Output and unemployment dynamics in the United States: 1950–1985

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

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

Macroeconomics and Reality

1980 • 12,249 citations

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

1979 • 8,550 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Aggregate Dynamics and Staggered Contracts

1980 • 2,566 citations

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

1981 • 2,374 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Exogeneity

1983 • 1,271 citations

Potential GNP: Its measurement and significance

1979 • 1,261 citations

Testing for a Unit Root in a Time Series With a Changing Mean

1990 • 1,090 citations

The Econometric Analysis of Time Series.

1983 • 979 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

The Cyclical Component of U. S. Economic Activity

1987 • 744 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE

1984 • 579 citations

Trends and Cycles in Macroeconomic Time Series

1985 • 561 citations

The American Business Cycle: Continuity and Change.

1987 • 484 citations

A Model of Imperfect Competition with Keynesian Features

1982 • 453 citations

Output, the Stock Market, and Interest Rates

2007 • 425 citations

Econometrics and Quantitative Economics.

1985 • 346 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

Trends and Cycles in Macroeconomic Time Series

1985 • 300 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 276 citations

Econometric methodology: a personal perspective

2008 • 250 citations

MONETARY POLICY AND INTERNATIONAL COMPETITIVENESS: THE PROBLEMS OF ADJUSTMENT

1981 • 170 citations

The econometric analysis of time series

1981 • 165 citations

Does GNP have a unit root?

1987 • 131 citations

Pitfalls in the Use of Time as an Explanatory Variable in Regression

1984 • 97 citations

On "Real" and "Sticky-Price" Theories of the Business Cycle

1986 • 90 citations

Potential Output and Productivity

1977 • 88 citations

International coordination in the design of macroeconomic policy rules

1985 • 86 citations

A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

1984 • 77 citations

Exogeneity and Causal Ordering in Macroeconomic Models

1976 • 76 citations

Improvements in Macroeconomic Stability: The Role of Wages and Prices

1986 • 37 citations

A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series

1984 • 32 citations

Economic Growth and Unemployment: A Reappraisal of the Conventional View

1978 • 25 citations

Short-Run Models and Long-Run Forecasts: A Note on the Permanence of Output Fluctuations

1988 • 8 citations