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Mark W. Watson

Active 1981–2022

60
Papers
43,989
Citations
56
h-index
60
i10-index

Citations

Citations per year for Mark W. Watson1961: 1 citations1964: 1 citations1966: 1 citations1978: 1 citations1980: 1 citations1983: 3 citations1984: 3 citations1985: 1 citations1986: 14 citations1987: 13 citations1988: 20 citations1989: 23 citations1990: 19 citations1991: 23 citations1992: 37 citations1993: 36 citations1994: 39 citations1995: 35 citations1996: 33 citations1997: 23 citations1998: 43 citations1999: 51 citations2000: 56 citations2001: 52 citations2002: 77 citations2003: 81 citations2004: 81 citations2005: 96 citations2006: 97 citations2007: 91 citations2008: 119 citations2009: 114 citations2010: 123 citations2011: 138 citations2012: 116 citations2013: 120 citations2014: 136 citations2015: 124 citations2016: 138 citations2017: 120 citations2018: 141 citations2019: 164 citations2020: 166 citations2021: 169 citations2022: 118 citations2023: 119 citations2024: 150 citations2025: 118 citations2026: 27 citations1962–1963: no citations, so these years are not shown1965: no citations, so this year is not shown1967–1977: no citations, so these years are not shown1979: no citations, so this year is not shown1981–1982: no citations, so these years are not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 1,162 citing papers, 30.1% of this breakdownUnited Kingdom: 371 citing papers, 9.6% of this breakdownChina: 293 citing papers, 7.6% of this breakdownGermany: 169 citing papers, 4.4% of this breakdownItaly: 161 citing papers, 4.2% of this breakdownCanada: 130 citing papers, 3.4% of this breakdownAustralia: 118 citing papers, 3.1% of this breakdownSpain: 96 citing papers, 2.5% of this breakdownFrance: 89 citing papers, 2.3% of this breakdownNetherlands: 78 citing papers, 2% of this breakdownBelgium: 66 citing papers, 1.7% of this breakdownTürkiye: 64 citing papers, 1.7% of this breakdown
0%30.1%Other 27.4%

Institutions

Fields

  • Economics, Econometrics and Finance49.5%
  • Computer Science12.4%
  • Decision Sciences7.4%
  • Mathematics6.8%
  • Social Sciences5.4%
  • Engineering5%
  • Other13.5%

Topics

  • Monetary Policy and Economic Impact11.2%
  • Market Dynamics and Volatility7.1%
  • Complex Systems and Time Series Analysis3.3%
  • Financial Risk and Volatility Modeling3.2%
  • Forecasting Techniques and Applications2.5%
  • Energy, Environment, Economic Growth2.5%
  • Other70.2%

Coauthors

All papers

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  1. Vector Autoregressions

    Authors: James H. Stock, Mark W. Watson - The Journal of Economic Perspectives 2001 cited by 1,129

  2. Forecasting Using Principal Components From a Large Number of Predictors

    Authors: James H. Stock, Mark W. Watson - Journal of the American Statistical Association 2002 cited by 3,061

  3. Comprehensive evidence implies a higher social cost of CO2

    Authors: Kevin Rennert, Frank Errickson, Brian Prest, Lisa Rennels, Richard G. Newell, William A. Pizer, Cora Kingdon, Jordan Wingenroth, Roger Cooke, Bryan Parthum, David J. Smith, Kevin Cromar, Delavane Diaz, Frances C. Moore, Ulrich K. Müller, Richard J. Plevin, Adrian E. Raftery, Hana Ševčíková, Hannah Sheets, James H. Stock, Tammy Tan, Mark W. Watson, Tony E. Wong, David Anthoff - Nature 2022 cited by 1,050

  4. A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

    Authors: James H. Stock, Mark W. Watson - Econometrica 1993 cited by 4,914

  5. Combination forecasts of output growth in a seven‐country data set

    Authors: James H. Stock, Mark W. Watson - Journal of Forecasting 2004 cited by 1,171

  6. Macroeconomic Forecasting Using Diffusion Indexes

    Authors: James H. Stock, Mark W. Watson - Journal of Business and Economic Statistics 2002 cited by 2,637

  7. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics

    Authors: James H. Stock, Mark W. Watson - Handbook of macroeconomics 2016 cited by 430

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

    Authors: James H. Stock, Mark W. Watson - The Economic Journal 2018 cited by 619

  9. Generalized Shrinkage Methods for Forecasting Using Many Predictors

    Authors: James H. Stock, Mark W. Watson - Journal of Business and Economic Statistics 2012 cited by 317

  10. Why Has U.S. Inflation Become Harder to Forecast?

    Authors: James H. Stock, Mark W. Watson - Journal of money credit and banking 2007 cited by 1,668

  11. Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

    Authors: James H. Stock, Mark W. Watson - Econometrica 2008 cited by 611

  12. Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models

    Authors: Mark W. Watson, Robert F. Engle - Journal of Econometrics 1983 cited by 476

  13. Testing for Common Trends

    Authors: James H. Stock, Mark W. Watson - Journal of the American Statistical Association 1988 cited by 1,924

  14. Systematic Monetary Policy and the Effects of Oil Price Shocks

    Authors: Ben Bernanke, Mark Gertler, Mark W. Watson, Christopher A. Sims, Benjamin M. Friedman - Brookings Papers on Economic Activity 1997 cited by 1,604

  15. Encyclopedia of Statistical Sciences.

    Authors: Judith M. Tanur, George Casella, Richard L. Dykstra, Mark Finster, Donald P. Gaver, Joel B. Greenhouse, Gudmund R. Iversen, Guillermina Jasso, Jan Kmenta, S. James Press, Seymour Sudman, Luke Tierney, Jessica Utts, Katherine K. Wallman, Stanley Wasserman, Mark W. Watson, Samuel Kotz, Norman L. Johnson, Campbell B. Read - Journal of the American Statistical Association 1989 cited by 724

  16. Evidence on Structural Instability in Macroeconomic Time Series Relations

    Authors: James H. Stock, Mark W. Watson - Journal of Business and Economic Statistics 1994 cited by 633

  17. Chapter 10 Forecasting with Many Predictors

    Authors: James H. Stock, Mark W. Watson - Handbook of economic forecasting 2006 cited by 386

  18. Predicting and forecasting the impact of local outbreaks of COVID-19: use of SEIR-D quantitative epidemiological modelling for healthcare demand and capacity

    Authors: Eduard Campillo-Funollet, James Van Yperen, Phil Allman, Michael Bell, Warren Beresford, Jacqueline Clay, Matthew D. Dorey, Graham Evans, Kate Gilchrist, Anjum Memon, Gurprit Pannu, Ryan Walkley, Mark W. Watson, Anotida Madzvamuse - International Journal of Epidemiology 2021 cited by 42

  19. Forecasting inflation

    Authors: James H. Stock, Mark W. Watson - Journal of Monetary Economics 1999 cited by 1,274

  20. Variable Trends in Economic Time Series

    Authors: James H. Stock, Mark W. Watson - The Journal of Economic Perspectives 1988 cited by 669

  21. Introduction to Econometrics

    Authors: James H. Stock, Mark W. Watson - 2002 cited by 1,791

  22. Univariate detrending methods with stochastic trends

    Authors: Mark W. Watson - Journal of Monetary Economics 1986 cited by 870

  23. The NAIRU, Unemployment and Monetary Policy

    Authors: Douglas O. Staiger, James H. Stock, Mark W. Watson - The Journal of Economic Perspectives 1997 cited by 681

  24. Chapter 1 Business cycle fluctuations in us macroeconomic time series

    Authors: James H. Stock, Mark W. Watson - Handbook of macroeconomics 1999 cited by 518