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 0 252 3 7 15 743
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 3 7 22 1,716
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 0 1 2 1,471 4 8 22 4,239
A Probability Model of The Coincident Economic Indicators 1 3 11 1,536 3 11 35 3,203
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 0 0 0 700 3 4 9 1,670
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 0 0 0 145 2 2 8 489
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 1 1 5 618
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 7 9 36 1,492
Aggregate Implications of Changing Sectoral Trends 0 0 0 26 0 1 17 95
Aggregate Implications of Changing Sectoral Trends 0 0 0 31 2 2 18 90
Aggregate Implications of Changing Sectoral Trends 0 1 2 42 2 6 23 121
Aggregate Shocks and the Variability of Industrial Production 0 0 0 0 4 5 10 113
An Econometric Model of International Long-run Growth Dynamics 0 0 1 112 2 9 25 151
Are Business Cycles All Alike? 0 0 1 310 4 7 19 716
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 0 0 510 6 7 41 2,713
Bubbles, Rational Expectations and Financial Markets 2 3 10 2,528 16 43 124 4,964
Business Cycle Durations and Postwar Stabilization of the U.S. Economy 0 0 0 161 5 14 30 1,562
Business Cycle Fluctuations in U.S. Macroeconomic Time Series 1 1 6 2,357 10 13 47 5,432
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 0 0 1 224 2 4 15 713
Business cycle durations and postwar stabilization of the U.S. economy 0 0 0 0 1 18 43 316
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 0 0 0 7 1 4 14 74
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 28 2 5 8 58
Core Inflation and Trend Inflation 0 2 6 190 0 7 22 495
Diffusion Indexes 0 1 5 1,454 1 7 41 3,036
Disentangling the Channels of the 2007-2009 Recession 2 4 16 406 5 20 71 1,283
Dynamic Factor Models 2 4 9 129 6 16 40 339
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 251 1 1 8 692
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 313 3 5 11 1,206
Estimating Deterministic Trends in the Presence of Serially Correlated Errors 0 0 0 167 2 5 20 685
Estimating Turning Points Using Large Data Sets 0 0 0 255 1 1 9 592
Estimating deterministic trends in the presence of serially correlated errors 0 0 0 0 2 3 8 343
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 1 850 8 10 26 2,083
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 11 15 26 649
Financial Conditions Indexes: A Fresh Look after the Financial Crisis 1 4 13 503 7 16 65 1,266
Forecasting Inflation 0 1 3 3,394 10 12 28 7,804
Forecasting Output and Inflation: The Role of Asset Prices 0 0 1 908 8 13 25 2,116
Has the Business Cycle Changed and Why? 0 0 1 1,890 8 10 18 4,689
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 1 4 8 1,041 3 7 33 4,391
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 1 5 24 5 11 35 122
How Precise are Estimates of the Natural Rate of Unemployment? 0 0 0 1,063 4 5 18 4,332
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 0 1 109 3 9 20 234
Implications of Dynamic Factor Models for VAR Analysis 0 1 10 1,637 17 24 60 4,109
Inflation and Unit Labor Cost 0 0 0 129 0 4 9 344
Interpreting Evidence on Money-Income Causality 0 0 0 316 5 7 17 749
Long-Run Covariability 0 0 0 100 2 3 10 96
Low-Frequency Econometrics 0 0 0 116 3 7 22 180
Low-Frequency Robust Cointegration Testing 0 0 0 65 0 1 12 184
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 1 683 3 6 15 1,850
Measures of Fit for Calibrated Models 0 0 0 97 5 6 77 554
Measures of fit for calibrated models 0 0 0 0 3 6 11 254
Measuring Uncertainty About Long-Run Forecasts 0 0 0 5 1 1 7 36
Measuring Uncertainty about Long-Run Prediction 0 0 0 58 3 5 11 134
Measuring changes in the value of the numeraire 0 0 0 95 3 6 19 431
Measuring changes in the value of the numeraire 0 0 0 10 3 4 11 100
Modeling Inflation After the Crisis 0 0 0 416 1 2 12 989
Money, prices, interest rates and the business cycle 0 0 1 212 4 7 26 2,008
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 9 10 24 2,577
Phillips Curve Inflation Forecasts 0 0 2 963 6 13 42 2,466
Presidents and the U.S. Economy: An Econometric Exploration 1 1 3 61 12 32 75 197
Presidents and the U.S. Economy: An Econometric Exploration 0 1 2 164 17 68 95 396
Prices, Wages and the U.S. NAIRU in the 1990s 0 0 0 373 3 6 11 1,146
Recovering from COVID 0 0 21 21 2 3 44 44
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 0 0 0 246 4 6 16 688
Relative Goods? Prices and Pure Inflation 0 0 0 78 2 4 8 569
Seasonal Adjustment with Measurement Error Present 0 0 0 41 1 4 11 263
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production 0 0 1 193 3 5 19 650
Sectoral vs. aggregate shocks: a structural factor analysis of industrial production 0 0 0 137 1 7 21 422
Slack and Cyclically Sensitive Inflation 0 0 1 89 1 4 21 322
Sources of Business Cycle Fluctuations 0 0 3 446 5 9 23 1,037
Sources of Business Cycle Fluctuations 0 0 0 1,131 8 8 12 3,094
Stochastic Trends and Economic Fluctuations 0 0 1 937 8 10 25 2,177
Stochastic trends and economic fluctuations 0 0 0 3 4 5 27 1,487
Testing Long Run Neutrality 0 0 0 375 2 5 17 1,166
Testing Models of Low-Frequency Variability 0 0 0 52 4 5 16 260
Testing for Cointegration When Some of the Contributing Vectors are Known 0 0 0 161 0 2 10 756
Testing for cointegration when some of the cointegrating vectors are known 0 0 0 0 0 2 4 222
Testing long run neutrality 0 0 0 1 8 9 17 360
The Disappointing Recovery of Output after 2009 0 0 0 68 1 2 10 156
The Disappointing Recovery of Output after 2009 0 0 0 23 2 2 11 145
The Evolution of National and Regional Factors in U.S. Housing Construction 0 0 1 9 1 5 9 36
The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting 0 1 41 41 2 7 33 33
The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City 0 0 0 3 5 5 13 43
The Slow Recovery in Output after 2009 0 0 0 66 1 4 13 125
The post-war U.S. Phillips curve: a revisionist econometric history 0 0 0 4 1 1 5 1,578
The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum 0 0 0 0 2 4 13 689
Understanding Changes in International Business Cycle Dynamics 1 1 1 756 3 4 16 2,302
Vector autoregressions and cointegration 0 0 0 0 3 6 23 589
Why Has U.S. Inflation Become Harder to Forecast? 0 0 1 815 9 11 25 2,003
Total Working Papers 12 35 193 35,179 354 717 2,138 107,661

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 1 2 5 61
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 0 0 7 1,733 18 24 58 4,251
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 0 6 425 8 16 104 1,315
A dymimic model of housing price determination 0 0 0 320 3 5 19 794
A dynamic factor model framework for forecast combination 0 0 0 469 1 3 11 1,236
ABCs (and Ds) of Understanding VARs 0 0 2 999 5 9 35 2,606
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models 0 1 3 567 3 6 20 1,089
Assessing changes in the monetary transmission mechanism: a VAR approach: commentary 0 0 0 54 1 2 8 163
Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model 0 0 0 287 1 4 14 1,050
Business-Cycle Durations and Postwar Stabilization of the U.S. Economy 0 0 0 239 0 1 6 1,012
Combination forecasts of output growth in a seven-country data set 2 2 6 290 6 8 40 918
Comment 0 0 0 3 2 3 5 17
Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." 0 0 0 0 1 2 3 70
Commentary on \\"what's real about the business cycle?\\" 0 0 0 36 2 2 5 122
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel 0 0 0 289 2 24 43 849
Consistent factor estimation in dynamic factor models with structural instability 0 0 2 46 2 2 15 214
Core Inflation and Trend Inflation 0 2 9 161 4 14 60 632
Disentangling the Channels of the 2007-09 Recession 0 0 5 165 3 7 42 701
Does GNP have a unit root? 0 0 0 47 1 2 9 164
Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" 0 0 0 44 3 3 21 187
Estimating Deterministic Trends In The Presence Of Serially Correlated Errors 0 1 1 105 1 3 12 382
Estimating turning points using large data sets 0 0 0 77 4 5 14 297
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 8 21 59 1,165
Explaining the increased variability in long-term interest rates 0 0 0 228 5 9 16 1,053
Forecasting Output and Inflation: The Role of Asset Prices 0 0 5 181 15 21 59 2,268
Forecasting Using Principal Components From a Large Number of Predictors 1 2 11 1,503 16 59 171 3,068
Forecasting inflation 1 4 21 1,702 20 35 109 4,296
Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 1 145 4 4 30 547
Has inflation become harder to forecast? 0 0 0 24 3 4 8 96
Has the business cycle changed? 0 0 1 688 2 3 16 1,589
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 1 8 30 203 7 31 90 742
How Have Changing Sectoral Trends Affected GDP Growth? 0 0 0 10 4 5 16 62
How accurate are real-time estimates of output trends and gaps? 0 0 0 128 1 5 14 320
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 1 2 11 67 6 20 75 400
Imperfect Information and Wage Inertia in the Business Cycle: A Comment 0 0 0 4 3 3 6 74
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons 0 0 0 78 0 1 10 267
Inference in Linear Time Series Models with Some Unit Roots 1 2 8 1,758 22 33 88 4,450
Inflation Persistence, the NAIRU, and the Great Recession 0 0 0 76 3 6 11 292
Inflation and Unit Labor Cost 0 0 0 95 1 3 9 376
Interpreting the evidence on money-income causality 0 0 0 185 1 1 10 441
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment 0 0 0 0 1 2 8 69
Journal of Applied Econometrics Annual Lecture Series 0 0 0 34 1 2 5 163
Long†Run Covariability 0 0 1 6 1 2 10 88
Low cost light traps for coral reef fishery research and sustainable ornamental fisheries 0 0 0 7 0 1 6 56
Low-frequency robust cointegration testing 0 0 0 8 3 4 15 127
MTS: A Review 0 0 0 8 0 0 2 98
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 13 35 88 2,901
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 1 1 336 5 6 22 854
Market anticipations of monetary policy actions - commentary 0 0 0 22 0 0 2 91
Measures of Fit for Calibrated Models 0 1 1 478 5 9 17 1,413
Measuring Uncertainty about Long-Run Predictions 0 0 0 22 4 7 16 120
Modeling inflation after the crisis 0 1 2 188 4 12 27 791
Money, Prices, Interest Rates and the Business Cycle 0 2 5 743 7 16 39 2,349
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 4 6 63
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply 0 0 0 0 2 5 27 967
Phillips curve inflation forecasts 0 1 5 221 4 10 25 752
Presidents and the US Economy: An Econometric Exploration 0 1 3 170 7 18 51 985
Recollections of Clive Granger 0 0 0 15 3 3 6 51
Recursive solution methods for dynamic linear rational expectations models 0 0 1 83 2 5 13 201
Rejoinder to Evans and McCallum 0 0 0 6 0 6 12 80
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 0 0 1 444 2 8 21 1,539
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production 0 4 11 425 3 18 79 1,449
Special Section on Consumer Price Research: Introduction 0 0 0 0 0 2 4 285
Stochastic Trends and Economic Fluctuations 0 2 7 2,497 12 21 73 6,552
System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations 0 0 1 480 1 4 12 831
Systematic Monetary Policy and the Effects of Oil Price Shocks 1 7 22 648 21 60 144 2,260
Temporal instability of the unemployment-inflation relationship 0 0 0 214 2 4 10 597
Testing Models of Low-Frequency Variability 0 0 0 42 2 2 8 278
Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified 0 0 0 43 0 2 10 209
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative 0 0 0 123 2 6 9 613
Testing long-run neutrality 0 0 3 758 15 19 36 1,831
Testing the interpretation of indices in a macroeconomic index model 0 0 0 31 1 2 4 158
The Disappointing Recovery in U.S. Output after 2009 0 0 1 10 4 6 20 62
The Disappointing Recovery of Output after 2009 0 0 3 44 1 4 19 209
The Macroeconomic Causes and Consequences of Inflation 2 3 3 3 6 7 7 7
The NAIRU, Unemployment and Monetary Policy 0 0 0 1,371 5 9 22 5,536
The Solution of Singular Linear Difference Systems under Rational Expectations 0 0 0 2 1 1 8 1,438
The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality 0 0 0 5 3 6 7 47
The post-war U.S. phillips curve: a revisionist econometric history 0 0 1 540 2 8 15 1,053
Twenty Years of Time Series Econometrics in Ten Pictures 0 1 1 98 3 9 24 401
Understanding Changes In International Business Cycle Dynamics 0 0 1 523 2 7 16 1,828
Univariate detrending methods with stochastic trends 0 0 1 552 4 6 20 1,113
Using econometric models to predict recessions 0 0 0 132 4 4 10 290
Variable Trends in Economic Time Series 0 0 0 837 4 7 12 1,633
Vector Autoregressions 2 13 37 1,847 11 82 266 4,181
Vector Autoregressions and Reality: Comment 0 0 0 0 0 0 2 79
What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? 0 0 1 19 0 2 9 55
Why Has U.S. Inflation Become Harder to Forecast? 0 0 0 1,115 9 20 84 3,200
Total Journal Articles 12 61 242 28,592 376 884 2,694 89,589
3 registered items for which data could not be found

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 1 6 14 568
Total Books 0 0 0 0 1 6 14 568

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 0 4 202 5 7 22 475
Are Business Cycles All Alike? 0 1 1 259 5 11 37 832
Business cycle fluctuations in us macroeconomic time series 1 2 15 2,979 8 30 83 7,027
Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 0 0 0 7 2 3 9 31
Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" 0 1 5 42 2 4 19 96
Comment on "Shocks and Crashes" 0 0 0 9 0 2 6 41
Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 0 0 0 0 0 0 6 7
Comment on "Trends and Cycles in China's Macroeconomy" 0 0 0 24 1 1 7 78
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics 1 8 39 795 9 44 170 2,162
Forecasting with Many Predictors 1 1 1 790 6 13 39 2,012
Has the Business Cycle Changed and Why? 0 1 3 442 10 28 57 1,232
How Precise Are Estimates of the Natural Rate of Unemployment? 0 0 0 201 9 19 42 864
Introduction to "Business Cycles, Indicators and Forecasting" 0 0 0 92 2 2 9 250
New Indexes of Coincident and Leading Economic Indicators 0 1 3 1,390 14 28 79 3,168
Sources of Business Cycle Fluctuations 0 0 1 288 7 13 26 1,063
Time series and spectral methods in econometrics 0 0 2 500 1 2 12 1,050
Vector autoregressions and cointegration 0 0 6 862 1 4 35 1,845
Total Chapters 3 15 80 8,882 82 211 658 22,233

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