References

• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 1988The real term structure and consumption growth703 cited
• 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
• 2004An area-wide model for the euro area478 cited
• 1990What does the term structure tell us about future inflation?428 cited
• 2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread357 cited
• 1989Scoring the Leading Indicators351 cited
• 2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States