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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
Introduction to econometrics
JH Stock, MW Watson
Pearson, 2020
65112020
A simple estimator of cointegrating vectors in higher order integrated systems
JH Stock, MW Watson
Econometrica: journal of the Econometric Society, 783-820, 1993
62961993
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
36012002
Macroeconomic forecasting using diffusion indexes
JH Stock, MW Watson
Journal of Business & Economic Statistics 20 (2), 147-162, 2002
35912002
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
33771990
Testing for common trends
JH Stock, MW Watson
Journal of the American statistical Association 83 (404), 1097-1107, 1988
33661988
New indexes of coincident and leading economic indicators
JH Stock, MW Watson
NBER macroeconomics annual 4, 351-394, 1989
29471989
Has the business cycle changed and why?
JH Stock, MW Watson
NBER macroeconomics annual 17, 159-218, 2002
28302002
Forecasting inflation
JH Stock, MW Watson
Journal of monetary economics 44 (2), 293-335, 1999
24871999
Bubbles, rational expectations and financial markets
OJ Blanchard, MW Watson
National Bureau of economic research, 1982
24091982
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
23641997
Vector autoregressions
JH Stock, MW Watson
Journal of Economic perspectives 15 (4), 101-115, 2001
23462001
Stochastic trends and economic fluctuations
RG King, CI Plosser, JH Stock, MW Watson
National Bureau of Economic Research, 1987
22601987
Why has US inflation become harder to forecast?
JH Stock, MW Watson
Journal of Money, Credit and banking 39, 3-33, 2007
22022007
Forecasting output and inflation: The role of asset prices
JH Stock, MW Watson
Journal of economic literature 41 (3), 788-829, 2003
21422003
Business cycle fluctuations in US macroeconomic time series
JH Stock, MW Watson
Handbook of macroeconomics 1, 3-64, 1999
16581999
Combination forecasts of output growth in a seven‐country data set
JH Stock, MW Watson
Journal of forecasting 23 (6), 405-430, 2004
13832004
Sources of business cycle fluctuations
MD Shapiro, MW Watson
NBER Macroeconomics annual 3, 111-148, 1988
13571988
Disentangling the Channels of the 2007-2009 Recession
JH Stock, MW Watson
National Bureau of Economic Research, 2012
13362012
Implications of dynamic factor models for VAR analysis
JH Stock, MW Watson
National Bureau of Economic Research, 2005
12772005
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