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Measuring uncertainty about long-run prediction
Müller, Ulrich K.; Watson, Mark W. - 2013
Persistent link: https://www.econbiz.de/10009730746
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - 2006
Persistent link: https://www.econbiz.de/10003389841
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Testing models of low-frequency variability
Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 979-1016
Persistent link: https://www.econbiz.de/10003765857
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Business cycle durations and postwar stabilization of the US economy
Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136615
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Using econometric models to predict recessions
Watson, Mark W. - In: Economic perspectives 15 (1991) 6, pp. 14-25
Persistent link: https://www.econbiz.de/10001114768
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Measures of fit for calibrated models
Watson, Mark W. - In: Journal of political economy 101 (1993) 6, pp. 1011-1041
Persistent link: https://www.econbiz.de/10001153969
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Macroeconomic forecasting using many predictors
Watson, Mark W. - 2003
Persistent link: https://www.econbiz.de/10001771759
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Explaining the increased variability in long-term interest rates
Watson, Mark W. - In: Economic quarterly 85 (1999) 4, pp. 71-96
Persistent link: https://www.econbiz.de/10001492422
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How accurate are real-time estimates of output trends and gaps?
Watson, Mark W. - In: Economic quarterly 93 (2007) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10003507701
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Testing long run neutrality
King, Robert G.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136752