References

• 1980Macroeconomics and Reality12,826 cited
• 2012The Econometrics of Financial Markets5,875 cited
• 1997The Econometrics of Financial Markets5,007 cited
• 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
• 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 2000Specification Analysis of Affine Term Structure Models1,708 cited
• 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
• 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
• 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
• 2001Vector Autoregressions1,168 cited
• 1998Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory1,166 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 1960Optimal Properties of Exponentially Weighted Forecasts985 cited