Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach

Testing for a unit root in time series regression

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Social Sciences, Economics, Econometrics +16

Financing Constraints and Corporate Investment

Steven M. Fazzari, R. Glenn Hubbard, Bruce C. Petersen et al. · Brookings Papers on Economic Activity · 1988 · 5.6K citations

Business, Business Economics, Finance +12

Tobin's Marginal q and Average q: A Neoclassical Interpretation

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Social Sciences, Business Economics, Economics +7

Predicting volatility: getting the most out of return data sampled at different frequencies

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Econometrics · 2005 · 841 citations

Business, Data Science, Finance +14

The 1990s in Japan: A Lost Decade

Fumio Hayashi, Edward C. Prescott · Review of Economic Dynamics · 2002 · 835 citations

Social Sciences, History, Asian Studies +8