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 |
1 |
6 |
9 |
1,701 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
252 |
1 |
2 |
6 |
730 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
0 |
0 |
4 |
1,470 |
2 |
4 |
15 |
4,223 |
| A Probability Model of The Coincident Economic Indicators |
0 |
1 |
13 |
1,533 |
0 |
4 |
28 |
3,185 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
1 |
3 |
5 |
1,666 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
1 |
2 |
4 |
485 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
614 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
4 |
7 |
18 |
1,468 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
31 |
5 |
6 |
11 |
78 |
| Aggregate Implications of Changing Sectoral Trends |
1 |
1 |
2 |
41 |
7 |
8 |
15 |
109 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
26 |
9 |
10 |
13 |
88 |
| Aggregate Shocks and the Variability of Industrial Production |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
105 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
0 |
3 |
112 |
2 |
4 |
12 |
134 |
| Are Business Cycles All Alike? |
0 |
0 |
3 |
310 |
2 |
4 |
9 |
703 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
2 |
510 |
1 |
3 |
5 |
2,675 |
| Bubbles, Rational Expectations and Financial Markets |
1 |
1 |
15 |
2,522 |
10 |
27 |
71 |
4,881 |
| Business Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
161 |
2 |
4 |
6 |
1,538 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
2 |
6 |
2,355 |
2 |
7 |
17 |
5,396 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
1 |
224 |
3 |
3 |
12 |
703 |
| Business cycle durations and postwar stabilization of the U.S. economy |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
278 |
| Consistent Factor Estimation in Dynamic Factor Models with Structural Instability |
0 |
0 |
0 |
7 |
5 |
6 |
9 |
67 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
51 |
| Core Inflation and Trend Inflation |
2 |
3 |
8 |
188 |
3 |
9 |
31 |
484 |
| Diffusion Indexes |
0 |
1 |
7 |
1,451 |
4 |
13 |
34 |
3,012 |
| Disentangling the Channels of the 2007-2009 Recession |
1 |
4 |
13 |
401 |
3 |
13 |
56 |
1,253 |
| Dynamic Factor Models |
1 |
2 |
8 |
124 |
1 |
14 |
32 |
315 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
0 |
3 |
5 |
687 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
1 |
1 |
1 |
1,196 |
| Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
167 |
0 |
0 |
2 |
667 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
1 |
255 |
0 |
2 |
5 |
586 |
| Estimating deterministic trends in the presence of serially correlated errors |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
336 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
2 |
850 |
0 |
0 |
8 |
2,060 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
3 |
4 |
12 |
628 |
| Financial Conditions Indexes: A Fresh Look after the Financial Crisis |
1 |
2 |
10 |
495 |
3 |
15 |
57 |
1,229 |
| Forecasting Inflation |
0 |
0 |
4 |
3,393 |
2 |
3 |
13 |
7,783 |
| Forecasting Output and Inflation: The Role of Asset Prices |
1 |
1 |
2 |
908 |
3 |
4 |
14 |
2,098 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
2 |
1,890 |
0 |
1 |
8 |
4,677 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
1 |
1 |
3 |
1,036 |
3 |
7 |
16 |
4,372 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
1 |
3 |
22 |
5 |
7 |
16 |
100 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
0 |
1,063 |
0 |
0 |
4 |
4,317 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
0 |
1 |
108 |
4 |
6 |
8 |
220 |
| Implications of Dynamic Factor Models for VAR Analysis |
1 |
3 |
10 |
1,635 |
3 |
14 |
42 |
4,075 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
129 |
2 |
2 |
2 |
337 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
5 |
6 |
6 |
738 |
| Long-Run Covariability |
0 |
0 |
0 |
100 |
1 |
1 |
4 |
89 |
| Low-Frequency Econometrics |
0 |
0 |
0 |
116 |
1 |
6 |
10 |
166 |
| Low-Frequency Robust Cointegration Testing |
0 |
0 |
0 |
65 |
2 |
4 |
6 |
178 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
5 |
683 |
4 |
5 |
12 |
1,841 |
| Measures of Fit for Calibrated Models |
0 |
0 |
0 |
97 |
2 |
4 |
4 |
481 |
| Measures of fit for calibrated models |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
246 |
| Measuring Uncertainty About Long-Run Forecasts |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
31 |
| Measuring Uncertainty about Long-Run Prediction |
0 |
0 |
0 |
58 |
1 |
1 |
1 |
124 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
91 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
95 |
1 |
2 |
5 |
417 |
| Modeling Inflation After the Crisis |
0 |
0 |
0 |
416 |
1 |
2 |
13 |
982 |
| Money, prices, interest rates and the business cycle |
0 |
1 |
1 |
212 |
2 |
5 |
13 |
1,990 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
2 |
3 |
6 |
2,559 |
| Phillips Curve Inflation Forecasts |
0 |
0 |
2 |
963 |
1 |
5 |
29 |
2,438 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
1 |
59 |
6 |
8 |
14 |
133 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
0 |
162 |
0 |
3 |
10 |
306 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
0 |
2 |
3 |
1,137 |
| Recovering from COVID |
0 |
1 |
20 |
20 |
2 |
7 |
31 |
31 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
0 |
246 |
2 |
2 |
6 |
675 |
| Relative Goods? Prices and Pure Inflation |
0 |
0 |
0 |
78 |
1 |
1 |
3 |
562 |
| Seasonal Adjustment with Measurement Error Present |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
253 |
| Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
0 |
2 |
192 |
2 |
4 |
13 |
638 |
| Sectoral vs. aggregate shocks: a structural factor analysis of industrial production |
0 |
0 |
0 |
137 |
4 |
6 |
8 |
407 |
| Slack and Cyclically Sensitive Inflation |
1 |
1 |
2 |
89 |
4 |
4 |
7 |
306 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
1,131 |
1 |
1 |
4 |
3,084 |
| Sources of Business Cycle Fluctuations |
1 |
2 |
3 |
446 |
1 |
4 |
13 |
1,022 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
1 |
936 |
1 |
4 |
10 |
2,157 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
2 |
8 |
20 |
1,472 |
| Testing Long Run Neutrality |
0 |
0 |
0 |
375 |
1 |
2 |
5 |
1,153 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
247 |
| Testing for Cointegration When Some of the Contributing Vectors are Known |
0 |
0 |
0 |
161 |
0 |
2 |
3 |
748 |
| 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 |
3 |
3 |
346 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
3 |
3 |
7 |
137 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
1 |
1 |
4 |
149 |
| The Evolution of National and Regional Factors in U.S. Housing Construction |
0 |
0 |
1 |
8 |
1 |
1 |
4 |
29 |
| The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting |
2 |
40 |
40 |
40 |
2 |
20 |
20 |
20 |
| The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
31 |
| The Slow Recovery in Output after 2009 |
0 |
0 |
1 |
66 |
1 |
1 |
5 |
115 |
| The post-war U.S. Phillips curve: a revisionist econometric history |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
1,576 |
| The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
681 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
755 |
2 |
2 |
11 |
2,295 |
| Vector autoregressions and cointegration |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
574 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
3 |
815 |
3 |
4 |
15 |
1,987 |
| Total Working Papers |
14 |
68 |
209 |
35,122 |
176 |
389 |
1,012 |
106,170 |
| 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 |
3 |
3 |
3 |
59 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
2 |
5 |
1,731 |
2 |
15 |
39 |
4,215 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
1 |
4 |
10 |
425 |
15 |
37 |
94 |
1,274 |
| A dymimic model of housing price determination |
0 |
0 |
0 |
320 |
1 |
2 |
5 |
779 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
0 |
469 |
1 |
3 |
4 |
1,228 |
| ABCs (and Ds) of Understanding VARs |
1 |
1 |
7 |
998 |
2 |
9 |
26 |
2,583 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models |
0 |
0 |
0 |
564 |
1 |
1 |
6 |
1,073 |
| Assessing changes in the monetary transmission mechanism: a VAR approach: commentary |
0 |
0 |
0 |
54 |
1 |
2 |
2 |
157 |
| Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model |
0 |
0 |
0 |
287 |
5 |
5 |
7 |
1,043 |
| Business-Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
239 |
2 |
3 |
5 |
1,009 |
| Combination forecasts of output growth in a seven-country data set |
0 |
1 |
2 |
286 |
1 |
8 |
16 |
892 |
| Comment |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
13 |
| Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
68 |
| Commentary on \\"what's real about the business cycle?\\" |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
119 |
| Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel |
0 |
0 |
0 |
289 |
3 |
4 |
8 |
813 |
| Consistent factor estimation in dynamic factor models with structural instability |
1 |
1 |
4 |
46 |
2 |
6 |
16 |
209 |
| Core Inflation and Trend Inflation |
0 |
2 |
11 |
157 |
5 |
16 |
59 |
600 |
| Disentangling the Channels of the 2007-09 Recession |
1 |
4 |
9 |
165 |
4 |
13 |
59 |
685 |
| Does GNP have a unit root? |
0 |
0 |
0 |
47 |
0 |
2 |
3 |
158 |
| Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" |
0 |
0 |
0 |
44 |
1 |
7 |
9 |
173 |
| Estimating Deterministic Trends In The Presence Of Serially Correlated Errors |
0 |
0 |
0 |
104 |
2 |
3 |
4 |
374 |
| Estimating turning points using large data sets |
0 |
0 |
1 |
77 |
1 |
3 |
10 |
288 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
5 |
8 |
33 |
1,123 |
| Explaining the increased variability in long-term interest rates |
0 |
0 |
1 |
228 |
1 |
2 |
4 |
1,039 |
| Forecasting Output and Inflation: The Role of Asset Prices |
2 |
3 |
8 |
181 |
4 |
11 |
40 |
2,237 |
| Forecasting Using Principal Components From a Large Number of Predictors |
3 |
3 |
11 |
1,495 |
13 |
17 |
60 |
2,935 |
| Forecasting inflation |
2 |
3 |
22 |
1,692 |
6 |
24 |
76 |
4,236 |
| Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
0 |
3 |
145 |
2 |
4 |
19 |
530 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
88 |
| Has the business cycle changed? |
0 |
0 |
1 |
688 |
5 |
6 |
11 |
1,580 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
5 |
9 |
17 |
189 |
11 |
21 |
37 |
684 |
| How Have Changing Sectoral Trends Affected GDP Growth? |
0 |
0 |
1 |
10 |
1 |
3 |
9 |
52 |
| How accurate are real-time estimates of output trends and gaps? |
0 |
0 |
0 |
128 |
3 |
4 |
6 |
311 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
3 |
4 |
10 |
64 |
8 |
20 |
59 |
366 |
| Imperfect Information and Wage Inertia in the Business Cycle: A Comment |
0 |
0 |
0 |
4 |
1 |
1 |
4 |
71 |
| Indicators for Dating Business Cycles: Cross-History Selection and Comparisons |
0 |
0 |
0 |
78 |
0 |
0 |
6 |
263 |
| Inference in Linear Time Series Models with Some Unit Roots |
1 |
2 |
9 |
1,754 |
11 |
17 |
61 |
4,400 |
| Inflation Persistence, the NAIRU, and the Great Recession |
0 |
0 |
1 |
76 |
0 |
1 |
5 |
284 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
95 |
1 |
2 |
3 |
370 |
| Interpreting the evidence on money-income causality |
0 |
0 |
1 |
185 |
0 |
1 |
3 |
433 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
64 |
| Journal of Applied Econometrics Annual Lecture Series |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
159 |
| Long†Run Covariability |
0 |
0 |
1 |
6 |
1 |
4 |
7 |
83 |
| 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 |
3 |
5 |
8 |
120 |
| MTS: A Review |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
96 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
4 |
20 |
52 |
2,850 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
335 |
2 |
4 |
11 |
841 |
| Market anticipations of monetary policy actions - commentary |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
89 |
| Measures of Fit for Calibrated Models |
0 |
0 |
1 |
477 |
3 |
4 |
6 |
1,401 |
| Measuring Uncertainty about Long-Run Predictions |
0 |
0 |
0 |
22 |
0 |
1 |
8 |
110 |
| Modeling inflation after the crisis |
0 |
1 |
4 |
187 |
1 |
3 |
12 |
769 |
| Money, Prices, Interest Rates and the Business Cycle |
0 |
1 |
4 |
741 |
0 |
4 |
27 |
2,327 |
| 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 |
1 |
4 |
8 |
946 |
| Phillips curve inflation forecasts |
0 |
0 |
8 |
220 |
0 |
3 |
22 |
735 |
| Presidents and the US Economy: An Econometric Exploration |
0 |
1 |
3 |
168 |
4 |
7 |
23 |
947 |
| 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 |
3 |
4 |
4 |
192 |
| Rejoinder to Evans and McCallum |
0 |
0 |
0 |
6 |
1 |
2 |
2 |
70 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
3 |
444 |
0 |
1 |
27 |
1,523 |
| Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
1 |
13 |
419 |
10 |
21 |
57 |
1,412 |
| Special Section on Consumer Price Research: Introduction |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
282 |
| Stochastic Trends and Economic Fluctuations |
0 |
2 |
13 |
2,495 |
13 |
24 |
58 |
6,518 |
| System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
2 |
480 |
0 |
1 |
4 |
821 |
| Systematic Monetary Policy and the Effects of Oil Price Shocks |
1 |
2 |
19 |
636 |
9 |
26 |
105 |
2,183 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
2 |
214 |
2 |
3 |
9 |
590 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
271 |
| Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified |
0 |
0 |
0 |
43 |
2 |
3 |
7 |
203 |
| Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative |
0 |
0 |
0 |
123 |
0 |
1 |
3 |
605 |
| Testing long-run neutrality |
0 |
2 |
2 |
757 |
0 |
5 |
7 |
1,800 |
| Testing the interpretation of indices in a macroeconomic index model |
0 |
0 |
0 |
31 |
0 |
1 |
3 |
155 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
43 |
| The Disappointing Recovery of Output after 2009 |
0 |
1 |
3 |
43 |
2 |
4 |
6 |
195 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
0 |
1 |
1,371 |
3 |
6 |
33 |
5,522 |
| The Solution of Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
2 |
2 |
4 |
8 |
1,435 |
| The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
41 |
| The post-war U.S. phillips curve: a revisionist econometric history |
0 |
0 |
1 |
540 |
2 |
3 |
15 |
1,043 |
| Twenty Years of Time Series Econometrics in Ten Pictures |
0 |
0 |
0 |
97 |
4 |
7 |
14 |
390 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
1 |
523 |
0 |
2 |
8 |
1,816 |
| Univariate detrending methods with stochastic trends |
1 |
1 |
3 |
552 |
4 |
7 |
13 |
1,102 |
| Using econometric models to predict recessions |
0 |
0 |
0 |
132 |
0 |
0 |
2 |
282 |
| Variable Trends in Economic Time Series |
0 |
0 |
1 |
837 |
1 |
2 |
5 |
1,624 |
| Vector Autoregressions |
3 |
6 |
30 |
1,827 |
13 |
26 |
115 |
3,977 |
| Vector Autoregressions and Reality: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
78 |
| What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
47 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
0 |
1,115 |
8 |
23 |
64 |
3,161 |
| Total Journal Articles |
25 |
57 |
252 |
28,483 |
225 |
525 |
1,586 |
87,885 |
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 |
0 |
1 |
4 |
202 |
3 |
5 |
18 |
463 |
| Are Business Cycles All Alike? |
0 |
0 |
2 |
258 |
3 |
7 |
32 |
811 |
| Business cycle fluctuations in us macroeconomic time series |
2 |
6 |
16 |
2,976 |
7 |
22 |
55 |
6,979 |
| Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 |
0 |
0 |
1 |
7 |
0 |
0 |
4 |
22 |
| Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" |
1 |
2 |
7 |
41 |
3 |
5 |
12 |
86 |
| Comment on "Shocks and Crashes" |
0 |
0 |
0 |
9 |
2 |
2 |
3 |
38 |
| Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| Comment on "Trends and Cycles in China's Macroeconomy" |
0 |
0 |
0 |
24 |
0 |
1 |
2 |
73 |
| Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics |
6 |
12 |
49 |
783 |
18 |
49 |
161 |
2,080 |
| Forecasting with Many Predictors |
0 |
0 |
3 |
789 |
2 |
3 |
16 |
1,981 |
| Has the Business Cycle Changed and Why? |
0 |
1 |
2 |
440 |
1 |
7 |
29 |
1,189 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
2 |
201 |
0 |
4 |
18 |
833 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
2 |
2 |
5 |
244 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
0 |
3 |
1,388 |
14 |
18 |
50 |
3,122 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
1 |
288 |
2 |
2 |
19 |
1,041 |
| Time series and spectral methods in econometrics |
1 |
1 |
2 |
500 |
1 |
2 |
10 |
1,044 |
| Vector autoregressions and cointegration |
1 |
4 |
7 |
861 |
3 |
11 |
22 |
1,826 |
| Total Chapters |
11 |
27 |
99 |
8,859 |
62 |
141 |
459 |
21,835 |
|
|
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