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 |
1 |
252 |
0 |
0 |
8 |
728 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
0 |
582 |
0 |
0 |
4 |
1,694 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
1 |
2 |
5 |
1,470 |
1 |
5 |
19 |
4,218 |
| A Probability Model of The Coincident Economic Indicators |
4 |
6 |
15 |
1,529 |
6 |
9 |
37 |
3,174 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
1 |
1 |
4 |
1,662 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
1 |
1 |
1 |
482 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
613 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
1 |
2 |
12 |
1,457 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
1 |
2 |
40 |
0 |
3 |
5 |
98 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
1 |
1 |
31 |
0 |
4 |
7 |
72 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
1 |
1 |
26 |
0 |
2 |
5 |
78 |
| Aggregate Shocks and the Variability of Industrial Production |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
103 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
1 |
4 |
111 |
0 |
1 |
6 |
126 |
| Are Business Cycles All Alike? |
1 |
1 |
3 |
310 |
1 |
2 |
9 |
698 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
1 |
2 |
510 |
0 |
1 |
4 |
2,672 |
| Bubbles, Rational Expectations and Financial Markets |
0 |
5 |
24 |
2,518 |
2 |
14 |
83 |
4,842 |
| Business Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
161 |
1 |
1 |
1 |
1,533 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
0 |
4 |
2,351 |
0 |
3 |
20 |
5,385 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
1 |
1 |
1 |
224 |
1 |
2 |
8 |
699 |
| Business cycle durations and postwar stabilization of the U.S. economy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
273 |
| Consistent Factor Estimation in Dynamic Factor Models with Structural Instability |
0 |
0 |
2 |
7 |
0 |
0 |
4 |
60 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
50 |
| Core Inflation and Trend Inflation |
1 |
2 |
9 |
185 |
1 |
5 |
35 |
474 |
| Diffusion Indexes |
0 |
0 |
16 |
1,449 |
2 |
5 |
49 |
2,997 |
| Disentangling the Channels of the 2007-2009 Recession |
2 |
3 |
9 |
392 |
6 |
12 |
40 |
1,218 |
| Dynamic Factor Models |
2 |
2 |
9 |
122 |
2 |
6 |
27 |
301 |
| 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 |
1 |
3 |
684 |
| 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 |
2 |
255 |
0 |
0 |
3 |
583 |
| 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 |
0 |
3 |
849 |
0 |
0 |
9 |
2,057 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
0 |
1 |
13 |
623 |
| Financial Conditions Indexes: A Fresh Look after the Financial Crisis |
0 |
3 |
23 |
490 |
2 |
14 |
68 |
1,203 |
| Forecasting Inflation |
1 |
2 |
8 |
3,392 |
2 |
3 |
15 |
7,778 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
1 |
1 |
907 |
0 |
4 |
7 |
2,091 |
| Has the Business Cycle Changed and Why? |
1 |
1 |
2 |
1,890 |
2 |
3 |
10 |
4,673 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
0 |
19 |
0 |
2 |
4 |
87 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
0 |
1,033 |
2 |
2 |
6 |
4,360 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
2 |
1,063 |
0 |
1 |
4 |
4,314 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
0 |
5 |
108 |
0 |
0 |
10 |
214 |
| Implications of Dynamic Factor Models for VAR Analysis |
2 |
3 |
6 |
1,629 |
4 |
9 |
40 |
4,053 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
335 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
0 |
0 |
0 |
732 |
| Long-Run Covariability |
0 |
0 |
0 |
100 |
0 |
1 |
6 |
86 |
| Low-Frequency Econometrics |
0 |
0 |
0 |
116 |
1 |
2 |
6 |
159 |
| Low-Frequency Robust Cointegration Testing |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
172 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
1 |
2 |
5 |
683 |
1 |
2 |
9 |
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 |
1 |
1 |
243 |
| Measuring Uncertainty About Long-Run Forecasts |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
29 |
| Measuring Uncertainty about Long-Run Prediction |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
123 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
89 |
| Measuring changes in the value of the numeraire |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
412 |
| Modeling Inflation After the Crisis |
0 |
0 |
1 |
416 |
1 |
3 |
18 |
978 |
| Money, prices, interest rates and the business cycle |
0 |
0 |
2 |
211 |
1 |
2 |
11 |
1,983 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
2,553 |
| Phillips Curve Inflation Forecasts |
1 |
1 |
2 |
962 |
1 |
5 |
28 |
2,425 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
3 |
162 |
1 |
1 |
20 |
302 |
| Presidents and the U.S. Economy: An Econometric Exploration |
1 |
1 |
3 |
59 |
1 |
2 |
13 |
123 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
0 |
1 |
2 |
1,135 |
| Recovering from COVID |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
0 |
246 |
0 |
2 |
6 |
672 |
| Relative Goods? Prices and Pure Inflation |
0 |
0 |
0 |
78 |
0 |
1 |
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 |
1 |
3 |
9 |
632 |
| Sectoral vs. aggregate shocks: a structural factor analysis of industrial production |
0 |
0 |
0 |
137 |
0 |
1 |
7 |
401 |
| Slack and Cyclically Sensitive Inflation |
0 |
0 |
4 |
88 |
0 |
0 |
12 |
301 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
1,131 |
0 |
0 |
2 |
3,082 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
4 |
443 |
0 |
0 |
14 |
1,014 |
| Stochastic Trends and Economic Fluctuations |
0 |
1 |
1 |
936 |
0 |
1 |
5 |
2,152 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
1 |
2 |
17 |
1,461 |
| Testing Long Run Neutrality |
0 |
0 |
0 |
375 |
0 |
0 |
4 |
1,149 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
52 |
1 |
1 |
1 |
245 |
| Testing for Cointegration When Some of the Contributing Vectors are Known |
0 |
0 |
0 |
161 |
0 |
1 |
2 |
746 |
| 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 |
0 |
2 |
343 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
146 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
2 |
4 |
134 |
| The Evolution of National and Regional Factors in U.S. Housing Construction |
0 |
1 |
2 |
8 |
0 |
1 |
5 |
27 |
| The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
30 |
| The Slow Recovery in Output after 2009 |
0 |
1 |
1 |
66 |
1 |
2 |
4 |
113 |
| The post-war U.S. Phillips curve: a revisionist econometric history |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
1,574 |
| The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
677 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
1 |
1 |
755 |
4 |
6 |
6 |
2,290 |
| Vector autoregressions and cointegration |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
566 |
| Why Has U.S. Inflation Become Harder to Forecast? |
1 |
3 |
4 |
815 |
2 |
4 |
14 |
1,980 |
| Total Working Papers |
21 |
49 |
199 |
35,007 |
62 |
177 |
851 |
105,585 |
| 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 |
1 |
9 |
1,727 |
3 |
9 |
44 |
4,196 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
2 |
4 |
12 |
421 |
6 |
13 |
107 |
1,217 |
| A dymimic model of housing price determination |
0 |
0 |
1 |
320 |
1 |
1 |
4 |
776 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
0 |
469 |
0 |
0 |
3 |
1,225 |
| ABCs (and Ds) of Understanding VARs |
0 |
2 |
7 |
997 |
0 |
3 |
21 |
2,571 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models |
0 |
0 |
1 |
564 |
0 |
1 |
5 |
1,069 |
| 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 |
1 |
1 |
3 |
1,037 |
| Business-Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
239 |
0 |
1 |
2 |
1,006 |
| Combination forecasts of output growth in a seven-country data set |
0 |
0 |
1 |
284 |
1 |
2 |
13 |
879 |
| 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 |
0 |
289 |
0 |
0 |
4 |
806 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
1 |
3 |
44 |
0 |
3 |
14 |
199 |
| Core Inflation and Trend Inflation |
1 |
2 |
15 |
153 |
3 |
17 |
74 |
575 |
| Disentangling the Channels of the 2007-09 Recession |
1 |
2 |
16 |
161 |
5 |
17 |
81 |
664 |
| Does GNP have a unit root? |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
155 |
| Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
166 |
| Estimating Deterministic Trends In The Presence Of Serially Correlated Errors |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
370 |
| Estimating turning points using large data sets |
0 |
0 |
3 |
77 |
1 |
1 |
8 |
284 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
4 |
8 |
44 |
1,110 |
| 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 |
1 |
2 |
8 |
177 |
9 |
14 |
43 |
2,218 |
| Forecasting Using Principal Components From a Large Number of Predictors |
0 |
4 |
12 |
1,492 |
5 |
14 |
38 |
2,902 |
| Forecasting inflation |
4 |
7 |
31 |
1,685 |
11 |
24 |
88 |
4,198 |
| Forecasting output and inflation: the role of asset prices |
0 |
0 |
0 |
563 |
2 |
3 |
7 |
1,493 |
| Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
2 |
3 |
144 |
2 |
5 |
11 |
519 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
3 |
88 |
| Has the business cycle changed? |
0 |
0 |
1 |
687 |
0 |
2 |
7 |
1,573 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
1 |
1 |
4 |
174 |
1 |
3 |
13 |
653 |
| How Have Changing Sectoral Trends Affected GDP Growth? |
0 |
0 |
1 |
10 |
1 |
2 |
5 |
47 |
| How accurate are real-time estimates of output trends and gaps? |
0 |
0 |
0 |
128 |
0 |
0 |
2 |
306 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
1 |
9 |
56 |
1 |
8 |
65 |
326 |
| Imperfect Information and Wage Inertia in the Business Cycle: A Comment |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
68 |
| Indicators for Dating Business Cycles: Cross-History Selection and Comparisons |
0 |
0 |
0 |
78 |
2 |
2 |
2 |
259 |
| Inference in Linear Time Series Models with Some Unit Roots |
1 |
3 |
9 |
1,751 |
8 |
15 |
61 |
4,370 |
| Inflation Persistence, the NAIRU, and the Great Recession |
0 |
0 |
1 |
76 |
2 |
2 |
5 |
283 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
367 |
| Interpreting the evidence on money-income causality |
0 |
1 |
1 |
185 |
0 |
1 |
2 |
431 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
61 |
| Journal of Applied Econometrics Annual Lecture Series |
0 |
0 |
0 |
34 |
0 |
1 |
3 |
158 |
| Long†Run Covariability |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
78 |
| Low cost light traps for coral reef fishery research and sustainable ornamental fisheries |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
50 |
| Low-frequency robust cointegration testing |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
112 |
| MTS: A Review |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
96 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
5 |
12 |
39 |
2,818 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
335 |
2 |
2 |
5 |
834 |
| 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 |
0 |
4 |
1,396 |
| Measuring Uncertainty about Long-Run Predictions |
0 |
0 |
0 |
22 |
1 |
3 |
5 |
105 |
| Modeling inflation after the crisis |
0 |
2 |
8 |
186 |
0 |
3 |
21 |
764 |
| Money, Prices, Interest Rates and the Business Cycle |
2 |
2 |
3 |
740 |
10 |
12 |
27 |
2,320 |
| Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
57 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
940 |
| On the sources of the Great Moderation - discussion |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
52 |
| Phillips curve inflation forecasts |
1 |
2 |
9 |
217 |
1 |
6 |
34 |
728 |
| Presidents and the US Economy: An Econometric Exploration |
0 |
0 |
6 |
167 |
0 |
1 |
59 |
934 |
| Recent changes in trend and cycle, remarks |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
31 |
| 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 |
0 |
2 |
443 |
1 |
7 |
41 |
1,519 |
| Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
1 |
17 |
414 |
1 |
4 |
36 |
1,371 |
| Special Section on Consumer Price Research: Introduction |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
281 |
| Stochastic Trends and Economic Fluctuations |
1 |
4 |
11 |
2,491 |
3 |
13 |
38 |
6,482 |
| System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
1 |
479 |
0 |
0 |
3 |
819 |
| Systematic Monetary Policy and the Effects of Oil Price Shocks |
3 |
6 |
26 |
629 |
12 |
24 |
177 |
2,128 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
2 |
214 |
0 |
2 |
8 |
587 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
270 |
| Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified |
0 |
0 |
0 |
43 |
0 |
0 |
4 |
199 |
| Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative |
0 |
0 |
0 |
123 |
0 |
0 |
2 |
604 |
| Testing long-run neutrality |
0 |
0 |
0 |
755 |
0 |
0 |
6 |
1,795 |
| 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 |
0 |
9 |
0 |
0 |
0 |
42 |
| The Disappointing Recovery of Output after 2009 |
0 |
1 |
1 |
41 |
0 |
1 |
3 |
190 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
1 |
4 |
1,371 |
1 |
4 |
32 |
5,515 |
| The Solution of Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
1,431 |
| The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
40 |
| The post-war U.S. phillips curve: a revisionist econometric history |
1 |
1 |
1 |
540 |
1 |
11 |
12 |
1,039 |
| Twenty Years of Time Series Econometrics in Ten Pictures |
0 |
0 |
3 |
97 |
2 |
2 |
7 |
379 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
0 |
522 |
0 |
2 |
8 |
1,812 |
| Univariate detrending methods with stochastic trends |
0 |
2 |
2 |
551 |
1 |
4 |
8 |
1,094 |
| Using econometric models to predict recessions |
0 |
0 |
1 |
132 |
0 |
0 |
2 |
280 |
| Variable Trends in Economic Time Series |
0 |
0 |
3 |
837 |
0 |
0 |
5 |
1,621 |
| Vector Autoregressions |
6 |
12 |
44 |
1,816 |
14 |
39 |
165 |
3,929 |
| Vector Autoregressions and Reality: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
77 |
| What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
46 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
0 |
1,115 |
7 |
17 |
50 |
3,123 |
| Total Journal Articles |
26 |
67 |
298 |
28,962 |
132 |
347 |
1,622 |
88,601 |
| 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 |
2 |
2 |
3 |
200 |
3 |
3 |
21 |
456 |
| Are Business Cycles All Alike? |
0 |
2 |
6 |
258 |
3 |
12 |
43 |
798 |
| Business cycle fluctuations in us macroeconomic time series |
0 |
1 |
13 |
2,964 |
0 |
6 |
46 |
6,944 |
| Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 |
0 |
1 |
1 |
7 |
0 |
2 |
6 |
22 |
| Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" |
1 |
2 |
4 |
38 |
2 |
3 |
5 |
79 |
| Comment on "Shocks and Crashes" |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
35 |
| Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Comment on "Trends and Cycles in China's Macroeconomy" |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
72 |
| Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics |
1 |
5 |
76 |
757 |
11 |
30 |
234 |
2,003 |
| Forecasting with Many Predictors |
0 |
0 |
8 |
789 |
3 |
6 |
29 |
1,976 |
| Has the Business Cycle Changed and Why? |
0 |
1 |
3 |
439 |
2 |
5 |
33 |
1,177 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
1 |
4 |
201 |
3 |
7 |
19 |
825 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
0 |
1 |
4 |
241 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
0 |
7 |
1,387 |
4 |
9 |
46 |
3,093 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
287 |
0 |
8 |
30 |
1,037 |
| Time series and spectral methods in econometrics |
0 |
0 |
1 |
498 |
1 |
2 |
9 |
1,039 |
| Vector autoregressions and cointegration |
0 |
0 |
2 |
856 |
1 |
2 |
11 |
1,811 |
| Total Chapters |
4 |
15 |
128 |
8,806 |
35 |
99 |
540 |
21,610 |
|
|
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