NBER Working Papers by Mark W. Watson

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Working Papers

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
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
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
September 1992Testing Long Run Neutrality
with Robert King: w4156
March 1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy
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
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
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
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
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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