Macroeconomics and Credit Risk: A Global Perspective

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text

Business, Finance, Asset Pricing +16

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

Natural Sciences, Biostatistics, Statistical Modeling +8

Estimating long-run relationships from dynamic heterogeneous panels

M. Hashem Pesaran, Ron Smith · Journal of Econometrics · 1995 · 5.4K citations

Business, Biostatistics, Causal Inference +11

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

Natural Sciences, Biostatistics, Statistical Modeling +6