Mark W. Watson
1981–2022 年に発表
- 60
- 論文数
- 43,989
- 被引用数
- 56
- h 指数
- 60
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance49.5%
- Computer Science12.4%
- Decision Sciences7.4%
- Mathematics6.8%
- Social Sciences5.4%
- Engineering5%
- その他13.5%
トピック
- 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%
- その他70.2%
共著者
- James H. Stock39
- Robert G. King5
- Christopher A. Sims2
- Olivier Blanchard2
- Robert F. Engle2
- Adrian E. Raftery1
- Alan S. Blinder1
- Andrew T. Foerster1
- Anjum Memon1
- Anotida Madzvamuse1
- Arnold Zellner1
- Ben Bernanke1
- Benjamin M. Friedman1
- Brian Prest1
- Bryan Parthum1
- Campbell B. Read1
- Charles I. Plosser1
- Cora Kingdon1
- Daniel Lewis1
- Dante Amengual1
- David Anthoff1
- David F. Henry1
- David J. Smith1
- Delavane Diaz1
全論文
- Vector Autoregressions
著者: James H. Stock, Mark W. Watson - The Journal of Economic Perspectives 2001 被引用: 1,129
- Forecasting Using Principal Components From a Large Number of Predictors
著者: James H. Stock, Mark W. Watson - Journal of the American Statistical Association 2002 被引用: 3,061
- Comprehensive evidence implies a higher social cost of CO2
著者: 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 被引用: 1,050
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
著者: James H. Stock, Mark W. Watson - Econometrica 1993 被引用: 4,914
- Combination forecasts of output growth in a seven‐country data set
著者: James H. Stock, Mark W. Watson - Journal of Forecasting 2004 被引用: 1,171
- Macroeconomic Forecasting Using Diffusion Indexes
著者: James H. Stock, Mark W. Watson - Journal of Business and Economic Statistics 2002 被引用: 2,637
- Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
著者: James H. Stock, Mark W. Watson - Handbook of macroeconomics 2016 被引用: 430
- Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
著者: James H. Stock, Mark W. Watson - The Economic Journal 2018 被引用: 619
- Generalized Shrinkage Methods for Forecasting Using Many Predictors
著者: James H. Stock, Mark W. Watson - Journal of Business and Economic Statistics 2012 被引用: 317
- Why Has U.S. Inflation Become Harder to Forecast?
著者: James H. Stock, Mark W. Watson - Journal of money credit and banking 2007 被引用: 1,668
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
著者: James H. Stock, Mark W. Watson - Econometrica 2008 被引用: 611
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
著者: Mark W. Watson, Robert F. Engle - Journal of Econometrics 1983 被引用: 476
- Testing for Common Trends
著者: James H. Stock, Mark W. Watson - Journal of the American Statistical Association 1988 被引用: 1,924
- Systematic Monetary Policy and the Effects of Oil Price Shocks
著者: Ben Bernanke, Mark Gertler, Mark W. Watson, Christopher A. Sims, Benjamin M. Friedman - Brookings Papers on Economic Activity 1997 被引用: 1,604
- Encyclopedia of Statistical Sciences.
著者: 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 被引用: 724
- Evidence on Structural Instability in Macroeconomic Time Series Relations
著者: James H. Stock, Mark W. Watson - Journal of Business and Economic Statistics 1994 被引用: 633
- Chapter 10 Forecasting with Many Predictors
著者: James H. Stock, Mark W. Watson - Handbook of economic forecasting 2006 被引用: 386
- Predicting and forecasting the impact of local outbreaks of COVID-19: use of SEIR-D quantitative epidemiological modelling for healthcare demand and capacity
著者: 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 被引用: 42
- Forecasting inflation
著者: James H. Stock, Mark W. Watson - Journal of Monetary Economics 1999 被引用: 1,274
- Variable Trends in Economic Time Series
著者: James H. Stock, Mark W. Watson - The Journal of Economic Perspectives 1988 被引用: 669
- Introduction to Econometrics
著者: James H. Stock, Mark W. Watson - 2002 被引用: 1,791
- Univariate detrending methods with stochastic trends
著者: Mark W. Watson - Journal of Monetary Economics 1986 被引用: 870
- The NAIRU, Unemployment and Monetary Policy
著者: Douglas O. Staiger, James H. Stock, Mark W. Watson - The Journal of Economic Perspectives 1997 被引用: 681
- Chapter 1 Business cycle fluctuations in us macroeconomic time series
著者: James H. Stock, Mark W. Watson - Handbook of macroeconomics 1999 被引用: 518
