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Vector autoregressions and cointegration
Watson, Mark W. - Federal Reserve Bank of Chicago - 1993
Persistent link: https://www.econbiz.de/10005515116
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The post-war U.S. Phillips curve: a revisionist econometric history
King, Robert G.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10005515119
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene; Watson, Mark W. - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10005519104
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Business cycle durations and postwar stabilization of the U.S. economy
Watson, Mark W. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10005519110
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Stochastic trends and economic fluctuations
King, Robert G.; Plosser, Charles I.; Stock, James H.; … - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10005519113
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Measures of fit for calibrated models
Watson, Mark W. - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10005519118
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1991
Persistent link: https://www.econbiz.de/10005410915
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.K.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1993
Persistent link: https://www.econbiz.de/10005410945
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A procedure for predicting recessions with leading indicators: econometric issues and recent performance
Stock, James H.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1992
Persistent link: https://www.econbiz.de/10005410947
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Evidence on structural instability in macroeconomic times series relations
Stock, James H.; Watson, Mark W. - Federal Reserve Bank of Chicago - 1994
Persistent link: https://www.econbiz.de/10005724340