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 |
7 |
9 |
16 |
1,709 |
| A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series |
0 |
0 |
1 |
252 |
6 |
7 |
9 |
736 |
| A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series |
0 |
0 |
2 |
1,470 |
7 |
10 |
19 |
4,231 |
| A Probability Model of The Coincident Economic Indicators |
0 |
0 |
10 |
1,533 |
4 |
7 |
29 |
3,192 |
| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience |
0 |
0 |
0 |
700 |
0 |
1 |
5 |
1,666 |
| A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems |
0 |
0 |
0 |
145 |
2 |
3 |
6 |
487 |
| A procedure for predicting recessions with leading indicators: econometric issues and recent performance |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
617 |
| A simple estimator of cointegrating vectors in higher order integrated systems |
0 |
0 |
0 |
5 |
10 |
19 |
30 |
1,483 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
1 |
2 |
41 |
4 |
13 |
21 |
115 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
26 |
1 |
15 |
18 |
94 |
| Aggregate Implications of Changing Sectoral Trends |
0 |
0 |
1 |
31 |
9 |
15 |
21 |
88 |
| Aggregate Shocks and the Variability of Industrial Production |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
108 |
| An Econometric Model of International Long-run Growth Dynamics |
0 |
0 |
2 |
112 |
6 |
10 |
18 |
142 |
| Are Business Cycles All Alike? |
0 |
0 |
3 |
310 |
3 |
8 |
15 |
709 |
| Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model |
0 |
0 |
2 |
510 |
22 |
32 |
36 |
2,706 |
| Bubbles, Rational Expectations and Financial Markets |
2 |
4 |
16 |
2,525 |
22 |
50 |
100 |
4,921 |
| Business Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
161 |
7 |
12 |
16 |
1,548 |
| Business Cycle Fluctuations in U.S. Macroeconomic Time Series |
0 |
1 |
6 |
2,356 |
12 |
25 |
39 |
5,419 |
| Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 |
0 |
0 |
1 |
224 |
2 |
9 |
16 |
709 |
| Business cycle durations and postwar stabilization of the U.S. economy |
0 |
0 |
0 |
0 |
12 |
23 |
26 |
298 |
| Consistent Factor Estimation in Dynamic Factor Models with Structural Instability |
0 |
0 |
0 |
7 |
2 |
8 |
11 |
70 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
0 |
0 |
28 |
1 |
3 |
4 |
53 |
| Core Inflation and Trend Inflation |
0 |
2 |
6 |
188 |
2 |
7 |
31 |
488 |
| Diffusion Indexes |
0 |
2 |
5 |
1,453 |
5 |
21 |
41 |
3,029 |
| Disentangling the Channels of the 2007-2009 Recession |
0 |
2 |
13 |
402 |
5 |
13 |
61 |
1,263 |
| Dynamic Factor Models |
1 |
2 |
7 |
125 |
6 |
9 |
34 |
323 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
251 |
3 |
4 |
8 |
691 |
| Empirical Bayes Forecasts of One Time Series Using Many Predictors |
0 |
0 |
0 |
313 |
4 |
6 |
6 |
1,201 |
| Estimating Deterministic Trends in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
167 |
6 |
13 |
15 |
680 |
| Estimating Turning Points Using Large Data Sets |
0 |
0 |
0 |
255 |
3 |
5 |
8 |
591 |
| Estimating deterministic trends in the presence of serially correlated errors |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
340 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
2 |
850 |
8 |
13 |
20 |
2,073 |
| Evidence on structural instability in macroeconomic times series relations |
0 |
0 |
0 |
2 |
3 |
9 |
16 |
634 |
| Financial Conditions Indexes: A Fresh Look after the Financial Crisis |
4 |
5 |
12 |
499 |
17 |
24 |
68 |
1,250 |
| Forecasting Inflation |
0 |
0 |
3 |
3,393 |
4 |
11 |
18 |
7,792 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
1 |
2 |
908 |
3 |
8 |
16 |
2,103 |
| Has the Business Cycle Changed and Why? |
0 |
0 |
2 |
1,890 |
1 |
2 |
10 |
4,679 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
1 |
2 |
4 |
1,037 |
5 |
15 |
26 |
4,384 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
0 |
1 |
4 |
23 |
8 |
16 |
27 |
111 |
| How Precise are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
0 |
1,063 |
8 |
10 |
14 |
4,327 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
0 |
1 |
2 |
109 |
2 |
9 |
12 |
225 |
| Implications of Dynamic Factor Models for VAR Analysis |
0 |
2 |
11 |
1,636 |
7 |
13 |
46 |
4,085 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
129 |
2 |
5 |
5 |
340 |
| Interpreting Evidence on Money-Income Causality |
0 |
0 |
0 |
316 |
4 |
9 |
10 |
742 |
| Long-Run Covariability |
0 |
0 |
0 |
100 |
3 |
5 |
8 |
93 |
| Low-Frequency Econometrics |
0 |
0 |
0 |
116 |
1 |
8 |
17 |
173 |
| Low-Frequency Robust Cointegration Testing |
0 |
0 |
0 |
65 |
3 |
7 |
11 |
183 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information |
0 |
0 |
3 |
683 |
2 |
7 |
11 |
1,844 |
| Measures of Fit for Calibrated Models |
0 |
0 |
0 |
97 |
15 |
69 |
71 |
548 |
| Measures of fit for calibrated models |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
248 |
| Measuring Uncertainty About Long-Run Forecasts |
0 |
0 |
0 |
5 |
1 |
4 |
6 |
35 |
| Measuring Uncertainty about Long-Run Prediction |
0 |
0 |
0 |
58 |
5 |
6 |
6 |
129 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
95 |
5 |
9 |
13 |
425 |
| Measuring changes in the value of the numeraire |
0 |
0 |
0 |
10 |
2 |
6 |
7 |
96 |
| Modeling Inflation After the Crisis |
0 |
0 |
0 |
416 |
3 |
6 |
14 |
987 |
| Money, prices, interest rates and the business cycle |
0 |
0 |
1 |
212 |
8 |
13 |
21 |
2,001 |
| NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS |
0 |
0 |
0 |
7 |
7 |
10 |
14 |
2,567 |
| Phillips Curve Inflation Forecasts |
0 |
0 |
2 |
963 |
14 |
16 |
37 |
2,453 |
| Presidents and the U.S. Economy: An Econometric Exploration |
1 |
1 |
1 |
163 |
14 |
22 |
27 |
328 |
| Presidents and the U.S. Economy: An Econometric Exploration |
0 |
1 |
2 |
60 |
13 |
38 |
44 |
165 |
| Prices, Wages and the U.S. NAIRU in the 1990s |
0 |
0 |
0 |
373 |
2 |
3 |
6 |
1,140 |
| Recovering from COVID |
0 |
1 |
21 |
21 |
6 |
12 |
41 |
41 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
0 |
246 |
4 |
9 |
13 |
682 |
| Relative Goods? Prices and Pure Inflation |
0 |
0 |
0 |
78 |
1 |
4 |
6 |
565 |
| Seasonal Adjustment with Measurement Error Present |
0 |
0 |
0 |
41 |
3 |
6 |
9 |
259 |
| Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
1 |
1 |
1 |
193 |
3 |
9 |
17 |
645 |
| Sectoral vs. aggregate shocks: a structural factor analysis of industrial production |
0 |
0 |
0 |
137 |
6 |
12 |
16 |
415 |
| Slack and Cyclically Sensitive Inflation |
0 |
1 |
2 |
89 |
4 |
16 |
18 |
318 |
| Sources of Business Cycle Fluctuations |
0 |
1 |
3 |
446 |
4 |
7 |
14 |
1,028 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
0 |
1,131 |
2 |
3 |
5 |
3,086 |
| Stochastic Trends and Economic Fluctuations |
0 |
1 |
2 |
937 |
7 |
11 |
18 |
2,167 |
| Stochastic trends and economic fluctuations |
0 |
0 |
0 |
3 |
6 |
12 |
28 |
1,482 |
| Testing Long Run Neutrality |
0 |
0 |
0 |
375 |
6 |
9 |
12 |
1,161 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
52 |
4 |
8 |
11 |
255 |
| Testing for Cointegration When Some of the Contributing Vectors are Known |
0 |
0 |
0 |
161 |
5 |
6 |
9 |
754 |
| Testing for cointegration when some of the cointegrating vectors are known |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
220 |
| Testing long run neutrality |
0 |
0 |
0 |
1 |
2 |
6 |
8 |
351 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
68 |
4 |
6 |
9 |
154 |
| The Disappointing Recovery of Output after 2009 |
0 |
0 |
0 |
23 |
5 |
9 |
13 |
143 |
| The Evolution of National and Regional Factors in U.S. Housing Construction |
0 |
1 |
2 |
9 |
1 |
3 |
6 |
31 |
| The Past and Future of U.S. Structural Change: Compositional Accounting and Forecasting |
0 |
2 |
40 |
40 |
3 |
8 |
26 |
26 |
| The Road to Cyberinfrastructure at the Federal Reserve Bank of Kansas City |
0 |
0 |
0 |
3 |
3 |
7 |
9 |
38 |
| The Slow Recovery in Output after 2009 |
0 |
0 |
1 |
66 |
6 |
7 |
10 |
121 |
| The post-war U.S. Phillips curve: a revisionist econometric history |
0 |
0 |
0 |
4 |
1 |
2 |
5 |
1,577 |
| The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum |
0 |
0 |
0 |
0 |
4 |
5 |
11 |
685 |
| Understanding Changes in International Business Cycle Dynamics |
0 |
0 |
1 |
755 |
1 |
5 |
14 |
2,298 |
| Vector autoregressions and cointegration |
0 |
0 |
0 |
0 |
5 |
10 |
18 |
583 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
3 |
815 |
4 |
8 |
18 |
1,992 |
| Total Working Papers |
10 |
36 |
205 |
35,144 |
452 |
950 |
1,649 |
106,944 |
| 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 |
3 |
3 |
59 |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems |
1 |
2 |
7 |
1,733 |
6 |
14 |
45 |
4,227 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series |
0 |
1 |
9 |
425 |
14 |
40 |
101 |
1,299 |
| A dymimic model of housing price determination |
0 |
0 |
0 |
320 |
6 |
11 |
15 |
789 |
| A dynamic factor model framework for forecast combination |
0 |
0 |
0 |
469 |
4 |
6 |
8 |
1,233 |
| ABCs (and Ds) of Understanding VARs |
0 |
2 |
8 |
999 |
10 |
16 |
37 |
2,597 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models |
1 |
2 |
2 |
566 |
6 |
11 |
15 |
1,083 |
| Assessing changes in the monetary transmission mechanism: a VAR approach: commentary |
0 |
0 |
0 |
54 |
1 |
5 |
6 |
161 |
| Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model |
0 |
0 |
0 |
287 |
1 |
8 |
10 |
1,046 |
| Business-Cycle Durations and Postwar Stabilization of the U.S. Economy |
0 |
0 |
0 |
239 |
0 |
4 |
6 |
1,011 |
| Combination forecasts of output growth in a seven-country data set |
2 |
2 |
4 |
288 |
13 |
19 |
33 |
910 |
| Comment |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
14 |
| Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
68 |
| Commentary on \\"what's real about the business cycle?\\" |
0 |
0 |
0 |
36 |
1 |
1 |
3 |
120 |
| Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel |
0 |
0 |
0 |
289 |
11 |
15 |
19 |
825 |
| Consistent factor estimation in dynamic factor models with structural instability |
0 |
1 |
4 |
46 |
3 |
5 |
19 |
212 |
| Core Inflation and Trend Inflation |
0 |
2 |
8 |
159 |
6 |
23 |
63 |
618 |
| Disentangling the Channels of the 2007-09 Recession |
0 |
1 |
7 |
165 |
4 |
13 |
57 |
694 |
| Does GNP have a unit root? |
0 |
0 |
0 |
47 |
0 |
4 |
7 |
162 |
| Erratum to "Why Has U.S. Inflation Become Harder to Forecast?" |
0 |
0 |
0 |
44 |
6 |
12 |
20 |
184 |
| Estimating Deterministic Trends In The Presence Of Serially Correlated Errors |
0 |
0 |
0 |
104 |
5 |
7 |
9 |
379 |
| Estimating turning points using large data sets |
0 |
0 |
0 |
77 |
3 |
5 |
10 |
292 |
| Evidence on Structural Instability in Macroeconomic Time Series Relations |
0 |
0 |
0 |
0 |
16 |
26 |
52 |
1,144 |
| Explaining the increased variability in long-term interest rates |
0 |
0 |
0 |
228 |
3 |
6 |
8 |
1,044 |
| Forecasting Output and Inflation: The Role of Asset Prices |
0 |
2 |
7 |
181 |
5 |
14 |
47 |
2,247 |
| Forecasting Using Principal Components From a Large Number of Predictors |
3 |
9 |
14 |
1,501 |
57 |
87 |
124 |
3,009 |
| Forecasting inflation |
2 |
8 |
23 |
1,698 |
11 |
31 |
93 |
4,261 |
| Generalized Shrinkage Methods for Forecasting Using Many Predictors |
0 |
0 |
3 |
145 |
5 |
15 |
31 |
543 |
| Has inflation become harder to forecast? |
0 |
0 |
0 |
24 |
3 |
4 |
4 |
92 |
| Has the business cycle changed? |
0 |
0 |
1 |
688 |
6 |
11 |
15 |
1,586 |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression |
6 |
11 |
22 |
195 |
18 |
38 |
62 |
711 |
| How Have Changing Sectoral Trends Affected GDP Growth? |
0 |
0 |
0 |
10 |
3 |
6 |
13 |
57 |
| How accurate are real-time estimates of output trends and gaps? |
0 |
0 |
0 |
128 |
4 |
7 |
9 |
315 |
| Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments |
1 |
4 |
10 |
65 |
8 |
22 |
63 |
380 |
| Imperfect Information and Wage Inertia in the Business Cycle: A Comment |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
71 |
| Indicators for Dating Business Cycles: Cross-History Selection and Comparisons |
0 |
0 |
0 |
78 |
3 |
3 |
9 |
266 |
| Inference in Linear Time Series Models with Some Unit Roots |
1 |
3 |
9 |
1,756 |
9 |
28 |
71 |
4,417 |
| Inflation Persistence, the NAIRU, and the Great Recession |
0 |
0 |
0 |
76 |
2 |
2 |
5 |
286 |
| Inflation and Unit Labor Cost |
0 |
0 |
0 |
95 |
1 |
4 |
6 |
373 |
| Interpreting the evidence on money-income causality |
0 |
0 |
1 |
185 |
1 |
7 |
10 |
440 |
| Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
67 |
| Journal of Applied Econometrics Annual Lecture Series |
0 |
0 |
0 |
34 |
1 |
3 |
4 |
161 |
| Long†Run Covariability |
0 |
0 |
1 |
6 |
1 |
4 |
10 |
86 |
| Low cost light traps for coral reef fishery research and sustainable ornamental fisheries |
0 |
0 |
0 |
7 |
2 |
4 |
5 |
55 |
| Low-frequency robust cointegration testing |
0 |
0 |
0 |
8 |
1 |
6 |
11 |
123 |
| MTS: A Review |
0 |
0 |
0 |
8 |
2 |
2 |
3 |
98 |
| Macroeconomic Forecasting Using Diffusion Indexes |
0 |
0 |
0 |
0 |
3 |
20 |
65 |
2,866 |
| Macroeconomic forecasting in the Euro area: Country specific versus area-wide information |
0 |
0 |
1 |
335 |
3 |
9 |
18 |
848 |
| Market anticipations of monetary policy actions - commentary |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
91 |
| Measures of Fit for Calibrated Models |
0 |
0 |
0 |
477 |
1 |
6 |
8 |
1,404 |
| Measuring Uncertainty about Long-Run Predictions |
0 |
0 |
0 |
22 |
3 |
3 |
11 |
113 |
| Modeling inflation after the crisis |
0 |
0 |
3 |
187 |
8 |
11 |
20 |
779 |
| Money, Prices, Interest Rates and the Business Cycle |
0 |
0 |
4 |
741 |
5 |
6 |
29 |
2,333 |
| Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis |
0 |
0 |
0 |
11 |
1 |
2 |
2 |
59 |
| Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply |
0 |
0 |
0 |
0 |
13 |
17 |
23 |
962 |
| Phillips curve inflation forecasts |
0 |
0 |
5 |
220 |
5 |
7 |
22 |
742 |
| Presidents and the US Economy: An Econometric Exploration |
1 |
1 |
2 |
169 |
10 |
24 |
35 |
967 |
| Recollections of Clive Granger |
0 |
0 |
0 |
15 |
3 |
3 |
4 |
48 |
| Recursive solution methods for dynamic linear rational expectations models |
0 |
1 |
1 |
83 |
2 |
7 |
8 |
196 |
| Rejoinder to Evans and McCallum |
0 |
0 |
0 |
6 |
4 |
5 |
6 |
74 |
| Relative Goods' Prices, Pure Inflation, and the Phillips Correlation |
0 |
0 |
1 |
444 |
4 |
8 |
32 |
1,531 |
| Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production |
1 |
2 |
8 |
421 |
14 |
29 |
67 |
1,431 |
| Special Section on Consumer Price Research: Introduction |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
283 |
| Stochastic Trends and Economic Fluctuations |
0 |
0 |
9 |
2,495 |
7 |
26 |
65 |
6,531 |
| System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
2 |
480 |
3 |
6 |
9 |
827 |
| Systematic Monetary Policy and the Effects of Oil Price Shocks |
3 |
6 |
20 |
641 |
11 |
26 |
105 |
2,200 |
| Temporal instability of the unemployment-inflation relationship |
0 |
0 |
1 |
214 |
3 |
5 |
10 |
593 |
| Testing Models of Low-Frequency Variability |
0 |
0 |
0 |
42 |
4 |
5 |
6 |
276 |
| Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified |
0 |
0 |
0 |
43 |
1 |
6 |
10 |
207 |
| Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative |
0 |
0 |
0 |
123 |
1 |
2 |
4 |
607 |
| Testing long-run neutrality |
1 |
1 |
3 |
758 |
9 |
12 |
19 |
1,812 |
| Testing the interpretation of indices in a macroeconomic index model |
0 |
0 |
0 |
31 |
1 |
1 |
4 |
156 |
| The Disappointing Recovery in U.S. Output after 2009 |
0 |
0 |
1 |
10 |
8 |
13 |
14 |
56 |
| The Disappointing Recovery of Output after 2009 |
1 |
1 |
4 |
44 |
6 |
12 |
16 |
205 |
| The NAIRU, Unemployment and Monetary Policy |
0 |
0 |
1 |
1,371 |
5 |
8 |
37 |
5,527 |
| The Solution of Singular Linear Difference Systems under Rational Expectations |
0 |
0 |
0 |
2 |
0 |
4 |
9 |
1,437 |
| 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 |
4 |
17 |
1,045 |
| Twenty Years of Time Series Econometrics in Ten Pictures |
0 |
0 |
0 |
97 |
2 |
6 |
15 |
392 |
| Understanding Changes In International Business Cycle Dynamics |
0 |
0 |
1 |
523 |
5 |
5 |
12 |
1,821 |
| Univariate detrending methods with stochastic trends |
0 |
1 |
3 |
552 |
3 |
9 |
17 |
1,107 |
| Using econometric models to predict recessions |
0 |
0 |
0 |
132 |
2 |
4 |
6 |
286 |
| Variable Trends in Economic Time Series |
0 |
0 |
0 |
837 |
2 |
3 |
5 |
1,626 |
| Vector Autoregressions |
3 |
10 |
31 |
1,834 |
81 |
135 |
217 |
4,099 |
| Vector Autoregressions and Reality: Comment |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
79 |
| What Does Sectoral Inflation Tell Us About the Aggregate Trend in Inflation? |
0 |
0 |
1 |
19 |
5 |
6 |
7 |
53 |
| Why Has U.S. Inflation Become Harder to Forecast? |
0 |
0 |
0 |
1,115 |
10 |
27 |
78 |
3,180 |
| Total Journal Articles |
27 |
73 |
243 |
28,531 |
518 |
1,045 |
2,196 |
88,705 |
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 |
4 |
202 |
3 |
8 |
15 |
468 |
| Are Business Cycles All Alike? |
0 |
0 |
2 |
258 |
9 |
13 |
39 |
821 |
| Business cycle fluctuations in us macroeconomic time series |
0 |
3 |
15 |
2,977 |
11 |
25 |
66 |
6,997 |
| Comment on "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" 2 |
0 |
0 |
1 |
7 |
5 |
6 |
10 |
28 |
| Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" |
0 |
1 |
6 |
41 |
5 |
9 |
17 |
92 |
| Comment on "Shocks and Crashes" |
0 |
0 |
0 |
9 |
1 |
3 |
4 |
39 |
| Comment on "Tradeoffs and Sacrifice over Rate Cycles: Activity, Inflation and the Price Level" 2 |
0 |
0 |
0 |
0 |
4 |
5 |
7 |
7 |
| Comment on "Trends and Cycles in China's Macroeconomy" |
0 |
0 |
0 |
24 |
2 |
4 |
6 |
77 |
| Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics |
3 |
10 |
41 |
787 |
19 |
56 |
165 |
2,118 |
| Forecasting with Many Predictors |
0 |
0 |
2 |
789 |
10 |
20 |
32 |
1,999 |
| Has the Business Cycle Changed and Why? |
0 |
1 |
3 |
441 |
9 |
16 |
34 |
1,204 |
| How Precise Are Estimates of the Natural Rate of Unemployment? |
0 |
0 |
2 |
201 |
9 |
12 |
29 |
845 |
| Introduction to "Business Cycles, Indicators and Forecasting" |
0 |
0 |
0 |
92 |
3 |
6 |
8 |
248 |
| New Indexes of Coincident and Leading Economic Indicators |
1 |
1 |
3 |
1,389 |
9 |
32 |
65 |
3,140 |
| Sources of Business Cycle Fluctuations |
0 |
0 |
1 |
288 |
7 |
11 |
24 |
1,050 |
| Time series and spectral methods in econometrics |
0 |
1 |
2 |
500 |
2 |
5 |
13 |
1,048 |
| Vector autoregressions and cointegration |
0 |
2 |
8 |
862 |
10 |
18 |
36 |
1,841 |
| Total Chapters |
4 |
19 |
90 |
8,867 |
118 |
249 |
570 |
22,022 |
|
|
LogEc is hosted by the
Örebro University School of Business.