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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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Univariate detrending method with stochastic trends
Watson, Mark W. - 1985
Persistent link: https://www.econbiz.de/10013361180
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Recursive solution methods for dynamic linear rational expectations models
Watson, Mark W. - 1985
Persistent link: https://www.econbiz.de/10013361185
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A procedure for predicting recessions with leading indicators : econometric issues and recent experience
Stock, James H.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136624
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Testing long run neutrality
King, Robert G.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10000136752
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Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.; Watson, Mark W. - 1996
Persistent link: https://www.econbiz.de/10000945159
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Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000920892
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene - 1994
Persistent link: https://www.econbiz.de/10000920895
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Sources of business cycle fluctuations
Shapiro, Matthew D.; Watson, Mark W. - 1988
Persistent link: https://www.econbiz.de/10000749318