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• 2005Does the Term Structure Predict Recessions? The International Evidence83 cited
• 2011Forecasting US recessions with various risk factors and dynamic probit models73 cited
• 2006Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premiums72 cited
• 2020Does the Yield Spread Predict Real Economic Activity?70 cited
• 2000The Yield Curve as a Predictor of U.S. Recessions67 cited
• 2010It can't happen, it's a bad idea, it won't last: U.S. economists on the EMU and the euro, 1989-200261 cited
• 2018Bank liquidity creation and recessions51 cited
• 2001The Information Content of the Yield Curve for Monetary Policy: A Survey48 cited
• 2014Recession Prediction Using Yield Curve and Stock Market Liquidity Deviation Measures47 cited
• 2004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure39 cited
• 1998Monetary Policy Actions and the Term Structure of Interest Rates: A Cross-Country Analysis34 cited
• 2009Bond Risk Premia, Macroeconomic Fundamentals and the Exchange Rate30 cited
• 2001Monetary Policy and Forecasts for Real GDP Growth: An Empirical Investigation for the Federal Republic of Germany27 cited
• 2005