| Time irreversibility and business cycle asymmetry JB Ramsey, P Rothman Journal of Money, Credit and Banking 28 (1), 1-21, 1996 | 340 | 1996 |
| Forecasting asymmetric unemployment rates P Rothman Review of Economics and Statistics 80 (1), 164-168, 1998 | 252 | 1998 |
| The statistical properties of dimension calculations using small data sets: Some economic applications JB Ramsey, CL Sayers, P Rothman International Economic Review, 991-1020, 1990 | 237 | 1990 |
| Further evidence on the asymmetric behavior of unemployment rates over the business cycle P Rothman Journal of Macroeconomics 13 (2), 291-298, 1991 | 204 | 1991 |
| An empirical investigation of stock market behavior in the Middle East and North Africa AR Cheng, MR Jahan-Parvar, P Rothman Journal of Empirical Finance 17 (3), 413-427, 2010 | 117 | 2010 |
| A multivariate STAR analysis of the relationship between money and output P Rothman, DJC Dijk, PHBF Franses Econometric Institute, 1999 | 80 | 1999 |
| Oil and US GDP: A real‐time out‐of‐sample examination F Ravazzolo, P Rothman Journal of Money, Credit and Banking 45 (2‐3), 449-463, 2013 | 79 | 2013 |
| Multivariate STAR analysis of money–output relationship P Rothman, D Van Dijk, P Hans Macroeconomic Dynamics 5 (4), 506-532, 2001 | 74 | 2001 |
| Fractional integration analysis of long-run behavior for US macroeconomic time series N Crato, P Rothman Economics letters 45 (3), 287-291, 1994 | 74 | 1994 |
| Frequency-domain test of time reversibility MJ Hinich, P Rothman Macroeconomic Dynamics 2 (1), 72-88, 1998 | 72 | 1998 |
| Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts C Milas, P Rothman International Journal of Forecasting 24 (1), 101-121, 2008 | 59 | 2008 |
| The comparative power of the TR test against simple threshold models P Rothman Journal of Applied Econometrics 7 (S1), S187-S195, 1992 | 53 | 1992 |
| The current depth-of-recession and unemployment-rate forecasts RE Parker, P Rothman Studies in Nonlinear Dynamics & Econometrics 2 (4), 1998 | 43 | 1998 |
| Nonlinear time series analysis of economic and financial data P Rothman Springer Science & Business Media, 2012 | 37 | 2012 |
| Characterization of the time irreversibility of economic time series: Estimators and test statistics JB Ramsey, P Rothman CV Starr Center for Applied Economics, New York University Working Papers, 1988 | 35 | 1988 |
| Nonlinear time series analysis of business cycles C Milas, PA Rothman, D van Dijk, DE Wildasin Emerald Group Publishing, 2006 | 34 | 2006 |
| An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre–World War I and Interwar Periods RE Parker, P Rothman Economic Inquiry 42 (1), 88-100, 2004 | 34 | 2004 |
| Measuring hysteresis in unemployment rates with long memory models N Crato, P Rothman East Carolina University Department of Economics Working Papers, 1996 | 33 | 1996 |
| More uncertainty about the unit root in US real GNP P Rothman Available at SSRN 2158, 1996 | 24 | 1996 |
| Oil-price density forecasts of US GDP F Ravazzolo, P Rothman Studies in Nonlinear Dynamics & Econometrics 20 (4), 441-453, 2016 | 23 | 2016 |
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamVerified email at ese.eur.nl
