Mark W. Watson
- Comprehensive evidence implies a higher social cost of CO2
2022/09/01 by Kevin Rennert, Frank Errickson, Brian Prest +21 · 2 voices · 39 citations
Economics, Econometrics and Finance · Energy · Environmental Science · #Atmospheric and Environmental Gas Dynamics #Climate Change Policy and Economics #Energy, Environment, and Transportation Policies
- Why Has U.S. Inflation Become Harder to Forecast?
2007/01/18 by JAMES H. STOCK, James H. Stock, MARK W. WATSON +1 · 16 citations
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Market Dynamics and Volatility #Economic, financial, and policy analysis
- Vector Autoregressions
2001/11/01 by James H Stock, James H. Stock, Mark W Watson +1 · 7 citations
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Market Dynamics and Volatility #Italy: Economic History and Contemporary Issues
- Systematic Monetary Policy and the Effects of Oil Price Shocks
1997/01/01 by Ben Bernanke, Ben S. Bernanke, Mark Gertler +4 · 3 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
2015/01/01 by Graham Elliott, Ulrich K. Müller, Mark W. Watson · 1 voice · 2 citations
Mathematics · Decision Sciences · #Statistical Methods and Inference #Advanced Statistical Process Monitoring #Advanced Statistical Methods and Models
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
2005/08/26 by Massimiliano Marcellino, James H. Stock, Mark W. Watson · 1 voice · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Forecasting Techniques and Applications #Monetary Policy and Economic Impact