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Mark Watson
Mark Watson
Department of Economics, Princeton University
Verified email at princeton.edu - Homepage
Title
Cited by
Cited by
Year
A simple estimator of cointegrating vectors in higher order integrated systems
JH Stock, MW Watson
Econometrica: journal of the Econometric Society, 783-820, 1993
56281993
Introduction to econometrics
JH Stock, MW Watson
Addison Wesley, 2003
55282003
Macroeconomic forecasting using diffusion indexes
JH Stock, MW Watson
Journal of Business & Economic Statistics 20 (2), 147-162, 2002
33582002
Inference in linear time series models with some unit roots
CA Sims, JH Stock, MW Watson
Econometrica: Journal of the Econometric Society, 113-144, 1990
33151990
Forecasting using principal components from a large number of predictors
JH Stock, MW Watson
Journal of the American statistical association 97 (460), 1167-1179, 2002
32752002
Testing for common trends
JH Stock, MW Watson
Journal of the American statistical Association 83 (404), 1097-1107, 1988
31941988
New indexes of coincident and leading economic indicators
JH Stock, MW Watson
NBER macroeconomics annual 4, 351-394, 1989
28011989
Has the business cycle changed and why?
JH Stock, MW Watson
NBER macroeconomics annual 17, 159-218, 2002
27132002
Forecasting inflation
JH Stock, MW Watson
Journal of monetary economics 44 (2), 293-335, 1999
23331999
Stochastic trends and economic fluctuations
RG King, CI Plosser, JH Stock, MW Watson
National Bureau of Economic Research, 1987
21971987
Bubbles, rational expectations and financial markets
OJ Blanchard, MW Watson
National Bureau of economic research, 1982
21911982
Systematic monetary policy and the effects of oil price shocks
BS Bernanke, M Gertler, M Watson, CA Sims, BM Friedman
Brookings papers on economic activity 1997 (1), 91-157, 1997
21461997
Vector autoregressions
JH Stock, MW Watson
Journal of Economic perspectives 15 (4), 101-115, 2001
20492001
Forecasting output and inflation: The role of asset prices
JH Stock, MW Watson
Journal of Economic Literature 41 (3), 788-829, 2003
19972003
Why has US inflation become harder to forecast?
JH Stock, MW Watson
Journal of Money, Credit and banking 39, 3-33, 2007
19862007
Business cycle fluctuations in US macroeconomic time series
JH Stock, MW Watson
Handbook of macroeconomics 1, 3-64, 1999
15761999
Sources of business cycle fluctuations
MD Shapiro, MW Watson
NBER Macroeconomics annual 3, 111-148, 1988
12941988
Combination forecasts of output growth in a seven‐country data set
JH Stock, MW Watson
Journal of forecasting 23 (6), 405-430, 2004
12282004
Implications of dynamic factor models for VAR analysis
JH Stock, MW Watson
National Bureau of Economic Research, 2005
12132005
Disentangling the Channels of the 2007-2009 Recession
JH Stock, MW Watson
National Bureau of Economic Research, 2012
11732012
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