Futures or Cash: Which Market Leads Live Beef Cattle Prices?

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Fitting autoregressive models for prediction

1969 • 2,363 citations

Fitting Autoregreesive Models for Prediction

1998 • 2,099 citations

Handbook of econometrics

1988 • 645 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

Price Movements and Price Discovery in Futures and Cash Markets

1983 • 627 citations

Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

1976 • 435 citations

The Simultaneous Determination of Spot and Futures Prices

1976 • 430 citations

Theory of the Inverse Carrying Charge in Futures Markets

1948 • 311 citations

Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 307 citations

Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

1982 • 253 citations

INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS

1984 • 247 citations

Relationships--and the Lack Thereof--Between Economic Time Series, with Special Reference to Money and Interest Rates

1977 • 146 citations

Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation

1982 • 98 citations

Causality Tests in Livestock Markets

1982 • 64 citations

The Money Supply and Nominal Agricultural Prices

1983 • 56 citations

Investigation of Price Discovery and Efficiency for Cash and Futures Cotton Prices

1984 • 24 citations

The Causal Linkage of Control Policy and Its Targets: The Case of Wheat

1980 • 9 citations