Mark Watson (economist)

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Mark Wayne Watson (* 1952 ) is an American economist and university professor .

Career, research and teaching

Watson graduated from California State University with a Bachelor of Arts degree in Economics in 1976 and a Ph.D. four years later. at the University of California, San Diego . He then went to Harvard University , where he initially worked as an assistant professor and from 1984 as an associate professor . Two years later he went to Northwestern University , where he was appointed full professor in 1989 . In 1995 he followed a call from Princeton University , where he held the Howard Harrison and Gabrielle Snyder Beck Chair from 2006 .

Watson's main focus is on the analysis of economic time series , while he is continuing the work of his doctoral supervisor Robert F. Engle , who was awarded the “ Nobel Prize in Economics ” . In particular, he made a name for himself with various applications of the Kalman filter in econometrics , especially stochastic state processes for macroeconomic analysis.

Watson has been a Fellow of the Econometric Society since 1993, a Fellow of the American Academy of Arts and Sciences since 2005 and a Fellow of the International Institute of Forecasters since 2017 . Since the 1980s he has been co-editor of various periodicals , including the Journal of Applied Econometrics and The Review of Economics and Statistics .

Individual evidence

  1. nobelprize.org: "Robert F. Engle III - Biographical" (accessed December 19, 2017)
  2. Book of Members 1780 – present, Chapter W. (PDF; 852 kB) In: American Academy of Arts and Sciences (amacad.org). Retrieved July 1, 2018 .

Web links