| International business cycles: World, region, and country-specific factors MA Kose, C Otrok, CH Whiteman american economic review 93 (4), 1216-1239, 2003 | 1655 | 2003 |
| Integration versus trend stationary in time series DN DeJong, JC Nankervis, NE Savin, CH Whiteman Econometrica: Journal of the Econometric Society, 423-433, 1992 | 838 | 1992 |
| Understanding the evolution of world business cycles MA Kose, C Otrok, CH Whiteman Journal of international Economics 75 (1), 110-130, 2008 | 669 | 2008 |
| The power problems of unit root test in time series with autoregressive errors DN DeJong, JC Nankervis, NE Savin, CH Whiteman Journal of econometrics 53 (1-3), 323-343, 1992 | 637 | 1992 |
| The engine of growth or its handmaiden? A time-series assessment of export-led growth RG Riezman, CH Whiteman, PM Summers Empirical economics 21 (1), 77-110, 1996 | 441 | 1996 |
| The observable implications of self-fulfilling expectations JD Hamilton, CH Whiteman Journal of Monetary Economics 16 (3), 353-373, 1985 | 399 | 1985 |
| A Bayesian approach to dynamic macroeconomics DN DeJong, BF Ingram, CH Whiteman Journal of Econometrics 98 (2), 203-223, 2000 | 337 | 2000 |
| Reconsidering ‘Trends and random walks in macroeconomic time series’ DN DeJong, CH Whiteman Journal of Monetary Economics 28 (2), 221-254, 1991 | 319* | 1991 |
| Bayesian leading indicators: measuring and predicting economic conditions in Iowa C Otrok, CH Whiteman International Economic Review, 997-1014, 1998 | 311 | 1998 |
| Bayesian forecasting J Geweke, C Whiteman Handbook of economic forecasting 1, 3-80, 2006 | 259 | 2006 |
| Supplanting the ‘Minnesota’prior: Forecasting macroeconomic time series using real business cycle model priors BF Ingram, CH Whiteman Journal of Monetary Economics 34 (3), 497-510, 1994 | 251 | 1994 |
| Linear rational expectations models: a user's guide CH Whiteman U of Minnesota Press, 1984 | 241 | 1984 |
| Forecasting using relative entropy JC Robertson, EW Tallman, CH Whiteman Journal of Money, Credit, and Banking 37 (3), 383-401, 2005 | 192 | 2005 |
| A Bayesian approach to calibration DN DeJong, BF Ingram, CH Whiteman Journal of Business & Economic Statistics 14 (1), 1-9, 1996 | 153 | 1996 |
| Habit formation: a resolution of the equity premium puzzle? C Otrok, B Ravikumar, CH Whiteman Journal of Monetary Economics 49 (6), 1261-1288, 2002 | 145 | 2002 |
| The temporal stability of dividends and stock prices: Evidence from the likelihood function DN DeJong, CH Whiteman The American Economic Review, 600-617, 1991 | 124 | 1991 |
| Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model CJ Neely, A Roy, CH Whiteman Journal of Business & Economic Statistics 19 (4), 395-403, 2001 | 112 | 2001 |
| Heterogeneous beliefs and tests of present value models K Kasa, TB Walker, CH Whiteman Review of Economic Studies 81 (3), 1137-1163, 2014 | 107* | 2014 |
| Keynesian impulses versus Solow residuals: identifying sources of business cycle fluctuations DN DeJong, BF Ingram, CH Whiteman Journal of Applied Econometrics 15 (3), 311-329, 2000 | 102 | 2000 |
| A daily view of yield spreads and short-term interest rate movements W Roberds, D Runkle, CH Whiteman Journal of Money, Credit and Banking 28 (1), 34-53, 1996 | 92 | 1996 |
