Researcher Profile

Mark W. Watson

Publications

5,206

Citations

Co-Authors

Active Years

Publications

Journal Article Econometrica Jan 01, 2024

Spatial Unit Roots and Spurious Regression

Ulrich K. Müller · Mark W. Watson

10.3982/ecta21654 22 citations

Journal Article Econometrica Jan 01, 2022

Spatial Correlation Robust Inference

Ulrich K. Müller · Mark W. Watson

10.3982/ecta19465 33 citations

Journal Article Journal of Econometrics Nov 01, 2021

Inference in Structural Vector Autoregressions identified with an external instrument

José L. Montiel Olea · James H. Stock · Mark W. Watson

10.1016/j.jeconom.2020.05.014 105 citations

Journal Article The Economic Journal May 01, 2018

Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

James H. Stock · Mark W. Watson

10.1111/ecoj.12593 497 citations

Journal Article Econometrica Jan 01, 2018

Long-Run Covariability

Ulrich K. M{ü}ller · Mark W. Watson

10.3982/ecta15047 93 citations

Journal Article The Review of Economic Studies Jan 21, 2016

Measuring Uncertainty about Long-Run Predictions

Ulrich K. Müller · Mark W. Watson

10.1093/restud/rdw003 50 citations

Journal Article Econometrica Jan 01, 2015

Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis

Graham Elliott · Ulrich K. Müller · Mark W. Watson

10.3982/ecta10535 98 citations

Journal Article Brookings Papers on Economic Activity Mar 01, 2012

Disentangling the Channels of the 2007–09 Recession

James H. Stock · Mark W. Watson

10.1353/eca.2012.0005 480 citations

Journal Article NBER Macroeconomics Annual Jan 01, 2006

Assessing Structural VARs [with Comments and Discussion]

Lawrence J. Christiano · Martin Eichenbaum · Robert Vigfusson · Patrick J. Kehoe +1 more

10.1086/ma.21.25554953 43 citations

Journal Article Review of Economics and Statistics Feb 01, 1996

Money, Prices, Interest Rates and the Business Cycle

Robert G. King · Mark W. Watson

10.2307/2109846 233 citations

Journal Article Econometrica Jul 01, 1993

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock · Mark W. Watson

10.2307/2951763 3,197 citations

Journal Article Journal of Econometrics Jan 01, 1989

Interpreting the evidence on money-income causality

James H. Stock · Mark W. Watson

10.1016/0304-4076(89)90035-3 331 citations

Journal Article Journal of Econometrics May 01, 1989

Recursive solution methods for dynamic linear rational expectations models

Mark W. Watson

10.1016/0304-4076(89)90043-2 24 citations

Publication Timeline

2024

2022

2021

2018

2016

2015

2012

2006

1996

1993

1989

Frequent Co-Authors

James H. Stock

5×

Ulrich K. Müller

4×

Lawrence J. Christiano

1×

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