References

• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 1997Inflation Targeting: A New Framework for Monetary Policy?1,233 cited
• 2001Long memory and regime switching1,162 cited
• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
• 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
• 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form631 cited
• 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
• 1996Testing the adequacy of smooth transition autoregressive models