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Mark W. Watson · Study
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Author
Mark W. Watson
95 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0009-0009-9986-3466
Works
60 shown
Comprehensive evidence implies a higher social cost of CO2
Nature
·
2022
·
24 authors
·
Open access
1,064
citations
Slack and Cyclically Sensitive Inflation
Journal of money credit and banking
·
2020
·
2 authors
·
Open access
142
citations
Inference in Structural Vector Autoregressions identified with an external instrument
Journal of Econometrics
·
2020
·
3 authors
151
citations
Slack and Cyclically Sensitive Inflation
National Bureau of Economic Research
·
2019
·
2 authors
·
report
49
citations
HAR Inference: Recommendations for Practice
Journal of Business and Economic Statistics
·
2018
·
4 authors
·
Open access
229
citations
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
The Economic Journal
·
2018
·
2 authors
654
citations
Long-Run Covariability
Econometrica
·
2018
·
2 authors
99
citations
Twenty Years of Time Series Econometrics in Ten Pictures
The Journal of Economic Perspectives
·
2017
·
2 authors
·
Open access
94
citations
Presidents and the US Economy: An Econometric Exploration
American Economic Review
·
2016
·
2 authors
·
Open access
207
citations
Core Inflation and Trend Inflation
The Review of Economics and Statistics
·
2016
·
2 authors
184
citations
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
Handbook of macroeconomics
·
2016
·
2 authors
·
chapter
432
citations
Inflation Persistence, the NAIRU, and the Great Recession
American Economic Review
·
2014
·
1 author
·
Open access
86
citations
Inflation and Unit Labor Cost
Journal of money credit and banking
·
2012
·
2 authors
93
citations
Dynamic Factor Models
Oxford University Press eBooks
·
2012
·
2 authors
·
chapter
468
citations
Generalized Shrinkage Methods for Forecasting Using Many Predictors
Journal of Business and Economic Statistics
·
2012
·
2 authors
302
citations
Disentangling the Channels of the 2007-2009 Recession
National Bureau of Economic Research
·
2012
·
2 authors
·
report
·
Open access
347
citations
Disentangling the Channels of the 2007–09 Recession
Brookings Papers on Economic Activity
·
2012
·
2 authors
·
Open access
838
citations
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production
Journal of Political Economy
·
2011
·
3 authors
431
citations
Modeling Inflation After the Crisis
National Bureau of Economic Research
·
2010
·
2 authors
·
report
·
Open access
265
citations
Relative Goods' Prices, Pure Inflation, and The Phillips Correlation
American Economic Journal Macroeconomics
·
2010
·
2 authors
164
citations
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons
American Economic Review
·
2010
·
2 authors
·
Open access
79
citations
Volatility and Time Series Econometrics
Oxford University Press eBooks
·
2010
·
3 authors
·
book
190
citations
Macroeconomic Forecasting Using Many Predictors
Cambridge University Press eBooks
·
2010
·
1 author
·
chapter
106
citations
Phillips Curve Inflation Forecasts
The MIT Press eBooks
·
2009
·
2 authors
·
chapter
·
Open access
147
citations
Forecasting in Dynamic Factor Models Subject to Structural Instability*
Oxford University Press eBooks
·
2009
·
2 authors
·
chapter
·
Open access
248
citations
Phillips Curve Inflation Forecasts
The MIT Press eBooks
·
2008
·
2 authors
·
chapter
·
Open access
326
citations
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
Econometrica
·
2008
·
2 authors
·
Open access
609
citations
ABCs (and Ds) of Understanding VARs
American Economic Review
·
2007
·
4 authors
480
citations
Why Has U.S. Inflation Become Harder to Forecast?
Journal of money credit and banking
·
2007
·
2 authors
·
Open access
1,719
citations
Understanding the Evolving Inflation Process
·
2007
·
5 authors
143
citations
How Accurate Are Real-Time Estimates of Output Trends and Gaps?
RePEc: Research Papers in Economics
·
2007
·
1 author
·
Open access
60
citations
Consistent Estimation of the Number of Dynamic Factors in a LargeNandTPanel
Journal of Business and Economic Statistics
·
2006
·
2 authors
223
citations
Why Has U.S. Inflation Become Harder to Forecast
RePEc: Research Papers in Economics
·
2006
·
2 authors
·
preprint
65
citations
Chapter 10 Forecasting with Many Predictors
Handbook of economic forecasting
·
2006
·
2 authors
·
chapter
382
citations
Assessing Structural VARs [with Comments and Discussion]
NBER Macroeconomics Annual
·
2006
·
5 authors
49
citations
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Journal of Econometrics
·
2005
·
3 authors
·
Open access
808
citations
Understanding Changes in International Business Cycle Dynamics
Journal of the European Economic Association
·
2005
·
2 authors
685
citations
AN EMPIRICAL COMPARISON OF METHODS FOR FORECASTING USING MANY PREDICTORS
·
2005
·
2 authors
134
citations
Combination forecasts of output growth in a seven‐country data set
Journal of Forecasting
·
2004
·
2 authors
1,138
citations
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Reply
Journal of money credit and banking
·
2004
·
3 authors
137
citations
Forecasting Output and Inflation: The Role of Asset Prices
Journal of Economic Literature
·
2003
·
2 authors
1,076
citations
Forecasting Output and Inflation: The Role of Asset Prices
Journal of Economic Literature
·
2003
·
2 authors
·
Open access
864
citations
Understanding Changes in International Business Cycle Dynamics
National Bureau of Economic Research
·
2003
·
2 authors
·
report
·
Open access
265
citations
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
European Economic Review
·
2003
·
3 authors
·
Open access
415
citations
Has the business cycle changed
RePEc: Research Papers in Economics
·
2003
·
2 authors
·
Open access
73
citations
Forecasting Using Principal Components From a Large Number of Predictors
Journal of the American Statistical Association
·
2002
·
2 authors
2,990
citations
Macroeconomic Forecasting Using Diffusion Indexes
Journal of Business and Economic Statistics
·
2002
·
2 authors
2,550
citations
Has the Business Cycle Changed and Why?
NBER Macroeconomics Annual
·
2002
·
2 authors
1,515
citations
Vector Autoregressions
The Journal of Economic Perspectives
·
2001
·
2 authors
·
Open access
1,168
citations
Prices, Wages and the U.S. NAIRU in the 1990s
National Bureau of Economic Research
·
2001
·
3 authors
·
report
·
Open access
195
citations
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
·
1999
·
2 authors
·
chapter
446
citations
Forecasting inflation
Journal of Monetary Economics
·
1999
·
2 authors
1,273
citations
A dynamic factor model framework for forecast combination
Spanish Economic Review
·
1999
·
3 authors
101
citations
Forecasting Inflation
National Bureau of Economic Research
·
1999
·
2 authors
·
report
47
citations
Chapter 1 Business cycle fluctuations in us macroeconomic time series
Handbook of macroeconomics
·
1999
·
2 authors
·
chapter
519
citations
The Solution of Singular Linear Difference Systems under Rational Expectations
International Economic Review
·
1998
·
2 authors
273
citations
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
National Bureau of Economic Research
·
1998
·
2 authors
·
report
·
Open access
163
citations
Business Cycle Fluctuations in U.S. Macroeconomic Time Series
National Bureau of Economic Research
·
1998
·
2 authors
·
report
·
Open access
418
citations
Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
Journal of the American Statistical Association
·
1998
·
2 authors
365
citations
Estimating Deterministic Trends in the Presence of Serially Correlated Errors
The Review of Economics and Statistics
·
1997
·
2 authors
126
citations