Search Results - "Watson, Mark"

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  1. 1

    IDENTIFICATION AND ESTIMATION OF DYNAMIC CAUSAL EFFECTS IN MACROECONOMICS USING EXTERNAL INSTRUMENTS by Stock, James H., Watson, Mark W.

    Published in The Economic journal (London) (01-05-2018)
    “…External sources of as-if randomness — that is, external instruments — can be used to identify the dynamic causal effects of macroeconomic shocks. One method…”
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  2. 2

    Two-dimensional turbulence in a massless fluid with a relativistic lattice Boltzmann model by Watson, Mark

    Published in AIP advances (01-03-2021)
    “…We investigate a relativistic adaptation of the lattice Boltzmann method that reproduces the equations of motion for a turbulent, two-dimensional, massless…”
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  3. 3

    Presidents and the US Economy: An Econometric Exploration by Blinder, Alan S., Watson, Mark W.

    Published in The American economic review (01-04-2016)
    “…The US economy has performed better when the president of the United States is a Democrat rather than a Republican, almost regardless of how one measures…”
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  4. 4

    Disentangling the Channels of the 2007–09 Recession [with Comments and Discussion] by STOCK, JAMES H., WATSON, MARK W., BLINDER, ALAN S., SIMS, CHRISTOPHER A.

    Published in Brookings papers on economic activity (01-04-2012)
    “…This paper examines the macroeconomic dynamics of the 2007–09 recession in the United States and the subsequent slow recovery. Using a dynamic factor model…”
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  5. 5

    Inflation Persistence, the NAIRU, and the Great Recession by Watson, Mark W.

    Published in The American economic review (01-05-2014)
    “…The rate of inflation fell far less over the period 2007-2013 than in the period 1979-1985 despite similar large increases in the unemployment rate. This paper…”
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  6. 6

    Generalized Shrinkage Methods for Forecasting Using Many Predictors by Stock, James H., Watson, Mark W.

    Published in Journal of business & economic statistics (01-10-2012)
    “…This article provides a simple shrinkage representation that describes the operational characteristics of various forecasting methods designed for a large…”
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  7. 7

    Why Has U.S. Inflation Become Harder to Forecast? by STOCK, JAMES H., WATSON, MARK W.

    Published in Journal of money, credit and banking (01-02-2007)
    “…We examine whether the U.S. rate of price inflation has become harder to forecast and, to the extent that it has, what changes in the inflation process have…”
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  8. 8

    Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression by Stock, James H., Watson, Mark W.

    Published in Econometrica (01-01-2008)
    “…The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or without a degrees-of-freedom adjustment),…”
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  9. 9

    NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS by Elliott, Graham, Müller, Ulrich K., Watson, Mark W.

    Published in Econometrica (01-03-2015)
    “…This paper considers nonstandard hypothesis testing problems that involve a nuisance parameter. We establish an upper bound on the weighted average power of…”
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  10. 10

    N‑Electron Valence State Perturbation Theory Based on a Density Matrix Renormalization Group Reference Function, with Applications to the Chromium Dimer and a Trimer Model of Poly(p‑Phenylenevinylene) by Guo, Sheng, Watson, Mark A, Hu, Weifeng, Sun, Qiming, Chan, Garnet Kin-Lic

    Published in Journal of chemical theory and computation (12-04-2016)
    “…The strongly contracted variant of second-order N-electron valence state perturbation theory (NEVPT2) is an efficient perturbative method to treat dynamic…”
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  11. 11

    HAR Inference: Recommendations for Practice by Lazarus, Eben, Lewis, Daniel J., Stock, James H., Watson, Mark W.

    Published in Journal of business & economic statistics (02-10-2018)
    “…The classic papers by Newey and West (1987) and Andrews (1991) spurred a large body of work on how to improve heteroscedasticity- and autocorrelation-robust…”
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  12. 12

    Inference in Structural Vector Autoregressions identified with an external instrument by Montiel Olea, José L., Stock, James H., Watson, Mark W.

    Published in Journal of econometrics (01-11-2021)
    “…This paper studies Structural Vector Autoregressions in which a structural shock of interest (e.g., an oil supply shock) is identified using an external…”
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  13. 13

    High-mobility Ambipolar Transistors and High-gain Inverters from a Donor-Acceptor Copolymer Semiconductor by Kim, Felix Sunjoo, Guo, Xugang, Watson, Mark D., Jenekhe, Samson A.

    Published in Advanced materials (Weinheim) (26-01-2010)
    “…High‐performance ambipolar transistors and inverters are demonstrated using a new donor–acceptor copolymer semiconductor. The ambipolar transistors show…”
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  14. 14

    Spatial Unit Roots and Spurious Regression by Müller, Ulrich K., Watson, Mark W.

    Published in Econometrica (01-09-2024)
    “…This paper proposes a model for, and investigates the consequences of, strong spatial dependence in economic variables. Our findings echo those of the…”
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  15. 15

    Naphthalene Diimide-Based Polymer Semiconductors: Synthesis, Structure–Property Correlations, and n-Channel and Ambipolar Field-Effect Transistors by Guo, Xugang, Kim, Felix Sunjoo, Seger, Mark J, Jenekhe, Samson A, Watson, Mark D

    Published in Chemistry of materials (24-04-2012)
    “…A series of nine alternating donor–acceptor copolymer semiconductors based on naphthalene diimide (NDI) acceptor and seven different thiophene moieties with…”
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  16. 16

    CORE INFLATION AND TREND INFLATION by Stock, James H., Watson, Mark W.

    Published in The review of economics and statistics (01-10-2016)
    “…This paper examines empirically whether the measurement of trend inflation can be improved by using disaggregated data on sectoral inflation to construct…”
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    Slack and Cyclically Sensitive Inflation by STOCK, JAMES H., WATSON, MARK W.

    Published in Journal of money, credit and banking (01-12-2020)
    “…We investigate the flattening Phillips relation by making two departures from standard specifications. First, we measure slack using real activity variables…”
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  20. 20

    Multiconformation, Density Functional Theory-Based pK a Prediction in Application to Large, Flexible Organic Molecules with Diverse Functional Groups by Bochevarov, Art D, Watson, Mark A, Greenwood, Jeremy R, Philipp, Dean M

    Published in Journal of chemical theory and computation (13-12-2016)
    “…We consider the conformational flexibility of molecules and its implications for micro- and macro-pK a. The corresponding formulas are derived and discussed…”
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