References

• 1994Comparing Predictive Accuracy5,495 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 2000Forecasting Economic Time Series1,768 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 2005A Test for Superior Predictive Ability1,227 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
• 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
• 2006Asymptotics for out of sample tests of Granger causality697 cited
• 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
• 2008Out-of-sample exchange rate predictability with Taylor rule fundamentals436 cited
• 2005Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis410 cited
• 1995The predictive ability of several models of exchange rate volatility371 cited