Mark Watson | Academic Influence

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Mark Watson

Economics

#508

World Rank

#625

Historical Rank

#306

USA Rank

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Economics

Mark Watson 's Degrees

Masters Economics University of Chicago

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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

Number of citations in a given year to any of this author's works

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 Works

A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS (1993) (3858)
Forecasting Using Principal Components From a Large Number of Predictors (2002) (2771)
Macroeconomic Forecasting Using Diffusion Indexes (2002) (2603)
INFERENCE IN LINEAR TIME SERIES MODELS WITH SOME UNIT ROOTS (1990) (2509)
Testing for Common Trends (1988) (2223)
Advances in molecular quantum chemistry contained in the Q-Chem 4 program package (2014) (2204)
Forecasting Output and Inflation: The Role of Asset Prices (2001) (1660)
Stochastic Trends and Economic Fluctuations (1987) (1646)
Systematic Monetary Policy and the Effects of Oil Price Shocks (1997) (1531)
Bubbles, Rational Expectations and Financial Markets (1982) (1338)
The Dalton quantum chemistry program system (2013) (1066)
Combination forecasts of output growth in a seven-country data set (2004) (1045)
Business Cycle Fluctuations in U.S. Macroeconomic Time Series (1998) (986)
Evidence on Structural Instability in Macroeconomic Time Series Relations (1994) (972)
Why Has U.S. Inflation Become Harder to Forecast? (2006) (961)
Disentangling the Channels of the 2007–09 Recession (2012) (888)
Sources of Business Cycle Fluctuations (1988) (880)
Univariate detrending methods with stochastic trends (1986) (860)
A Probability Model of the Coincident Economic Indicators (1988) (751)
A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series (2005) (745)
Why Has U.S. Inflation Become Harder to Forecast (2007) (715)
Variable Trends in Economic Time Series (1988) (673)
The NAIRU, Unemployment and Monetary Policy (1997) (671)
Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (2006) (613)
A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1998) (612)
Interpreting Evidence on Money-Income Causality (1987) (579)
Forecasting with Many Predictors (2006) (546)
Alternative Algorithms for the Estimation of Dynamic Factor (1983) (505)
Are Business Cycles All Alike? (1984) (494)
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003) (482)
ABCs (and Ds) of Understanding VARs (2007) (470)
How Precise are Estimates of the Natural Rate of Unemployment? (1996) (468)
Money, Prices, Interest Rates and the Business Cycle (1996) (451)
A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates (1981) (440)
Introduction to Econometrics (3 Rd Updated Edition) (2014) (382)
Financial Conditions Indexes: A Fresh Look after the Financial Crisis (2010) (382)
Median unbiased estimation of coefficient variance in a time-varying parameter model (1998) (378)
Phillips Curve Inflation Forecasts (2008) (373)
Vector autoregressions and cointegration (1986) (372)
Dynamic Factor Models (2011) (370)
A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience (1992) (366)
Testing Long-Run Neutrality (1992) (363)
Measures of Fit for Calibrated Models (1991) (360)
The post-war U.S. Phillips curve: a revisionist econometric history: response to Evans and McCallum (1994) (326)
Diffusion Indexes (1998) (317)
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments (2018) (305)
Chapter 1 Business cycle fluctuations in us macroeconomic time series (1999) (294)
Forecasting in dynamic factor models subject to structural instability (2009) (291)
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016) (290)
Sectoral versus Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008) (288)
Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012) (283)
The Solution of Singular Linear Difference Systems under Rational Expectations (1998) (272)
Modeling Inflation after the Crisis (2010) (261)
Analytical calculation of nuclear magnetic resonance indirect spin–spin coupling constants at the generalized gradient approximation and hybrid levels of density-functional theory (2000) (256)
Business Cycle Durations and Postwar Stabilization of the U.S. Economy (1992) (252)
Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel (2007) (249)
Business Cycles, Indicators and Forecasting (1993) (231)
Prices, Wages and the U.S. NAIRU in the 1990s (2001) (227)
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Reply (2004) (219)
Can we improve the perceived quality of economic forecasts (1996) (218)
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) (189)
Understanding the Evolving Inflation Process (2007) (160)
AN EMPIRICAL COMPARISON OF METHODS FOR FORECASTING USING MANY PREDICTORS (2005) (157)
The Disappointing Recovery of Output after 2009 (2017) (154)
BANK RATE POLICY UNDER THE INTERWAR GOLD STANDARD: A DYNAMIC PROBIT MODEL* (1985) (153)
Relative Goods&Apos; Prices, Pure Inflation, and the Phillips Correlation (2007) (152)
System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations (2002) (149)
Estimating Deterministic Trends in the Presence of Serially Correlated Errors (1994) (142)
Presidents and the U.S. Economy: An Econometric Exploration (2014) (139)
How Did Leading Indicator Forecasts Perform during the 2001 Recession? (2003) (133)
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) (127)
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability (2013) (127)
Applied Time Series Analysis of Economic Data. (1985) (124)
NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS (2015) (122)
Volatility and Time Series Econometrics (2010) (122)
Estimating Turning Points Using Large Data Sets (2010) (121)
Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production (2008) (119)
DOES GNP HAVE A UNIT ROOT (1986) (111)
HAR Inference: Recommendations for Practice (2018) (107)
Testing Models of Low-Frequency Variability (2006) (106)
A dynamic factor model framework for forecast combination (1999) (105)
Automated Transition State Search and Its Application to Diverse Types of Organic Reactions. (2017) (102)
Accelerating Correlated Quantum Chemistry Calculations Using Graphical Processing Units (2010) (101)
An improved long-range corrected hybrid exchange-correlation functional including a short-range Gaussian attenuation (LCgau-BOP). (2007) (100)
Core Inflation and Trend Inflation (2015) (100)
How Accurate are Real-Time Estimates of Output Trends and Gaps? (2007) (97)
Temporal instability of the unemployment-inflation relationship (1995) (97)
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)
Multiconformation, Density Functional Theory-Based pKa Prediction in Application to Large, Flexible Organic Molecules with Diverse Functional Groups. (2016) (86)
Advances in Economics and Econometrics: Macroeconomic Forecasting Using Many Predictors (2003) (86)
Inflation Persistence, the NAIRU, and the Great Recession (2014) (82)
Inflation and Unit Labor Cost (2012) (79)
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative (1985) (79)
Slack and Cyclically Sensitive Inflation (2019) (77)
Density functional calculations, using Slater basis sets, with exact exchange (2003) (74)
Explaining the Increased Variability in Long-Term Interest Rates (1999) (74)
Indicators for Dating Business Cycles: Cross-History Selection and Comparisons (2010) (72)
Core-excitation energy calculations with a long-range corrected hybrid exchange-correlation functional including a short-range Gaussian attenuation (LCgau-BOP). (2008) (69)
Disentangling the Channels of the 2007-2009 Recession April 27 (2012) (68)
Excited States of Butadiene to Chemical Accuracy: Reconciling Theory and Experiment. (2012) (68)
Nonlinear optical property calculations of polyynes with long-range corrected hybrid exchange-correlation functionals. (2008) (64)
Business Cycle Properties of Selected U.S. Economic Time Series, 1959-1988 (1990) (64)
The Evolution of National and Regional Factors in U.S. Housing Construction (2008) (63)
A dymimic model of housing price determination (1985) (62)
Inference in Structural Vector Autoregressions identified with an external instrument (2020) (60)
Long-Run Covariability (2017) (59)
Failure of Conventional Density Functionals for the Prediction of Molecular Crystal Polymorphism: A Quantum Monte Carlo Study (2010) (59)
Measuring Uncertainty about Long-Run Predictions (2016) (58)
A comparison of Direct and Iterated AR Methods for Forecasting Macroeconomic Series h-Steps Ahead (2006) (58)
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)
Twenty Years of Time Series Econometrics in Ten Pictures (2017) (48)
Recursive solution methods for dynamic linear rational expectations models (1989) (48)
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)
Comprehensive evidence implies a higher social cost of CO2 (2022) (35)
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)
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)
Low-Frequency Robust Cointegration Testing (2009) (33)
The calculation of indirect nuclear spin-spin coupling constants in large molecules. (2004) (32)
Weighted Averaging Scheme and Local Atomic Descriptor for pKa Prediction Based on Density Functional Theory (2018) (28)
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)
Prices , Wages and the U . S . NAIRU in the 1990 s January (2001) (23)
Assessing Structural VARs [with Comments and Discussion] (2006) (23)
Using econometric models to predict recessions (1991) (22)
Linear-scaling multipole-accelerated Gaussian and finite-element Coulomb method. (2008) (22)
Time-dependent density functional theory of open quantum systems in the linear-response regime. (2010) (21)
Empirical Bayes Forecasts of One Time Series Using Many Predictors (2001) (19)
Testing the interpretation of indices in a macroeconomic index model (1984) (19)
Business Cycles, Indicators, and Forecasting (1995) (19)
Quantum chemical prediction for complex organic molecules (2018) (16)
Measuring changes in the value of the numeraire (2007) (16)
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)
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)
Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint" (2019) (13)
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)
A linear-scaling spectral-element method for computing electrostatic potentials. (2008) (13)
Forecasting Performance (1993) (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)
Uncertainty in Model-Based Seasonal Adjustment Procedures and Construction of Minimax Filters (1987) (11)
Measuring Uncertainty About Long-Run Prediction (2013) (11)
Spatial Correlation Robust Inference (2021) (10)
Time Series: Economic Forecasting (10)
INFERENCE IN SVARS IDENTIFIED WITH AN EXTERNAL INSTRUMENT.1 (2020) (10)
[Monetary Policy in Real Time]: Comment (2004) (7)
A Benchmark Quantum Monte Carlo Study of Molecular Crystal Polymorphism: A Challenging Case for Density-Functional Theory (2012) (7)
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting (2001) (7)
Vector Autoregressions and Reality: Comment (1987) (6)
Seasonal Adjustment with Measurement Error Present (1983) (6)
Generation of Tautomers Using Micro-pKa's (2019) (6)
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) (6)
Functional Approximations of Impulse Responses: New Insights into the Asymmetric Effects of Monetary Policy∗ (2017) (6)
ESTIMATING TURNING POINTS USING LARGE DATA SETS November 2010 ( Revised June 2012 ) (2010) (5)
Introduction: Econometric forecasting (1996) (5)
Introduction to "Business Cycles, Indicators and Forecasting" (1993) (4)
WHAT'S NATURAL? KEY MACROECONOMIC PARAMETERS AFTER THE GREAT RECESSION ‡ Inflation Persistence, the NAIRU , and the Great Recession † (2014) (4)
Why Has GDP Growth Been So Slow to Recover ? (2016) (4)
Measuring Uncertainty About Long-Run Forecasts (2013) (4)
An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting (2020) (4)
The Disappointing Recovery in U.S. Output after 2009 (2018) (3)
Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model (2003) (3)
Spatial Correlation Robust Inference in Linear Regression and Panel Models (2022) (3)
HAR Inference: Recommendations for Practice Rejoinder (2018) (3)
Causality, integration and cointegration, and long memory (2001) (3)
Applications of kalman filter models in econometrics (1983) (3)
Recent changes in trend and cycle, remarks (2000) (2)
THE CONVERGENCE OF MULTIVARIATE 'UNIT ROOT' DISTRIBUTIONS TO THEIR ASYMPTOTIC LIMITS The Case of Money-Income Causality (1988) (2)
Special Section on Consumer Price Research: Introduction (1999) (2)
Rejoinder to Evans and McCallum (1994) (2)
Comment (2020) (2)
Trend, Seasonal, and Sectoral Inflation in the Euro Area (2019) (2)
Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger (2001) (2)
Dynamic Factor Models: A Brief Retrospective (2016) (2)
GPU Acceleration of Second‐Order Møller–Plesset Perturbation Theory with Resolution of Identity (2016) (2)
MODEL OF HOUSING PRICE DETERMINATION (1985) (1)
Essays in Econometrics: List of Contributors (2001) (1)
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Comment (1996) (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)
Essays in Econometrics: Introduction (2001) (1)
COMMON PERSISTENCE IN CONDITIONAL VARIANCES' BY TIM (2007) (1)
Corrected Density Functional Theory (LC-DFT), (2007) (1)
Macroeconomic Forecasting Using Many Predictors July 2000 ( Revised August 15 , 2000 ) (2000) (1)
How Have Changing Sectoral Trends Affected GDP Growth (2019) (1)
Modeling Inflation after the Crisis October 2010 (2010) (1)
Can We Explain the Consumption Excesses Yet? Aggregate Consumption Implications of Bu er Stock Saving Behavior (1998) (1)
The Slow Recovery in Output after 2009 (2017) (1)
Daniel B. Nelson, 1959–1995 (1995) (1)
Business Cycles : Cross-History Selection and Comparisons By (2011) (0)
Comment on "On the Fit of a Neoclassical Monetary Model in Inflation: Israel 1972-1990." (1997) (0)
Spatial Correlation Robust Inference (cid:3) (2022) (0)
NBER WORKING PAPER SERIES RELATIVE GOODS' PRICES AND PURE INFLATION (2007) (0)
Time Series: Cycles (2015) (0)
American Economic Association The NAIRU , Unemployment and Monetary Policy (2007) (0)
MTS: A REVIEW (1989) (0)
Recollections of Clive Granger (2010) (0)
Anion Stabilization in Electrostatic Environments how this access benefits you. Your story matters (2011) (0)
NBER WORKING PAPER SERIES SLACK AND CYCLICALLY SENSITIVE INFLATION (2019) (0)
Essays in Econometrics: Developments in the Study of Cointegrated Economic Variables (2001) (0)
Modeling Inflation After the Crisis August 5 , 2010 (2010) (0)
Spatial Unit Roots (2022) (0)
Aggregate Shocks and the Variability of Industrial Production (2008) (0)
Electronic Structure Calculations in Arbitrary Electrostatic Environment (2012) (0)
Appendix to Measuring Uncertainty about Long-Run Predictions by (2015) (0)
Weak-Instrument Asymptotic Distributions for Plug-in SVAR Estimators (2018) (0)
SEASONAL ADJUSTMENT OF PRELIMINARY DATA (2002) (0)
Essays in Econometrics Real Author-Name:Granger,Clive W. J (2001) (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)
Core Inflation and Trend Inflation June 2015 ( Revised November 2015 ) (2015) (0)
14.384 Sample problems (2008) (0)
Comment on "Trends and Cycles in China's Macroeconomy" (2015) (0)
Comments and Discussion (2017) (0)
DALTON2015 { lsDalton Program Manual (2015) (0)
Journal of Applied Econometrics Annual Lecture Series (2007) (0)
Sectoral and Aggregate Structural Change (2019) (0)
Introduction to econometrics / James H. Stock, Harvard University, Mark W. Watson, Princeton University. (2015) (0)
Old problems: Multicentre transition metal chemistry, organic excited states, molecular crystal binding energies, and current limits of ab initio quantum methods (2012) (0)
LSDALTON 2011 Program Manual (2011) (0)
Comment on "Shocks and Crashes" (2013) (0)
Electronic Structure Calculations in Arbitrary Electrostatic Environment this access benefits you. Your matters (2012) (0)
Pattern-free generation and quantum mechanical scoring of ring-chain tautomers (2020) (0)
Web appendix (not for publication) to “Overtime Labor, Employment Frictions and the New Keynesian Phillips Curve” (2013) (0)
1 P 108 Linear-scaling formation of the Kohn-Sham Hamiltonian : application to the calculation of molecular properties in large molecules (2004) (0)
Comment (2016) (0)
Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J (2001) (0)
[Inflation Indicators and Inflation Policy]: Comment (1995) (0)
A Reexamination of Friedman's Consumption Puzzle: Comment (1988) (0)
Corrigendum (2022) (0)
What's Real about the Business Cycle?/Commentary (2005) (0)
Market anticipations of monetary policy actions - commentary (2002) (0)
RELATIVE GOODS ’ PRICES AND PURE INFLATION November 2007 (2007) (0)
PRELIMINARY DRAFT COMMENTS WELCOME FORECASTING OUTPUT AND INFLATION : THE ROLE OF ASSET PRICES May 2000 ( revised June 6 , 2000 ) (0)
Stochastic Trends and Economic Fluctuations, Working Paper 1991-4 (1991) (0)
Essays in Econometrics: Long Memory Series with Attractors (2001) (0)
Sensitivity Analysis of Seasonal Adjustments: Empirical Case Studies: Comment (1989) (0)
Commentary on "Market Anticipations of Monetary Policy Actions" (2002) (0)
DRAFT Disentangling the Channels of the 2007-2009 Recession Prepared for the Brookings Panel on Economic Activity (2012) (0)
Commentary on \\"what's real about the business cycle?\\" (2005) (0)

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