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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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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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Sources of business cycle fluctuations
Shapiro, Matthew D.; Watson, Mark W. - 1988 - rev
Persistent link: https://www.econbiz.de/10000126423
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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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Introduction to econometrics
Stock, James H.; Watson, Mark W. - 2007 - 2. ed., Pearson international ed.
Persistent link: https://www.econbiz.de/10000322210
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The post-war US Phillips curve : a revisionist econometric history
King, Robert G.; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000901612
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The post-war US Phillips curve : a revisionist econometric history ; response to Evans and McCallum
King, Robert G.; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000901617
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Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000901620