# | Title | Journal | Year | Citations |
---|
1 | Statistical analysis of cointegration vectors | Journal of Economic Dynamics and Control | 1988 | 13,109 |
2 | Threshold heteroskedastic models | Journal of Economic Dynamics and Control | 1994 | 1,580 |
3 | Testing for causality | Journal of Economic Dynamics and Control | 1980 | 1,485 |
4 | Heterogeneous beliefs and routes to chaos in a simple asset pricing model | Journal of Economic Dynamics and Control | 1998 | 1,388 |
5 | Trends and random walks in macroeconomic time series | Journal of Economic Dynamics and Control | 1988 | 1,152 |
6 | Labor supply flexibility and portfolio choice in a life cycle model | Journal of Economic Dynamics and Control | 1992 | 929 |
7 | The risk-free rate in heterogeneous-agent incomplete-insurance economies | Journal of Economic Dynamics and Control | 1993 | 845 |
8 | Solving dynamic general equilibrium models using a second-order approximation to the policy function | Journal of Economic Dynamics and Control | 2004 | 774 |
9 | Rational-expectations econometric analysis of changes in regime | Journal of Economic Dynamics and Control | 1988 | 770 |
10 | Network structure and the diffusion of knowledge | Journal of Economic Dynamics and Control | 2004 | 714 |
11 | Formulating and estimating dynamic linear rational expectations models | Journal of Economic Dynamics and Control | 1980 | 712 |
12 | Network models and financial stability | Journal of Economic Dynamics and Control | 2007 | 702 |
13 | A new statistic and practical guidelines for nonparametric Granger causality testing | Journal of Economic Dynamics and Control | 2006 | 683 |
14 | Monte Carlo methods for security pricing | Journal of Economic Dynamics and Control | 1997 | 615 |
15 | Effects of the Hodrick-Prescott filter on trend and difference stationary time series Implications for business cycle research | Journal of Economic Dynamics and Control | 1995 | 593 |
16 | Strategic asset allocation | Journal of Economic Dynamics and Control | 1997 | 589 |
17 | Time series properties of an artificial stock market | Journal of Economic Dynamics and Control | 1999 | 574 |
18 | Financial markets in development, and the development of financial markets | Journal of Economic Dynamics and Control | 1997 | 565 |
19 | Using the generalized Schur form to solve a multivariate linear rational expectations model | Journal of Economic Dynamics and Control | 2000 | 512 |
20 | Schumpeter meeting Keynes: A policy-friendly model of endogenous growth and business cycles | Journal of Economic Dynamics and Control | 2010 | 506 |
21 | Low frequency filtering and real business cycles | Journal of Economic Dynamics and Control | 1993 | 505 |
22 | Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk | Journal of Economic Dynamics and Control | 2012 | 488 |
23 | Pricing American-style securities using simulation | Journal of Economic Dynamics and Control | 1997 | 453 |
24 | Causality, cointegration, and control | Journal of Economic Dynamics and Control | 1988 | 405 |
25 | Bayesian skepticism on unit root econometrics | Journal of Economic Dynamics and Control | 1988 | 404 |
26 | Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements | Journal of Economic Dynamics and Control | 2003 | 400 |
27 | Agent-based computational finance: Suggested readings and early research | Journal of Economic Dynamics and Control | 2000 | 397 |
28 | A network analysis of the Italian overnight money market | Journal of Economic Dynamics and Control | 2008 | 397 |
29 | Periodic market closure and trading volume | Journal of Economic Dynamics and Control | 1992 | 383 |
30 | Behavioral heterogeneity in stock prices | Journal of Economic Dynamics and Control | 2007 | 380 |
31 | New Keynesian versus old Keynesian government spending multipliers | Journal of Economic Dynamics and Control | 2010 | 378 |
32 | Genetic algorithm learning and the cobweb model | Journal of Economic Dynamics and Control | 1994 | 368 |
33 | The heterogeneous expectations hypothesis: Some evidence from the lab | Journal of Economic Dynamics and Control | 2011 | 347 |
34 | Impulse response analysis of cointegrated systems | Journal of Economic Dynamics and Control | 1992 | 335 |
35 | Common trends, the government's budget constraint, and revenue smoothing | Journal of Economic Dynamics and Control | 1988 | 328 |
36 | Economic models for the environmental Kuznets curve: A survey | Journal of Economic Dynamics and Control | 2010 | 325 |
37 | Extension of GAMS for complementarity problems arising in applied economic analysis | Journal of Economic Dynamics and Control | 1995 | 324 |
38 | Theory of constant proportion portfolio insurance | Journal of Economic Dynamics and Control | 1992 | 312 |
39 | Super contact and related optimality conditions | Journal of Economic Dynamics and Control | 1991 | 309 |
40 | Income distribution, credit and fiscal policies in an agent-based Keynesian model | Journal of Economic Dynamics and Control | 2013 | 308 |
41 | Asset allocation under multivariate regime switching | Journal of Economic Dynamics and Control | 2007 | 307 |
42 | Productive government expenditures and long-run growth | Journal of Economic Dynamics and Control | 1997 | 306 |
43 | A method for taking models to the data | Journal of Economic Dynamics and Control | 2004 | 305 |
44 | Complementarity problems in GAMS and the PATH solver | Journal of Economic Dynamics and Control | 2000 | 297 |
45 | The role of bank capital in the propagation of shocks | Journal of Economic Dynamics and Control | 2010 | 297 |
46 | Public investment in infrastructure in a simple growth model | Journal of Economic Dynamics and Control | 1994 | 294 |
47 | Comparing solution methods for dynamic equilibrium economies | Journal of Economic Dynamics and Control | 2006 | 290 |
48 | A characterization of erratic dynamics in, the overlapping generations model | Journal of Economic Dynamics and Control | 1982 | 276 |
49 | Dynamic inconsistency, cooperation and the benevolent dissembling government | Journal of Economic Dynamics and Control | 1980 | 273 |
50 | Money as a medium of exchange in an economy with artificially intelligent agents | Journal of Economic Dynamics and Control | 1990 | 268 |