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Vector autoregressions and cointegration
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1993
Persistent link: https://www.econbiz.de/10005515116
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2
The post-war U.S. Phillips curve: a revisionist econometric history
King, Robert G.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1994
Persistent link: https://www.econbiz.de/10005515119
Saved in:
3
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1994
Persistent link: https://www.econbiz.de/10005519104
Saved in:
4
Business cycle durations and postwar stabilization of the U.S. economy
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1992
Persistent link: https://www.econbiz.de/10005519110
Saved in:
5
Stochastic trends and economic fluctuations
King, Robert G.
;
Plosser, Charles I.
;
Stock, James H.
; …
-
Federal Reserve Bank of Chicago
-
1991
Persistent link: https://www.econbiz.de/10005519113
Saved in:
6
Measures of fit for calibrated models
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1991
Persistent link: https://www.econbiz.de/10005519118
Saved in:
7
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1991
Persistent link: https://www.econbiz.de/10005410915
Saved in:
8
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.K.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1993
Persistent link: https://www.econbiz.de/10005410945
Saved in:
9
A procedure for predicting recessions with leading indicators: econometric issues and recent performance
Stock, James H.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1992
Persistent link: https://www.econbiz.de/10005410947
Saved in:
10
Evidence on structural instability in macroeconomic times series relations
Stock, James H.
;
Watson, Mark W.
-
Federal Reserve Bank of Chicago
-
1994
Persistent link: https://www.econbiz.de/10005724340
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