Standout Papers

Trends and random walks i... 1981 2026 1996 2011 1982 1987 1981 1999 2000 1000 2.0k 3.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation benchmark for papers published in the same subfield and year, or reaches the top citation threshold in at least one of its specific research topics.

  1. Trends and random walks in macroeconmic time series
    1982 3.2k citations Charles R. Nelson et al. Journal of Monetary Economics profile →
  2. Parsimonious Modeling of Yield Curves
    1987 1.8k citations Charles R. Nelson, Andrew F. Siegel The Journal of Business profile →
  3. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
    1981 1.4k citations Charles R. Nelson et al. Journal of Monetary Economics profile →
  4. Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle
    1999 799 citations Chang‐Jin Kim, Charles R. Nelson The Review of Economics and Statistics profile →
  5. State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications
    2000 759 citations Sylvia Frühwirth‐Schnatter, Chang‐Jin Kim et al. Journal of the American Statistical Association profile →
  6. Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
    1990 273 citations Charles R. Nelson, Richard Startz Econometrica profile →

Immediate Impact

23 by Nobel laureates 4 from Science/Nature 94 hit
Sub-graph 1 of 13

Citing Papers

A robust and efficient method for Mendelian randomization with hundreds of genetic variants
2020 Hit
Uncertainty in forecasts of long-run economic growth
2018 HitNobel
1 intermediate paper

Works of Charles R. Nelson being referenced

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant
2016
The Distribution of the Instrumental Variables Estimator and Its $t$-Ratio When the Instrument is a Poor One
1990

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Charles R. Nelson 9.1k 8.4k 6.3k 1.1k 971 125 13.9k
Serena Ng 11.3k 1.2× 8.5k 1.0× 5.4k 0.8× 1.1k 1.0× 863 0.9× 92 14.8k
Éric Ghysels 8.3k 0.9× 4.4k 0.5× 8.6k 1.4× 1.4k 1.2× 1.1k 1.1× 241 12.3k
Paul Newbold 7.4k 0.8× 5.5k 0.6× 3.7k 0.6× 2.0k 1.8× 914 0.9× 144 11.8k
Jörg Breitung 7.1k 0.8× 4.8k 0.6× 3.8k 0.6× 860 0.8× 582 0.6× 75 11.1k
Gary Koop 8.4k 0.9× 4.9k 0.6× 3.2k 0.5× 1.5k 1.3× 499 0.5× 184 11.0k
Jushan Bai 10.4k 1.1× 7.1k 0.8× 4.8k 0.8× 1.1k 1.0× 529 0.5× 93 14.8k
John Geweke 7.7k 0.8× 4.3k 0.5× 4.3k 0.7× 1.5k 1.4× 467 0.5× 155 14.3k
Helmut Lütkepohl 10.3k 1.1× 7.2k 0.9× 4.4k 0.7× 1.5k 1.3× 1.1k 1.1× 155 17.9k
Andrew Harvey 9.8k 1.1× 7.1k 0.8× 6.1k 1.0× 2.6k 2.3× 516 0.5× 163 18.5k
Kenneth J. Singleton 8.0k 0.9× 6.1k 0.7× 13.7k 2.2× 773 0.7× 2.0k 2.1× 95 17.6k

All Works

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Rankless by CCL
2026