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Research Output

Comment

Watson, M. W., Jan 1 2020, NBER Macroeconomics Annual. 1 ed. University of Chicago Press, p. 183-193 11 p. (NBER Macroeconomics Annual; vol. 34, no. 1).

Research output: Chapter in Book/Report/Conference proceedingChapter

Inference in Structural Vector Autoregressions identified with an external instrument

Montiel Olea, J. L., Stock, J. H. & Watson, M. W., 2020, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticle

  • HAR Inference: Recommendations for Practice Rejoinder

    Lazarus, E., Lewis, D. J., Stock, J. H. & Watson, M. W., Oct 2 2018, In : Journal of Business and Economic Statistics. 36, 4, p. 574-575 2 p.

    Research output: Contribution to journalLetter

  • 5 Scopus citations

    HAR Inference: Recommendations for Practice

    Lazarus, E., Lewis, D. J., Stock, J. H. & Watson, M. W., Oct 2 2018, In : Journal of Business and Economic Statistics. 36, 4, p. 541-559 19 p.

    Research output: Contribution to journalComment/debate

  • 7 Scopus citations

    Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments

    Stock, J. H. & Watson, M. W., May 2018, In : Economic Journal. 128, 610, p. 917-948 32 p.

    Research output: Contribution to journalArticle

  • 20 Scopus citations