References

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• 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 1980Aggregate Dynamics and Staggered Contracts2,464 cited
• 1977Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule1,946 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
• 1999Predictive regressions1,614 cited
• 1999Forecasting inflation1,273 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 2004Predicting returns with financial ratios1,002 cited
• 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
• 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
• 2015Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation