Year |
Citation |
Score |
2019 |
Müller UK, Stock JH, Watson MW. An Econometric Model of International Long-run Growth Dynamics National Bureau of Economic Research. DOI: 10.3386/W26593 |
0.363 |
|
2019 |
Stock JH, Watson MW. Slack and Cyclically Sensitive Inflation National Bureau of Economic Research. DOI: 10.3386/W25987 |
0.307 |
|
2019 |
Foerster A, Hornstein A, Sarte PG, Watson MW. Aggregate Implications of Changing Sectoral Trends National Bureau of Economic Research. 19: 1-55. DOI: 10.24148/Wp2019-16 |
0.332 |
|
2018 |
Müller UK, Watson MW. Long‐Run Covariability Econometrica. 86: 775-804. DOI: 10.3982/Ecta15047 |
0.394 |
|
2018 |
Stock JH, Watson MW. Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments The Economic Journal. 128: 917-948. DOI: 10.1111/Ecoj.12593 |
0.342 |
|
2017 |
Stock JH, Watson MW. Twenty Years of Time Series Econometrics in Ten Pictures Journal of Economic Perspectives. 31: 59-86. DOI: 10.1257/Jep.31.2.59 |
0.399 |
|
2016 |
Blinder AS, Watson MW. Presidents and the US Economy: An econometric exploration American Economic Review. 106: 1015-1045. DOI: 10.1257/Aer.20140913 |
0.305 |
|
2016 |
Stock JH, Watson MW. Core Inflation and Trend Inflation The Review of Economics and Statistics. 98: 770-784. DOI: 10.1162/Rest_A_00608 |
0.416 |
|
2016 |
Müller UK, Watson MW. Measuring Uncertainty about Long-Run Predictions The Review of Economic Studies. 83: 1711-1740. DOI: 10.1093/Restud/Rdw003 |
0.388 |
|
2016 |
Stock JH, Watson M. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics Handbook of Macroeconomics. 2: 415-525. DOI: 10.1016/Bs.Hesmac.2016.04.002 |
0.373 |
|
2015 |
Elliott G, Müller UK, Watson MW. Nearly optimal tests when a nuisance parameter is present under the null hypothesis Econometrica. 83: 771-811. DOI: 10.3982/Ecta10535 |
0.332 |
|
2015 |
Müller UK, Watson MW. Low-Frequency Econometrics National Bureau of Economic Research. 53-94. DOI: 10.1017/9781108227223.003 |
0.327 |
|
2014 |
Watson MW. Inflation Persistence, the NAIRU, and the great recession American Economic Review. 104: 31-36. DOI: 10.1257/Aer.104.5.31 |
0.329 |
|
2014 |
Stock JH, Watson MW. Estimating turning points using large data sets Journal of Econometrics. 178: 368-381. DOI: 10.1016/J.Jeconom.2013.08.034 |
0.345 |
|
2013 |
Bates BJ, Plagborg-Møller M, Stock JH, Watson MW. Consistent factor estimation in dynamic factor models with structural instability Journal of Econometrics. 177: 289-304. DOI: 10.1016/J.Jeconom.2013.04.014 |
0.335 |
|
2013 |
Müller UK, Watson MW. Low-frequency robust cointegration testing Journal of Econometrics. 174: 66-81. DOI: 10.1016/J.Jeconom.2012.09.006 |
0.36 |
|
2012 |
Stock JH, Watson MW. Disentangling the channels of the 2007-09 recession Brookings Papers On Economic Activity. 81-135. DOI: 10.1353/Eca.2012.0005 |
0.339 |
|
2012 |
King RG, Watson MW. Inflation and Unit Labor Cost Journal of Money, Credit and Banking. 44: 111-149. DOI: 10.1111/J.1538-4616.2012.00555.X |
0.354 |
|
2012 |
Stock JH, Watson MW. Generalized shrinkage methods for forecasting using many predictors Journal of Business and Economic Statistics. 30: 481-493. DOI: 10.1080/07350015.2012.715956 |
0.394 |
|
2011 |
Foerster AT, Sarte PDG, Watson MW. Sectoral versus aggregate shocks: A structural factor analysis of industrial production Journal of Political Economy. 119: 1-38. DOI: 10.1086/659311 |
0.332 |
|
2010 |
Reis R, Watson MW. Relative Goods' Prices, Pure Inflation, and the Phillips Correlation American Economic Journal: Macroeconomics. 2: 128-157. DOI: 10.1257/Mac.2.3.128 |
0.394 |
|
2010 |
Stock JH, Watson MW. Indicators for dating business cycles: Cross-history selection and comparisons American Economic Review. 100: 16-19. DOI: 10.1257/Aer.100.2.16 |
0.339 |
|
2010 |
Bollerslev T, Russell JR, Watson MW. Introduction Volatility and Time Series Econometrics: Essays in Honor of Robert Engle. DOI: 10.1093/acprof:oso/9780199549498.002.0006 |
0.504 |
|
2010 |
Bollerslev T, Russell JR, Watson MW. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle Volatility and Time Series Econometrics: Essays in Honor of Robert Engle. 1-432. DOI: 10.1093/acprof:oso/9780199549498.001.0001 |
0.589 |
|
2008 |
Müller UK, Watson MW. Testing models of low-frequency variability Econometrica. 76: 979-1016. DOI: 10.3982/Ecta6814 |
0.332 |
|
2008 |
Stock JH, Watson MW. Phillips Curve Inflation Forecasts National Bureau of Economic Research. DOI: 10.3386/W14322 |
0.364 |
|
2008 |
Stock JH, Watson MW. Heteroskedasticity-robust standard errors for fixed effects panel data regression Econometrica. 76: 155-174. DOI: 10.1111/J.0012-9682.2008.00821.X |
0.323 |
|
2007 |
Amengual D, Watson MW. Consistent estimation of the number of dynamic factors in a large N and T panel Journal of Business and Economic Statistics. 25: 91-96. DOI: 10.1198/073500106000000585 |
0.336 |
|
2007 |
Stock JH, Watson MW. Why has U.S. inflation become harder to forecast? Journal of Money, Credit and Banking. 39: 3-33. DOI: 10.1111/J.1538-4616.2007.00014.X |
0.404 |
|
2007 |
Watson M. Journal of Applied Econometrics Annual Lecture Series Journal of Applied Econometrics. 22: 701-701. DOI: 10.1002/Jae.969 |
0.309 |
|
2006 |
Christiano LJ, Eichenbaum M, Vigfusson R, Kehoe PJ, Watson MW. Assessing Structural VARs [with Comments and Discussion] Nber Macroeconomics Annual. 21: 1-105. DOI: 10.1086/Ma.21.25554953 |
0.389 |
|
2006 |
Stock JH, Watson MW. Chapter 10 Forecasting with Many Predictors Handbook of Economic Forecasting. 1: 515-554. DOI: 10.1016/S1574-0706(05)01010-4 |
0.324 |
|
2006 |
Marcellino M, Stock JH, Watson MW. A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series Journal of Econometrics. 135: 499-526. DOI: 10.1016/J.Jeconom.2005.07.020 |
0.417 |
|
2005 |
Stock JH, Watson MW. Implications of Dynamic Factor Models for VAR Analysis National Bureau of Economic Research. DOI: 10.3386/W11467 |
0.365 |
|
2005 |
Stock JH, Watson MW. Understanding changes in international business cycle dynamics Journal of the European Economic Association. 3: 968-1006. DOI: 10.1162/1542476054729446 |
0.31 |
|
2004 |
Stock JH, Watson MW. Combination forecasts of output growth in a seven-country data set Journal of Forecasting. 23: 405-430. DOI: 10.1002/For.928 |
0.372 |
|
2003 |
Stock JH, Watson MW. Forecasting output and inflation: The role of asset prices Journal of Economic Literature. 41: 788-829. DOI: 10.1257/002205103322436197 |
0.366 |
|
2003 |
Watson MW. Macroeconomic forecasting using many predictors Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Volume Iii. 87-114. DOI: 10.1017/CBO9780511610264.004 |
0.334 |
|
2003 |
Marcellino M, Stock JH, Watson MW. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information European Economic Review. 47: 1-18. DOI: 10.1016/S0014-2921(02)00206-4 |
0.388 |
|
2002 |
Stock JH, Watson MW. Macroeconomic forecasting using diffusion indexes Journal of Business and Economic Statistics. 20: 147-162. DOI: 10.1198/073500102317351921 |
0.43 |
|
2002 |
Stock JH, Watson MW. Forecasting using principal components from a large number of predictors Journal of the American Statistical Association. 97: 1167-1179. DOI: 10.1198/016214502388618960 |
0.393 |
|
2002 |
Stock JH, Watson MW. Has the business cycle changed and why? Nber Macroeconomics Annual. 17: 159-218. DOI: 10.1086/Ma.17.3585284 |
0.431 |
|
2001 |
Staiger D, Stock JH, Watson MW. Prices, Wages and the U.S. NAIRU in the 1990s National Bureau of Economic Research. DOI: 10.3386/W8320 |
0.363 |
|
1999 |
Stock JH, Watson MW. Chapter 1 Business cycle fluctuations in us macroeconomic time series Handbook of Macroeconomics. 1: 3-64. DOI: 10.1016/S1574-0048(99)01004-6 |
0.372 |
|
1999 |
Chan YL, Stock JH, Watson MW. A dynamic factor model framework for forecast combination Spanish Economic Review. 1: 91-121. DOI: 10.1007/S101080050005 |
0.392 |
|
1998 |
Stock JH, Watson MW. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series National Bureau of Economic Research. DOI: 10.3386/W6607 |
0.373 |
|
1998 |
Stock JH, Watson MW. Business Cycle Fluctuations in U.S. Macroeconomic Time Series National Bureau of Economic Research. 3-64. DOI: 10.3386/W6528 |
0.39 |
|
1998 |
Stock JH, Watson MW. Median unbiased estimation of coefficient variance in a time-varying parameter model Journal of the American Statistical Association. 93: 349-358. DOI: 10.1080/01621459.1998.10474116 |
0.388 |
|
1997 |
Watson MW. Comment on On the Fit of a Neoclassical Monetary Model in High Inflation: Israel 1972-1990 Journal of Money, Credit and Banking. 29: 753. DOI: 10.2307/2953662 |
0.404 |
|
1997 |
Staiger D, Stock JH, Watson MW. The NAIRU, Unemployment and Monetary Policy Journal of Economic Perspectives. 11: 33-49. DOI: 10.1257/Jep.11.1.33 |
0.361 |
|
1997 |
Canjels E, Watson MW. Estimating deterministic trends in the presence of serially correlated errors Review of Economics and Statistics. 79: 184-197. DOI: 10.1162/003465397556773 |
0.359 |
|
1996 |
Staiger DO, Stock JH, Watson MW. How Precise are Estimates of the Natural Rate of Unemployment National Bureau of Economic Research. 195-246. DOI: 10.3386/W5477 |
0.407 |
|
1996 |
King RG, Watson MW. Money, prices, interest rates and the business cycle Review of Economics and Statistics. 78: 35-53. DOI: 10.2307/2109846 |
0.396 |
|
1996 |
Stock JH, Watson MW. Evidence on structural instability in macroeconomic time series relations Journal of Business and Economic Statistics. 14: 11-30. DOI: 10.1080/07350015.1996.10524626 |
0.38 |
|
1996 |
Diebold FX, Watson MW. Introduction: Econometric forecasting Journal of Applied Econometrics. 11: 453-454. DOI: 10.1002/(Sici)1099-1255(199609)11:5<453::Aid-Jae411>3.0.Co;2-3 |
0.329 |
|
1995 |
Horvath MTk, Watson MW. Testing for cointegration when some of the cointegrating vectors are prespecified Econometric Theory. 11: 984-1014. DOI: 10.1017/S0266466600009944 |
0.353 |
|
1994 |
Watson MW. Chapter 47 Vector autoregressions and cointegration Handbook of Econometrics. 4: 2843-2915. DOI: 10.1016/S1573-4412(05)80016-9 |
0.384 |
|
1994 |
King RG, Watson MW. The post-war U.S. phillips curve: a revisionist econometric history Carnegie-Rochester Confer. Series On Public Policy. 41: 157-219. DOI: 10.1016/0167-2231(94)00018-2 |
0.385 |
|
1993 |
Stock JH, Watson MW. A Simple Estimator Of Cointegrating Vectors In Higher Order Integrated Systems Econometrica. 61: 783-820. DOI: 10.2307/2951763 |
0.346 |
|
1993 |
Watson MW. Measures of Fit for Calibrated Models Journal of Political Economy. 101: 1011-1041. DOI: 10.1086/261913 |
0.385 |
|
1992 |
King RG, Watson MW. Testing long-run neutrality Economic Quarterly. 81: 69-101. DOI: 10.3386/W4156 |
0.355 |
|
1992 |
Stock JH, Watson MW. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience National Bureau of Economic Research. 95-156. DOI: 10.3386/W4014 |
0.391 |
|
1992 |
Watson MW. Business Cycle Durations and Postwar Stabilization of the U.S. Economy The American Economic Review. 84: 24-46. DOI: 10.3386/W4005 |
0.319 |
|
1990 |
Stock JH, Watson MW. Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 National Bureau of Economic Research. DOI: 10.3386/W3376 |
0.383 |
|
1990 |
Sims CA, Stock JH, Watson MW. Inference In Linear Time Series Models With Some Unit Roots Econometrica. 58: 113-144. DOI: 10.2307/2938337 |
0.366 |
|
1989 |
Stock JH, Watson MW. New Indexes of Coincident and Leading Economic Indicators Nber Macroeconomics Annual. 4: 351-409. DOI: 10.1086/654119 |
0.379 |
|
1989 |
Watson MW. Recursive solution methods for dynamic linear rational expectations models Journal of Econometrics. 41: 65-89. DOI: 10.1016/0304-4076(89)90043-2 |
0.337 |
|
1989 |
Stock JH, Watson MW. Interpreting the evidence on money-income causality Journal of Econometrics. 40: 161-181. DOI: 10.1016/0304-4076(89)90035-3 |
0.406 |
|
1989 |
Watson MW. Mts: A Review Journal of Applied Econometrics. 4: 205-206. DOI: 10.1002/Jae.3950040208 |
0.324 |
|
1988 |
Stock JH, Watson MW. Variable Trends in Economic Time Series Journal of Economic Perspectives. 2: 147-174. DOI: 10.1257/Jep.2.3.147 |
0.362 |
|
1988 |
Shapiro MD, Watson MW. Sources of Business Cycle Fluctuations Nber Macroeconomics Annual. 3: 111-156. DOI: 10.1086/654078 |
0.334 |
|
1988 |
Stock JH, Watson MW. Testing for common trends Journal of the American Statistical Association. 83: 1097-1107. DOI: 10.1080/01621459.1988.10478707 |
0.382 |
|
1988 |
Stock JH, Watson MW. A Probability Model of the Coincident Economic Indicators National Bureau of Economic Research. 63-90. DOI: 10.1017/Cbo9781139173735.005 |
0.437 |
|
1988 |
Ljungqvist L, Park M, Stock JH, Watson MW. The convergence of multivariate 'unit root' distributions to their asymptotic limits. The case of money-income causality Journal of Economic Dynamics and Control. 12: 489-502. DOI: 10.1016/0165-1889(88)90052-8 |
0.35 |
|
1987 |
King RG, Plosser CI, Stock JH, Watson MW. Stochastic Trends and Economic Fluctuations The American Economic Review. 81: 819-840. DOI: 10.3386/W2229 |
0.41 |
|
1987 |
Watson MW. Uncertainty in model-based seasonal adjustment procedures and construction of minimax filters Journal of the American Statistical Association. 82: 395-408. DOI: 10.1080/01621459.1987.10478442 |
0.314 |
|
1987 |
Watson MW, Pastuszek LM, Cody E. Forecasting commercial electricity sales Journal of Forecasting. 6: 117-136. DOI: 10.1002/For.3980060206 |
0.343 |
|
1986 |
Watson MW. Univariate detrending methods with stochastic trends Journal of Monetary Economics. 18: 49-75. DOI: 10.1016/0304-3932(86)90054-1 |
0.401 |
|
1986 |
Stock JH, Watson MW. Does GNP have a unit root? Economics Letters. 22: 147-151. DOI: 10.1016/0165-1765(86)90222-3 |
0.32 |
|
1985 |
Watson MW, Zellner A. Applied Time Series Analysis of Economic Data. Journal of the American Statistical Association. 80: 783. DOI: 10.2307/2288516 |
0.333 |
|
1985 |
Eichengreen B, Watson MW, Grossman RS. Bank Rate Policy Under The Interwar Gold Standard: A Dynamic Probit Model* The Economic Journal. 95: 725-745. DOI: 10.2307/2233036 |
0.35 |
|
1985 |
Watson MW, Engle RF. Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative The Review of Economics and Statistics. 67: 341-346. DOI: 10.2307/1924737 |
0.572 |
|
1985 |
Hausman JA, Watson MW. Errors in variables and seasonal adjustment procedures Journal of the American Statistical Association. 80: 531-540. DOI: 10.1080/01621459.1985.10478150 |
0.336 |
|
1985 |
Engle RF, Lilien DM, Watson M. A dymimic model of housing price determination Journal of Econometrics. 28: 307-326. DOI: 10.1016/0304-4076(85)90003-X |
0.612 |
|
1984 |
Blanchard OJ, Watson MW. Are Business Cycles All Alike National Bureau of Economic Research. 123-180. DOI: 10.3386/W1392 |
0.359 |
|
1984 |
Granger CWJ, Watson MW. Chapter 17 Time series and spectral methods in econometrics Handbook of Econometrics. 2: 979-1022. DOI: 10.1016/S1573-4412(84)02009-2 |
0.389 |
|
1984 |
Watson MW, Kraft DF. Testing the interpretation of indices in a macroeconomic index model Journal of Monetary Economics. 13: 165-181. DOI: 10.1016/0304-3932(84)90012-6 |
0.355 |
|
1983 |
Hausman JA, Watson MW. Seasonal Adjustment with Measurement Error Present National Bureau of Economic Research. DOI: 10.3386/W1133 |
0.31 |
|
1983 |
Watson MW. Imperfect Information and Wage Inertia in the Business Cycle: A Comment Journal of Political Economy. 91: 876-879. DOI: 10.1086/261187 |
0.362 |
|
1983 |
Watson MW, Engle RF. Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models Journal of Econometrics. 23: 385-400. DOI: 10.1016/0304-4076(83)90066-0 |
0.585 |
|
1982 |
Blanchard OJ, Watson MW. Bubbles, Rational Expectations and Financial Markets National Bureau of Economic Research. DOI: 10.3386/W0945 |
0.326 |
|
1981 |
Engle R, Watson M. A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates Journal of the American Statistical Association. 76: 774-781. DOI: 10.1080/01621459.1981.10477720 |
0.628 |
|
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