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Vector autoregressions and cointegration
Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892029
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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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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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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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Imperfect information and wage inertia in the business cycle : a comment
Watson, Mark W. - In: Journal of political economy 91 (1983) 5, pp. 876-879
Persistent link: https://www.econbiz.de/10002973374
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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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A test for regression coefficient stability when a parameter is identified only under the alternative
Watson, Mark W. - 1982
Persistent link: https://www.econbiz.de/10001532164
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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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Univariate detrending methods with stochastic trends
Watson, Mark W. - In: Journal of monetary economics 18 (1986) 1, pp. 49-75
Persistent link: https://www.econbiz.de/10001025027