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Mark W. Watson

Global rank #387 99%

Institution: Princeton University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.princeton.edu/~mwatson/

First Publication: 1983

Most Recent: 2018

RePEc ID: pwa582 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 3.02 1.01 0.50 0.00 14.58
All Time 14.41 17.93 4.36 0.00 98.36

Publication Statistics

Raw Publications 36
Coauthorship-Adjusted Count 37.87

Publications (36)

Year Article Journal Tier Authors
2018 Long‐Run Covariability Econometrica S 2
2017 The Disappointing Recovery of Output after 2009 Brookings Papers on Economic Activity B 4
2016 Presidents and the US Economy: An Econometric Exploration American Economic Review S 2
2016 Measuring Uncertainty about Long-Run Predictions Review of Economic Studies S 2
2016 Core Inflation and Trend Inflation Review of Economics and Statistics A 2
2015 Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis Econometrica S 3
2014 Inflation Persistence, the NAIRU, and the Great Recession American Economic Review S 1
2014 Estimating turning points using large data sets Journal of Econometrics A 2
2013 Consistent factor estimation in dynamic factor models with structural instability Journal of Econometrics A 4
2013 Low-frequency robust cointegration testing Journal of Econometrics A 2
2012 Disentangling the Channels of the 2007-09 Recession Brookings Papers on Economic Activity B 2
2012 Generalized Shrinkage Methods for Forecasting Using Many Predictors Journal of Business & Economic Statistics A 2
2011 Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production Journal of Political Economy S 3
2010 Relative Goods' Prices, Pure Inflation, and the Phillips Correlation American Economic Journal: Macroeconomics A 2
2010 Indicators for Dating Business Cycles: Cross-History Selection and Comparisons American Economic Review S 2
2007 ABCs (and Ds) of Understanding VARs American Economic Review S 4
2006 A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series Journal of Econometrics A 3
2003 Macroeconomic forecasting in the Euro area: Country specific versus area-wide information European Economic Review B 3
1999 Forecasting inflation Journal of Monetary Economics A 2
1997 Systematic Monetary Policy and the Effects of Oil Price Shocks Brookings Papers on Economic Activity B 3
1997 Estimating Deterministic Trends In The Presence Of Serially Correlated Errors Review of Economics and Statistics A 2
1996 Money, Prices, Interest Rates and the Business Cycle. Review of Economics and Statistics A 2
1995 Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified Econometric Theory B 2
1994 Business-Cycle Durations and Postwar Stabilization of the U.S. Economy. American Economic Review S 1
1993 Measures of Fit for Calibrated Models. Journal of Political Economy S 1
1991 Stochastic Trends and Economic Fluctuations. American Economic Review S 4
1989 Interpreting the evidence on money-income causality Journal of Econometrics A 2
1989 Recursive solution methods for dynamic linear rational expectations models Journal of Econometrics A 1
1988 The convergence of multivariate unit root distributions to their asymptotic limits : The case of money-income causality Journal of Economic Dynamics and Control B 4
1986 Does GNP have a unit root? Economics Letters C 2
1986 Univariate detrending methods with stochastic trends Journal of Monetary Economics A 1
1985 A dymimic model of housing price determination Journal of Econometrics A 3
1985 Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative. Review of Economics and Statistics A 2
1984 Testing the interpretation of indices in a macroeconomic index model Journal of Monetary Economics A 2
1983 Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models Journal of Econometrics A 2
1983 Imperfect Information and Wage Inertia in the Business Cycle: A Comment. Journal of Political Economy S 1