References

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• 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1982Tobin's Marginal q and Average q: A Neoclassical Interpretation3,178 cited
• 1988Permanent and Temporary Components of Stock Prices3,036 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1988Mean reversion in stock prices1,888 cited
• 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 1996Mean Reversion in Stock Prices1,083 cited
• 1970Financial Structure and Development.1,068 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited