Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
19933.4k citationsJames H. Stock, Mark W. Watsonprofile →
Forecasting Using Principal Components From a Large Number of Predictors
20021.8k citationsJames H. Stock, Mark W. WatsonJournal of the American Statistical Associationprofile →
Macroeconomic Forecasting Using Diffusion Indexes
20021.7k citationsJames H. Stock, Mark W. Watsonprofile →
Inference in Linear Time Series Models with some Unit Roots
19901.7k citationsJames H. Stock, Mark W. Watson et al.profile →
Testing for Common Trends
19881.4k citationsJames H. Stock, Mark W. WatsonJournal of the American Statistical Associationprofile →
Countries citing papers authored by Mark W. Watson
Since
Specialization
Citations
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).
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-authorship network of co-authors of Mark W. Watson
This figure shows the co-authorship network connecting the top 25 collaborators of Mark W. Watson.
A scholar is included among the top collaborators of Mark W. Watson based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Mark W. Watson. Mark W. Watson is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Watson, Mark W.. (2019). Comment on "On the Empirical (Ir)relevance of the Zero Lower Bound Constraint". NBER Chapters. 182–193.1 indexed citations
3.
Foerster, Andrew T., Andreas Hornstein, Pierre-Daniel G. Sarte, & Mark W. Watson. (2019). How Have Changing Sectoral Trends Affected GDP Growth. FRB SF weekly letter.2 indexed citations
4.
Hall, Robert E., Mark W. Watson, James H. Stock, & John G. Fernald. (2017). The Slow Recovery in Output after 2009. RePEc: Research Papers in Economics.1 indexed citations
5.
Stock, James H. & Mark W. Watson. (2015). Introduction to econometrics 3rd ed..55 indexed citations
6.
Stock, James H., et al.. (2010). Dynamic Factor Models. Digital Access to Scholarship at Harvard (DASH) (Harvard University).34 indexed citations
7.
Reis, Ricardo & Mark W. Watson. (2007). RELATIVE GOODS' PRICES AND PURE INFLATION. SSRN Electronic Journal.1 indexed citations
8.
Watson, Mark W.. (2007). How Accurate Are Real-Time Estimates of Output Trends and Gaps?. SSRN Electronic Journal. 93(2). 143–161.44 indexed citations
9.
Stock, James H. & Mark W. Watson. (2003). Has the business cycle changed. Proceedings - Economic Policy Symposium - Jackson Hole. 9–56.48 indexed citations
10.
Ghysels, Éric, Norman R. Swanson, & Mark W. Watson. (2001). Essays in econometrics: Collected Papers of Clive W. J. Granger Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting. Cambridge University Press eBooks.7 indexed citations
11.
Granger, Clive W. J., Éric Ghysels, Norman R. Swanson, & Mark W. Watson. (2001). Spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Cambridge University Press eBooks.1 indexed citations
12.
Granger, Clive W. J., Éric Ghysels, Norman R. Swanson, & Mark W. Watson. (2001). Causality, integration and cointegration, and long memory. Cambridge University Press eBooks.3 indexed citations
13.
Watson, Mark W.. (1999). Explaning the Increased Variability in Long-Term Interest Rates. Economic quarterly - Federal Reserve Bank of Richmond. 85(4). 71–96.28 indexed citations
14.
Watson, Mark W.. (1999). Explaining the Increased Variability in Long-Term Interest Rates. SSRN Electronic Journal.28 indexed citations
15.
Stock, James H. & Mark W. Watson. (1998). Business Cycle Fluctuations in U.S. Macroeconomic Time Series. National Bureau of Economic Research. 3–64.95 indexed citations
16.
Horvath, Michael & Mark W. Watson. (1994). Testing for Cointegration When Some of the Contributing Vectors are Known. SSRN Electronic Journal.5 indexed citations
17.
Stock, James H. & Mark W. Watson. (1989). Indexes of Coincident and Leading Economic Indicators. 3.3 indexed citations
18.
Stock, James H. & Mark W. Watson. (1988). Testing for Common Trends. Journal of the American Statistical Association. 83(404). 1097–1107.1368 indexed citations breakdown →
Watson, Mark W.. (1983). Applications of kalman filter models in econometrics. University Microfilms International eBooks.1 indexed citations
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.