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Details about Mark W. Watson

Homepage:http://www.princeton.edu/~mwatson/
Workplace:Department of Economics, Princeton University, (more information at EDIRC)

Access statistics for papers by Mark W. Watson.

Last updated 2014-07-01. Update your information in the RePEc Author Service.

Short-id: pwa582


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Working Papers

2017

  1. Long-Run Covariability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. The Disappointing Recovery of Output after 2009
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2015

  1. Core Inflation and Trend Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. Low-Frequency Econometrics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2014

  1. Presidents and the U.S. Economy: An Econometric Exploration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2013

  1. Measuring Uncertainty about Long-Run Prediction
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

2012

  1. Disentangling the Channels of the 2007-2009 Recession
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (47)
  2. Inflation and Unit Labor Cost
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (7)
    See also Journal Article in Journal of Money, Credit and Banking (2012)

2010

  1. Estimating Turning Points Using Large Data Sets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in Journal of Econometrics (2014)
  2. Financial Conditions Indexes: A Fresh Look after the Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (96)
  3. Modeling Inflation After the Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)
    See also Journal Article in Proceedings - Economic Policy Symposium - Jackson Hole (2010)

2009

  1. Low-Frequency Robust Cointegration Testing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2013)

2008

  1. Aggregate Shocks and the Variability of Industrial Production
    2008 Meeting Papers, Society for Economic Dynamics
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (11)
    Working Paper, Federal Reserve Bank of Richmond (2008) Downloads View citations (34)

    See also Journal Article in Journal of Political Economy (2011)
  2. Phillips Curve Inflation Forecasts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (85)
    See also Journal Article in Conference Series ; [Proceedings] (2008)

2007

  1. Measuring changes in the value of the numeraire
    2007 Meeting Papers, Society for Economic Dynamics Downloads View citations (3)
  2. Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  3. Relative Goods’ Prices and Pure Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)

2006

  1. A,B,C's (and D's)'s for Understanding VARS
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (11)
    See also Journal Article in American Economic Review (2007)
  2. Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article in Econometrica (2008)
  3. Testing Models of Low-Frequency Variability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Econometrica (2008)
  4. Why Has U.S. Inflation Become Harder to Forecast?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (27)
    See also Journal Article in Journal of Money, Credit and Banking (2007)

2005

  1. A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (41)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2005) Downloads View citations (12)

    See also Journal Article in Journal of Econometrics (2006)
  2. Implications of Dynamic Factor Models for VAR Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (346)

2003

  1. Understanding Changes in International Business Cycle Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (110)
    See also Journal Article in Journal of the European Economic Association (2005)

2002

  1. Has the Business Cycle Changed and Why?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (538)
    See also Chapter (2003)

2001

  1. Empirical Bayes Forecasts of One Time Series Using Many Predictors
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (6)
  2. Forecasting Output and Inflation: The Role of Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (93)
    See also Journal Article in Journal of Economic Literature (2003)
  3. Prices, Wages and the U.S. NAIRU in the 1990s
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (39)

1999

  1. Forecasting Inflation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (607)
    See also Journal Article in Journal of Monetary Economics (1999)

1998

  1. A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (64)
  2. Business Cycle Fluctuations in U.S. Macroeconomic Time Series
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (114)
    See also Chapter (1999)
  3. Diffusion Indexes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (203)

1996

  1. Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
  2. How Precise are Estimates of the Natural Rate of Unemployment?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (105)
    See also Chapter (1997)

1995

  1. Money, prices, interest rates and the business cycle
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago Downloads View citations (42)
    See also Journal Article in The Review of Economics and Statistics (1996)

1994

  1. Estimating Deterministic Trends in the Presence of Serially Correlated Errors
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (1)

    See also Journal Article in The Review of Economics and Statistics (1997)
  2. Evidence on Structural Instability in Macroeconomic Time Series Relations
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1994) View citations (14)

    See also Journal Article in Journal of Business & Economic Statistics (1996)
  3. Testing for Cointegration When Some of the Contributing Vectors are Known
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  4. The post-war U.S. Phillips curve: a revisionist econometric history
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (51)
    See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (1994)
  5. The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago

1993

  1. Testing for cointegration when some of the cointegrating vectors are known
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago
  2. Vector autoregressions and cointegration
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (5)
    See also Chapter (1986)

1992

  1. A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (41)
    See also Chapter (1993)
  2. A procedure for predicting recessions with leading indicators: econometric issues and recent performance
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (11)
  3. Business Cycle Durations and Postwar Stabilization of the U.S. Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (3)

    See also Journal Article in American Economic Review (1994)
  4. Testing Long Run Neutrality
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1992) View citations (29)

    See also Journal Article in Economic Quarterly (1997)

1991

  1. A simple estimator of cointegrating vectors in higher order integrated systems
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (6)
    See also Journal Article in Econometrica (1993)
  2. Measures of Fit for Calibrated Models
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago (1991) View citations (2)

    See also Journal Article in Journal of Political Economy (1993)
  3. Stochastic trends and economic fluctuations
    Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago View citations (584)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1987) Downloads View citations (39)

    See also Journal Article in American Economic Review (1991)

1990

  1. Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

1989

  1. A Simple MLE of Cointegrating Vectors in Higher Order Integrated Systems
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  2. NEW INDEXES OF COINCIDENT AND LEADING ECONOMIC INDICATORS
    Working Papers, Harvard - J.F. Kennedy School of Government View citations (520)
    See also Chapter (1989)

1988

  1. A Probability Model of The Coincident Economic Indicators
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (71)
  2. Sources of Business Cycle Fluctuations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (70)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988) Downloads View citations (296)

    See also Chapter (1988)

1987

  1. Interpreting Evidence on Money-Income Causality
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (36)

1984

  1. Are Business Cycles All Alike?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    See also Chapter (1986)

1983

  1. Seasonal Adjustment with Measurement Error Present
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

1982

  1. Bubbles, Rational Expectations and Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (102)

Undated

  1. Consistent factor estimation in dynamic factor models with structural instability
    Working Paper, Harvard University OpenScholar Downloads
    See also Journal Article in Journal of Econometrics (2013)
  2. Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (9)
    See also Journal Article in European Economic Review (2003)

Journal Articles

2014

  1. Estimating turning points using large data sets
    Journal of Econometrics, 2014, 178, (P2), 368-381 Downloads View citations (12)
    See also Working Paper (2010)
  2. Inflation Persistence, the NAIRU, and the Great Recession
    American Economic Review, 2014, 104, (5), 31-36 Downloads View citations (13)

2013

  1. Consistent factor estimation in dynamic factor models with structural instability
    Journal of Econometrics, 2013, 177, (2), 289-304 Downloads View citations (29)
    See also Working Paper
  2. Low-frequency robust cointegration testing
    Journal of Econometrics, 2013, 174, (2), 66-81 Downloads View citations (4)
    See also Working Paper (2009)

2012

  1. Generalized Shrinkage Methods for Forecasting Using Many Predictors
    Journal of Business & Economic Statistics, 2012, 30, (4), 481-493 Downloads View citations (58)
  2. Inflation and Unit Labor Cost
    Journal of Money, Credit and Banking, 2012, 44, 111-149 Downloads View citations (7)
    See also Working Paper (2012)

2011

  1. Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production
    Journal of Political Economy, 2011, 119, (1), 1 - 38 Downloads View citations (99)
    See also Working Paper (2008)

2010

  1. Indicators for Dating Business Cycles: Cross-History Selection and Comparisons
    American Economic Review, 2010, 100, (2), 16-19 Downloads View citations (14)
  2. Modeling inflation after the crisis
    Proceedings - Economic Policy Symposium - Jackson Hole, 2010, 173-220 Downloads View citations (31)
    See also Working Paper (2010)
  3. Recollections of Clive Granger
    Journal of Financial Econometrics, 2010, 8, (2), 171-171 Downloads
  4. Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
    American Economic Journal: Macroeconomics, 2010, 2, (3), 128-57 Downloads View citations (15)
    See also Working Paper (2007)

2008

  1. Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
    Econometrica, 2008, 76, (1), 155-174 Downloads View citations (100)
    See also Working Paper (2006)
  2. Phillips curve inflation forecasts
    Conference Series ; [Proceedings], 2008, 53 Downloads View citations (76)
    See also Working Paper (2008)
  3. Testing Models of Low-Frequency Variability
    Econometrica, 2008, 76, (5), 979-1016 Downloads View citations (26)
    See also Working Paper (2006)

2007

  1. ABCs (and Ds) of Understanding VARs
    American Economic Review, 2007, 97, (3), 1021-1026 Downloads View citations (156)
    See also Working Paper (2006)
  2. Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
    Journal of Business & Economic Statistics, 2007, 25, 91-96 Downloads View citations (109)
  3. Erratum to "Why Has U.S. Inflation Become Harder to Forecast?"
    Journal of Money, Credit and Banking, 2007, 39, (7), 1849-1849 Downloads View citations (213)
  4. How accurate are real-time estimates of output trends and gaps?
    Economic Quarterly, 2007, (Spr), 143-161 Downloads View citations (40)
  5. Journal of Applied Econometrics Annual Lecture Series
    Journal of Applied Econometrics, 2007, 22, (3), 701-701 Downloads
  6. On the sources of the Great Moderation - discussion
    Proceedings, 2007, (Nov) Downloads
  7. Why Has U.S. Inflation Become Harder to Forecast?
    Journal of Money, Credit and Banking, 2007, 39, (s1), 3-33 Downloads View citations (445)
    See also Working Paper (2006)

2006

  1. A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
    Journal of Econometrics, 2006, 135, (1-2), 499-526 Downloads View citations (251)
    See also Working Paper (2005)

2005

  1. Commentary on "what's real about the business cycle?"
    Review, 2005, (Jul), 453-458 Downloads
  2. Has inflation become harder to forecast?
    Proceedings, 2005 Downloads View citations (3)
  3. Understanding Changes In International Business Cycle Dynamics
    Journal of the European Economic Association, 2005, 3, (5), 968-1006 Downloads View citations (233)
    See also Working Paper (2003)

2004

  1. Combination forecasts of output growth in a seven-country data set
    Journal of Forecasting, 2004, 23, (6), 405-430 Downloads View citations (297)
  2. Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply
    Journal of Money, Credit and Banking, 2004, 36, (2), 287-91 View citations (75)

2003

  1. Forecasting Output and Inflation: The Role of Asset Prices
    Journal of Economic Literature, 2003, 41, (3), 788-829 Downloads View citations (479)
    Also in Proceedings, 2001, (Mar) (2001) Downloads View citations (83)

    See also Working Paper (2001)
  2. Has the business cycle changed?
    Proceedings - Economic Policy Symposium - Jackson Hole, 2003, 9-56 Downloads View citations (127)
  3. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
    European Economic Review, 2003, 47, (1), 1-18 Downloads View citations (208)
    See also Working Paper

2002

  1. Assessing changes in the monetary transmission mechanism: a VAR approach: commentary
    Economic Policy Review, 2002, (May), 113-116 Downloads View citations (2)
  2. Forecasting Using Principal Components From a Large Number of Predictors
    Journal of the American Statistical Association, 2002, 97, 1167-1179 Downloads View citations (713)
  3. Low cost light traps for coral reef fishery research and sustainable ornamental fisheries
    Naga, 2002, 25, (2), 4-7 Downloads
  4. Macroeconomic Forecasting Using Diffusion Indexes
    Journal of Business & Economic Statistics, 2002, 20, (2), 147-62 View citations (776)
  5. Market anticipations of monetary policy actions - commentary
    Review, 2002, (Jul), 95-98 Downloads
  6. System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations
    Computational Economics, 2002, 20, (1-2), 57-86 Downloads View citations (42)

2001

  1. Vector Autoregressions
    Journal of Economic Perspectives, 2001, 15, (4), 101-115 Downloads View citations (262)

2000

  1. Recent changes in trend and cycle, remarks
    Proceedings, 2000 Downloads

1999

  1. A dynamic factor model framework for forecast combination
    Spanish Economic Review, 1999, 1, (2), 91-121 Downloads View citations (28)
  2. Explaining the increased variability in long-term interest rates
    Economic Quarterly, 1999, (Fall), 71-96 Downloads View citations (32)
  3. Forecasting inflation
    Journal of Monetary Economics, 1999, 44, (2), 293-335 Downloads View citations (622)
    See also Working Paper (1999)
  4. Special Section on Consumer Price Research: Introduction
    Journal of Business & Economic Statistics, 1999, 17, (2), 137-40 View citations (1)

1998

  1. The Solution of Singular Linear Difference Systems under Rational Expectations
    International Economic Review, 1998, 39, (4), 1015-26 View citations (137)

1997

  1. Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990."
    Journal of Money, Credit and Banking, 1997, 29, (4), 753-55
  2. Estimating Deterministic Trends In The Presence Of Serially Correlated Errors
    The Review of Economics and Statistics, 1997, 79, (2), 184-200 Downloads View citations (52)
    See also Working Paper (1994)
  3. Systematic Monetary Policy and the Effects of Oil Price Shocks
    Brookings Papers on Economic Activity, 1997, 28, (1), 91-157 Downloads View citations (437)
  4. Testing long-run neutrality
    Economic Quarterly, 1997, (Sum), 69-101 Downloads View citations (80)
    See also Working Paper (1992)
  5. The NAIRU, Unemployment and Monetary Policy
    Journal of Economic Perspectives, 1997, 11, (1), 33-49 Downloads View citations (263)

1996

  1. Evidence on Structural Instability in Macroeconomic Time Series Relations
    Journal of Business & Economic Statistics, 1996, 14, (1), 11-30 View citations (387)
    See also Working Paper (1994)
  2. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment
    Journal of Business & Economic Statistics, 1996, 14, (3), 394-96 View citations (1)
  3. Money, Prices, Interest Rates and the Business Cycle
    The Review of Economics and Statistics, 1996, 78, (1), 35-53 Downloads View citations (148)
    See also Working Paper (1995)

1995

  1. Temporal instability of the unemployment-inflation relationship
    Economic Perspectives, 1995, (May), 2-12 Downloads View citations (51)
  2. Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified
    Econometric Theory, 1995, 11, (05), 984-1014 Downloads View citations (96)

1994

  1. Business-Cycle Durations and Postwar Stabilization of the U.S. Economy
    American Economic Review, 1994, 84, (1), 24-46 Downloads View citations (81)
    See also Working Paper (1992)
  2. Rejoinder to Evans and McCallum
    Carnegie-Rochester Conference Series on Public Policy, 1994, 41, (1), 243-250 Downloads
  3. The post-war U.S. phillips curve: a revisionist econometric history
    Carnegie-Rochester Conference Series on Public Policy, 1994, 41, (1), 157-219 Downloads View citations (83)
    See also Working Paper (1994)

1993

  1. A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
    Econometrica, 1993, 61, (4), 783-820 Downloads View citations (1206)
    See also Working Paper (1991)
  2. Measures of Fit for Calibrated Models
    Journal of Political Economy, 1993, 101, (6), 1011-41 Downloads View citations (187)
    See also Working Paper (1991)

1991

  1. Stochastic Trends and Economic Fluctuations
    American Economic Review, 1991, 81, (4), 819-40 Downloads View citations (657)
    See also Working Paper (1991)
  2. Using econometric models to predict recessions
    Economic Perspectives, 1991, (Nov), 14-25 Downloads View citations (6)

1990

  1. Inference in Linear Time Series Models with Some Unit Roots
    Econometrica, 1990, 58, (1), 113-44 Downloads View citations (815)

1989

  1. Interpreting the evidence on money-income causality
    Journal of Econometrics, 1989, 40, (1), 161-181 Downloads View citations (199)
  2. MTS: A Review
    Journal of Applied Econometrics, 1989, 4, (2), 205-06 Downloads
  3. Recursive solution methods for dynamic linear rational expectations models
    Journal of Econometrics, 1989, 41, (1), 65-89 Downloads View citations (21)

1988

  1. A Reexamination of Friedman's Consumption Puzzle: Comment
    Journal of Business & Economic Statistics, 1988, 6, (4), 408-09
  2. The convergence of multivariate unit root distributions to their asymptotic limits: The case of money-income causality
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 489-502 Downloads View citations (1)
  3. Variable Trends in Economic Time Series
    Journal of Economic Perspectives, 1988, 2, (3), 147-74 Downloads View citations (152)

1987

  1. Vector Autoregressions and Reality: Comment
    Journal of Business & Economic Statistics, 1987, 5, (4), 451-53 View citations (1)

1986

  1. Does GNP have a unit root?
    Economics Letters, 1986, 22, (2-3), 147-151 Downloads View citations (20)
  2. Univariate detrending methods with stochastic trends
    Journal of Monetary Economics, 1986, 18, (1), 49-75 Downloads View citations (278)

1985

  1. A dymimic model of housing price determination
    Journal of Econometrics, 1985, 28, (3), 307-326 Downloads View citations (12)
  2. Bank Rate Policy under the Interwar Gold Standard: A Dynamic Probit Model
    Economic Journal, 1985, 95, (379), 725-45 Downloads View citations (79)
  3. Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative
    The Review of Economics and Statistics, 1985, 67, (2), 341-46 Downloads View citations (14)

1984

  1. Testing the interpretation of indices in a macroeconomic index model
    Journal of Monetary Economics, 1984, 13, (2), 165-181 Downloads View citations (4)

1983

  1. Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
    Journal of Econometrics, 1983, 23, (3), 385-400 Downloads View citations (118)
  2. Imperfect Information and Wage Inertia in the Business Cycle: A Comment
    Journal of Political Economy, 1983, 91, (5), 876-79 Downloads

Books

1993

  1. Business Cycles, Indicators and Forecasting
    NBER Books, National Bureau of Economic Research, Inc View citations (38)

Edited books

2010

  1. Volatility and Time Series Econometrics: Essays in Honor of Robert Engle
    OUP Catalogue, Oxford University Press View citations (11)

2001

  1. Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J
    Cambridge Books, Cambridge University Press
  2. Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J
    Cambridge Books, Cambridge University Press
  3. Essays in Econometrics Real Author-Name:Granger,Clive W. J
    Cambridge Books, Cambridge University Press
  4. Essays in Econometrics Real Author-Name:Granger,Clive W. J
    Cambridge Books, Cambridge University Press
  5. Essays in Econometrics Real Author-Name:Granger,Clive W. J
    Cambridge Books, Cambridge University Press

1993

  1. Business Cycles, Indicators, and Forecasting
    National Bureau of Economic Research Books, University of Chicago Press View citations (22)

Chapters

2015

  1. Comment on "Trends and Cycles in China's Macroeconomy"
    A chapter in NBER Macroeconomics Annual 2015, Volume 30, 2015, pp 85-89 Downloads

2013

  1. Comment on "Shocks and Crashes"
    A chapter in NBER Macroeconomics Annual 2013, Volume 28, 2013, pp 367-378 Downloads

2006

  1. Forecasting with Many Predictors
    Elsevier Downloads View citations (99)

2003

  1. Has the Business Cycle Changed and Why?
    A chapter in NBER Macroeconomics Annual 2002, Volume 17, 2003, pp 159-230 Downloads View citations (112)
    See also Working Paper (2002)

1999

  1. Business cycle fluctuations in us macroeconomic time series
    Chapter 01 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 3-64 Downloads View citations (167)
    See also Working Paper (1998)

1997

  1. How Precise Are Estimates of the Natural Rate of Unemployment?
    A chapter in Reducing Inflation: Motivation and Strategy, 1997, pp 195-246 Downloads View citations (150)
    See also Working Paper (1996)

1993

  1. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
    A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 95-156 Downloads View citations (70)
    See also Working Paper (1992)
  2. Introduction to "Business Cycles, Indicators and Forecasting"
    A chapter in Business Cycles, Indicators and Forecasting, 1993, pp 1-10 Downloads View citations (32)

1989

  1. New Indexes of Coincident and Leading Economic Indicators
    A chapter in NBER Macroeconomics Annual 1989, Volume 4, 1989, pp 351-409 Downloads View citations (560)
    See also Working Paper (1989)

1988

  1. Sources of Business Cycles Fluctuations
    A chapter in NBER Macroeconomics Annual 1988, Volume 3, 1988, pp 111-156 Downloads View citations (151)
    See also Working Paper (1988)

1986

  1. Are Business Cycles All Alike?
    A chapter in The American Business Cycle: Continuity and Change, 1986, pp 123-180 Downloads View citations (120)
    See also Working Paper (1984)
  2. Vector autoregressions and cointegration
    Chapter 47 in Handbook of Econometrics, 1986, vol. 4, pp 2843-2915 Downloads View citations (2)
    See also Working Paper (1993)

1984

  1. Time series and spectral methods in econometrics
    Chapter 17 in Handbook of Econometrics, 1984, vol. 2, pp 979-1022 Downloads View citations (10)

Software Items

 
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