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Measuring prior sensitivity and prior informativeness in large Bayesian models
Müller, Ulrich K. - In: Journal of monetary economics 59 (2012) 6, pp. 581-597
Persistent link: https://www.econbiz.de/10009672934
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Univariate detrending methods with stochastic trends
Watson, Mark W. - In: Journal of monetary economics 18 (1986) 1, pp. 49-75
Persistent link: https://www.econbiz.de/10001025027
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Forecasting inflation
Stock, James H.; Watson, Mark W. - In: Journal of monetary economics 44 (1999) 2, pp. 293-335
Persistent link: https://www.econbiz.de/10001447742
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Supplement issue: October 28-29, 2016 Research Conference on "Modern macroeconomics: Study Center Gerzensee Conference in Honor of Robert G. King"
Reis, Ricardo (ed.); Watson, Mark W. (ed.);  … - JME-SNB-SCG Conference <2016, Gerzensee> - 2017
Persistent link: https://www.econbiz.de/10011799281
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Testing the interpretation of indices in a macroeconomic index model [Rev. vers.]
Watson, Mark W.; Kraft, Dennis F. - In: Journal of monetary economics 13 (1984) 2, pp. 165-181
Persistent link: https://www.econbiz.de/10002973389