Mark Watson | Academic Influence

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According to Wikipedia, Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at the Woodrow Wilson School of Public and International Affairs at Princeton University. Prior to coming to Princeton in 1995, Watson served on the economics faculty at Harvard University and Northwestern University. His research focuses on time-series econometrics, empirical macroeconomics, and macroeconomic forecasting.

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Mark Watson 's Published Works

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Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Papers

A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS (1993) (3758)
Forecasting Using Principal Components From a Large Number of Predictors (2002) (2717)
Macroeconomic Forecasting Using Diffusion Indexes (2002) (2573)
INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS (1990) (2481)
Testing for Common Trends (1988) (2202)
Advances in molecular quantum chemistry contained in the Q-Chem 4 program package (2014) (2146)
Forecasting Output and Inflation: The Role of Asset Prices (2001) (1645)
Stochastic Trends and Economic Fluctuations (1987) (1644)
Systematic Monetary Policy and the Effects of Oil Price Shocks (1997) (1509)
Bubbles, Rational Expectations and Financial Markets (1982) (1324)
The Dalton quantum chemistry program system (2013) (1036)
Combination forecasts of output growth in a seven-country data set (2004) (1021)
Business Cycle Fluctuations in U.S. Macroeconomic Time Series (1998) (979)
Evidence on Structural Instability in Macroeconomic Time Series Relations (1994) (957)
Why Has U.S. Inflation Become Harder to Forecast? (2006) (953)
Sources of Business Cycle Fluctuations (1988) (877)
Disentangling the Channels of the 2007–09 Recession (2012) (876)
Univariate detrending methods with stochastic trends (1986) (853)
A Probability Model of the Coincident Economic Indicators (1988) (738)
A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series (2005) (726)
Why Has U.S. Inflation Become Harder to Forecast (2007) (703)
The NAIRU, Unemployment and Monetary Policy (1997) (669)
Variable Trends in Economic Time Series (1988) (667)
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1998) (608)
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (2006) (591)
Interpreting Evidence on Money-Income Causality (1987) (572)
Forecasting with Many Predictors (2006) (536)
Alternative Algorithms for the Estimation of Dynamic Factor (1983) (495)
Are Business Cycles All Alike? (1984) (491)
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003) (480)
How Precise are Estimates of the Natural Rate of Unemployment? (1996) (466)
ABCs (and Ds) of Understanding VARs (2007) (464)
Money, Prices, Interest Rates and the Business Cycle (1996) (450)
A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates (1981) (435)
Introduction to Econometrics (3 Rd Updated Edition) (2014) (383)
Financial Conditions Indexes: A Fresh Look after the Financial Crisis (2010) (377)
Median unbiased estimation of coefficient variance in a time-varying parameter model (1998) (376)
Vector autoregressions and cointegration (1986) (369)
Phillips Curve Inflation Forecasts (2008) (368)
Testing Long-Run Neutrality (1992) (361)
Measures of Fit for Calibrated Models (1991) (360)
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience (1992) (360)
Dynamic Factor Models (2011) (356)
The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum (1994) (326)
Diffusion Indexes (1998) (315)
Chapter 1 Business cycle fluctuations in us macroeconomic time series (1999) (293)
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018) (290)
Forecasting in dynamic factor models subject to structural instability (2009) (288)
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008) (287)
Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012) (281)
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016) (275)
The Solution of Singular Linear Difference Systems under Rational Expectations (1998) (272)
Modeling Inflation after the Crisis (2010) (255)
Analytical calculation of nuclear magnetic resonance indirect spin–spin coupling constants at the generalized gradient approximation and hybrid levels of density-functional theory (2000) (254)
Business Cycle Durations and Postwar Stabilization of the U.S. Economy (1992) (251)
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel (2007) (249)
Business Cycles, Indicators and Forecasting (1993) (229)
Prices, Wages and the U.S. NAIRU in the 1990s (2001) (225)
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Reply (2004) (220)
Can we improve the perceived quality of economic forecasts (1996) (217)
Chapter 10 Forecasting with Many Predictors (2006) (212)
Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified (1995) (196)
Has inflation become harder to forecast (2005) (188)
Understanding the Evolving Inflation Process (2007) (158)
AN EMPIRICAL COMPARISON OF METHODS FOR FORECASTING USING MANY PREDICTORS (2005) (156)
BANK RATE POLICY UNDER THE INTERWAR GOLD STANDARD: A DYNAMIC PROBIT MODEL* (1985) (152)
Relative Goods&Apos; Prices, Pure Inflation, and the Phillips Correlation (2007) (149)
System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations (2002) (149)
The Disappointing Recovery of Output after 2009 (2017) (149)
Estimating Deterministic Trends in the Presence of Serially Correlated Errors (1994) (141)
Presidents and the U.S. Economy: An Econometric Exploration (2014) (134)
How Did Leading Indicator Forecasts Perform during the 2001 Recession? (2003) (131)
Applied Time Series Analysis of Economic Data. (1985) (124)
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability (2013) (124)
N-Electron Valence State Perturbation Theory Based on a Density Matrix Renormalization Group Reference Function, with Applications to the Chromium Dimer and a Trimer Model of Poly(p-Phenylenevinylene). (2015) (124)
Volatility and Time Series Econometrics (2010) (120)
NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS (2015) (120)
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008) (119)
Estimating Turning Points Using Large Data Sets (2010) (112)
DOES GNP HAVE A UNIT ROOT (1986) (111)
Testing Models of Low-Frequency Variability (2006) (103)
HAR Inference: Recommendations for Practice (2018) (102)
A dynamic factor model framework for forecast combination (1999) (102)
An improved long-range corrected hybrid exchange-correlation functional including a short-range Gaussian attenuation (LCgau-BOP). (2007) (100)
Accelerating Correlated Quantum Chemistry Calculations Using Graphical Processing Units (2010) (99)
Core Inflation and Trend Inflation (2015) (98)
Automated Transition State Search and Its Application to Diverse Types of Organic Reactions. (2017) (97)
Temporal instability of the unemployment-inflation relationship (1995) (97)
How Accurate are Real-Time Estimates of Output Trends and Gaps? (2007) (96)
A Simple Mle of Cointegrating Vectors in Higher Order Integrated Systems (1989) (89)
Advances in Econometrics: The Kalman filter: applications to forecasting and rational-expectations models (1987) (87)
Advances in Economics and Econometrics: Macroeconomic Forecasting Using Many Predictors (2003) (86)
Multiconformation, Density Functional Theory-Based pKa Prediction in Application to Large, Flexible Organic Molecules with Diverse Functional Groups. (2016) (81)
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative (1985) (79)
Inflation and Unit Labor Cost (2012) (78)
Inflation Persistence, the NAIRU, and the Great Recession (2014) (76)
Slack and Cyclically Sensitive Inflation (2019) (74)
Explaining the Increased Variability in Long-Term Interest Rates (1999) (74)
Density functional calculations, using Slater basis sets, with exact exchange (2003) (73)
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons (2010) (69)
Core-excitation energy calculations with a long-range corrected hybrid exchange-correlation functional including a short-range Gaussian attenuation (LCgau-BOP). (2008) (69)
Excited States of Butadiene to Chemical Accuracy: Reconciling Theory and Experiment. (2012) (66)
Nonlinear optical property calculations of polyynes with long-range corrected hybrid exchange-correlation functionals. (2008) (63)
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 (1990) (63)
The Evolution of National and Regional Factors in U.S. Housing Construction (2008) (62)
A dymimic model of housing price determination (1985) (61)
Failure of Conventional Density Functionals for the Prediction of Molecular Crystal Polymorphism: A Quantum Monte Carlo Study (2010) (59)
Inference in Structural Vector Autoregressions identified with an external instrument (2020) (59)
A comparison of Direct and Iterated AR Methods for Forecasting Macroeconomic Series h-Steps Ahead (2006) (58)
Disentangling the Channels of the 2007-2009 Recession April 27 (2012) (58)
Measuring Uncertainty about Long-Run Predictions (2016) (56)
Long-Run Covariability (2017) (56)
Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model (1996) (54)
Inference in structural vars with external instruments (2013) (51)
Linear-scaling formation of Kohn-Sham Hamiltonian: application to the calculation of excitation energies and polarizabilities of large molecular systems. (2004) (51)
Recursive solution methods for dynamic linear rational expectations models (1989) (48)
Twenty Years of Time Series Econometrics in Ten Pictures (2017) (47)
Low-Frequency Econometrics (2015) (45)
Testing for Cointegration When Some of the Contributing Vectors are Known (1994) (44)
An improved long-range corrected hybrid functional with vanishing Hartree-Fock exchange at zero interelectronic distance (LC2gau-BOP). (2009) (41)
Indexes of Coincident and Leading Economic Indicators (1989) (39)
Relative Goods' Prices and Pure Inflation (2008) (37)
Errors in Variables and Seasonal Adjustment Procedures (1985) (37)
Essays in econometrics: Collected Papers of Clive W. J. Granger Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting (2001) (37)
TIME SERIES AND SPECTRAL METHODS IN ECONOMETRICS (1984) (36)
The Kalman Filter: Applications to Forecasting and Rational Expectations Models // Invited Paper to the World Congress of the Econometric Society, Cambridge, 1985, in Advances in Econometrics Fifth World Congress, Volume I, ed. Truman Bewley), pp. 245-283. (1994) (35)
Understanding Changes in International Business Cycle Dynamics May 2003 (2003) (35)
Low-Frequency Robust Cointegration Testing (2009) (33)
Assessing changes in the monetary transmission mechanism: a VAR approach: commentary (2002) (33)
Erratum to “Why Has U.S. Inflation Become Harder to Forecast?” (2007) (33)
The calculation of indirect nuclear spin-spin coupling constants in large molecules. (2004) (32)
Density-functional generalized-gradient and hybrid calculations of electromagnetic properties using Slater basis sets. (2004) (26)
Forecasting in#ation q (1999) (25)
Diffusion Monte Carlo Study of Para-Diiodobenzene Polymorphism Revisited. (2015) (25)
Weighted Averaging Scheme and Local Atomic Descriptor for pKa Prediction Based on Density Functional Theory (2018) (25)
Prices , Wages and the U . S . NAIRU in the 1990 s January (2001) (23)
Using econometric models to predict recessions (1991) (22)
Linear-scaling multipole-accelerated Gaussian and finite-element Coulomb method. (2008) (22)
Assessing Structural VARs [with Comments and Discussion] (2006) (22)
Time-dependent density functional theory of open quantum systems in the linear-response regime. (2010) (21)
Business Cycles, Indicators, and Forecasting (1995) (19)
Empirical Bayes Forecasts of One Time Series Using Many Predictors (2001) (19)
Testing the interpretation of indices in a macroeconomic index model (1984) (18)
Forecasting commercial electricity sales (1987) (16)
The Effect of Silyl and Phenyl Functional Group End Caps on the Nonlinear Optical Properties of Polyynes: A Long-Range Corrected Density Functional Theory Study (2009) (16)
Quantum chemical prediction for complex organic molecules (2018) (16)
Measuring changes in the value of the numeraire (2007) (16)
Aggregate Implications of Changing Sectoral Trends (2019) (15)
Elusive stability: Bank Rate policy under the interwar gold standard (1990) (15)
Anion Stabilization in Electrostatic Environments (2011) (15)
An Econometric Model of International Long-Run Growth Dynamics (2019) (14)
Erratum: “An improved long-range corrected hybrid exchange-correlation functional including a short-range Gaussian attenuation (LCgau-BOP)” [J. Chem. Phys. 127, 154109 (2007)] (2009) (13)
Forecasting Performance (1993) (13)
A linear-scaling spectral-element method for computing electrostatic potentials. (2008) (13)
Construction of the Fock Matrix on a Grid-Based Molecular Orbital Basis Using GPGPUs. (2015) (12)
Electronic structure calculations in arbitrary electrostatic environments. (2012) (12)
Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" (2019) (12)
Comprehensive evidence implies a higher social cost of CO2 (2022) (11)
Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters (1987) (11)
Measuring Uncertainty About Long-Run Prediction (2013) (11)
INFERENCE IN SVARS IDENTIFIED WITH AN EXTERNAL INSTRUMENT.1 (2020) (10)
Time Series: Economic Forecasting (10)
Spatial Correlation Robust Inference (2021) (9)
A Benchmark Quantum Monte Carlo Study of Molecular Crystal Polymorphism: A Challenging Case for Density-Functional Theory (2012) (7)
[Monetary Policy in Real Time]: Comment (2004) (7)
Functional Approximations of Impulse Responses: New Insights into the Asymmetric Effects of Monetary Policy∗ (2017) (6)
Seasonal Adjustment with Measurement Error Present (1983) (6)
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting (2001) (6)
Vector Autoregressions and Reality: Comment (1987) (6)
ESTIMATING TURNING POINTS USING LARGE DATA SETS November 2010 ( Revised June 2012 ) (2010) (5)
Assessment of hybrid, meta-hybrid-GGA, and long-range corrected density functionals for the estimation of enthalpies of formation, barrier heights, and ionisation potentials of selected C1–C5 oxygenates (2015) (5)
Introduction: Econometric forecasting (1996) (5)
Generation of Tautomers Using Micro-pKa's (2019) (5)
WHAT'S NATURAL? KEY MACROECONOMIC PARAMETERS AFTER THE GREAT RECESSION ‡ Inflation Persistence, the NAIRU , and the Great Recession † (2014) (4)
An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting (2020) (4)
Measuring Uncertainty About Long-Run Forecasts (2013) (4)
Why Has GDP Growth Been So Slow to Recover ? (2016) (4)
Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model (2003) (3)
Applications of kalman filter models in econometrics (1983) (3)
The Disappointing Recovery in U.S. Output after 2009 (2018) (3)
Introduction to "Business Cycles, Indicators and Forecasting" (1993) (3)
HAR Inference: Recommendations for Practice Rejoinder (2018) (3)
Causality, integration and cointegration, and long memory (2001) (3)
Comment (2020) (2)
Trend, Seasonal, and Sectoral Inflation in the Euro Area (2019) (2)
Rejoinder to Evans and McCallum (1994) (2)
Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger (2001) (2)
Dynamic Factor Models: A Brief Retrospective (2016) (2)
Spatial Correlation Robust Inference in Linear Regression and Panel Models (2022) (2)
THE CONVERGENCE OF MULTIVARIATE 'UNIT ROOT' DISTRIBUTIONS TO THEIR ASYMPTOTIC LIMITS The Case of Money-Income Causality (1988) (2)
Recent changes in trend and cycle, remarks (2000) (2)
Special Section on Consumer Price Research: Introduction (1999) (2)
Daniel B. Nelson, 1959–1995 (1995) (1)
Macroeconomic Forecasting Using Many Predictors July 2000 ( Revised August 15 , 2000 ) (2000) (1)
MODEL OF HOUSING PRICE DETERMINATION (1985) (1)
Essays in Econometrics: List of Contributors (2001) (1)
COMMON PERSISTENCE IN CONDITIONAL VARIANCES' BY TIM (2007) (1)
Imperfect Information and Wage Inertia in the Business Cycle: A Comment (1983) (1)
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Performance, Working Paper 1992-7 (2017) (1)
Can We Explain the Consumption Excesses Yet? Aggregate Consumption Implications of Bu er Stock Saving Behavior (1998) (1)
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment (1996) (1)
How Have Changing Sectoral Trends Affected GDP Growth (2019) (1)
The Slow Recovery in Output after 2009 (2017) (1)
Modeling Inflation after the Crisis October 2010 (2010) (1)
Essays in Econometrics: Introduction (2001) (1)
Corrected Density Functional Theory (LC-DFT), (2007) (1)
GPU Acceleration of Second‐Order Møller–Plesset Perturbation Theory with Resolution of Identity (2016) (1)
Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies: Comment (1989) (0)
NBER's research program in Economic Fluctuations. Any opinions (1988) (0)
Testing Models of Low-frequency Variability Testing Models of Low-frequency Variability (2008) (0)
Stochastic Trends and Economic Fluctuations, Working Paper 1991-4 (1991) (0)
Journal of Applied Econometrics Annual Lecture Series (2007) (0)
PRELIMINARY DRAFT COMMENTS WELCOME FORECASTING OUTPUT AND INFLATION : THE ROLE OF ASSET PRICES May 2000 ( revised June 6 , 2000 ) (0)
Corrigendum (2022) (0)
Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J (2001) (0)
Essays in Econometrics: Long Memory Series with Attractors (2001) (0)
Appendix to Measuring Uncertainty about Long-Run Predictions by (2015) (0)
Essays in Econometrics Real Author-Name:Granger,Clive W. J (2001) (0)
DALTON2015 { lsDalton Program Manual (2015) (0)
American Economic Association The NAIRU , Unemployment and Monetary Policy (2007) (0)
A Reexamination of Friedman's Consumption Puzzle: Comment (1988) (0)
Comments and Discussion (2017) (0)
14.384 Sample problems (2008) (0)
LSDALTON 2011 Program Manual (2011) (0)
Electronic Structure Calculations in Arbitrary Electrostatic Environment (2012) (0)
Web appendix (not for publication) to “Overtime Labor, Employment Frictions and the New Keynesian Phillips Curve” (2013) (0)
Spatial Unit Roots (2022) (0)
Time Series: Cycles (2015) (0)
Recollections of Clive Granger (2010) (0)
Anion Stabilization in Electrostatic Environments how this access benefits you. Your story matters (2011) (0)
What's Real about the Business Cycle?/Commentary (2005) (0)
Weak-Instrument Asymptotic Distributions for Plug-in SVAR Estimators (2018) (0)
Business Cycles : Cross-History Selection and Comparisons By (2011) (0)
Pattern-free generation and quantum mechanical scoring of ring-chain tautomers (2020) (0)
Aggregate Shocks and the Variability of Industrial Production (2008) (0)
Comment on "Shocks and Crashes" (2013) (0)
DRAFT Disentangling the Channels of the 2007-2009 Recession Prepared for the Brookings Panel on Economic Activity (2012) (0)
Core Inflation and Trend Inflation June 2015 ( Revised November 2015 ) (2015) (0)
Introduction to econometrics / James H. Stock, Harvard University, Mark W. Watson, Princeton University. (2015) (0)
Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." (1997) (0)
Comment on "Trends and Cycles in China's Macroeconomy" (2015) (0)
MTS: A REVIEW (1989) (0)
RELATIVE GOODS ’ PRICES AND PURE INFLATION November 2007 (2007) (0)
Commentary on "Market Anticipations of Monetary Policy Actions" (2002) (0)
Old problems: Multicentre transition metal chemistry, organic excited states, molecular crystal binding energies, and current limits of ab initio quantum methods (2012) (0)
[Inflation Indicators and Inflation Policy]: Comment (1995) (0)
Electronic Structure Calculations in Arbitrary Electrostatic Environment this access benefits you. Your matters (2012) (0)
Modeling Inflation After the Crisis August 5 , 2010 (2010) (0)
Market anticipations of monetary policy actions - commentary (2002) (0)
Commentary on \\"what's real about the business cycle?\\" (2005) (0)
Sectoral and Aggregate Structural Change (2019) (0)
1 P 108 Linear-scaling formation of the Kohn-Sham Hamiltonian : application to the calculation of molecular properties in large molecules (2004) (0)
NBER WORKING PAPER SERIES RELATIVE GOODS' PRICES AND PURE INFLATION (2007) (0)
Spatial Correlation Robust Inference (cid:3) (2022) (0)
SEASONAL ADJUSTMENT OF PRELIMINARY DATA (2002) (0)
Essays in Econometrics: Developments in the Study of Cointegrated Economic Variables (2001) (0)
Comment (2016) (0)
NBER WORKING PAPER SERIES SLACK AND CYCLICALLY SENSITIVE INFLATION (2019) (0)

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