| Exploring the international linkages of the euro area: a global VAR analysis S Dees, F Mauro, MH Pesaran, LV Smith Journal of applied econometrics 22 (1), 1-38, 2007 | 1294 | 2007 |
| More powerful panel data unit root tests with an application to mean reversion in real exchange rates LV Smith, S Leybourne, TH Kim, P Newbold Journal of Applied Econometrics 19 (2), 147-170, 2004 | 437 | 2004 |
| Panel unit root tests in the presence of a multifactor error structure MH Pesaran, LV Smith, T Yamagata Journal of Econometrics 175 (2), 94-115, 2013 | 365 | 2013 |
| Forecasting economic and financial variables with global VARs MH Pesaran, T Schuermann, LV Smith International journal of forecasting 25 (4), 642-675, 2009 | 282 | 2009 |
| Long run macroeconomic relations in the global economy S Dees, S Holly, MH Pesaran, LV Smith Economics 1 (1), 20070003, 2007 | 212 | 2007 |
| Observation of Single Top Quark Production in Association with a Boson in Proton-Proton Collisions at AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, E Asilar, T Bergauer, ... Physical review letters 122 (13), 132003, 2019 | 184 | 2019 |
| What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR M Hashem Pesaran, L Vanessa Smith, RP Smith International Journal of Finance & Economics 12 (1), 55-87, 2007 | 148 | 2007 |
| GVAR Toolbox 2.0 LV Smith, A Galesi University of Cambridge: Judge Business School, 2014 | 146 | 2014 |
| Empirical evidence on jumps in the term structure of the US Treasury market M Dungey, M McKenzie, LV Smith Journal of Empirical Finance 16 (3), 430-445, 2009 | 144 | 2009 |
| Tests for a change in persistence against the null of difference‐stationarity S Leybourne, TH Kim, V Smith, P Newbold The Econometrics Journal 6 (2), 291-311, 2003 | 126 | 2003 |
| Identification of new Keynesian Phillips curves from a global perspective S Dees, MH Pesaran, LV Smith, RP Smith Journal of Money, Credit and Banking 41 (7), 1481-1502, 2009 | 115 | 2009 |
| Observation of Two Excited States and Measurement of the Mass in Collisions at AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, T Bergauer, ... Physical review letters 122 (13), 132001, 2019 | 107 | 2019 |
| Search for the Higgs Boson Decaying to Two Muons in Proton-Proton Collisions at AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, E Asilar, T Bergauer, ... Physical review letters 122 (2), 021801, 2019 | 67 | 2019 |
| A multiple testing approach to the regularisation of large sample correlation matrices N Bailey, MH Pesaran, LV Smith Journal of Econometrics 208 (2), 507-534, 2019 | 66 | 2019 |
| Constructing Multi‐Country Rational Expectations Models S Dees, M Hashem Pesaran, L Vanessa Smith, RP Smith Oxford Bulletin of Economics and Statistics 76 (6), 812-840, 2014 | 55 | 2014 |
| The GVAR approach and the dominance of the US economy A Chudik, V Smith Federal Reserve Bank of Dallas, 2013 | 55 | 2013 |
| GVAR Toolbox 1.1 LV Smith, A Galesi URL www-cfap. jbs. cam. ac. uk/research/gvartoolbox/index. html, 2011 | 43 | 2011 |
| On the epidemic of financial crises N Demiris, T Kypraios, L Vanessa Smith Journal of the Royal Statistical Society Series A: Statistics in Society 177 …, 2014 | 40 | 2014 |
| Firm level return–volatility analysis using dynamic panels LV Smith, T Yamagata Journal of empirical finance 18 (5), 847-867, 2011 | 34 | 2011 |
| GVAR toolbox 2.0–User guide LV Smith, A Galesi CFAP & CIMF, 2014 | 31 | 2014 |
