Mark W. Watson

52.6k total citations · 20 hit papers
138 papers, 28.9k citations indexed

About

Mark W. Watson is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Mark W. Watson has authored 138 papers receiving a total of 28.9k indexed citations (citations by other indexed papers that have themselves been cited), including 90 papers in General Economics, Econometrics and Finance, 84 papers in Economics and Econometrics and 19 papers in Finance. Recurrent topics in Mark W. Watson's work include Monetary Policy and Economic Impact (88 papers), Market Dynamics and Volatility (30 papers) and Economic Theory and Policy (27 papers). Mark W. Watson is often cited by papers focused on Monetary Policy and Economic Impact (88 papers), Market Dynamics and Volatility (30 papers) and Economic Theory and Policy (27 papers). Mark W. Watson collaborates with scholars based in United States, United Kingdom and Italy. Mark W. Watson's co-authors include James H. Stock, Christopher A. Sims, Robert G. King, Robert F. Engle, Ben Bernanke, Mark Gertler, Benjamin M. Friedman, Olivier Blanchard, Matthew D. Shapiro and Douglas O. Staiger and has published in prestigious journals such as Journal of the American Statistical Association, American Economic Review and Econometrica.

In The Last Decade

Mark W. Watson

132 papers receiving 26.2k citations

Hit Papers

A Simple Estimator of Cointegrating Vectors in Higher Ord... 1983 2026 1997 2011 1993 2002 2002 1990 1988 1000 2.0k 3.0k

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Mark W. Watson United States 62 20.8k 18.4k 9.3k 2.9k 2.2k 138 28.9k
Christopher A. Sims United States 51 19.6k 0.9× 17.3k 0.9× 7.9k 0.8× 1.8k 0.6× 2.0k 0.9× 149 26.4k
Bruce E. Hansen United States 42 17.6k 0.8× 11.1k 0.6× 7.4k 0.8× 1.2k 0.4× 2.7k 1.2× 87 24.2k
James D. Hamilton United States 50 24.8k 1.2× 17.0k 0.9× 13.8k 1.5× 2.3k 0.8× 5.4k 2.4× 118 35.5k
Donald W. K. Andrews United States 51 16.5k 0.8× 11.8k 0.6× 8.1k 0.9× 1.5k 0.5× 2.4k 1.1× 145 24.5k
Francis X. Diebold United States 70 28.6k 1.4× 15.0k 0.8× 22.2k 2.4× 4.3k 1.5× 2.6k 1.2× 240 38.8k
James H. Stock United States 65 27.6k 1.3× 21.5k 1.2× 11.9k 1.3× 3.2k 1.1× 3.1k 1.4× 197 41.4k
Pierre Perrón United States 45 32.1k 1.5× 23.6k 1.3× 13.0k 1.4× 1.5k 0.5× 5.1k 2.3× 143 40.5k
Søren Johansen Denmark 43 30.6k 1.5× 24.8k 1.4× 12.8k 1.4× 1.4k 0.5× 4.6k 2.1× 168 40.9k
David F. Hendry United Kingdom 64 12.3k 0.6× 11.1k 0.6× 4.4k 0.5× 2.4k 0.8× 938 0.4× 293 18.0k
Peter C.B. Phillips United States 69 35.4k 1.7× 23.2k 1.3× 15.3k 1.6× 2.2k 0.8× 5.7k 2.6× 460 47.3k

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).

Fields of papers citing papers by Mark W. Watson

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

All Works

20 of 20 papers shown
1.
Bell, Michael, et al.. (2021). Predicting and forecasting the impact of local outbreaks of COVID-19: use of SEIR-D quantitative epidemiological modelling for healthcare demand and capacity. International Journal of Epidemiology. 50(4). 1103–1113. 20 indexed citations
2.
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 →
19.
Hausman, Jerry A. & Mark W. Watson. (1985). Errors in Variables and Seasonal Adjustment Procedures. Journal of the American Statistical Association. 80(391). 531–540. 21 indexed citations
20.
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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026