References

• 1994Comparing Predictive Accuracy5,495 cited
• 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 2013Handbook of Economic Forecasting1,216 cited
• 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
• 2005There is a risk-return trade-off after all1,019 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
• 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
• 2010What do we learn from the price of crude oil futures?744 cited
• 2004The MIDAS Touch: Mixed Data Sampling Regression Models563 cited
• 2009Inflation-Gap Persistence in the US