Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Time to Build and Aggregate Fluctuations

Finn E. Kydland, Edward C. Prescott · Econometrica · 1982 · 5.9K citations

Computing, Economics, Financial Economics +5

Forecasting Using Principal Components From a Large Number of Predictors

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The Network Origins of Aggregate Fluctuations

Daron Acemoğlu, Vasco M. Carvalho, Asuman Ozdaglar et al. · Econometrica · 2012 · 2.1K citations

Social Sciences, Business Economics, Economics +12

Real Business Cycles

Charles I. Plosser · Journal of Political Economy · 1983 · 2K citations

Social Sciences, Business Economics, Economics +14