A multiple threshold analysis of the Fed's balancing act during the Great Moderation

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Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

Social Sciences, Economics, Econometrics +9

Discretion versus policy rules in practice

John B. Taylor · Carnegie-Rochester Conference Series on Public Policy · 1993 · 9K citations

Public Affairs, Public Policy, Regulatory Policy +8

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Social Sciences, Economics, Economic Policy +14

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perrón · Econometrica · 2001 · 4K citations

Computing, Data Science, A/b Testing +14

Testing for unit roots in autoregressive-moving average models of unknown order

Saïd E. Saïd, David A. Dickey · Biometrika · 1984 · 3.2K citations

Social Sciences, Economics, Econometrics +8