Warehouse / Authors / Mark W. Watson

Mark W. Watson

Papers by Mark W. Watson tracked in the Macro Paper Warehouse.

3 papers tracked 0 forthcoming 3 classics

Showing 3 papers

Published Classic American Economic Review Published May 2007

Jesús Fernández-Villaverde · Juan F. Rubio-Ramírez · Thomas J. Sargent · Mark W. Watson

This 2007 American Economic Review paper by Fernández-Villaverde, Rubio-Ramírez, Sargent, and Watson asks when the structural economic shocks in a DSGE model's state-space representation can be …

Structural Var Dsge Models

Published Classic Brookings Papers on Economic Activity Published Mar 2012

Disentangling the Channels of the 2007-09 Recession

James H. Stock · Mark W. Watson

This 2012 Brookings Papers on Economic Activity paper by James Stock and Mark Watson asks whether the unusual severity of the 2007-09 recession and the weakness of the recovery that followed required …

Structural Var Business Cycles

Published Classic Journal of Economic Perspectives Published Nov 2001

Vector Autoregressions

James H. Stock · Mark W. Watson

This 2001 Journal of Economic Perspectives paper by James Stock and Mark Watson reviews how vector autoregressions (VARs) have performed at the four core tasks of applied macroeconometrics — data …

Structural Var Nowcasting Forecasting