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Estimating Deterministic Trends in the Presence of Serially Correlated Errors
Canjels, Eugene
;
Watson, Mark W.
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 184-200
Persistent link: https://www.econbiz.de/10007372731
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2
Measuring Market Integration: Foreign Exchange Arbitrage and The Gold Standard, 1879-1913
Canjels, Eugene
;
Prakash-Canjels, Gauri
;
Taylor, Alan M.
- In:
The review of economics and statistics
86
(
2004
)
4
,
pp. 868-882
Persistent link: https://www.econbiz.de/10006365213
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3
MEASURING MARKET INTEGRATION: FOREIGN EXCHANGE ARBITRAGE AND THE GOLD STANDARD, 1879-1913
Canjels, Eugene
;
Prakash-Canjels, Gaud
;
Taylor, Alan M.
-
2004
Persistent link: https://www.econbiz.de/10006963158
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4
Explaining the increased variability in long-term interest rates
Watson, Mark W.
- In:
Economic quarterly
85
(
1999
)
4
,
pp. 71-96
Persistent link: https://www.econbiz.de/10009922710
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5
How accurate are real-time estimates of output trends and gaps?
Watson, Mark W.
- In:
Economic quarterly
93
(
2007
)
2
,
pp. 143-161
Persistent link: https://www.econbiz.de/10009922830
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6
Combination forecasts of output growth in a seven-country data set
Stock, James H.
;
Watson, Mark W.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 405-430
Persistent link: https://www.econbiz.de/10006880039
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7
Theory and Methods - Forecasting Using Principal Components From a Large Number of Predictors
Stock, James H.
;
Watson, Mark W.
- In:
Journal of the American Statistical Association : JASA
97
(
2002
)
460
,
pp. 1167-1179
Persistent link: https://www.econbiz.de/10006614774
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8
Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
Stock, James H.
;
Watson, Mark W.
- In:
Journal of the American Statistical Association : JASA
93
(
1998
)
441
,
pp. 349-358
Persistent link: https://www.econbiz.de/10006629290
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9
Introduction
Watson, Mark W.
;
West, Kenneth D.(Kenneth David)
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 381-382
Persistent link: https://www.econbiz.de/10006643729
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10
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Reply
Bernanke, Ben
;
Gertler, Mark
;
Watson, Mark W.
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
2
,
pp. 287
Persistent link: https://www.econbiz.de/10006647696
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