Standout Papers

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 1982 2026 1996 2011 1.6k
  1. Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)
    Robert F. Engle, David M. Lilien et al. Econometrica
  2. Sectoral Shifts and Cyclical Unemployment (1982)
    David M. Lilien Journal of Political Economy

Immediate Impact

61 by Nobel laureates 3 from Science/Nature 116 standout
Sub-graph 1 of 16

Citing Papers

The Race between Man and Machine: Implications of Technology for Growth, Factor Shares, and Employment
2018 StandoutNobel
Really Uncertain Business Cycles
2018 Standout
52 intermediate papers

Works of David M. Lilien being referenced

Sectoral Shifts and Cyclical Unemployment
1982 Standout
The Cyclical Pattern of Temporary Layoffs in United States Manufacturing
1980
and 1 more

Author Peers

Author Last Decade Papers Cites
David M. Lilien 2024 1066 1370 10 2.6k
David Wilcox 1681 1180 589 47 2.4k
Robin L. Lumsdaine 2671 2205 2108 44 3.8k
David Cass 2636 1348 611 42 3.0k
Donggyu Sul 2335 1274 526 34 2.7k
Morten O. Ravn 2894 2364 1066 63 3.6k
Frederic S. Mishkin 2090 1904 1712 38 3.1k
John W. Galbraith 2247 1649 925 60 3.2k
Jón Steinsson 2671 2207 970 35 3.5k
Thomas F. Cooley 2768 2026 843 79 3.6k
Gabriel Pérez‐Quirós 2065 1821 1632 85 2.9k

All Works

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2026