Are Output Fluctuations Transitory?

Estimating the Dimension of a Model

1978 • 43,634 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Spectral Analysis and Time Series

1983 • 5,140 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Some International Evidence on Output-Inflation Tradeoffs.

1973 • 2,466 citations

Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule

1977 • 2,007 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,759 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Time series models

1981 • 1,163 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,128 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

Canonical Correlation Analysis of Time Series and the Use of an Information Criterion

1976 • 653 citations

Partial Time Regressions as Compared with Individual Trends

1933 • 549 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence

1983 • 296 citations

Spectral Analysis and Time Series

1983 • 276 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 276 citations

The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908

1989 • 275 citations

Life-Cycle Models of Consumption: Is the Evidence Consistent with the Theory?

1986 • 270 citations

Trends, random walks, and tests of the permanent income hypothesis

1985 • 212 citations

A Search-Equilibrium Approach to the Micro Foundations of Macroeconomics

1984 • 160 citations

Finite sample properties of estimators for autoregressive moving average models

1980 • 155 citations

Monetary Trends in the United States and the United Kingdom: Their Relation to Income, Prices, and Interest Rates, 1867-1975.

1983 • 150 citations

A Competitive Theory of Fluctuations and the Feasibility and Desirability of Stabilization Policy

1980 • 131 citations

Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle

1983 • 129 citations

Estimation of a non-invertible moving average process

1977 • 123 citations

Problems with the estimation of moving average processes

1981 • 72 citations

What Is Left of the Multiplier Accelerator

1981 • 68 citations

Permanent and Transitory Components in Macroeconomic Fluctuations

1987 • 55 citations

Specification of Economic Time Series Models Using Akaike's Criterion

1982 • 14 citations

Specification of Economic Time Series Models Using Akaike's Criterion

1982 • 6 citations