References

• 1978Specification Tests in Econometrics18,788 cited
• 1999Inflation dynamics: A structural econometric analysis3,088 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
• 1990The History of Econometric Ideas1,084 cited
• 2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
• 2007MIDAS Regressions: Further Results and New Directions1,003 cited
• 1998Forecasting Economic Time Series863 cited
• 2011A two-step estimator for large approximate dynamic factor models based on Kalman filtering480 cited
• 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
• 2011The Oxford Handbook of Economic Forecasting444 cited
• 2010Introducing the euro‐sting: Short‐term indicator of euro area growth353 cited
• 2000Forecasting non-stationary economic time series340 cited
• 1999Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger313 cited
• 2011Short‐term forecasts of euro area GDP growth269 cited