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Mark W. Watson | Researchclopedia

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Mark W. Watson

Princeton University ORCID

338

Works

52,633

Citations

92

h-index

166

i10-index

Research Topics

Monetary Policy and Economic Impact Economic Theory and Policy Market Dynamics and Volatility

Affiliations

Northwestern University1986–1994

Hoover Institution1987–2017

Woodrow Wilson International Center for Scholars1984–2020

National Bureau of Economic Research1982–2025

Harvard University1981–2019

Top Works

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock,Mark W. Watson

19934,847 citations

Economic theories and models

Economic Growth and Productivity

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock,Mark W. Watson

20023,022 citations

Macroeconomic Forecasting Using Diffusion Indexes

James H. Stock,Mark W. Watson

20022,605 citations

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims,James H. Stock,et al.

19902,568 citations

Testing for Common Trends

James H. Stock,Mark W. Watson

19881,916 citations

Introduction to Econometrics

James H. Stock,Mark W. Watson

20021,789 citations

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

James H. Stock,Mark W. Watson

20071,645 citations

Systematic Monetary Policy and the Effects of Oil Price Shocks

Ben Bernanke,Mark Gertler,et al.

19971,591 citations

Forecasting inflation

James H. Stock,Mark W. Watson

19991,261 citations