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 2 250 0 0 3 718
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 1 580 0 0 4 1,685
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series 0 0 4 1,462 2 3 18 4,178
A Probability Model of The Coincident Economic Indicators 3 7 40 1,495 5 15 76 3,083
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience 0 0 3 700 0 6 12 1,651
A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems 0 0 1 145 0 0 1 480
A procedure for predicting recessions with leading indicators: econometric issues and recent performance 0 0 0 0 1 1 1 604
A simple estimator of cointegrating vectors in higher order integrated systems 0 0 0 5 1 4 9 1,436
Aggregate Implications of Changing Sectoral Trends 0 0 0 36 0 2 6 88
Aggregate Implications of Changing Sectoral Trends 0 0 4 24 1 2 13 68
Aggregate Implications of Changing Sectoral Trends 0 1 2 28 0 1 11 59
Aggregate Shocks and the Variability of Industrial Production 0 0 0 0 0 1 3 99
An Econometric Model of International Long-run Growth Dynamics 0 0 2 105 0 1 12 114
Are Business Cycles All Alike? 0 2 2 306 0 3 8 683
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model 0 0 0 505 1 1 5 2,657
Bubbles, Rational Expectations and Financial Markets 5 13 54 2,454 13 47 183 4,619
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 2 3 9 2,336 5 9 31 5,332
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 0 0 0 222 0 0 2 690
Business cycle durations and postwar stabilization of the U.S. economy 0 0 0 0 0 1 3 272
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability 0 0 0 5 0 0 1 51
Consistent factor estimation in dynamic factor models with structural instability 0 0 0 28 0 0 0 45
Core Inflation and Trend Inflation 0 2 5 172 1 6 18 417
Diffusion Indexes 2 7 18 1,397 3 12 44 2,875
Disentangling the Channels of the 2007-2009 Recession 1 1 8 372 6 14 53 1,113
Dynamic Factor Models 1 5 14 109 2 6 23 263
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 0 313 0 0 0 1,193
Empirical Bayes Forecasts of One Time Series Using Many Predictors 0 0 1 251 0 0 6 678
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 1 3 252 0 2 6 572
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 1 1 1 844 1 1 4 2,037
Evidence on structural instability in macroeconomic times series relations 0 0 0 2 0 0 2 602
Financial Conditions Indexes: A Fresh Look after the Financial Crisis 0 2 19 456 0 7 48 1,082
Forecasting Inflation 0 3 7 3,377 4 9 28 7,743
Forecasting Output and Inflation: The Role of Asset Prices 0 2 3 905 4 13 31 2,068
Has the Business Cycle Changed and Why? 0 0 2 1,885 2 5 20 4,648
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 1 1,032 2 3 12 4,340
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 0 0 0 19 0 0 0 77
How Precise are Estimates of the Natural Rate of Unemployment? 0 0 1 1,057 1 2 12 4,298
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 2 8 98 1 3 13 188
Implications of Dynamic Factor Models for VAR Analysis 1 1 6 1,617 4 12 42 3,971
Inflation and Unit Labor Cost 0 0 0 129 0 0 2 333
Interpreting Evidence on Money-Income Causality 0 0 0 316 0 0 4 731
Long-Run Covariability 0 0 0 100 0 0 1 76
Low-Frequency Econometrics 0 0 0 114 1 1 9 142
Low-Frequency Robust Cointegration Testing 0 0 0 65 0 0 0 168
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 2 2 671 1 5 6 1,814
Measures of Fit for Calibrated Models 0 0 0 96 0 1 1 473
Measures of fit for calibrated models 0 0 0 0 1 2 4 242
Measuring Uncertainty About Long-Run Forecasts 0 0 0 5 0 1 2 26
Measuring Uncertainty about Long-Run Prediction 0 0 0 57 0 0 3 117
Measuring changes in the value of the numeraire 0 0 0 10 0 0 2 85
Measuring changes in the value of the numeraire 0 0 0 94 0 0 3 398
Modeling Inflation After the Crisis 1 3 6 410 3 19 67 925
Money, prices, interest rates and the business cycle 0 2 2 208 1 14 30 1,943
NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS 0 0 0 7 0 4 12 2,542
Phillips Curve Inflation Forecasts 3 4 12 951 9 22 69 2,354
Presidents and the U.S. Economy: An Econometric Exploration 0 0 0 157 0 0 3 274
Presidents and the U.S. Economy: An Econometric Exploration 0 0 1 56 1 3 9 104
Prices, Wages and the U.S. NAIRU in the 1990s 0 0 1 373 1 1 8 1,129
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 0 0 1 244 1 1 7 649
Relative Goods’ Prices and Pure Inflation 0 0 1 78 0 2 8 556
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 0 0 187 0 1 4 616
Sectoral vs. aggregate shocks: a structural factor analysis of industrial production 0 1 4 137 1 2 14 390
Slack and Cyclically Sensitive Inflation 0 2 5 82 4 11 42 271
Sources of Business Cycle Fluctuations 0 0 0 1,131 0 0 6 3,076
Sources of Business Cycle Fluctuations 0 1 4 437 0 2 11 995
Stochastic Trends and Economic Fluctuations 0 0 2 931 0 0 8 2,133
Stochastic trends and economic fluctuations 0 0 0 3 0 1 7 1,428
Testing Long Run Neutrality 0 0 4 374 0 1 7 1,135
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 1 1 742
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 4 338
The Disappointing Recovery of Output after 2009 0 0 0 67 0 0 3 139
The Disappointing Recovery of Output after 2009 0 0 0 23 0 0 0 126
The Evolution of National and Regional Factors in U.S. Housing Construction 0 0 1 6 0 0 1 21
The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City 0 0 1 3 0 3 11 26
The Slow Recovery in Output after 2009 0 1 2 64 0 2 5 103
The post-war U.S. Phillips curve: a revisionist econometric history 0 0 0 4 1 2 6 1,568
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 0 1 4 2,280
Vector autoregressions and cointegration 0 0 0 0 0 0 6 560
Why Has U.S. Inflation Become Harder to Forecast? 0 0 4 805 0 3 12 1,951
Total Working Papers 20 69 274 34,573 85 299 1,168 103,670


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 3 18 1,693 3 11 62 4,088
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 1 9 401 3 9 43 1,057
A dymimic model of housing price determination 1 1 3 318 1 1 3 768
A dynamic factor model framework for forecast combination 0 0 1 466 0 0 3 1,216
ABCs (and Ds) of Understanding VARs 1 2 15 975 2 4 36 2,509
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models 0 0 1 551 0 0 4 1,045
Assessing changes in the monetary transmission mechanism: a VAR approach: commentary 0 0 0 53 0 0 1 149
Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model 0 0 1 287 0 0 2 1,031
Business-Cycle Durations and Postwar Stabilization of the U.S. Economy 0 0 0 236 0 0 3 1,000
Combination forecasts of output growth in a seven-country data set 0 1 1 279 1 3 15 842
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 1 67
Commentary on \\"what's real about the business cycle?\\" 0 0 0 36 0 0 1 117
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel 0 0 3 289 0 1 6 801
Consistent factor estimation in dynamic factor models with structural instability 0 1 2 35 1 2 5 163
Core Inflation and Trend Inflation 0 7 22 113 9 29 88 421
Disentangling the Channels of the 2007-09 Recession 3 9 20 130 10 25 77 496
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 1 160
Estimating Deterministic Trends In The Presence Of Serially Correlated Errors 0 0 0 104 0 1 1 369
Estimating turning points using large data sets 0 1 3 67 0 3 20 252
Evidence on Structural Instability in Macroeconomic Time Series Relations 0 0 0 0 1 1 22 1,002
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 1 2 5 162 1 11 41 2,123
Forecasting Using Principal Components From a Large Number of Predictors 0 1 12 1,466 1 6 39 2,812
Forecasting inflation 2 8 32 1,623 7 29 115 4,002
Forecasting output and inflation: the role of asset prices 0 1 3 562 2 5 12 1,473
Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 2 140 0 0 9 498
Has inflation become harder to forecast? 0 0 0 24 0 0 0 85
Has the business cycle changed? 0 2 8 682 0 2 9 1,557
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression 1 2 5 170 3 4 17 629
How Have Changing Sectoral Trends Affected GDP Growth? 0 0 2 8 0 0 4 39
How accurate are real-time estimates of output trends and gaps? 0 1 1 128 0 2 3 303
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments 0 1 8 34 3 9 35 185
Imperfect Information and Wage Inertia in the Business Cycle: A Comment 0 0 0 4 0 1 2 67
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons 0 0 0 78 0 3 5 255
Inference in Linear Time Series Models with Some Unit Roots 1 5 17 1,717 7 20 66 4,222
Inflation Persistence, the NAIRU, and the Great Recession 0 0 1 73 1 4 6 275
Inflation and Unit Labor Cost 0 0 0 94 0 0 1 364
Interpreting the evidence on money-income causality 0 2 6 183 1 3 14 427
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment 0 0 0 0 0 0 0 60
Journal of Applied Econometrics Annual Lecture Series 0 0 0 34 0 0 1 155
Long†Run Covariability 1 1 1 5 1 1 3 70
Low cost light traps for coral reef fishery research and sustainable ornamental fisheries 0 0 1 6 0 2 3 49
Low-frequency robust cointegration testing 0 0 0 8 0 0 0 110
MTS: A Review 0 0 1 8 0 0 2 95
Macroeconomic Forecasting Using Diffusion Indexes 0 0 0 0 2 20 63 2,711
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 3 330 1 2 9 812
Market anticipations of monetary policy actions - commentary 0 0 0 21 0 0 0 87
Measures of Fit for Calibrated Models 0 1 3 473 0 3 8 1,386
Measuring Uncertainty about Long-Run Predictions 0 0 0 20 0 0 0 91
Modeling inflation after the crisis 0 0 4 174 4 12 33 715
Money, Prices, Interest Rates and the Business Cycle 1 2 3 734 2 10 31 2,276
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 0 11 1 1 1 54
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply 0 0 0 0 2 2 13 927
On the sources of the Great Moderation - discussion 0 0 0 18 0 0 0 52
Phillips curve inflation forecasts 1 4 11 199 5 13 42 655
Presidents and the US Economy: An Econometric Exploration 0 0 3 158 0 2 18 855
Recent changes in trend and cycle, remarks 0 0 0 5 0 0 0 31
Recollections of Clive Granger 0 0 1 14 0 0 2 43
Recursive solution methods for dynamic linear rational expectations models 0 0 0 82 1 1 1 185
Rejoinder to Evans and McCallum 0 0 0 6 0 0 0 66
Relative Goods' Prices, Pure Inflation, and the Phillips Correlation 2 5 33 434 7 19 96 1,435
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production 3 4 25 384 4 14 70 1,300
Special Section on Consumer Price Research: Introduction 0 0 0 0 0 0 0 280
Stochastic Trends and Economic Fluctuations 4 5 16 2,456 9 12 70 6,357
System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations 0 1 4 477 0 2 5 812
Systematic Monetary Policy and the Effects of Oil Price Shocks 2 6 36 561 11 32 165 1,779
Temporal instability of the unemployment-inflation relationship 24 29 30 207 39 48 52 567
Testing Models of Low-Frequency Variability 0 0 0 42 0 1 2 269
Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified 0 0 1 42 0 0 4 192
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative 0 0 0 122 0 0 1 599
Testing long-run neutrality 0 0 4 751 2 3 12 1,772
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 0 3 9 177
The NAIRU, Unemployment and Monetary Policy 0 2 7 1,367 0 3 12 5,474
The Solution of Singular Linear Difference Systems under Rational Expectations 0 0 0 2 0 1 3 1,420
The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality 0 0 0 5 0 0 0 38
The post-war U.S. phillips curve: a revisionist econometric history 0 1 5 536 3 4 12 1,014
Twenty Years of Time Series Econometrics in Ten Pictures 0 0 3 89 4 18 45 352
Understanding Changes In International Business Cycle Dynamics 0 1 4 518 1 4 11 1,794
Univariate detrending methods with stochastic trends 0 0 2 548 0 1 9 1,074
Using econometric models to predict recessions 0 0 0 131 0 0 1 276
Variable Trends in Economic Time Series 0 0 1 831 0 0 7 1,603
Vector Autoregressions 1 2 38 1,738 7 23 152 3,608
Vector Autoregressions and Reality: Comment 0 0 0 0 0 0 1 75
Why Has U.S. Inflation Become Harder to Forecast? 0 0 0 1,115 3 14 60 3,005
Total Journal Articles 50 115 441 28,243 166 460 1,801 85,074


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 5 9 544
Total Books 0 0 0 0 0 5 9 544


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 3 4 192 0 5 12 423
Are Business Cycles All Alike? 0 4 11 237 6 19 63 692
Business cycle fluctuations in us macroeconomic time series 2 7 29 2,918 5 20 70 6,804
Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 0 1 2 2 0 1 4 7
Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" 0 0 2 29 0 2 6 68
Comment on "Shocks and Crashes" 0 0 0 8 0 0 1 34
Comment on "Trends and Cycles in China's Macroeconomy" 0 0 1 24 0 1 3 67
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics 9 26 76 579 23 62 203 1,502
Forecasting with Many Predictors 0 1 12 779 2 8 37 1,926
Has the Business Cycle Changed and Why? 1 3 8 435 4 9 28 1,115
How Precise Are Estimates of the Natural Rate of Unemployment? 0 0 4 196 1 3 13 791
Introduction to "Business Cycles, Indicators and Forecasting" 0 3 3 91 0 3 3 233
New Indexes of Coincident and Leading Economic Indicators 1 11 24 1,372 2 25 90 2,998
Sources of Business Cycle Fluctuations 1 3 11 284 2 10 43 982
Time series and spectral methods in econometrics 1 3 3 494 1 3 6 1,017
Vector autoregressions and cointegration 0 0 4 849 1 2 13 1,788
Total Chapters 15 65 194 8,489 47 173 595 20,447


Statistics updated 2023-05-07