References

• 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 2013Handbook of Economic Forecasting1,216 cited
• 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
• 1978Latent Variables in Socio-Economic Models.616 cited
• 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited
• 1999Forecasting Non-Stationary Economic Time Series419 cited
• 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
• 2006Chapter 10 Forecasting with Many Predictors382 cited
• 2000Forecasting non-stationary economic time series340 cited
• 2007Estimation and Forecasting in Models with Multiple Breaks220 cited
• 2005Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system198 cited
• 2005Factor forecasts for the UK177 cited