European asymmetries

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

Social Sciences, Economics, Econometrics +14

Forecasting and conditional projection using realistic prior distributions

Thomas Doan, Robert B. Litterman, Christopher A. Sims · Econometric Reviews · 1984 · 1.2K citations

Social Sciences, Economics, Public Policy +17

Are Forecasting Models Usable for Policy Analysis?

Christopher Sims · Quarterly Review · 1986 · 1.2K citations · Full text

Business, Economics, Econometrics +11

Dynamics of the trade balance and the terms of trade: The J-curve?

David Backus, Patrick J. Kehoe · RePEc: Research Papers in Economics · 1994 · 942 citations

Social Sciences, Economics, International Economics +16

Shocks

John H. Cochrane · Carnegie-Rochester Conference Series on Public Policy · 1994 · 223 citations