Macroeconomic time-series, business cycles and macroeconomic policies

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Asset returns and inflation

1977 • 2,770 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Some International Evidence on Output-Inflation Tradeoffs.

1973 • 2,466 citations

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

1981 • 2,374 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Real Business Cycles

1983 • 1,955 citations

Measuring Business Cycles

1947 • 1,662 citations

Money and Economic Growth

1965 • 1,656 citations

Foundations of Finance.

1977 • 1,197 citations

An Analytic Derivation of the Efficient Portfolio Frontier

1972 • 1,039 citations

Money in a theory of finance

1960 • 716 citations

Inflation and Real Interest

1963 • 706 citations

Unanticipated Money, Output, and the Price Level in the United States

1978 • 669 citations

Estimation and Control of a Macroeconomic Model with Rational Expectations

1979 • 645 citations

MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE

1984 • 579 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

The Adjustment of Stock Prices to Information About Inflation

1981 • 367 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

The Demand for Index Bonds

1975 • 302 citations

Does Anticipated Monetary Policy Matter? An Econometric Investigation

1982 • 294 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 276 citations

Inflation and Rates of Return on Common Stocks

1976 • 152 citations

Fiscal Policy, Inflation and the Accumulation of Risky Capital

1981 • 140 citations

Money, Bonds, and Foreign Exchange

2016 • 133 citations

Testing for Nonstationary Parameter Specifications in Seasonal Time Series Models

1982 • 132 citations

Money in a theory of finance

1984 • 120 citations

A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing

1977 • 114 citations

Money, bonds and foreign exchange

1979 • 99 citations

Pitfalls in the Use of Time as an Explanatory Variable in Regression

1984 • 97 citations

The Adjustment of Stock Prices to Information About Inflation

1981 • 91 citations

Futures markets and commodity options: Hedging and optimality in incomplete markets

1984 • 89 citations

Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rates in an Optimizing Model

1984 • 75 citations

The Behavior of Money, Credit, and Prices in a Real Business Cycle

1982 • 66 citations

THE MONTE CARLO CYCLE IN BUSINESS ACTIVITY

1975 • 61 citations

Monetary randomness and investment

1982 • 58 citations

General Equilibrium and Business Cycles

2012 • 47 citations

The analysis of seasonal economic models

1979 • 17 citations

Forecasting, rational expectations and the phillips-curve: An empirical investigation

1985 • 16 citations

An Induced Theory of the Firm Under Risk: The Pure Mutual Fund

1970 • 15 citations

Rational expectations, supply shocks and the stability of the inflation-output tradeoff

1983 • 13 citations

Time to Build and the Persistence of Unemployment

1980 • 11 citations