THE USE OF UNOBSERVED COMPONENTS AND SIGNAL EXTRACTION TECHNIQUES IN MODELLING ECONOMIC TIME SERIES

Extrapolation, Interpolation, and Smoothing of Stationary Time Series

1949 • 4,670 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Theory of the Consumption Function

1957 • 2,616 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

Measurement of Linear Dependence and Feedback between Multiple Time Series

1982 • 1,787 citations

Measuring Business Cycles

1947 • 1,662 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

Inflation, real returns and capital investment

1982 • 491 citations

4 Two Illustrations of the Quantity Theory of Money

2012 • 486 citations

Rational expectations and econometric practice

1982 • 458 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

An ARIMA-Model-Based Approach to Seasonal Adjustment

1982 • 432 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 citations

Seasonal Adjustment by Signal Extraction

1980 • 271 citations

Seasonality in Regression

1974 • 184 citations

Prediction and Regulation by Linear Least-Squares Methods.

1984 • 159 citations

Local Trend Estimation and Seasonal Adjustment of Economic and Social Time Series

1982 • 154 citations

Seasonality in Regression

1974 • 135 citations

Optimal Economic Policy and the Problem of Instrument Instability

2016 • 115 citations

Analysis of Economic Time Series: A Synthesis.

1980 • 90 citations

Signal Extraction Error in Nonstationary Time Series

1979 • 82 citations

R²Measures for Time Series

1979 • 76 citations

Unanticipated monetary growth, output and the price level: U.K. 1946–1977

1981 • 48 citations

Some consideration of decomposition of a time series

1978 • 31 citations

R 2 Measures for Time Series

1979 • 24 citations

Research and Development and Other Determinants of Investment: Discussion

1969 • 22 citations