Faculty

Institution

Unit

Venue

Mark W. Watson

Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs

Princeton University

Affiliations

Social Sciences.

School of Public and International Affairs

Department of Economics

Mark W. Watson is currently serving as a School Of Public And International Affairs Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.

Honors

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Experiences

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Education

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Mark W. Watson

Princeton University

Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs

You can click a keyword to filter the displayed items

economics econometrics macroeconomics statistics forecasting inflation data science economic analysis economic forecasting economic growth time series economic research macroeconomic forecasting business monetary economics monetary policy economic modelling econometric models relative goods regional economics financial econometrics dynamic factor models pure inflation sectoral trends statistical methodology econodynamics estimation theory econometric methods economic change vector autoregressions theoretical economics crisis management economic literature vector control panel data causality empirical finance business forecasting trend prediction diffusion indexes structural instability external instruments business cycle fluctuations macroeconomic time series har inference stochastic trends policy modeling early republic economic dynamics computational statistics flood risk management business research technological forecasting machine learning research vehicular technology vector management mathematical economics shock (economics) index system macroeconomic models indexing technique data indexing net neutrality latent variable models curve modeling fault estimation wage inflation regional development spatial economics central banking error analysis error correction principal components unit roots systematic monetary policy oil price shocks

Notable Scholarly Works

Notable Federal Grants

Collaborators

Forecasting Related Time Series. Journal of Applied Econometrics (2026)

predictive analyticseconomic forecastingforecastingtechnological forecastingtime seriesbusiness forecastingforecasting methodologyrelated time series

Testing Coefficient Variability in Spatial Regression. SSRN Electronic Journal (2025)

spatial statistical analysisquantitative science studiesspatial analysisapplied statisticsstatistics

Spatial Unit Roots and Spurious Regression. Econometrica (2024)

Ulrich K. MüllerMark W. Watson

spatial statistical analysisforecastingtheoretical economicsspatial analysisspatial unit rootsstatisticseconometricsapplied economicseconomicsstatistical methodologyeconomic analysiseconomic researchgeographyeconometric modelsspurious regressioneconometric methodseconomic modellingbayesian econometricsspatial theoryhigh-dimensional statistics

Time Varying Extremes. The Review of Economics and Statistics (2024)

Ulrich K. MüllerMark W. Watson

statistical theorystatisticsextreme statisticeconomics

Aggregate Implications of Changing Sectoral Trends. Journal of Political Economy (2022)

Andrew T. FoersterAndreas HornsteinPierre-Daniel G. SarteMark W. Watson

political economyeconomicsaggregate implicationseconomic growthmacroeconomicsregional economicssectoral trendseconomic change

Comprehensive Evidence Implies a Higher Social Cost of Co2. Nature (2022)

Kevin RennertFrank ErricksonBrian C. PrestLisa RennelsRichard G. NewellWilliam PizerCora KingdonJordan WingenrothRoger CookeBryan ParthumDavid SmithKevin CromarDelavane DiazFrances C. MooreUlrich K. MüllerRichard J. PlevinAdrian E. RafteryHana ŠevčíkováHannah SheetsJames H. StockTammy TanMark WatsonTony E. WongDavid Anthoff

comprehensive evidenceclimate changeeconomics

Spatial Correlation Robust Inference. Econometrica (2022)

Ulrich K. MüllerMark W. Watson

econometricseconomicsstatistics

Spatial Correlation Robust Inference in Linear Regression and Panel Models. Journal of Business and Economic Statistics (2022)

Ulrich K. MüllerMark W. Watson

econometricseconomicspanel modelsbusinesslinear regressionstatistics

An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting. The Review of Economics and Statistics (2020)

Ulrich K. MüllerJames H. StockMark W. Watson

econometricseconomicseconomic growthinternational growth dynamicseconometric modelslong-horizon forecasting

Inference in Structural Vector Autoregressions Identified With an External Instrument. Journal of Econometrics (2020)

José L. Montiel OleaJames H. StockMark W. Watson

econometricseconometric methodsstatistical modelsexternal instrumentstatistical methodologyeconomic analysiscomputational statisticscausal inferenceeconomic modellingdata scienceeconomic dynamicsstatistical inferencelatent variable modelsapplied statisticseconometric modelsstatistics

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Mark W. Watson

Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs

Princeton University

Affiliations

Social Sciences.

School of Public and International Affairs

Department of Economics

Mark W. Watson is currently serving as a School Of Public And International Affairs Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Mark W. Watson

Princeton University

Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Forecasting Related Time Series. Journal of Applied Econometrics (2026)

predictive analyticseconomic forecastingforecastingtechnological forecastingtime seriesbusiness forecastingforecasting methodologyrelated time series

Testing Coefficient Variability in Spatial Regression. SSRN Electronic Journal (2025)

spatial statistical analysisquantitative science studiesspatial analysisapplied statisticsstatistics

Spatial Unit Roots and Spurious Regression. Econometrica (2024)

Ulrich K. MüllerMark W. Watson

Time Varying Extremes. The Review of Economics and Statistics (2024)

Ulrich K. MüllerMark W. Watson

statistical theorystatisticsextreme statisticeconomics

Aggregate Implications of Changing Sectoral Trends. Journal of Political Economy (2022)

Andrew T. FoersterAndreas HornsteinPierre-Daniel G. SarteMark W. Watson

political economyeconomicsaggregate implicationseconomic growthmacroeconomicsregional economicssectoral trendseconomic change

Comprehensive Evidence Implies a Higher Social Cost of Co2. Nature (2022)

comprehensive evidenceclimate changeeconomics

Spatial Correlation Robust Inference. Econometrica (2022)

Ulrich K. MüllerMark W. Watson

econometricseconomicsstatistics

Spatial Correlation Robust Inference in Linear Regression and Panel Models. Journal of Business and Economic Statistics (2022)

Ulrich K. MüllerMark W. Watson

econometricseconomicspanel modelsbusinesslinear regressionstatistics

An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting. The Review of Economics and Statistics (2020)

Ulrich K. MüllerJames H. StockMark W. Watson

econometricseconomicseconomic growthinternational growth dynamicseconometric modelslong-horizon forecasting

Inference in Structural Vector Autoregressions Identified With an External Instrument. Journal of Econometrics (2020)

José L. Montiel OleaJames H. StockMark W. Watson

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5
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