Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions

Macroeconomics and Reality

1980 • 12,249 citations

Are Forecasting Models Usable for Policy Analysis?

1986 • 1,181 citations

Forecasting and conditional projection using realistic prior distributions

1984 • 1,111 citations

Policy Analysis with Econometric Models

1982 • 714 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models

1990 • 253 citations

Hidden periodic autoregressiye-moving average models in time series data

1980 • 193 citations

Hidden Periodic Autoregressive-Moving Average Models in Time Series Data

1980 • 122 citations

Autoregressions, Expectations, and Advice

1984 • 97 citations

A Bayesian approach to regression selection and estimation, with application to a price index for radio services

1991 • 51 citations

On univariate time series methods and simultaneous equation econometric models

1977 • 36 citations

Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes

1987 • 22 citations

Computation of Theoretical Autocovariance Matrices of Multivariate Autoregressive Moving Average Time Series

1990 • 16 citations

Bayesian multivariate exogeneity analysis

1991 • 13 citations