References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
• 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
• 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
• 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 1999The Band Pass Filter1,909 cited
• 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
• 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
• 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
• 2002Dissecting the cycle: a methodological investigation1,504 cited
• 1947Measuring Business Cycles1,481 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited