| Trends and random walks in macroeconmic time series: some evidence and implications CR Nelson, CR Plosser Journal of monetary economics 10 (2), 139-162, 1982 | 8696 | 1982 |
| Parsimonious modeling of yield curves CR Nelson, AF Siegel Journal of business, 473-489, 1987 | 4449 | 1987 |
| State-space models with regime switching: classical and Gibbs-sampling approaches with applications CJ Kim, CR Nelson MIT Press Books 1, 1999 | 3517* | 1999 |
| A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ S Beveridge, CR Nelson Journal of Monetary economics 7 (2), 151-174, 1981 | 3421 | 1981 |
| Has the US economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle CJ Kim, CR Nelson Review of Economics and Statistics 81 (4), 608-616, 1999 | 1462 | 1999 |
| Applied time series analysis for managerial forecasting CR Nelson (No Title), 1973 | 1057 | 1973 |
| Inflation and rates of return on common stocks CR Nelson The journal of Finance 31 (2), 471-483, 1976 | 1026 | 1976 |
| A Markov model of heteroskedasticity, risk, and learning in the stock market CM Turner, R Startz, CR Nelson Journal of Financial Economics 25 (1), 3-22, 1989 | 909 | 1989 |
| Predictable stock returns: The role of small sample bias CR Nelson, MJ Kim The Journal of Finance 48 (2), 641-661, 1993 | 751 | 1993 |
| The distribution of the instrumental variables estimator and its t-ratiowhen the instrument is a poor one C Nelson, R Startz National Bureau of economic research, 1988 | 719 | 1988 |
| Mean reversion in stock prices? A reappraisal of the empirical evidence MJ Kim, CR Nelson, R Startz The Review of Economic Studies 58 (3), 515-528, 1991 | 718 | 1991 |
| Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching CJ Kim, CR Nelson Review of Economics and Statistics 80 (2), 188-201, 1998 | 679 | 1998 |
| Some further results on the exact small sample properties of the instrumental variable estimator C Nelson, R Startz National Bureau of Economic Research, 1988 | 671 | 1988 |
| Spurious periodicity in inappropriately detrended time series CR Nelson, H Kang Econometrica: Journal of the Econometric Society, 741-751, 1981 | 651 | 1981 |
| Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different? JC Morley, CR Nelson, E Zivot Review of Economics and Statistics 85 (2), 235-243, 2003 | 642 | 2003 |
| Short-term interest rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant CR Nelson, GW Schwert The American Economic Review 67 (3), 478-486, 1977 | 637 | 1977 |
| The prediction performance of the FRB-MIT-PENN model of the US economy CR Nelson The American Economic Review 62 (5), 902-917, 1972 | 627 | 1972 |
| Pitfalls in the Use of Time as an Explanatory Variable in Regression CR Nelson, H Kang Journal of Business & Economic Statistics 2 (1), 73-82, 1984 | 433 | 1984 |
| Friedman's plucking model of business fluctuations: tests and estimates of permanent and transitory components CJ Kim, CR Nelson Journal of Money, Credit and Banking, 317-334, 1999 | 295 | 1999 |
| Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data CJ Kim, CR Nelson Journal of Monetary Economics 53 (8), 1949-1966, 2006 | 278 | 2006 |
Chang-Jin Kimuniversity of washingtonBestätigte E-Mail-Adresse bei u.washington.edu
