Mark W. Watson

Bubbles, Rational Expectations, and Financial Markets

Year: 1982
Journal: No Journal Matched
Authors: Olivier J. Blanchard; Mark W. Watson

Are Business Cycles All Alike?

Year: 1984
Journal: No Journal Matched
Authors: Olivier J. Blanchard; Mark W. Watson

Interpreting the Evidence on Money-Income Causality

Year: 1987
Journal: Journal of Econometrics
Authors: James H. Stock; Mark W. Watson

Sources of Business Cycle Fluctuations

Year: 1988
Journal: No Journal Matched
Authors: Matthew D. Shapiro; Mark W. Watson

A Probability Model of the Coincident Economic Indicators

Year: 1988
Journal: No Journal Matched
Authors: James H. Stock; Mark W. Watson

Business Cycle Properties of Selected US Economic Time Series 1959-1988

Year: 1990
Journal: No Journal Matched
Authors: James H. Stock; Mark W. Watson

Forecasting Inflation

Year: 1999
Journal: Journal of Monetary Economics
Authors: James H. Stock; Mark W. Watson

Has the Business Cycle Changed and Why?

Year: 2002
Journal: No Journal Matched
Authors: James H. Stock; Mark W. Watson

Understanding Changes in International Business Cycle Dynamics

Year: 2003
Journal: Journal of the European Economic Association
Authors: James H. Stock; Mark W. Watson

A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series

Year: 2005
Journal: Journal of Econometrics
Authors: Massimiliano Marcellino; James H. Stock; Mark W. Watson

Implications of Dynamic Factor Models for VAR Analysis

Year: 2005
Journal: No Journal Matched
Authors: James H. Stock; Mark W. Watson

Why Has U.S. Inflation Become Harder to Forecast?

Year: 2006
Journal: Journal of Money, Credit and Banking
Authors: James H. Stock; Mark W. Watson

Testing Models of Low-Frequency Variability

Year: 2006
Journal: Econometrica
Authors: Ulrich Mueller; Mark W. Watson

Relative Goods Prices, Pure Inflation, and the Phillips Correlation

Year: 2007
Journal: American Economic Journal: Macroeconomics
Authors: Ricardo Reis; Mark W. Watson

Relative Goods Prices and Pure Inflation

Year: 2007
Journal: No Journal Matched
Authors: Ricardo Reis; Mark W. Watson

Phillips Curve Inflation Forecasts

Year: 2008
Journal: No Journal Matched
Authors: James H. Stock; Mark W. Watson

Sectoral vs Aggregate Shocks: A Structural Factor Analysis of Industrial Production

Year: 2008
Journal: Journal of Political Economy
Authors: Andrew T. Foerster; Pierre-Daniel G. Sarte; Mark W. Watson

Low-Frequency Robust Cointegration Testing

Year: 2009
Journal: Journal of Econometrics
Authors: Ulrich Müller; Mark W. Watson

Financial Conditions Indexes: A Fresh Look After the Financial Crisis

Year: 2010
Journal: No Journal Matched
Authors: Jan Hatzius; Peter Hooper; Frederic S. Mishkin; Kermit L. Schoenholtz; Mark W. Watson

Estimating Turning Points Using Large Data Sets

Year: 2010
Journal: Journal of Econometrics
Authors: James H. Stock; Mark W. Watson

Modeling Inflation After the Crisis

Year: 2010
Journal: Economic Policy
Authors: James H. Stock; Mark W. Watson

Disentangling the Channels of the 2007-2009 Recession

Year: 2012
Journal: Brookings Papers on Economic Activity
Authors: James H. Stock; Mark W. Watson

Measuring Uncertainty About Long-Run Prediction

Year: 2013
Journal: Review of Economic Studies
Authors: Ulrich Mueller; Mark W. Watson

Presidents and the US Economy: An Econometric Exploration

Year: 2014
Journal: American Economic Review
Authors: Alan S. Blinder; Mark W. Watson

Core Inflation and Trend Inflation

Year: 2015
Journal: Review of Economics and Statistics
Authors: James H. Stock; Mark W. Watson

Low-Frequency Econometrics

Year: 2015
Journal: No Journal Matched
Authors: Ulrich K. Müller; Mark W. Watson

The Disappointing Recovery of Output After 2009

Year: 2017
Journal: Brookings Papers on Economic Activity
Authors: John G. Fernald; Robert E. Hall; James H. Stock; Mark W. Watson

Longrun Covariability

Year: 2017
Journal: No Journal Matched
Authors: Ulrich K. Müller; Mark W. Watson

Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

Year: 2018
Journal: Economic Journal
Authors: James H. Stock; Mark W. Watson

Aggregate Implications of Changing Sectoral Trends

Year: 2019
Journal: Journal of Political Economy
Authors: Andrew Foerster; Andreas Hornstein; Pierre-Daniel Sarte; Mark W. Watson

Slack and Cyclically Sensitive Inflation

Year: 2019
Journal: Journal of Money, Credit and Banking
Authors: James H. Stock; Mark W. Watson

An Econometric Model of International Long-Run Growth Dynamics

Year: 2019
Journal: No Journal Matched
Authors: Ulrich K. Müller; James H. Stock; Mark W. Watson