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 |
3 |
5 |
26 |
1,721 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
0 |
252 |
0 |
3 |
18 |
746 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
1,471 |
0 |
4 |
25 |
4,243 |
| A Probability Model of The Coincident Economic Indicators |
0 |
1 |
5 |
1,537 |
2 |
8 |
31 |
3,211 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
0 |
1 |
8 |
1,671 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
0 |
1 |
7 |
490 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
619 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
0 |
3 |
34 |
1,495 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
0 |
31 |
0 |
0 |
18 |
90 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
2 |
42 |
1 |
2 |
23 |
123 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
0 |
26 |
0 |
2 |
19 |
97 |
| Aggregate Shocks and the Variability of Industrial Production |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
116 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
0 |
0 |
112 |
0 |
1 |
23 |
152 |
| Are Business Cycles All Alike? |
0 |
0 |
0 |
310 |
0 |
1 |
18 |
717 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
0 |
510 |
1 |
3 |
44 |
2,716 |
| Bubbles, Rational Expectations and Financial Markets |
2 |
4 |
11 |
2,532 |
5 |
16 |
128 |
4,980 |
| Business Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
161 |
2 |
4 |
32 |
1,566 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
0 |
5 |
2,357 |
1 |
9 |
55 |
5,441 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
0 |
224 |
0 |
3 |
16 |
716 |
| Business cycle durations and postwar stabilization of the U.S. economy |
0 |
0 |
0 |
0 |
1 |
2 |
45 |
318 |
| Consistent Factor Estimation in Dynamic Factor Models with Structural Instability |
0 |
0 |
0 |
7 |
0 |
0 |
13 |
74 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
0 |
28 |
0 |
0 |
8 |
58 |
| Core Inflation and Trend Inflation |
0 |
0 |
5 |
190 |
1 |
2 |
22 |
497 |
| Diffusion Indexes |
0 |
0 |
4 |
1,454 |
2 |
5 |
42 |
3,041 |
| Disentangling the Channels of the 2007-2009 Recession |
0 |
0 |
9 |
406 |
2 |
6 |
58 |
1,289 |
| Dynamic Factor Models |
0 |
1 |
8 |
130 |
4 |
5 |
43 |
344 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
1 |
1 |
12 |
1,207 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
1 |
1 |
9 |
693 |
| Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
0 |
1 |
1 |
168 |
0 |
2 |
22 |
687 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
0 |
255 |
0 |
0 |
8 |
592 |
| Estimating deterministic trends in the presence of serially correlated errors |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
343 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
1 |
850 |
1 |
3 |
28 |
2,086 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
0 |
2 |
28 |
651 |
| Financial Conditions Indexes: A Fresh Look after the Financial Crisis |
0 |
3 |
14 |
506 |
1 |
10 |
64 |
1,276 |
| Forecasting Inflation |
0 |
1 |
2 |
3,395 |
0 |
2 |
27 |
7,806 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
0 |
1 |
908 |
1 |
3 |
28 |
2,119 |
| Forecasting the Covid Surge in Inflation |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
2 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
0 |
1,890 |
0 |
5 |
20 |
4,694 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
4 |
24 |
1 |
4 |
34 |
126 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
0 |
7 |
1,041 |
0 |
8 |
35 |
4,399 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
0 |
1,063 |
1 |
4 |
20 |
4,336 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
1 |
1 |
2 |
110 |
1 |
2 |
22 |
236 |
| Implications of Dynamic Factor Models for VAR Analysis |
0 |
0 |
5 |
1,637 |
3 |
4 |
53 |
4,113 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
129 |
0 |
1 |
10 |
345 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
0 |
0 |
17 |
749 |
| Long-Run Covariability |
0 |
0 |
0 |
100 |
0 |
2 |
10 |
98 |
| Low-Frequency Econometrics |
0 |
0 |
0 |
116 |
0 |
2 |
22 |
182 |
| Low-Frequency Robust Cointegration Testing |
0 |
0 |
0 |
65 |
0 |
2 |
13 |
186 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
0 |
683 |
1 |
3 |
17 |
1,853 |
| Measures of Fit for Calibrated Models |
0 |
0 |
0 |
97 |
0 |
0 |
77 |
554 |
| Measures of fit for calibrated models |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
256 |
| Measuring Uncertainty About Long-Run Forecasts |
0 |
0 |
0 |
5 |
0 |
0 |
7 |
36 |
| Measuring Uncertainty about Long-Run Prediction |
0 |
0 |
0 |
58 |
0 |
0 |
11 |
134 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
10 |
0 |
0 |
10 |
100 |
| Measuring changes in the value of the numeraire |
0 |
1 |
1 |
96 |
2 |
9 |
25 |
440 |
| Modeling Inflation After the Crisis |
0 |
0 |
0 |
416 |
0 |
1 |
10 |
990 |
| Money, prices, interest rates and the business cycle |
0 |
0 |
1 |
212 |
0 |
4 |
29 |
2,012 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
0 |
2 |
25 |
2,579 |
| Phillips Curve Inflation Forecasts |
0 |
2 |
2 |
965 |
2 |
7 |
43 |
2,473 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
2 |
61 |
0 |
9 |
82 |
206 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
0 |
2 |
164 |
0 |
14 |
107 |
410 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
0 |
0 |
11 |
1,146 |
| Recovering from COVID |
0 |
0 |
2 |
21 |
0 |
0 |
21 |
44 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
1 |
1 |
247 |
0 |
4 |
20 |
692 |
| Relative Goods? Prices and Pure Inflation |
0 |
0 |
0 |
78 |
0 |
0 |
8 |
569 |
| Seasonal Adjustment with Measurement Error Present |
0 |
0 |
0 |
41 |
0 |
0 |
11 |
263 |
| Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
0 |
1 |
193 |
0 |
0 |
16 |
650 |
| Sectoral vs. aggregate shocks: a structural factor analysis of industrial production |
0 |
0 |
0 |
137 |
0 |
1 |
22 |
423 |
| Slack and Cyclically Sensitive Inflation |
0 |
0 |
1 |
89 |
1 |
3 |
24 |
325 |
| Sources of Business Cycle Fluctuations |
0 |
2 |
5 |
448 |
2 |
6 |
27 |
1,043 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
1,131 |
0 |
1 |
13 |
3,095 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
1 |
937 |
0 |
8 |
32 |
2,185 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
0 |
4 |
28 |
1,491 |
| Testing Long Run Neutrality |
0 |
0 |
0 |
375 |
0 |
1 |
17 |
1,167 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
52 |
0 |
0 |
15 |
260 |
| Testing for Cointegration When Some of the Contributing Vectors are Known |
0 |
0 |
0 |
161 |
1 |
3 |
13 |
759 |
| Testing for cointegration when some of the cointegrating vectors are known |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
222 |
| Testing long run neutrality |
0 |
0 |
0 |
1 |
0 |
2 |
19 |
362 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
0 |
1 |
11 |
157 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
0 |
2 |
13 |
147 |
| The Evolution of National and Regional Factors in U.S. Housing Construction |
0 |
0 |
1 |
9 |
0 |
2 |
11 |
38 |
| The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting |
0 |
0 |
41 |
41 |
0 |
0 |
33 |
33 |
| The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City |
0 |
0 |
0 |
3 |
0 |
0 |
13 |
43 |
| The Slow Recovery in Output after 2009 |
0 |
0 |
0 |
66 |
1 |
1 |
12 |
126 |
| The post-war U.S. Phillips curve: a revisionist econometric history |
0 |
0 |
0 |
4 |
0 |
4 |
8 |
1,582 |
| The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
689 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
756 |
0 |
3 |
14 |
2,305 |
| Vector autoregressions and cointegration |
0 |
0 |
0 |
0 |
0 |
2 |
23 |
591 |
| Why Has U.S. Inflation Become Harder to Forecast? |
1 |
1 |
1 |
816 |
1 |
3 |
24 |
2,006 |
| Total Working Papers |
5 |
20 |
151 |
35,199 |
49 |
252 |
2,197 |
107,913 |
| 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 |
5 |
61 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
1 |
5 |
1,734 |
1 |
17 |
69 |
4,268 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
0 |
4 |
8 |
429 |
5 |
13 |
98 |
1,328 |
| A dymimic model of housing price determination |
0 |
0 |
0 |
320 |
0 |
1 |
18 |
795 |
| A dynamic factor model framework for forecast combination |
0 |
1 |
1 |
470 |
0 |
2 |
13 |
1,238 |
| ABCs (and Ds) of Understanding VARs |
0 |
0 |
2 |
999 |
0 |
4 |
36 |
2,610 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models |
0 |
0 |
3 |
567 |
0 |
1 |
18 |
1,090 |
| Assessing changes in the monetary transmission mechanism: a VAR approach: commentary |
0 |
0 |
0 |
54 |
0 |
0 |
8 |
163 |
| Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model |
0 |
0 |
0 |
287 |
1 |
2 |
14 |
1,052 |
| Business-Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
239 |
0 |
1 |
7 |
1,013 |
| Combination forecasts of output growth in a seven-country data set |
1 |
1 |
7 |
291 |
3 |
5 |
44 |
923 |
| Comment |
0 |
0 |
0 |
3 |
2 |
2 |
6 |
19 |
| Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
70 |
| Commentary on \\"what's real about the business cycle?\\" |
0 |
0 |
0 |
36 |
0 |
0 |
4 |
122 |
| Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel |
0 |
0 |
0 |
289 |
1 |
2 |
45 |
851 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
1 |
46 |
0 |
2 |
14 |
216 |
| Core Inflation and Trend Inflation |
1 |
2 |
9 |
163 |
5 |
13 |
64 |
645 |
| Disentangling the Channels of the 2007-09 Recession |
0 |
0 |
4 |
165 |
0 |
6 |
36 |
707 |
| Does GNP have a unit root? |
0 |
0 |
0 |
47 |
0 |
1 |
9 |
165 |
| Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" |
0 |
0 |
0 |
44 |
1 |
2 |
23 |
189 |
| Estimating Deterministic Trends In The Presence Of Serially Correlated Errors |
0 |
0 |
1 |
105 |
0 |
0 |
12 |
382 |
| Estimating turning points using large data sets |
0 |
0 |
0 |
77 |
0 |
1 |
14 |
298 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
1 |
8 |
60 |
1,173 |
| Explaining the increased variability in long-term interest rates |
0 |
0 |
0 |
228 |
0 |
0 |
16 |
1,053 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
2 |
5 |
183 |
2 |
7 |
51 |
2,275 |
| Forecasting Using Principal Components From a Large Number of Predictors |
1 |
3 |
14 |
1,506 |
1 |
16 |
171 |
3,084 |
| Forecasting inflation |
1 |
5 |
20 |
1,707 |
4 |
17 |
106 |
4,313 |
| Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
1 |
1 |
146 |
0 |
5 |
28 |
552 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
0 |
0 |
8 |
96 |
| Has the business cycle changed? |
0 |
0 |
0 |
688 |
0 |
3 |
18 |
1,592 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
2 |
27 |
205 |
0 |
13 |
96 |
755 |
| How Have Changing Sectoral Trends Affected GDP Growth? |
0 |
0 |
0 |
10 |
0 |
0 |
13 |
62 |
| How accurate are real-time estimates of output trends and gaps? |
0 |
0 |
0 |
128 |
0 |
0 |
13 |
320 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
2 |
11 |
69 |
5 |
14 |
77 |
414 |
| Imperfect Information and Wage Inertia in the Business Cycle: A Comment |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
75 |
| Indicators for Dating Business Cycles: Cross-History Selection and Comparisons |
0 |
0 |
0 |
78 |
0 |
1 |
7 |
268 |
| Inference in Linear Time Series Models with Some Unit Roots |
3 |
4 |
10 |
1,762 |
6 |
17 |
84 |
4,467 |
| Inflation Persistence, the NAIRU, and the Great Recession |
0 |
0 |
0 |
76 |
0 |
0 |
9 |
292 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
95 |
0 |
1 |
10 |
377 |
| Interpreting the evidence on money-income causality |
0 |
1 |
1 |
186 |
0 |
2 |
11 |
443 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
69 |
| Journal of Applied Econometrics Annual Lecture Series |
0 |
0 |
0 |
34 |
0 |
0 |
5 |
163 |
| Long†Run Covariability |
1 |
1 |
1 |
7 |
1 |
2 |
11 |
90 |
| Low cost light traps for coral reef fishery research and sustainable ornamental fisheries |
0 |
0 |
0 |
7 |
1 |
2 |
7 |
58 |
| Low-frequency robust cointegration testing |
0 |
0 |
0 |
8 |
1 |
1 |
13 |
128 |
| MTS: A Review |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
99 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
6 |
26 |
101 |
2,927 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
336 |
0 |
1 |
20 |
855 |
| Market anticipations of monetary policy actions - commentary |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
91 |
| Measures of Fit for Calibrated Models |
0 |
0 |
1 |
478 |
1 |
3 |
19 |
1,416 |
| Measuring Uncertainty about Long-Run Predictions |
0 |
0 |
0 |
22 |
1 |
4 |
15 |
124 |
| Modeling inflation after the crisis |
0 |
0 |
2 |
188 |
1 |
2 |
27 |
793 |
| Money, Prices, Interest Rates and the Business Cycle |
0 |
0 |
3 |
743 |
1 |
2 |
30 |
2,351 |
| Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis |
0 |
0 |
0 |
11 |
1 |
4 |
10 |
67 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply |
0 |
0 |
0 |
0 |
2 |
3 |
28 |
970 |
| Phillips curve inflation forecasts |
0 |
0 |
2 |
221 |
1 |
5 |
26 |
757 |
| Presidents and the US Economy: An Econometric Exploration |
0 |
1 |
4 |
171 |
3 |
16 |
62 |
1,001 |
| Recollections of Clive Granger |
0 |
0 |
0 |
15 |
2 |
2 |
8 |
53 |
| Recursive solution methods for dynamic linear rational expectations models |
0 |
0 |
1 |
83 |
0 |
0 |
13 |
201 |
| Rejoinder to Evans and McCallum |
0 |
0 |
0 |
6 |
0 |
0 |
12 |
80 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
1 |
444 |
1 |
2 |
20 |
1,541 |
| Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
0 |
1 |
8 |
426 |
1 |
5 |
66 |
1,454 |
| Special Section on Consumer Price Research: Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
285 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
5 |
2,497 |
2 |
10 |
70 |
6,562 |
| System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
480 |
0 |
2 |
13 |
833 |
| Systematic Monetary Policy and the Effects of Oil Price Shocks |
2 |
4 |
19 |
652 |
17 |
58 |
171 |
2,318 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
0 |
214 |
0 |
3 |
13 |
600 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
42 |
0 |
2 |
9 |
280 |
| Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified |
0 |
0 |
0 |
43 |
0 |
1 |
10 |
210 |
| Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative |
0 |
0 |
0 |
123 |
1 |
3 |
12 |
616 |
| Testing long-run neutrality |
0 |
0 |
3 |
758 |
0 |
0 |
36 |
1,831 |
| Testing the interpretation of indices in a macroeconomic index model |
0 |
0 |
0 |
31 |
1 |
1 |
5 |
159 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
0 |
10 |
0 |
0 |
19 |
62 |
| The Disappointing Recovery of Output after 2009 |
0 |
1 |
4 |
45 |
0 |
4 |
23 |
213 |
| The Macroeconomic Causes and Consequences of Inflation |
0 |
1 |
4 |
4 |
0 |
2 |
9 |
9 |
| The NAIRU, Unemployment and Monetary Policy |
1 |
1 |
1 |
1,372 |
2 |
2 |
23 |
5,538 |
| The Solution of Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
2 |
0 |
2 |
9 |
1,440 |
| The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality |
0 |
0 |
0 |
5 |
0 |
1 |
7 |
48 |
| The post-war U.S. phillips curve: a revisionist econometric history |
0 |
0 |
0 |
540 |
0 |
1 |
15 |
1,054 |
| Twenty Years of Time Series Econometrics in Ten Pictures |
0 |
0 |
1 |
98 |
0 |
3 |
25 |
404 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
0 |
523 |
0 |
1 |
15 |
1,829 |
| Univariate detrending methods with stochastic trends |
0 |
0 |
1 |
552 |
1 |
3 |
22 |
1,116 |
| Using econometric models to predict recessions |
0 |
0 |
0 |
132 |
0 |
0 |
9 |
290 |
| Variable Trends in Economic Time Series |
0 |
0 |
0 |
837 |
0 |
1 |
13 |
1,634 |
| Vector Autoregressions |
1 |
3 |
31 |
1,850 |
5 |
27 |
264 |
4,208 |
| Vector Autoregressions and Reality: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
79 |
| What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? |
0 |
0 |
1 |
19 |
0 |
2 |
11 |
57 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
0 |
1,115 |
5 |
18 |
86 |
3,218 |
| Total Journal Articles |
12 |
42 |
224 |
28,634 |
97 |
408 |
2,742 |
89,997 |
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 |
0 |
2 |
202 |
1 |
3 |
22 |
478 |
| Are Business Cycles All Alike? |
0 |
1 |
2 |
260 |
0 |
7 |
35 |
839 |
| Business cycle fluctuations in us macroeconomic time series |
1 |
2 |
15 |
2,981 |
2 |
11 |
88 |
7,038 |
| Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 |
0 |
0 |
0 |
7 |
0 |
2 |
11 |
33 |
| Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" |
1 |
1 |
4 |
43 |
1 |
1 |
16 |
97 |
| Comment on "Shocks and Crashes" |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
41 |
| Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
| Comment on "Trends and Cycles in China's Macroeconomy" |
0 |
0 |
0 |
24 |
0 |
0 |
6 |
78 |
| Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics |
3 |
7 |
36 |
802 |
9 |
34 |
174 |
2,196 |
| Forecasting with Many Predictors |
0 |
1 |
2 |
791 |
1 |
9 |
43 |
2,021 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
3 |
442 |
2 |
45 |
96 |
1,277 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
1 |
1 |
202 |
0 |
3 |
39 |
867 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
0 |
2 |
11 |
252 |
| New Indexes of Coincident and Leading Economic Indicators |
0 |
0 |
2 |
1,390 |
3 |
10 |
79 |
3,178 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
1 |
288 |
0 |
1 |
26 |
1,064 |
| Time series and spectral methods in econometrics |
0 |
0 |
1 |
500 |
1 |
1 |
10 |
1,051 |
| Vector autoregressions and cointegration |
0 |
0 |
5 |
862 |
0 |
0 |
31 |
1,845 |
| Total Chapters |
5 |
13 |
74 |
8,895 |
20 |
129 |
697 |
22,362 |
|
|
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