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Evidence on structural instability in macroeconomic time series relations

Stock, James H.; Watson, Mark W. - 1994

Persistent link: https://www.econbiz.de/10000896424

Diffusion indexes

Stock, James H.; Watson, Mark W. - 1998

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How precise are estimates of the natural rate of unemployment?

Staiger, Douglas; Stock, James H.; Watson, Mark W. - 1996

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Forecasting in dynamic factor models subject to structural instability

Stock, James H.; Watson, Mark W. - In: The methodology and practice of econometrics : a …, (pp. 173-205). 2009

Persistent link: https://www.econbiz.de/10003857840

Estimating turning points using large data sets

Stock, James H.; Watson, Mark W. - In: Journal of econometrics 178 (2014) 1, pp. 368-381

Persistent link: https://www.econbiz.de/10010256839

Estimating turning points using large data sets

Stock, James H.; Watson, Mark W. - 2010

"Dating business cycles entails ascertaining economy-wide turning points. Broadly speaking, there are two approaches in the literature. The first approach, which dates to Burns and Mitchell (1946), is to identify turning points individually in a large number of series, then to look for a common...

Persistent link: https://www.econbiz.de/10008757619