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Macroeconomic forecasting using many predictors
Watson, Mark W. - 2003
Persistent link: https://www.econbiz.de/10001771759
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Measures of fit for calibrated models
Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10013452201
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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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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.; Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892028
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A procedure for predicting recessions with leading indicators : econometric issues and recent performance
Stock, James H.; Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892099
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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
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Sources of business cycle fluctuations
Shapiro, Matthew D.; Watson, Mark W. - 1988
Persistent link: https://www.econbiz.de/10000749318
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.; Watson, Mark W. - 1991
Persistent link: https://www.econbiz.de/10000812979
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A probability model of the coincident economic indicators
Stock, James H.; Watson, Mark W. - 1988
Persistent link: https://www.econbiz.de/10000757939