Dating and predicting phase changes in the U.S. business cycle

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

James D. Hamilton · Econometrica · 1989 · 9.7K citations

Social Sciences, Business Economics, Economics +17

Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

Charles Engel, James D. Hamilton · American Economic Review · 1990 · 1K citations

Social Sciences, Economics, Financial Economics +15

Cyclical Analysis of Time Series: Selected Procedures and Computer Programs

Clive W. J. Granger, Gerhard Bry, Charlotte Boschan · Journal of the Royal Statistical Society Series A (General) · 1972 · 585 citations

Computing, Computer Science, Time Series Analysis +13

Cyclical Analysis of Time Series: Selected Procedures and Computer Programs

Harry Eisenpress, Gerhard Bry, Charlotte Boschan · Journal of the American Statistical Association · 1973 · 522 citations

Computing, Computer Science, Time Series Analysis +13

Forecasting Output with the Composite Leading Index: A Real-Time Analysis

Francis X. Diebold, Glenn D. Rudebusch · Journal of the American Statistical Association · 1991 · 355 citations

Business, Business Economics, Economics +17