References

• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
• 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
• 2007Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run362 cited
• 1994Modelling nonlinear economic relationships296 cited
• 1998Does the term structure predict recessions? The international evidence264 cited
• 1996Predicting Real Growth Using the Yield Curve206 cited
• 1997Strengthening the Case for the Yield Curve as a Predictor of U.S. Recessions194 cited
• 1999Nonlinear Predictability of Stock Returns Using Financial and Economic Variables175 cited
• 1998Indicator Properties of the Paper—Bill Spread: Lessons from Recent Experience150 cited
• 1995Modelling Nonlinear Relationships between Extended-Memory Variables145 cited
• 1998Beyond shocks: what causes business cycles?107 cited
• 1999Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS99 cited
• 2000