References

• 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
• 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 2005Bond Risk Premia1,546 cited
• 1986Alternative Explanations of the Money-Income Correlation1,501 cited
• 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
• 2007The Dog That Did Not Bark: A Defense of Return Predictability1,227 cited
• 1986Are Forecasting Models Usable for Policy Analysis?1,224 cited
• 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability