Productivity shocks and real business cycles

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Production, growth and business cycles

1988 • 2,269 citations

Indivisible labor and the business cycle

1985 • 2,082 citations

Real Business Cycles

1983 • 1,955 citations

Theory ahead of business-cycle measurement

1986 • 1,592 citations

Exogeneity

1983 • 1,271 citations

The Relation between Price and Marginal Cost in U.S. Industry

1988 • 1,098 citations

NBER macroeconomics annual 1987

1989 • 969 citations

Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations

1990 • 954 citations

MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE

1984 • 579 citations

Production, growth and business cycles

1988 • 570 citations

Nber Macroeconomics Annual

1986 • 518 citations

Vector Autoregressions and Reality

2002 • 439 citations

Two Models of Measurements and the Investment Accelerator

1989 • 392 citations

Real Business Cycles: A New Keynesian Perspective

1995 • 300 citations

Why does inventory investment fluctuate so much?

1988 • 300 citations

Real Business Cycles: A New Keynesian Perspective

1989 • 259 citations

INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS

1984 • 247 citations

Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data

1985 • 236 citations

Some Skeptical Observations on Real Business Cycle Theory

1986 • 232 citations

Vector Autoregressions and Reality

1987 • 179 citations

Modern business cycle theory

1989 • 166 citations

Chapter 19 Inference and causality in economic time series models

1984 • 133 citations

Straight time and overtime in equilibrium

1988 • 114 citations

A reconsideration of Sims' evidence concerning monetarism

1983 • 86 citations

Do Equilibrium Real Business Cycle Theories Explain Postwar U. S. Business Cycles?

1986 • 66 citations

PRODUCTIVE EXTERNALITIES AND CYCLICAL VOLATILITY

1990 • 42 citations

Building Blocks of Market Clearing Business Cycle Models

1989 • 40 citations

Tests of the relation between money and output in the real business cycle model

1988 • 23 citations