Econometric issues in the analysis of equilibrium business cycle models

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Increasing Returns and Long-Run Growth

1986 • 19,527 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

The equity premium: A puzzle

1985 • 5,686 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Investment, Capacity Utilization and the Real Business Cycle

1986 • 2,219 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Models of business cycles

1987 • 1,593 citations

Theory ahead of business-cycle measurement

1986 • 1,592 citations

Co-Integration and Error-Correction: Representation, Estimation, and Testing

2008 • 1,234 citations

Handbook of monetary economics

1990 • 1,001 citations

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

1991 • 986 citations

Measurement Without Theory

1947 • 786 citations

The Typical Spectral Shape of an Economic Variable

1966 • 658 citations

Measuring Business Cycles.

1948 • 629 citations

A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

1988 • 621 citations

Estimation of Dynamic Labor Demand Schedules under Rational Expectations

1978 • 611 citations

Intertemporal Substitution in Macroeconomics

1985 • 341 citations

Modeling the term structure of interest rates under non-separable utility and durability of goods

1986 • 315 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

1986 • 313 citations

Why does inventory investment fluctuate so much?

1988 • 300 citations

Macroeconomics annual 1991

1993 • 296 citations

Decomposition of Seasonal Time Series: A Model for the Census X-11 Program

1976 • 261 citations

The Intertemporal Substitution Model of Labour Market Fluctuations: An Empirical Analysis

1982 • 152 citations

Stock Prices Under Time-Varying Dividend Risk: An Exact Solution In An Infinite-Horizon General Equilibrium Model

1988 • 119 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data

1986 • 117 citations

Straight time and overtime in equilibrium

1988 • 114 citations

Instrumental variables procedures for estimating linear rational expectations models

1982 • 108 citations

The Seasonal Adjustment of Economic Time Series

1970 • 98 citations

Production Trends in the United States Since 1870

1934 • 78 citations

Decomposition of Seasonal Time Series: A Model for the Census X-11 Program

1976 • 75 citations

Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption

1986 • 72 citations

Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model

1984 • 70 citations

Measuring Business Cycles.

1946 • 69 citations

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

1986 • 66 citations

The Effects of Detrending in Granger Causality Tests

1985 • 47 citations

Money, Interest and Capital

1989 • 37 citations

Production Trends in the United States Since 1870.

1935 • 35 citations

Seasonal Adjustment and Multiple Time Series Analysis

1978 • 34 citations

The Effects of Detrending in Granger Causality Tests

1985 • 28 citations

AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE‐BACKED SECURITIES

1983 • 27 citations

Seasonal Analysis of Economic Time Series.

1981 • 26 citations

An Empirical Analysis of the Pricing of Mortgage-Backed Securities

1983 • 19 citations

The analysis of seasonal economic models

1979 • 17 citations

Estimation By Simulation

1987 • 16 citations

Solving Nonlinear Stochastic Equilibrium Models "Backwards"

1985 • 13 citations

Models of business cycles

1989 • 13 citations

Readings in Business Cycle Theory

1945 • 9 citations

Deleted Work

1955 • 0 citations