| Introduction to econometrics JH Stock, MW Watson Pearson, 2020 | 6420 | 2020 |
| A simple estimator of cointegrating vectors in higher order integrated systems JH Stock, MW Watson Econometrica: journal of the Econometric Society, 783-820, 1993 | 6201 | 1993 |
| Forecasting using principal components from a large number of predictors JH Stock, MW Watson Journal of the American statistical association 97 (460), 1167-1179, 2002 | 3565 | 2002 |
| Macroeconomic forecasting using diffusion indexes JH Stock, MW Watson Journal of Business & Economic Statistics 20 (2), 147-162, 2002 | 3560 | 2002 |
| Testing for common trends JH Stock, MW Watson Journal of the American statistical Association 83 (404), 1097-1107, 1988 | 3353 | 1988 |
| Inference in linear time series models with some unit roots CA Sims, JH Stock, MW Watson Econometrica: Journal of the Econometric Society, 113-144, 1990 | 3347 | 1990 |
| New indexes of coincident and leading economic indicators JH Stock, MW Watson NBER macroeconomics annual 4, 351-394, 1989 | 2956 | 1989 |
| Has the business cycle changed and why? JH Stock, MW Watson NBER macroeconomics annual 17, 159-218, 2002 | 2822 | 2002 |
| Forecasting inflation JH Stock, MW Watson Journal of monetary economics 44 (2), 293-335, 1999 | 2469 | 1999 |
| Bubbles, rational expectations and financial markets OJ Blanchard, MW Watson National Bureau of economic research, 1982 | 2391 | 1982 |
| Systematic monetary policy and the effects of oil price shocks BS Bernanke, M Gertler, M Watson, CA Sims, BM Friedman Brookings papers on economic activity 1997 (1), 91-157, 1997 | 2330 | 1997 |
| Vector autoregressions JH Stock, MW Watson Journal of Economic perspectives 15 (4), 101-115, 2001 | 2314 | 2001 |
| Stochastic trends and economic fluctuations RG King, CI Plosser, JH Stock, MW Watson National Bureau of Economic Research, 1987 | 2254 | 1987 |
| Why has US inflation become harder to forecast? JH Stock, MW Watson Journal of Money, Credit and banking 39, 3-33, 2007 | 2182 | 2007 |
| Forecasting output and inflation: The role of asset prices JH Stock, MW Watson Journal of economic literature 41 (3), 788-829, 2003 | 2133 | 2003 |
| Business cycle fluctuations in US macroeconomic time series JH Stock, MW Watson Handbook of macroeconomics 1, 3-64, 1999 | 1671 | 1999 |
| Combination forecasts of output growth in a seven‐country data set JH Stock, MW Watson Journal of forecasting 23 (6), 405-430, 2004 | 1367 | 2004 |
| Sources of business cycle fluctuations MD Shapiro, MW Watson NBER Macroeconomics annual 3, 111-148, 1988 | 1357 | 1988 |
| Disentangling the Channels of the 2007-2009 Recession JH Stock, MW Watson National Bureau of Economic Research, 2012 | 1344 | 2012 |
| Implications of dynamic factor models for VAR analysis JH Stock, MW Watson National Bureau of Economic Research, 2005 | 1280 | 2005 |
