References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1987Parsimonious Modeling of Yield Curves2,918 cited
• 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
• n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
• 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
• 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,488 cited
• 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators