Index of /~mwatson/papers
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Stock_Watson_JMCB_2007_Erratum.pdf
2012-06-25 15:23
18K
Marcellino_Stock_Watson_Appendix_FinalVersion_hstep.pdf
2005-04-26 09:30
30K
hstep_3_appendix.pdf
2004-04-29 16:02
30K
jh_1_appendix.pdf
2003-09-11 17:30
42K
ABCD_final_7.pdf
2006-07-07 21:30
81K
Stock_Watson_AER_2010.pdf
2012-06-25 15:26
90K
Stock_Watson_Disentangling_BPEA_2012_Erratum.pdf
2013-07-05 13:08
95K
dieu2_app.pdf
2001-12-10 15:55
106K
dieu_eer_text.pdf
2001-12-10 15:55
108K
HOELR_DataAppendix_20200908.pdf
2020-09-09 16:37
112K
Foerster_Sarte_Watson_IP_TechAppendix_December_2010.pdf
2010-12-18 20:14
117K
Rec01_1.pdf
2003-01-14 11:44
121K
Marcellino_Stock_Watson_EER_2003.pdf
2012-06-25 15:31
136K
Chan_stock_watson_SpanishER_1999.pdf
2007-04-18 19:39
137K
hstep_3.pdf
2004-04-29 16:04
146K
techappendix.pdf
2008-09-30 14:04
151K
Watson_AER_2014PP_OnLine_Appendix.pdf
2014-01-11 13:40
157K
Watson_CV.pdf
2016-03-17 14:34
164K
isb201119.pdf
2002-06-15 12:16
164K
apf_3.pdf
2003-01-13 11:05
170K
Amengual_Watson_JBES_2007.pdf
2012-06-25 15:54
175K
Marcellino_Stock_Watson_FinalVersion_hstep.pdf
2005-04-25 19:08
182K
jepvar_5.pdf
2001-07-09 13:44
182K
SCC_Appendix_20191216.pdf
2019-12-16 16:13
191K
SCC_Appendix_20200602.pdf
2020-06-02 17:25
192K
wc_3.pdf
2001-12-16 10:35
193K
Engle_Watson_ReStat_1985.pdf
2012-06-25 12:46
198K
King_Watson_IER_1998.pdf
2012-06-25 15:19
204K
King_Watson_CompEconomics_2002.pdf
2012-06-25 15:45
205K
SP_UR_Supplementary_Material_20220912.pdf
2022-09-12 14:59
211K
watson_eq_2007.pdf
2018-09-11 15:28
214K
Stock_Watson_JoForc_2004.pdf
2012-06-25 15:50
216K
ecta6489.pdf
2007-12-19 02:33
216K
knox_stock_watson_empb_AS_1.pdf
2004-01-27 12:09
222K
AEJMacro-20090013_webappendix.pdf
2009-08-12 16:31
225K
Stock_Watson_Disentangling_Supplement_May11_2012.pdf
2012-05-11 15:13
234K
jh_2.pdf
2003-09-11 17:29
234K
dieu_4.pdf
2001-06-21 14:36
237K
watson_eq_frbr_1999.pdf
2018-09-11 13:58
237K
stock_watson_generalized_shrinkage_supplement_June_2012.pdf
2012-06-14 18:25
238K
Stock_Watson_JASA_1998.pdf
2012-06-24 09:40
238K
dyn_shocks_3_appendix.pdf
2006-05-21 16:50
241K
w0945.pdf
2018-09-02 13:40
246K
dfm_oup_4.pdf
2010-05-07 11:05
255K
stock_watson_Testing_for_Common_Trends_Technical_Appendix_KSGWP168D_1988.pdf
2016-03-31 17:50
258K
stock_watson_generalized_shrinkage_June_2012.pdf
2012-06-25 12:01
260K
w2772.pdf
2018-09-03 02:55
262K
dyn_shocks_3.pdf
2006-05-21 16:43
264K
Spatial_UnitRoots_Supplement_20230301.pdf
2023-03-01 16:55
265K
Amengual_Watson_Final.pdf
2006-09-11 17:05
265K
JBES_05m255_Final_Version_Amengual_Watson.pdf
2006-08-07 14:03
265K
Stock_et_al-2018-The_Economic_Journal.pdf
2018-08-22 16:00
265K
MPF paper April 13.docx
2010-04-13 17:23
272K
stock_watson_generalized_shrinkage_October2009.pdf
2010-04-14 12:13
283K
Stock_Watson_JMCB_2007.pdf
2012-06-25 15:22
286K
NBER_2019_Watson_Comment.pdf
2020-05-07 13:39
292K
Stock_Watson_JME_1999.pdf
2012-06-24 09:31
300K
Stock_Watson_DFM_HOM_DataAppendix_03112016.pdf
2016-03-11 09:41
301K
wc_2b.pdf
2000-08-16 14:22
302K
Stock_Watson_JEP_2001.pdf
2012-06-25 15:18
304K
stock_watson-SarganLecture_draft_060817.pdf
2017-06-08 17:22
307K
abcd_2007_aer.pdf
2007-12-19 21:14
309K
stockwatsonsummer03.pdf
2018-09-11 15:14
319K
Watson_JPE_1983.pdf
2012-06-25 15:03
320K
Stock_Watson_HOF_2006.pdf
2018-09-11 15:23
327K
Foerster_Sarte_Watson_IP_December2010.pdf
2010-12-20 09:07
328K
panelse_4.pdf
2006-05-26 11:21
330K
Marcellino_Stock_Watson_JoE_2006.pdf
2012-06-24 09:38
335K
panelse_5.pdf
2007-07-14 06:39
341K
stock_watson_generalized_shrinkage_February_2011.pdf
2011-03-07 17:44
344K
jmcb_07_stockandwatson_corrected_tables_figures.pdf
2007-05-03 16:42
346K
MPF_paper_April_13.pdf
2010-04-13 17:23
350K
dfm_instability.pdf
2012-06-20 18:01
359K
SVARIV_Appendix.pdf
2018-12-11 17:58
359K
Staiger_Stock_Watson_JEP_1997.pdf
2012-06-25 15:17
360K
AEJMacro-20090013_finalpaper.pdf
2009-08-12 16:31
360K
ip_september_12_2008.pdf
2008-09-17 09:28
369K
rsage_3.pdf
2001-06-18 08:58
388K
Foerster_Sarte_Watson_JPE_2011.pdf
2012-06-25 15:01
397K
npi_may_2007.pdf
2007-11-09 20:04
401K
sing12.pdf
1998-03-13 10:56
405K
rrtvp_03.pdf
2006-09-11 16:53
416K
pureinflation_November09_2007.pdf
2007-11-09 19:48
418K
Stock_Watson_WhyHasInflation_Sep_2006.pdf
2006-09-13 09:40
430K
Stock_Watson_JBES_2002.pdf
2012-06-25 15:13
431K
King_Watson_TestingLongRunNeutrality_FRBR_1997.pdf
2010-06-08 18:14
434K
Watson_JPE_1993.pdf
2012-06-25 15:08
441K
bpea_rec0709_stock_watson_conf_draft.pdf
2012-03-14 11:24
450K
Sargan_Lecture_Stock_Watson_20180104.pdf
2018-01-04 09:45
455K
hendryfestschrift_stockwatson_April282008.pdf
2008-04-29 12:09
458K
Eichengreen_Grossman_Watson_EJ_1985.pdf
2012-06-25 12:44
462K
apf_4.pdf
2003-06-30 12:20
462K
BPSW_JOE_Revised_Dec03.pdf
2012-12-03 10:29
464K
SP_UR_20220912.pdf
2022-09-13 13:03
464K
Stock_Watson_Disentangling_May11_2012.pdf
2012-05-11 15:04
471K
Stock_Watson_Disentangling_May_2012.pdf
2012-06-29 13:32
472K
RelGoods_August2008.pdf
2008-08-27 15:39
485K
knox_stock_watson_supp_AS_1.pdf
2004-01-27 12:09
486K
FHSW2021_Technical_Appendix.pdf
2021-04-23 15:39
492K
frb99_3.pdf
1999-08-17 10:51
511K
Mueller_Watson_LF_Robust_Cointegration_May2012.pdf
2012-05-11 17:29
517K
Presidents_Blinder_Watson_Nov2013.pdf
2013-11-26 08:16
521K
LF_Robust_Cointegration_Mueller_Watson_April_2008.pdf
2008-04-09 18:09
526K
Canjels_Watson_ReStat_1997.pdf
2012-06-25 15:11
536K
King_Plosser_Stock_Watson_AER_1991.pdf
2012-06-25 14:58
538K
Watson_AER_1994.pdf
2012-06-24 09:41
540K
Stock_Watson_JASA_2002.pdf
2012-06-24 09:40
542K
g7_6.pdf
2004-08-02 18:42
543K
SVARIV_Appendix_20200420.pdf
2020-05-13 15:23
547K
Mueller_Watson_LF_Robust_Cointegration_Feb2013.pdf
2013-01-31 17:26
548K
g7_4.pdf
2003-06-20 14:53
554K
algor6.pdf
1998-03-13 10:47
557K
Watson_AERPP_2014.pdf
2014-01-11 13:29
567K
Presidents_Blinder_Watson_July2014_PreNBERChanges.pdf
2014-07-09 21:56
569K
Presidents_Blinder_Watson_July2014.pdf
2014-07-22 11:24
569K
Stock_Watson_HasInflation_Sep21_2005.pdf
2005-09-21 14:33
573K
restat2.pdf
2000-08-09 16:19
576K
Stock_Watson_JBES_1996.pdf
2012-06-25 15:12
577K
LongRunPredictions_ReStud_2016.pdf
2016-11-03 18:09
584K
King_Watson_GERZ25_July22_2012.pdf
2012-07-22 19:10
590K
Trend_Productivity_20200113.pdf
2020-01-18 11:38
590K
w16488.pdf
2010-10-18 15:40
599K
King_Watson_GERZ25_Jan26_2012.pdf
2012-01-26 10:02
599K
Foerster_Sarte_Watson_IP_January2011.pdf
2011-01-06 12:30
615K
Stock_Watson_JEP_1988.pdf
2010-08-10 09:47
619K
ECTA19465.pdf
2022-11-22 12:59
622K
Sims_Stock_Watson_Ecta_1990.pdf
2012-06-25 12:57
622K
Mueller_Watson_Ecta_2008.pdf
2008-09-05 09:17
625K
favar.pdf
2005-06-21 11:45
629K
stock&watson_macroannual.pdf
2002-08-04 16:14
630K
NPI_May3_2007.pdf
2007-05-03 17:35
642K
w23543.pdf
2017-06-21 09:50
650K
Mueller_Watson_LF_Robust_Cointegration.pdf
2009-08-18 16:36
659K
SHAR_20211123.pdf
2021-11-23 10:10
677K
Presidents_AER_2016.pdf
2016-11-03 18:08
678K
FHSW2022_Technical_Appendix.pdf
2022-01-20 17:14
680K
FHSW.05.02.2017 post-conf draft_Final.pdf
2017-05-02 16:09
682K
SHAR_20220513.pdf
2022-05-13 09:43
683K
S&W_FORC_O&P_Repfiles_Jan2003.zip
2003-01-06 16:12
692K
ecta15047.pdf
2018-08-22 15:57
694K
fernaldtextsp17bpea.pdf
2018-09-11 16:17
696K
Testing_Models_of_Low_Frequency_Variability_March_07_2008.pdf
2008-03-07 14:21
698K
FernandezVillaverde_Ramirez_Sargent_Watson_AER_2007.pdf
2012-06-25 15:00
701K
Ljungqvist_Park_Stock_Watson_JEDC_1988.pdf
2012-06-25 15:29
704K
mueller_watson_lowfrequency_November15_2007.pdf
2007-11-15 14:51
712K
Trend_Productivity_20190502.pdf
2019-05-02 11:03
724K
Trend_Productivity_20190514.pdf
2019-05-14 20:05
725K
FHSW_20200727.pdf
2020-07-27 11:31
735K
Stock_Watson_Predicting_Recessions_1993.pdf
2018-09-11 11:25
774K
S&W_FORC_O&P_Appendix_Jan2003.pdf
2003-01-06 15:58
776K
FHSW_Manuscript_20210426.pdf
2021-04-26 13:54
794K
SpatialRegression_SupplementaryMaterial_20220907.pdf
2022-09-07 08:34
796K
Stock_Watson_Ecta_1993.pdf
2012-06-25 15:05
805K
MS_19465_manuscript.pdf
2022-08-11 12:59
833K
DemRep_BlinderWatson_Appendix_July2015.pdf
2015-07-23 17:25
858K
S&W_FORC_O&P_Jan2003.pdf
2003-01-06 15:58
875K
FHSW_20220120.pdf
2022-01-20 17:14
877K
Engle_Watson_JoE_1983.pdf
2012-06-25 16:10
889K
Watson_Engle_JEMT_1983.pdf
2004-05-18 14:53
889K
Nuisance_July2013.pdf
2013-08-19 16:16
892K
mpibc_wp2.pdf
2009-12-21 11:02
898K
Stock_Watson_Ekonomika_Radet_1992.pdf
2009-07-20 14:15
903K
Staiger_Stock_Watson_NaturalRate_1997.pdf
2018-09-11 11:52
920K
core_and_trend_inflation_restat_2016.pdf
2016-11-03 18:07
928K
DemRep_BlinderWatson_July2015.pdf
2015-07-23 17:19
933K
LLSW_har_JBES_Final_071418.pdf
2018-07-14 05:37
948K
Stock_Watson_JEL_2003.pdf
2012-06-24 09:41
970K
w16532.pdf
2010-11-15 22:39
1.0M
bcd_gc_5.pdf
2012-06-21 11:09
1.0M
USMPF_Report_July_2007.pdf
2007-12-19 21:20
1.0M
Watson_et_al-1987-Journal_of_Forecasting.pdf
2018-08-22 16:29
1.0M
EngleFestschrift_StockandWatson_Paper_August072008.pdf
2008-08-07 12:24
1.1M
core_and_trend_inflation_20151109.pdf
2015-11-09 08:28
1.1M
Mueller_Watson_LowFrequency.pdf
2006-10-16 17:55
1.1M
Sargan_Lecture_Stock_Watson_073117.pdf
2017-07-31 11:02
1.2M
FHSW.05.02.2017 post-conf draft_Supplement.pdf
2017-05-24 16:38
1.2M
Reis_Watson_AEJMacro_2010.pdf
2012-06-25 15:27
1.2M
stock-watson_frbkc_2010.pdf
2018-09-11 15:56
1.2M
MacroAnnual_2019_Watson_CORRIGENDUM.pdf
2022-03-16 17:31
1.2M
w3376.pdf
2018-09-03 02:58
1.2M
LFE_Mueller_Watson_Aug_2016.pdf
2016-08-22 09:32
1.3M
Kraft_Watson_JME_1984.pdf
2012-06-24 09:27
1.3M
Engle_Watson_JASA_1981.pdf
2012-06-24 09:23
1.3M
Engle_Lilien_Watson_JoE_1985.pdf
2012-06-24 09:33
1.3M
Watson_JoE_1989.pdf
2012-06-24 09:35
1.4M
LFE_Mueller_Watson_Sept_2015.pdf
2015-09-16 15:34
1.4M
Stock_Watson_JoE_1989.pdf
2012-06-24 09:36
1.4M
JOE_Publication_SVARIV.pdf
2021-09-18 08:22
1.4M
Blanchard_Watson_ARE_BCs_All_Alike.pdf
2005-09-14 17:06
1.4M
Watson_JME_1986.pdf
2012-06-24 09:29
1.4M
Stock_Watson_Ecta_2008.pdf
2012-06-25 15:06
1.4M
Stock_Watson_DFM_HOM_030916.pdf
2016-03-09 18:58
1.5M
Elliott_Mueller_Watson_NuisanceParameter_2014.pdf
2014-09-19 11:32
1.5M
Nuisance_June2014.pdf
2014-07-01 09:21
1.5M
EA_Sectoral_Inflation_Stock_Watson_20190127.pdf
2019-05-01 10:41
1.5M
HOELR_20191029.pdf
2019-10-29 18:15
1.6M
core_and_trend_inflation_20151125.pdf
2015-11-25 16:43
1.6M
HOELR_20200908.pdf
2020-09-08 17:07
1.6M
Hausman_Watson_JASA_1985.pdf
2012-06-25 12:49
1.6M
Watson_EP_1991.pdf
2018-09-11 11:30
1.6M
LongRunCovariability_Mueller_Watson_SupplementaryAppendix_December2017.pdf
2018-01-16 17:27
1.7M
MacroAnnual_2019_WatsonDiscussion_of_DGG_Paper_20190627.pdf
2019-06-27 12:23
1.8M
KW_IER_98.pdf
2001-07-09 13:31
1.8M
pdot4.pdf
1999-07-27 09:57
1.9M
Stock_Watson_JASA_1988.pdf
2012-06-25 12:55
1.9M
Watson_JASA_1987.pdf
2012-06-25 12:54
1.9M
SVARIV.pdf
2018-12-11 17:57
1.9M
Nuissance_January2012.pdf
2012-01-26 10:17
2.0M
Stock_Watson_JBES_2012.pdf
2018-09-11 17:06
2.0M
core_and_trend_inflation_June2015.pdf
2015-06-10 08:05
2.1M
SpatialRegression_20220907.pdf
2022-09-07 08:35
2.1M
Stock_Watson_Disentangling_BPEA_2012.pdf
2013-02-11 18:19
2.1M
SpatialRegression_20220120.pdf
2022-01-22 08:41
2.2M
LongRunUncertainty_Mueller_Watson_Feb2013.pdf
2013-02-05 16:09
2.2M
Granger_Watson_HOE_1984.pdf
2018-09-02 13:50
2.3M
PhillipsCurveInflationForecasts_Sept2008.pdf
2008-09-29 12:16
2.3M
Hausman_Watson_ASA_1990.pdf
2018-09-13 14:30
2.3M
Stock_Watson_JEP_2017.pdf
2018-09-11 17:12
2.3M
Shapiro_Watson_NBERMA_1988.pdf
2018-09-02 14:03
2.4M
boot5.pdf
2000-03-19 14:30
2.5M
Stock_Watson_CSI_July2018.pdf
2018-09-11 18:43
2.6M
di_4.pdf
1999-07-29 15:17
2.6M
Covid_Factor_20211215.pdf
2021-12-16 09:28
2.7M
MW_LongRunUncertainty_Sept2015.pdf
2015-09-01 11:32
2.7M
SVARIV_20200420_Final.pdf
2020-05-13 15:23
2.8M
Stock_Watson_HOM_Vol1.pdf
2018-09-11 13:42
2.8M
Stock_Watson_JEEA_2005.pdf
2012-06-25 15:34
2.9M
MW_LongRunUncertainty_Sept2014.pdf
2014-09-24 10:10
2.9M
LongRunCovariability_Mueller_Watson_January2017.pdf
2017-01-24 16:33
2.9M
bgw_bpea.pdf
2002-10-02 16:34
3.0M
LRCovariability_20160823.pdf
2016-08-24 09:59
3.0M
CSI_20190612.pdf
2019-06-12 16:05
3.1M
Horvath_Watson_ET_1995.pdf
2012-06-25 15:15
3.2M
Blanchard_Watson_Bubbles.pdf
2018-09-13 13:53
3.4M
DI_3.pdf
2000-03-19 14:33
3.4M
Spatial_UnitRoots_20230301.pdf
2023-03-01 16:58
3.5M
Engle_Watson_FGE_1980.pdf
2018-09-13 12:08
3.5M
MuellerWatson_wc_2015.pdf
2016-11-07 16:00
3.6M
SP_UR_March_2023.pdf
2023-03-01 14:44
3.6M
HAR_Inference_Recommendations_for_Practice.pdf
2018-12-11 17:46
3.6M
king_watson_carnegie_rochester_94.pdf
2008-02-27 11:08
3.6M
kw_1994.pdf
2013-11-27 16:20
3.6M
USMPF-2010.pdf
2018-09-11 15:51
3.7M
MW_LongRunUncertainty_Sept2015_SupplementaryAppendix.pdf
2015-09-01 11:32
3.8M
SCC_20200602.pdf
2020-06-02 17:03
3.8M
King_Watson_ReStat_1996.pdf
2012-06-25 15:10
3.9M
watson_hoe_1994.pdf
2018-09-03 07:52
3.9M
SHAR_20210214_web.pdf
2021-02-14 15:40
3.9M
FHSW_Technical_Appendix_20200818.pdf
2020-08-18 10:55
3.9M
hier_dp1158_1985.pdf
2006-01-29 16:36
4.0M
FHSW2019_Technical_Appendix.pdf
2020-01-18 11:37
4.0M
SHAR_20201214.pdf
2020-12-14 16:33
4.1M
LongRunCovariability_Mueller_Watson_December2017.pdf
2017-12-30 11:26
4.1M
SpatialUnitRoots_January_2023.pdf
2023-01-13 09:32
4.1M
SpatialUnitRoots_20230130.pdf
2023-01-30 17:05
4.2M
Stock_Watson_HOM_Vol2.pdf
2018-09-11 13:45
4.3M
core_and_trend_inflation_online_appendix_20151103.pdf
2015-11-03 19:15
4.3M
SCC_20191216.pdf
2019-12-16 10:03
4.4M
FHSW_Technical_Appendix_20200727.pdf
2020-07-27 11:50
4.4M
Stock_Watson_NBERMA_2002.pdf
2018-09-11 15:07
4.4M
SupplementaryAppendix_Corrected.pdf
2016-02-21 13:26
5.2M
dib_3.pdf
2001-06-28 11:04
5.4M
Stock_Watson_NBER_MacroAnnual_1989.pdf
2006-04-20 15:50
5.5M
Bernanke_Gertler_Watson_BPEA_1997.pdf
2018-09-11 13:28
6.3M
LongRunUncertainty_Mueller_Watson_Aug2013.pdf
2013-09-04 11:41
7.2M
sw_granger.pdf
2002-03-25 08:05
7.7M
Stock_Watson_NBER_MA_1989.pdf
2018-09-11 11:14
9.9M
Engle_Watson_WC_1985.pdf
2018-09-13 11:44
10M
Stock_Watson_Disentangling_SupplementatryFigures_May11_2012.zip
2012-05-10 15:34
14M
King_Stock_Watson_EP_1995.pdf
2018-09-11 11:44
15M
SCC_AdditionalResults_20191216.zip
2019-12-16 11:40
21M
SCC_AdditionalResults_20200602.zip
2020-06-02 17:27
22M
mpibc_wp_complete.pdf
2018-09-13 12:00
23M
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