References

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• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 1998Monetary policy rules in practice2,206 cited
• 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 2005Comparing Wealth Effects: The Stock Market versus the Housing Market1,109 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 1998Tests for Forecast Encompassing786 cited
• 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆