References

• 1980Macroeconomics and Reality12,826 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 2000The M3-Competition: results, conclusions and implications1,700 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
• 2005What does the yield curve tell us about GDP growth?815 cited
• 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
• 1993On the limitations of comparing mean square forecast errors392 cited
• 2002A consistent test for nonlinear out of sample predictive accuracy121 cited
• 2010Macroeconomic Forecasting Using Many Predictors106 cited
• 2007NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*104 cited
• 2002The importance of common cyclical features in VAR analysis: a Monte-Carlo study94 cited