References

• 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
• 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
• 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
• 2009Large Bayesian vector auto regressions1,158 cited
• 2005The macroeconomy and the yield curve: a dynamic latent factor approach967 cited
• 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
• 2006Has Monetary Policy Become More Effective?768 cited
• 1986Performance measurement with the arbitrage pricing theory715 cited
• 1977Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory708 cited
• 2010Bayesian Multivariate Time Series Methods for Empirical Macroeconomics644 cited
• 1978Latent Variables in Socio-Economic Models.616 cited
• 2006Determining the Number of Primitive Shocks in Factor Models540 cited
• 1988Risk and return in an equilibrium APT535 cited