Citation Impact
Citing Papers
2016 ESC Position Paper on cancer treatments and cardiovascular toxicity developed under the auspices of the ESC Committee for Practice Guidelines
2016 Standout
The role of oil futures intraday information on predicting US stock market volatility
2020
Feasibility of Exercise During Treatment for Multiple Myeloma
2003
Identification of the molecular basis of doxorubicin-induced cardiotoxicity
2012 Standout
Risk of Ischemic Heart Disease in Women after Radiotherapy for Breast Cancer
2013 Standout
Prevention of VTE in Nonsurgical Patients
2012 Standout
Incidence, prevalence, and predictors of chemotherapy-induced peripheral neuropathy: A systematic review and meta-analysis
2014 Standout
Prevention of Venous Thromboembolism
2004 Standout
Cardiovascular Complications of Cancer Therapy
2009
Prevention of Venous Thromboembolism
2008 Standout
Cancer Chemotherapy and Cardiac Arrhythmias: A Review
2015
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
Microeconomic Origins of Macroeconomic Tail Risks
2016 StandoutNobel
Macroeconomic forecasting and structural change
2011
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
Testing for Error Correction in Panel Data*
2007 Standout
The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis
2018 StandoutNobel
Evaluating alternative monetary policy rules
1996
To Combine Forecasts or to Combine Information?
2010
Earnings Dynamics and Inequality among Canadian Men, 1976–1992: Evidence from Longitudinal Income Tax Records
2003
Three Lessons for Monetary Policy in a Low Inflation Era
1999
Forecasting the prices of crude oil: An iterated combination approach
2018
A simple panel unit root test in the presence of cross‐section dependence
2007 Standout
Monetary Policy Rules Based on Real-Time Data
2001 Standout
Intraday volatility interaction between the crude oil and equity markets
2015
Unobservable Selection and Coefficient Stability: Theory and Evidence
2016 Standout
The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
2005
Reflections on the Natural Rate Hypothesis
1997 StandoutNobel
Prevention of High-Dose Chemotherapy–Induced Cardiotoxicity in High-Risk Patients by Angiotensin-Converting Enzyme Inhibition
2006 Standout
Testing for Granger non-causality in heterogeneous panels
2012 Standout
An optimized grey model for annual power load forecasting
2016
American College of Sports Medicine Roundtable on Exercise Guidelines for Cancer Survivors
2010 Standout
Forecasting oil prices: High-frequency financial data are indeed useful
2018
Thalidomide and thrombosis
2007
Why Has U.S. Inflation Become Harder to Forecast?
2007 Standout
Asymptotics for out of sample tests of Granger causality
2006
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
2007 Standout
Measuring the Natural Rate of Interest Redux
2016
Monetary Policy Regime Shifts and Inflation Persistence
2013
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
2004 StandoutNobel
A Time Series Model of Interest Rates With the Effective Lower Bound
2016
Policy Uncertainty and Corporate Investment
2015
The Decline in the Natural Rate of Interest
2015
Small noise methods for risk-sensitive/robust economies
2011 StandoutNobel
On the Out‐of‐Sample Predictability of Stock Market Returns*
2006
NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES
2011 Standout
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
2009 Standout
A comparison of forecast performance between federal reserve staff forecasts, simple reduced‐form models, and a DSGE model
2010
Tourism demand modelling and forecasting—A review of recent research
2007 Standout
Market Expectations in the Cross‐Section of Present Values
2013
The “price puzzle” reconsidered
2004
Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns
2017
Forecasting realized volatility of oil futures market: A new insight
2018
Combining inflation density forecasts
2010
Measuring Economic Policy Uncertainty*
2016 Standout
Oil and US GDP: A Real-Time Out-of-Sample Examination
2010
Two Illustrations of the Quantity Theory of Money: Breakdowns and Revivals
2011 StandoutNobel
What Can the Data Tell Us About the Equilibrium Real Interest Rate?
2015
Price Stability and Monetary Policy Effectiveness when Nominal Interest Rates are Bounded at Zero
1998
Text as Data
2019 Standout
Trade intensity and business cycle synchronization: Are developing countries any different?
2006
How the Subprime Crisis went global: Evidence from bank credit default swap spreads
2012
The Equilibrium Real Funds Rate: Past, Present, and Future
2016
Inflation in the Great Recession and New Keynesian Models
2015
Forecasting oil price realized volatility using information channels from other asset classes
2017
Real-Time Inflation Forecasting in a Changing World
2012
Predicting the Equity Premium with Dividend Ratios
1999
Stock markets, banks, and growth: Panel evidence
2003 Standout
Inflation zone targeting
2000
Dynamic prediction pools: An investigation of financial frictions and forecasting performance
2016
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
Oil volatility, oil and gas firms and portfolio diversification
2018 Standout
Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
2003
Synchronization in complex networks
2008 Standout
Inflation-Gap Persistence in the US
2009 StandoutNobel
Measuring the natural rate of interest: International trends and determinants
2017 Standout
Monetary policy under model and data-parameter uncertainty
2007
Time-Varying Effects of Oil Supply Shocks on the US Economy
2013
A conditionally heteroskedastic global inflation model
2013
Forecasting China's electricity consumption using a new grey prediction model
2018 Standout
Crude oil price analysis and forecasting using wavelet decomposed ensemble model
2012
Female Earnings Inequality: The Changing Role of Family Characteristics and Its Effect on the Extensive and Intensive Margins
2020 StandoutNobel
Early Detection of Anthracycline Cardiotoxicity and Improvement With Heart Failure Therapy
2015 Standout
Genetic Factors Underlying the Risk of Thalidomide-Related Neuropathy in Patients With Multiple Myeloma
2011
Predictive Regressions with Time-Varying Coefficients
2008
Does Uncertainty Make a Time-Varying Natural Rate of Interest Irrelevant for the Conduct of Monetary Policy?
2007
Consumption, Aggregate Wealth, and Expected Stock Returns
2001 Standout
RARE SHOCKS, GREAT RECESSIONS
2014
Macroeconomic Effects From Government Purchases and Taxes *
2011 Standout
EVALUATING REAL‐TIME VAR FORECASTS WITH AN INFORMATIVE DEMOCRATIC PRIOR
2012
What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules
2003 Standout
The impact of geopolitical uncertainty on energy volatility
2021
Predictive Systems: Living with Imperfect Predictors
2009
A PANIC Attack on Unit Roots and Cointegration
2004
Predictive Regressions with Time-Varying Coefficients
2009
Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods
2003
Inflation, financial markets and long-run real activity
1999
Forecasting Output and Inflation: The Role of Asset Prices
2003
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
2012
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
2020 Standout
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
2005 StandoutNobel
Dissecting green returns
2022 Standout
CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE
2012 StandoutNobel
The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank
1999 Standout
Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data
2009
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
2007 Standout
Cardiovascular Complications of Cancer Therapy
2004
Works of Todd E. Clark being referenced
Is the Great Moderation over? an Empirical Analysis
2009
Comparing Measures of Core Inflation
2001
A Comparison of the CPI and the PCE Price Index
1999
Nominal GDP Targeting Rules: Can They Stabilize the Economy?
1994
Measuring Uncertainty and Its Impact on the Economy
2017
Thalomid?? (Thalidomide) Capsules
2001
Evaluating Direct Multistep Forecasts
2005
Disaggregate evidence on the persistence of consumer price inflation
2006
Averaging forecasts from VARs with uncertain instabilities
2009
Estimating equilibrium real interest rates in real time
2005
Borders and business cycles
2001
Time Variation in the Inflation Passthrough of Energy Prices
2010
Nested forecast model comparisons: A new approach to testing equal accuracy
2014
Common Drifting Volatility in Large Bayesian VARs
2015
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
2005
Combining Forecasts from Nested Models*
2009
Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
2010
TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS
2013
Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis
2004
Approximately normal tests for equal predictive accuracy in nested models
2006 Standout
Estimating Equilibrium Real Interest Rates in Real Time
2004
Reality Checks and Nested Forecast Model Comparisons
2010
Evaluating Long-Horizon Forecasts
2002
Tests of Equal Predictive Ability With Real-Time Data
2009
IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS*
2009
Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
2005
The power of tests of predictive ability in the presence of structural breaks
2004
CROSS‐COUNTRY EVIDENCE ON LONG‐RUN GROWTH AND INFLATION
1997
Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure
1996
Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility
2014
Tests of Equal Forecast Accuracy and Encompassing for Nested Models
1999
Forecasting an aggregate of cointegrated disaggregates
2000