Mark W. Watson
Impact in
-
- Monetary Policy and Economic Impact
- Economic Theory and Policy
- Finance top 0.02%
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
- Financial Markets and Investment Strategies
Papers in
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- Monetary Policy and Economic Impact 101
- Economic Theory and Policy 29
-
- Market Dynamics and Volatility 36
- Economic theories and models 27
- Economic Growth and Productivity 20
- Complex Systems and Time Series Analysis 18
- Co-authors
- James H. Stock (67 shared papers)Christopher A. Sims (2 shared papers)Robert G. King (8 shared papers)Robert F. Engle (5 shared papers)Mark Gertler (2 shared papers)Ben Bernanke (2 shared papers)Benjamin M. Friedman (1 shared paper)Olivier Blanchard (1 shared paper)
- Journals
- Journal of the American Statistical Association (13 papers)Journal of Business and Economic Statistics (13 papers)Journal of Econometrics (7 papers)Econometrica (7 papers)NBER Macroeconomics Annual (6 papers)
- Partner nations
- United StatesUnited KingdomItaly
In The Last Decade
Mark W. Watson
158 papers receiving 29.7k citations
Mark W. Watson's Hit Papers
Peers
Comparison fields: 5 of 190
- General Economics, Econometrics and Finance 20.9k
- Finance 10.7k
- Economics and Econometrics 23.4k
- Management Science and Operations Research 3.6k
- Statistics and Probability 1.9k
Countries citing papers authored by Mark W. Watson
This map shows the geographic impact of Mark W. Watson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark W. Watson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark W. Watson more than expected).
Fields of papers citing papers by Mark W. Watson
This network shows the impact of papers produced by Mark W. Watson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark W. Watson. The network helps show where Mark W. Watson may publish in the future.
Co-authors
The 25 scholars most cited alongside Mark W. Watson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 166 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems Hit paper breakdown → | 1993 | 3605 |
| 2 | Forecasting Using Principal Components From a Large Number of Predictors Hit paper breakdown → | 2002 | 1951 |
| 3 | Macroeconomic Forecasting Using Diffusion Indexes Hit paper breakdown → | 2002 | 1835 |
| 4 | Inference in Linear Time Series Models with some Unit Roots Hit paper breakdown → | 1990 | 1817 |
| 5 | Testing for Common Trends Hit paper breakdown → | 1988 | 1430 |
| 6 | Introduction to Econometrics Hit paper breakdown → | 2002 | 1371 |
| 7 | Why Has U.S. Inflation Become Harder to Forecast? Hit paper breakdown → | 2007 | 1127 |
| 8 | Systematic Monetary Policy and the Effects of Oil Price Shocks Hit paper breakdown → | 1997 | 1110 |
| 9 | Forecasting inflation Hit paper breakdown → | 1999 | 959 |
| 10 | Combination forecasts of output growth in a seven‐country data set Hit paper breakdown → | 2004 | 821 |
| 11 | Vector Autoregressions Hit paper breakdown → | 2001 | 817 |
| 12 | Forecasting Output and Inflation: The Role of Asset Prices Hit paper breakdown → | 2003 | 775 |
| 13 | Forecasting Output and Inflation: The Role of Asset Prices Hit paper breakdown → | 2003 | 647 |
| 14 | Univariate detrending methods with stochastic trends Hit paper breakdown → | 1986 | 580 |
| 15 | Disentangling the Channels of the 2007–09 Recession Hit paper breakdown → | 2012 | 520 |
| 16 | Encyclopedia of Statistical Sciences. Hit paper breakdown → | 1989 | 508 |
| 17 | Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression Hit paper breakdown → | 2008 | 473 |
| 18 | 1988 | 466 | |
| 19 | 1996 | 462 | |
| 20 | 1997 | 451 |
About Mark W. Watson
Mark W. Watson is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics, Finance, Management Science and Operations Research and Statistics and Probability, having authored 166 papers that have together received 32.8k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (101 papers), Market Dynamics and Volatility (36 papers), Economic Theory and Policy (29 papers), Economic theories and models (27 papers), Economic Growth and Productivity (20 papers), Complex Systems and Time Series Analysis (18 papers), Global Financial Crisis and Policies (12 papers) and Forecasting Techniques and Applications (11 papers). The work is most often cited by research in General Economics, Econometrics and Finance (20.9k citations), Finance (10.7k citations), Economics and Econometrics (23.4k citations), Management Science and Operations Research (3.6k citations) and Statistics and Probability (1.9k citations). Mark W. Watson has collaborated with scholars based in United States, United Kingdom and Italy. Frequent co-authors include James H. Stock, Christopher A. Sims, Robert G. King, Robert F. Engle, Mark Gertler, Ben Bernanke, Benjamin M. Friedman, Olivier Blanchard, Matthew D. Shapiro and Douglas O. Staiger. Their work appears in journals such as Journal of the American Statistical Association, Journal of Business and Economic Statistics, Journal of Econometrics, Econometrica and NBER Macroeconomics Annual.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.