References

• 1996Statistics for Long-Memory Processes.2,686 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
• 1996Long memory processes and fractional integration in econometrics1,879 cited
• 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
• 2011Financial Stability Review1,137 cited
• 2005Implications of Dynamic Factor Models for VAR Analysis870 cited
• 1968COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY326 cited
• 2004Estimating cross-section common stochastic trends in nonstationary panel data299 cited
• 2008Decomposing swap spreads277 cited
• 2002Determination of cointegrating rank in fractional systems241 cited
• 2005Breaks and persistency: macroeconomic causes of stock market volatility169 cited
• 2006Interest rate corridors and reserves157 cited
• 1999Broadband log-periodogram regression of time series with long-range dependence153 cited