References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1997On Persistence in Mutual Fund Performance17,267 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1988Testing for Common Trends1,894 cited
• 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
• 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
• 1997Inflation forecast targeting: Implementing and monitoring inflation targets1,666 cited
• 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
• 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
• 2005The Generalized Dynamic Factor Model824 cited
• 1999The Conquest of American Inflation