| On the relation between the expected value and the volatility of the nominal excess return on stocks LR Glosten, R Jagannathan, DE Runkle The journal of finance 48 (5), 1779-1801, 1993 | 12991 | 1993 |
| Size and performance of banking firms: Testing the predictions of theory JH Boyd, DE Runkle Journal of monetary economics 31 (1), 47-67, 1993 | 1293 | 1993 |
| Vector autoregressions and reality DE Runkle Journal of Business & Economic Statistics 5 (4), 437-442, 1987 | 997 | 1987 |
| Testing the rationality of price forecasts: New evidence from panel data MP Keane, DE Runkle The American Economic Review, 714-735, 1990 | 690 | 1990 |
| Liquidity constraints and the permanent-income hypothesis: Evidence from panel data DE Runkle Journal of monetary Economics 27 (1), 73-98, 1991 | 582 | 1991 |
| Alternative computational approaches to inference in the multinomial probit model J Geweke, M Keane, D Runkle The review of economics and statistics, 609-632, 1994 | 521 | 1994 |
| On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous MP Keane, DE Runkle Journal of Business & Economic Statistics 10 (1), 1-9, 1992 | 414 | 1992 |
| Are financial analysts' forecasts of corporate profits rational? MP Keane, DE Runkle Journal of Political Economy 106 (4), 768-805, 1998 | 299 | 1998 |
| Quantitative investment analysis RA DeFusco, DW McLeavey, JE Pinto, DE Runkle, MJP Anson John Wiley & Sons, 2015 | 287 | 2015 |
| Are preliminary announcements of the money stock rational forecasts? NG Mankiw, DE Runkle, MD Shapiro Journal of Monetary economics 14 (1), 15-27, 1984 | 286 | 1984 |
| Real wages over the business cycle: Estimating the impact of heterogeneity with micro data M Keane, R Moffitt, D Runkle Journal of political Economy 96 (6), 1232-1266, 1988 | 283 | 1988 |
| Statistical inference in the multinomial multiperiod probit model JF Geweke, MP Keane, DE Runkle Journal of Econometrics 80 (1), 125-165, 1997 | 243 | 1997 |
| Quantitative methods for investment analysis RA DeFusco, DW McLeavey, JE Pinto, DE Runkle CFA institute, 2004 | 189 | 2004 |
| Revisionist history: how data revisions distort economic policy research DE Runkle Federal Reserve Bank of Minneapolis Quarterly Review 22 (4), 3-12, 1998 | 99 | 1998 |
| 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 | 86 | 1996 |
| The inconsistency of return–based style analysis GW Buetow Jr, RR Johnson, DE Runkle The Journal of Portfolio Management 26 (3), 61-77, 2000 | 76 | 2000 |
| Quantitative Investment Analysis, John Wiley & Sons RA DeFusco, W Dennis, JEP McLeavey, DE Runkle | 72 | 2007 |
| An experimental study of information and mixed-strategy play in the three-person matching-pennies game KA McCabe, A Mukherji, DE Runkle Economic Theory 15, 421-462, 2000 | 54 | 2000 |
| Are economic forecasts rational? MP Keane, DE Runkle Federal Reserve Bank of Minneapolis. Quarterly Review-Federal Reserve Bank …, 1989 | 54 | 1989 |
| The easy case for derivatives use: advocating a corporate fiduciary duty to use derivatives ES Adams, DE Runkle Wm. & Mary L. Rev. 41, 595, 1999 | 30 | 1999 |
