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~isPartOf:"Working paper series / Research Department, Federal Reserve Bank of Chicago"
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Measures of fit for calibrated models
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000816610
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2
Vector autoregressions and cointegration
Watson, Mark W.
-
1993
Persistent link: https://www.econbiz.de/10000892029
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3
The post-war US Phillips curve : a revisionist econometric history
King, Robert G.
;
Watson, Mark W.
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1994
Persistent link: https://www.econbiz.de/10000901612
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4
The post-war US Phillips curve : a revisionist econometric history ; response to Evans and McCallum
King, Robert G.
;
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10000901617
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5
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
;
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10000901620
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6
Money, prices, interest rates and the business cycle
King, Robert G.
;
Watson, Mark W.
-
1995
Persistent link: https://www.econbiz.de/10000917725
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7
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
8
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
;
Watson, Mark W.
-
1993
Persistent link: https://www.econbiz.de/10000892028
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9
A procedure for predicting recessions with leading indicators : econometric issues and recent performance
Stock, James H.
;
Watson, Mark W.
-
1993
Persistent link: https://www.econbiz.de/10000892099
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10
Evidence on structural instability in macroeconomic time series relations
Stock, James H.
;
Watson, Mark W.
-
1994
Persistent link: https://www.econbiz.de/10000896424
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