| August 2009 | Low-Frequency Robust Cointegration Testing
with Ulrich Müller: w15292
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| October 2008 | Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
with Andrew T. Foerster, Pierre-Daniel G. Sarte: w14389
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| September 2008 | Phillips Curve Inflation Forecasts
with James H. Stock: w14322
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| November 2007 | Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
with Ricardo Reis: w13615
|
| November 2006 | Testing Models of Low-Frequency Variability
with Ulrich Mueller: w12671
|
| June 2006 | Why 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 2005 | Implications of Dynamic Factor Models for VAR Analysis
with James H. Stock: w11467
|
| July 2003 | Understanding Changes in International Business Cycle Dynamics
with James H. Stock: w9859
|
| January 2003 | Has the Business Cycle Changed and Why?
with James H. Stock
in NBER Macroeconomics Annual 2002, Volume 17, Mark Gertler and Kenneth Rogoff, editors
|
| August 2002 | Has the Business Cycle Changed and Why?
with James H. Stock: w9127
|
| June 2001 | Prices, Wages and the U.S. NAIRU in the 1990s
with Douglas Staiger, James H. Stock: w8320
|
| March 2001 | Empirical 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 1999 | Forecasting Inflation
with James H. Stock: w7023
|
| August 1998 | Diffusion Indexes
with James H. Stock: w6702
|
| June 1998 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
with James H. Stock: w6607
|
| April 1998 | Business Cycle Fluctuations in U.S. Macroeconomic Time Series
with James H. Stock: w6528
|
| January 1997 | How 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 1996 | Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
with James H. Stock: t0201
|
| March 1996 | How Precise are Estimates of the Natural Rate of Unemployment?
with Douglas Staiger, James H. Stock: w5477
|
| December 1994 | Testing for Cointegration When Some of the Contributing Vectors are Known
with Michael T. K. Horvath: t0171
|
| September 1994 | Evidence 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 1993 | Introduction to "Business Cycles, Indicators and Forecasting"
with James H. Stock
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors
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| 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 1992 | Testing Long Run Neutrality
with Robert King: w4156
|
| March 1992 | Business Cycle Durations and Postwar Stabilization of the U.S. Economy
w4005
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| A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
with James H. Stock: w4014
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| February 1992 | Stochastic Trends and Economic Fluctuations
with Robert G. King, Charles I. Plosser, James H. Stock: w2229
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| May 1991 | Measures of Fit for Calibrated Models
t0102
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| June 1990 | Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
with James H. Stock: w3376
|
| April 1990 | New Indexes of Coincident and Leading Economic Indicators
with James H. Stock: r1380
|
| December 1989 | A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
with James H. Stock: t0083
|
| August 1989 | Sources of Business Cycle Fluctuations
with Matthew D. Shapiro: w2589
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| 1989 | New 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
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| November 1988 | A Probability Model of The Coincident Economic Indicators
with James H. Stock: w2772
|
| 1988 | Sources of Business Cycles Fluctuations
with Matthew Shapiro
in NBER Macroeconomics Annual 1988, Volume 3, Stanley Fischer, editor
|
| December 1987 | Are Business Cycles All Alike?
with Olivier J. Blanchard: w1392
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| April 1987 | Interpreting Evidence on Money-Income Causality
with James H. Stock: w2228
|
| 1986 | Are Business Cycles All Alike?
with Oliver J. Blanchard
in The American Business Cycle: Continuity and Change, Robert J. Gordon, ed.
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| June 1983 | Bubbles, Rational Expectations and Financial Markets
with Olivier J. Blanchard: w0945
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| May 1983 | Seasonal Adjustment with Measurement Error Present
with Jerry A. Hausman: w1133
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