GRANGER CAUSALITY FROM THE EXCHANGE RATE TO AGRICULTURAL PRICES AND EXPORT SALES

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

The theory and practice of econometrics

1986 • 4,551 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

The Determination of the Order of an Autoregression

1979 • 2,841 citations

Testing for causality

1980 • 1,646 citations

The Theory and Practice of Econometrics (2nd ed.).

1986 • 450 citations

Autoregressive Modeling of Canadian Money and Income Data

1979 • 368 citations

Autoregressive Model Fitting for Control

1998 • 326 citations

COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS

1985 • 307 citations

Effects of Exchange Rate Changes on U.S. Agriculture: A Dynamic Analysis

1981 • 159 citations

Advertising and Aggregate Consumption: An Analysis of Causality

2010 • 145 citations

Price forecasting and evaluation: An application in agriculture

1983 • 108 citations

Forecasting Wheat Exports: Do Exchange Rates Matter?

1987 • 70 citations

Monetary Policy, Real Exchange Rates, and U.S. Agricultural Exports

1986 • 68 citations

The Recent Decline in Agricultural Exports: Is the Exchange Rate the Culprit?

1984 • 49 citations

Agriculture, trade, and macroeconomics: The U.S. case

1986 • 28 citations

Time Series Models.

1982 • 5 citations

Agricultural Commodity Export Data: Sales and Shipments Contrasted

1987 • 4 citations

Time Series Models for Exchange Rate and Agricultural Price Forecasts

1988 • 2 citations