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Specification tests for time-varying coefficient models
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 1987The Cyclical Component of U. S. Economic Activity741 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 1997Monetary Policy Rules in Practice: Some International Evidence614 cited
  • 2012Predictive regressions with time-varying coefficients

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549 cited
  • 2009Inflation-Gap Persistence in the US544 cited
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