The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Trends and random walks in macroeconmic time series
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Citations
Cites
Technical Change and the Aggregate Production Function
Solow, R. M. (1957) · The Review of Economics and Statistics · doi:10.2307/1926047 · Cited by 12,259
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Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
The rise and fall of the Environmental Kuznets Curve
Stern, D. I. (2004) · World Development · doi:10.1016/j.worlddev.2004.03.004 · Cited by 4,013
Predicting the Present with Google Trends
CHOI, H., & VARIAN, H. (2012) · Economic Record · doi:10.1111/j.1475-4932.2012.00809.x · Cited by 2,354
Further evidence on breaking trend functions in macroeconomic variables
Perron, P. (1997) · Journal of Econometrics · doi:10.1016/s0304-4076(97)00049-3 · Cited by 2,035
Statistical and machine learning forecasting methods: Concerns and ways forward
Makridakis, S., Spiliotis, E., & Assimakopoulos, V. (2018) · PLOS ONE · doi:10.1371/journal.pone.0194889 · Cited by 1,528
Growth Dynamics: The Myth of Economic Recovery
Cerra, V., & Saxena, S. C. (2008) · American Economic Review · doi:10.1257/aer.98.1.439 · Cited by 1,356
Salahuddin, M., & Alam, K. (2016) · International Journal of Electrical Power & Energy Systems · doi:10.1016/j.ijepes.2015.11.005 · Cited by 377
Aggregate income shocks and infant mortality in the developing world
Baird, S., Friedman, J., & Schady, N. (2011) · Review of Economics and Statistics · doi:10.1162/rest_a_00084 · Cited by 326
Testing for Shifts in Trend With an Integrated or Stationary Noise Component
Perron, P., & Yabu, T. (2009) · Journal of Business & Economic Statistics · doi:10.1198/jbes.2009.07268 · Cited by 271
The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting
Fildes, R., & Makridakis, S. (1995) · International Statistical Review / Revue Internationale de Statistique · doi:10.2307/1403481 · Cited by 172
The Long-run Behavior of Velocity: The institutional approach revisited
Bordo, M. D., & Jonung, L. (1990) · Journal of Policy Modeling · doi:10.1016/0161-8938(90)90026-b · Cited by 75
Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, J. H. (2003) · International Journal of Forecasting · doi:10.1016/s0169-2070(02)00062-6 · Cited by 62
Sohag, K., Nabilah, A. B., & Begum, R. A. (2015) · International Journal of Economic Policy in Emerging Economies · doi:10.1504/ijepee.2015.068249 · Cited by 12
An exponential effect persistence model for intensive longitudinal data.
Setodji, C. M., Martino, S. C., Dunbar, M. S., & Shadel, W. G. (2019) · Psychological Methods · doi:10.1037/met0000211 · Cited by 5
Metadata
- Authors
- Nelson, C. R., & Plosser, C. R.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 1982-01
- Volume
- 10
- Issue
- 2
- Pages
- 139-162
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W2038532793
- Cited by
- 4,665
- References
- 1
- FWCI
- 46.11
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
