Generalized expectations modeling in macroeconometrics

A New Approach to Linear Filtering and Prediction Problems

1960 • 28,714 citations

Rules Rather than Discretion: The Inconsistency of Optimal Plans

1977 • 7,667 citations

Stochastic Processes and Filtering Theory

1970 • 7,520 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Introduction to Stochastic Control Theory

1970 • 3,341 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Capital Theory and Investment Behavior

1963 • 2,227 citations

"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule

1975 • 2,222 citations

THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS

1963 • 2,037 citations

Mathematical Description of Linear Dynamical Systems

1963 • 1,639 citations

The monetary dynamics of hyperinflation

1956 • 1,603 citations

Analysis of recursive stochastic algorithms

1977 • 1,471 citations

Linear Multivariable Systems

1974 • 1,129 citations

Investment Under Uncertainty

1971 • 925 citations

A Theory of the Consumption Function

1958 • 893 citations

Studies in the Quantity Theory of Money.

1957 • 865 citations

System Identification

2001 • 859 citations

Linear multivariable systems

1974 • 783 citations

Estimation theory with applications to communications and control

1979 • 745 citations

Adaptive Expectations and Cobweb Phenomena

1958 • 653 citations

Estimation and Control of a Macroeconomic Model with Rational Expectations

1979 • 645 citations

The Phillips curve and labor markets

1976 • 634 citations

Rational expectations and the theory of economic policy

1976 • 595 citations

Market Fundamentals versus Price-Level Bubbles: The First Tests

1980 • 539 citations

Rational expectations and the dynamic structure of macroeconomic models

1978 • 257 citations

The Demand for Money during Hyperinflations under Rational Expectations: I

1977 • 176 citations

Dynamical Coupling with Especial Reference to Markets Having Production Lags

1947 • 133 citations

The Identification and Parameterization of Armax and State Space Forms

1976 • 131 citations

Structure determination and parameter identification for multivariable stochastic linear systems

1975 • 127 citations

Dynamical Coupling with Especial Reference to Markets Having Production Lags

1982 • 126 citations

On the identifiability of parameters

1972 • 116 citations

Tax incentives and capital spending

1972 • 114 citations

Prediction error identification methods for stationary stochastic processes

1976 • 84 citations

Optimal Capital Accumulation and Corporate Investment Behavior

1968 • 76 citations

Model approximations via prediction error identification

1978 • 68 citations

A Note on the Extraction of Components from Time Series

1975 • 46 citations

Recursive Prediction Error Methods for Adaptive Estimation

1979 • 42 citations

Convergence of an adaptive filter algorithm

1978 • 37 citations

Correction and extention of "On the identifiability of parameters"

1973 • 20 citations

An Introduction to Applied Macroeconomics.

1974 • 20 citations

FIML Estimation of Rational Distributed Lag Structural Form Models

1976 • 20 citations

A Quantitative Measure of Identifiability

1978 • 19 citations

An Introduction to Applied Macroeconomics.

1974 • 3 citations