Mark W. Watson

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Essays in Econometrics Real Author-Name:Granger,Clive W. J

Eric Ghysels, Norman R. Swanson, Mark W. Watson, 2001 .

Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J

Eric Ghysels, Norman R. Swanson, Mark W. Watson, 2001 .

Applied Time Series Analysis of Economic Data.

Arnold Zellner, Mark W. Watson, A. Zellner, 1985 .

Forecasting in dynamic factor models subject to structural instability

Mark W. Watson, James H. Stock, J. Stock, 2009 .

The Kalman Filter: Applications to Forecasting and Rational Expectations Models // Invited Paper to the World Congress of the Econometric Society, Cambridge, 1985, in Advances in Econometrics Fifth World Congress, Volume I, ed. Truman Bewley), pp. 245-283.

Robert F. Engle, Mark W. Watson, 1994 .

Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

James H. Stock, Mark W. Watson, J. Stock, 2018 .

MTS: A REVIEW

Mark W. Watson, 1989 .

TIME SERIES AND SPECTRAL METHODS IN ECONOMETRICS

Clive W. J. Granger, Mark W. Watson, C. Granger, 1984 .

Theory of Constraints (TOC) Project Management (PM) in the Dynamic World of Test and Evaluation

David Smith, Mark W. Watson, Joe Dale, 2004 .

Dynamic Factor Models: A Brief Retrospective

Mark W. Watson, James H. Stock, J. Stock, 2016 .

Estimating Turning Points Using Large Data Sets

Mark W. Watson, James H. Stock, J. Stock, 2010 .

Essays in Econometrics: List of Contributors

Eric Ghysels, Norman R. Swanson, Clive W. J. Granger, 2001 .

Introduction to econometrics.

Mark W. Watson, 1968 .

Indexes of Coincident and Leading Economic Indicators

Mark W. Watson, James H. Stock, 1989 .

Business Cycles, Indicators and Forecasting

Mark W. Watson, James H. Stock, J. Stock, 1993 .

Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel

Mark W. Watson, Dante Amengual, M. Watson, 2007 .

Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified

Mark W. Watson, M. Watson, Michal Horváth, 1995, Econometric Theory.

Essays in econometrics: Collected Papers of Clive W. J. Granger Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting

Eric Ghysels, Norman R. Swanson, Mark W. Watson, 2001 .

Generalized Shrinkage Methods for Forecasting Using Many Predictors

Mark W. Watson, James H. Stock, J. Stock, 2012 .

Advances in Economics and Econometrics: Macroeconomic Forecasting Using Many Predictors

Mark W. Watson, M. Watson, 2003 .

NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS

Mark W. Watson, Graham Elliott, Ulrich K. Müller, 2015 .

Testing the interpretation of indices in a macroeconomic index model

Mark W. Watson, M. Watson, Dennis F. Kraft, 1984 .

Forecasting Performance

Mark W. Watson, James H. Stock, Victor Zarnowitz, 1993 .

Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters

Mark W. Watson, M. Watson, 1987 .

BANK RATE POLICY UNDER THE INTERWAR GOLD STANDARD: A DYNAMIC PROBIT MODEL*

Barry Eichengreen, Richard S. Grossman, Mark W. Watson, 1985 .

Introduction: Econometric forecasting

Francis X. Diebold, Mark W. Watson, 1996 .

A comparison of Direct and Iterated AR Methods for Forecasting Macroeconomic Series h-Steps Ahead

Massimiliano Marcellino, Mark W. Watson, James H. Stock, 2006 .

Volatility and Time Series Econometrics

Tim Bollerslev, Mark W. Watson, Jeffrey R. Russell, 2010 .

Indicators for Dating Business Cycles: Cross-History Selection and Comparisons

Mark W. Watson, James H. Stock, J. Stock, 2010 .

A dymimic model of housing price determination

Robert F. Engle, Mark W. Watson, R. Engle, 1985 .

Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics

Mark W. Watson, James H. Stock, J. Stock, 2016 .

The Evolution of National and Regional Factors in U.S. Housing Construction

Mark W. Watson, James H. Stock, J. Stock, 2008 .

AN EMPIRICAL COMPARISON OF METHODS FOR FORECASTING USING MANY PREDICTORS

Mark W. Watson, James H. Stock, J. Stock, 2005 .

The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum

Mark W. Watson, Robert G. King, M. Watson, 1994 .

Dynamic Factor Models

Michael P. Clements, David F. Hendry, Mark W. Watson, 2011, Financial Econometrics.

Chapter 10 Forecasting with Many Predictors

Mark W. Watson, James H. Stock, J. Stock, 2006 .

Money, Prices, Interest Rates and the Business Cycle

Mark W. Watson, Robert G. King, M. Watson, 1996 .

Can we improve the perceived quality of economic forecasts

Eric Ghysels, Norman R. Swanson, Clive W. J. Granger, 2001 .

Advances in Econometrics: The Kalman filter: applications to forecasting and rational-expectations models

Robert F. Engle, Mark W. Watson, R. Engle, 1987 .

Understanding Changes in International Business Cycle Dynamics

Mark W. Watson, James H. Stock, 2005 .

Errors in Variables and Seasonal Adjustment Procedures

Jerry A. Hausman, Mark W. Watson, J. Hausman, 1985 .

Twenty Years of Time Series Econometrics in Ten Pictures

Mark W. Watson, James H. Stock, J. Stock, 2017 .

Disentangling the Channels of the 2007-2009 Recession

Mark W. Watson, James H. Stock, J. Stock, 2012 .

Relative Goods' Prices and Pure Inflation

Ricardo Reis, Mark W. Watson, M. Watson, 2008 .

Erratum to “Why Has U.S. Inflation Become Harder to Forecast?”

Mark W. Watson, James H. Stock, J. Stock, 2007 .

Univariate detrending methods with stochastic trends

Mark W. Watson, M. Watson, 1986 .

A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS

Mark W. Watson, James H. Stock, J. Stock, 1993 .

Prices , Wages and the U . S . NAIRU in the 1990 s January

Mark W. Watson, M. Watson, D. Staiger, 2001 .

Has inflation become harder to forecast

Mark W. Watson, James H. Stock, J. Stock, 2005 .

Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production

Mark W. Watson, Andrew T. Foerster, Pierre-Daniel G. Sarte, 2008, Journal of Political Economy.

Recursive solution methods for dynamic linear rational expectations models

Mark W. Watson, M. Watson, 1989 .

Vector Autoregressions and Reality: Comment

Mark W. Watson, 1987 .

Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative

Robert F. Engle, Mark W. Watson, R. Engle, 1985 .

Estimating Deterministic Trends in the Presence of Serially Correlated Errors

Mark W. Watson, M. Watson, Eugene Canjels, 1994, Review of Economics and Statistics.

Introduction to "Business Cycles, Indicators and Forecasting"

Mark W. Watson, James H. Stock, 1993 .