NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Mark W. Watson

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

July 2013Comment on "Shocks and Crashes"
in NBER Macroeconomics Annual 2013, Volume 28, Jonathan A. Parker and Michael Woodford, editors
March 2013Measuring Uncertainty about Long-Run Prediction
with Ulrich Mueller: w18870
May 2012Disentangling the Channels of the 2007-2009 Recession
with James H. Stock: w18094
November 2010Estimating Turning Points Using Large Data Sets
with James H. Stock: w16532
October 2010Modeling Inflation After the Crisis
with James H. Stock: w16488
July 2010Financial Conditions Indexes: A Fresh Look after the Financial Crisis
with Jan Hatzius, Peter Hooper, Frederic S. Mishkin, Kermit L. Schoenholtz: w16150
August 2009Low-Frequency Robust Cointegration Testing
with Ulrich Müller: w15292
October 2008Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
with Andrew T. Foerster, Pierre-Daniel G. Sarte: w14389
September 2008Phillips Curve Inflation Forecasts
with James H. Stock: w14322
November 2007Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
with Ricardo Reis: w13615
November 2006Testing Models of Low-Frequency Variability
with Ulrich Mueller: w12671
June 2006Why Has U.S. Inflation Become Harder to Forecast?
with James H. Stock: w12324
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
with James H. Stock: t0323
July 2005Implications of Dynamic Factor Models for VAR Analysis
with James H. Stock: w11467
July 2003Understanding Changes in International Business Cycle Dynamics
with James H. Stock: w9859
January 2003Has the Business Cycle Changed and Why?
with James H. Stock
in NBER Macroeconomics Annual 2002, Volume 17, Mark Gertler and Kenneth Rogoff, editors
August 2002Has the Business Cycle Changed and Why?
with James H. Stock: w9127
June 2001Prices, Wages and the U.S. NAIRU in the 1990s
with Douglas Staiger, James H. Stock: w8320
March 2001Empirical Bayes Forecasts of One Time Series Using Many Predictors
with Thomas Knox, James H. Stock: t0269
Forecasting Output and Inflation: The Role of Asset Prices
with James H. Stock: w8180
March 1999Forecasting Inflation
with James H. Stock: w7023
August 1998Diffusion Indexes
with James H. Stock: w6702
June 1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
with James H. Stock: w6607
April 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series
with James H. Stock: w6528
January 1997How Precise Are Estimates of the Natural Rate of Unemployment?
with Douglas O. Staiger, James H. Stock
in Reducing Inflation: Motivation and Strategy, Christina D. Romer and David H. Romer, Editors
August 1996Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
with James H. Stock: t0201
March 1996How Precise are Estimates of the Natural Rate of Unemployment?
with Douglas Staiger, James H. Stock: w5477
December 1994Testing for Cointegration When Some of the Contributing Vectors are Known
with Michael T. K. Horvath: t0171
September 1994Evidence on Structural Instability in Macroeconomic Time Series Relations
with James H. Stock: t0164
Estimating Deterministic Trends in the Presence of Serially Correlated Errors
with Eugene Canjels: t0165
January 1993Introduction to "Business Cycles, Indicators and Forecasting"
with James H. Stock
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
with James H. Stock
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors
September 1992Testing Long Run Neutrality
with Robert King: w4156
March 1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy
w4005
A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
with James H. Stock: w4014
May 1991Measures of Fit for Calibrated Models
t0102
June 1990Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
with James H. Stock: w3376
April 1990New Indexes of Coincident and Leading Economic Indicators
with James H. Stock: r1380
December 1989A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
with James H. Stock: t0083
1989New Indexes of Coincident and Leading Economic Indicators
with James H. Stock
in NBER Macroeconomics Annual 1989, Volume 4, Olivier Jean Blanchard and Stanley Fischer, editors
November 1988A Probability Model of The Coincident Economic Indicators
with James H. Stock: w2772
May 1988Sources of Business Cycle Fluctuations
with Matthew D. Shapiro: w2589
1988Sources of Business Cycles Fluctuations
with Matthew Shapiro
in NBER Macroeconomics Annual 1988, Volume 3, Stanley Fischer, editor
December 1987Are Business Cycles All Alike?
with Olivier J. Blanchard: w1392
April 1987Interpreting Evidence on Money-Income Causality
with James H. Stock: w2228
Stochastic Trends and Economic Fluctuations
with Robert G. King, Charles I. Plosser, James H. Stock: w2229
1986Are Business Cycles All Alike?
with Olivier J. Blanchard
in The American Business Cycle: Continuity and Change, Robert J. Gordon, ed.
May 1983Seasonal Adjustment with Measurement Error Present
with Jerry A. Hausman: w1133
July 1982Bubbles, Rational Expectations and Financial Markets
with Olivier J. Blanchard: w0945

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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