0 |
1 |
2 |
246 |
| Testing for Cointegration When Some of the Contributing Vectors are Known |
0 |
0 |
0 |
161 |
1 |
1 |
2 |
747 |
| 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 |
1 |
1 |
2 |
344 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
134 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
0 |
2 |
3 |
148 |
| The Evolution of National and Regional Factors in U.S. Housing Construction |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
28 |
| The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
31 |
| The Slow Recovery in Output after 2009 |
0 |
0 |
1 |
66 |
0 |
1 |
4 |
114 |
| The post-war U.S. Phillips curve: a revisionist econometric history |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
1,575 |
| The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
677 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
755 |
0 |
3 |
9 |
2,293 |
| Vector autoregressions and cointegration |
0 |
0 |
0 |
0 |
3 |
6 |
9 |
573 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
4 |
815 |
1 |
3 |
15 |
1,984 |
| Total Working Papers |
5 |
19 |
188 |
35,059 |
59 |
192 |
849 |
105,840 |
| 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 |
1 |
2 |
5 |
1,730 |
4 |
7 |
34 |
4,204 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
2 |
2 |
10 |
423 |
5 |
22 |
101 |
1,242 |
| A dymimic model of housing price determination |
0 |
0 |
0 |
320 |
0 |
1 |
4 |
777 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
0 |
469 |
0 |
0 |
2 |
1,225 |
| ABCs (and Ds) of Understanding VARs |
0 |
0 |
6 |
997 |
2 |
4 |
20 |
2,576 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models |
0 |
0 |
0 |
564 |
0 |
2 |
6 |
1,072 |
| Assessing changes in the monetary transmission mechanism: a VAR approach: commentary |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
155 |
| Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model |
0 |
0 |
0 |
287 |
0 |
1 |
4 |
1,038 |
| Business-Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
239 |
1 |
1 |
3 |
1,007 |
| Combination forecasts of output growth in a seven-country data set |
1 |
2 |
2 |
286 |
4 |
9 |
16 |
888 |
| Comment |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
13 |
| 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 |
1 |
2 |
2 |
119 |
| Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel |
0 |
0 |
0 |
289 |
0 |
3 |
4 |
809 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
4 |
45 |
0 |
3 |
13 |
203 |
| Core Inflation and Trend Inflation |
1 |
2 |
14 |
156 |
7 |
12 |
64 |
591 |
| Disentangling the Channels of the 2007-09 Recession |
0 |
0 |
8 |
161 |
2 |
6 |
64 |
674 |
| Does GNP have a unit root? |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
156 |
| Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" |
0 |
0 |
0 |
44 |
2 |
2 |
4 |
168 |
| Estimating Deterministic Trends In The Presence Of Serially Correlated Errors |
0 |
0 |
0 |
104 |
0 |
1 |
1 |
371 |
| Estimating turning points using large data sets |
0 |
0 |
2 |
77 |
1 |
2 |
9 |
286 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
1 |
6 |
32 |
1,116 |
| Explaining the increased variability in long-term interest rates |
0 |
0 |
1 |
228 |
0 |
0 |
2 |
1,037 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
1 |
7 |
178 |
4 |
8 |
40 |
2,230 |
| Forecasting Using Principal Components From a Large Number of Predictors |
0 |
0 |
9 |
1,492 |
2 |
13 |
49 |
2,920 |
| Forecasting inflation |
0 |
3 |
28 |
1,689 |
7 |
17 |
82 |
4,219 |
| Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
0 |
4 |
145 |
1 |
3 |
18 |
527 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
88 |
| Has the business cycle changed? |
0 |
1 |
1 |
688 |
0 |
1 |
6 |
1,574 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
3 |
8 |
11 |
183 |
3 |
11 |
21 |
666 |
| How Have Changing Sectoral Trends Affected GDP Growth? |
0 |
0 |
1 |
10 |
0 |
0 |
6 |
49 |
| How accurate are real-time estimates of output trends and gaps? |
0 |
0 |
0 |
128 |
0 |
0 |
3 |
307 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
3 |
10 |
60 |
2 |
15 |
59 |
348 |
| Imperfect Information and Wage Inertia in the Business Cycle: A Comment |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
70 |
| Indicators for Dating Business Cycles: Cross-History Selection and Comparisons |
0 |
0 |
0 |
78 |
0 |
3 |
6 |
263 |
| Inference in Linear Time Series Models with Some Unit Roots |
0 |
0 |
8 |
1,752 |
1 |
7 |
53 |
4,384 |
| Inflation Persistence, the NAIRU, and the Great Recession |
0 |
0 |
1 |
76 |
0 |
0 |
5 |
283 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
95 |
0 |
1 |
1 |
368 |
| Interpreting the evidence on money-income causality |
0 |
0 |
1 |
185 |
1 |
2 |
3 |
433 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
62 |
| Journal of Applied Econometrics Annual Lecture Series |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
158 |
| Long†Run Covariability |
0 |
0 |
1 |
6 |
1 |
1 |
7 |
80 |
| Low cost light traps for coral reef fishery research and sustainable ornamental fisheries |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
51 |
| Low-frequency robust cointegration testing |
0 |
0 |
0 |
8 |
0 |
3 |
3 |
115 |
| MTS: A Review |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
96 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
5 |
11 |
45 |
2,835 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
335 |
0 |
2 |
7 |
837 |
| Market anticipations of monetary policy actions - commentary |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
89 |
| Measures of Fit for Calibrated Models |
0 |
0 |
2 |
477 |
0 |
1 |
3 |
1,397 |
| Measuring Uncertainty about Long-Run Predictions |
0 |
0 |
0 |
22 |
0 |
4 |
7 |
109 |
| Modeling inflation after the crisis |
1 |
1 |
6 |
187 |
1 |
2 |
16 |
767 |
| Money, Prices, Interest Rates and the Business Cycle |
0 |
0 |
3 |
740 |
2 |
5 |
27 |
2,325 |
| Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
57 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
944 |
| Phillips curve inflation forecasts |
0 |
1 |
11 |
220 |
3 |
5 |
32 |
735 |
| Presidents and the US Economy: An Econometric Exploration |
0 |
0 |
5 |
167 |
1 |
4 |
45 |
941 |
| Recollections of Clive Granger |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
45 |
| Recursive solution methods for dynamic linear rational expectations models |
0 |
0 |
0 |
82 |
0 |
0 |
2 |
188 |
| Rejoinder to Evans and McCallum |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
68 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
1 |
3 |
444 |
0 |
1 |
29 |
1,522 |
| Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
2 |
16 |
418 |
1 |
14 |
45 |
1,392 |
| Special Section on Consumer Price Research: Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
281 |
| Stochastic Trends and Economic Fluctuations |
2 |
4 |
15 |
2,495 |
3 |
8 |
41 |
6,497 |
| System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
2 |
480 |
0 |
0 |
3 |
820 |
| Systematic Monetary Policy and the Effects of Oil Price Shocks |
0 |
3 |
21 |
634 |
5 |
24 |
165 |
2,162 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
2 |
214 |
1 |
1 |
7 |
588 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
271 |
| Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified |
0 |
0 |
0 |
43 |
0 |
0 |
4 |
200 |
| Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative |
0 |
0 |
0 |
123 |
0 |
0 |
2 |
604 |
| Testing long-run neutrality |
1 |
1 |
1 |
756 |
3 |
3 |
6 |
1,798 |
| Testing the interpretation of indices in a macroeconomic index model |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
154 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
43 |
| The Disappointing Recovery of Output after 2009 |
1 |
2 |
3 |
43 |
2 |
3 |
4 |
193 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
0 |
4 |
1,371 |
0 |
1 |
32 |
5,516 |
| The Solution of Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
1,431 |
| The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
41 |
| The post-war U.S. phillips curve: a revisionist econometric history |
0 |
0 |
1 |
540 |
0 |
1 |
13 |
1,040 |
| Twenty Years of Time Series Econometrics in Ten Pictures |
0 |
0 |
0 |
97 |
0 |
4 |
7 |
383 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
1 |
1 |
523 |
1 |
2 |
9 |
1,815 |
| Univariate detrending methods with stochastic trends |
0 |
0 |
2 |
551 |
0 |
1 |
8 |
1,095 |
| Using econometric models to predict recessions |
0 |
0 |
1 |
132 |
0 |
2 |
3 |
282 |
| Variable Trends in Economic Time Series |
0 |
0 |
1 |
837 |
1 |
2 |
4 |
1,623 |
| Vector Autoregressions |
0 |
3 |
32 |
1,821 |
6 |
20 |
131 |
3,957 |
| Vector Autoregressions and Reality: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
78 |
| What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? |
0 |
1 |
1 |
19 |
0 |
1 |
1 |
47 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
0 |
1,115 |
5 |
18 |
52 |
3,143 |
| Total Journal Articles |
13 |
44 |
269 |
28,439 |
94 |
320 |
1,533 |
87,454 |
3 registered items for which data could not be found
| 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 |
2 |
5 |
202 |
2 |
4 |
22 |
460 |
| Are Business Cycles All Alike? |
0 |
0 |
2 |
258 |
1 |
7 |
33 |
805 |
| Business cycle fluctuations in us macroeconomic time series |
1 |
6 |
12 |
2,971 |
7 |
18 |
46 |
6,964 |
| Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 |
0 |
0 |
1 |
7 |
0 |
0 |
5 |
22 |
| Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" |
0 |
0 |
5 |
39 |
0 |
1 |
7 |
81 |
| Comment on "Shocks and Crashes" |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
36 |
| Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Comment on "Trends and Cycles in China's Macroeconomy" |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
72 |
| Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics |
1 |
9 |
51 |
772 |
6 |
24 |
161 |
2,037 |
| Forecasting with Many Predictors |
0 |
0 |
4 |
789 |
0 |
2 |
21 |
1,978 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
2 |
439 |
3 |
5 |
32 |
1,185 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
4 |
201 |
0 |
2 |
17 |
829 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
0 |
1 |
3 |
242 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
1 |
4 |
1,388 |
2 |
10 |
41 |
3,106 |
| Sources of Business Cycle Fluctuations |
0 |
1 |
1 |
288 |
0 |
1 |
20 |
1,039 |
| Time series and spectral methods in econometrics |
0 |
0 |
1 |
499 |
1 |
3 |
11 |
1,043 |
| Vector autoregressions and cointegration |
1 |
1 |
4 |
858 |
5 |
6 |
17 |
1,820 |
| Total Chapters |
4 |
20 |
96 |
8,836 |
27 |
84 |
441 |
21,721 |
|
|
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