Long-run identifying restrictions for an error-correction model of New Zealand money, prices and output

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

1987 • 30,456 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

1990 • 14,144 citations

Macroeconomics and Reality

1980 • 12,249 citations

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

1991 • 11,052 citations

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

1992 • 2,686 citations

Stochastic Trends and Economic Fluctuations

1991 • 1,332 citations

Estimation of Common Long-Memory Components in Cointegrated Systems

1995 • 1,206 citations

Are Forecasting Models Usable for Policy Analysis?

1986 • 1,181 citations

Vector Autoregressions and Reality

2002 • 439 citations

A Traditional Interpretation of Macroeconomic Fluctuations

1989 • 393 citations

Alternative Explanations of the Money-Income Correlation

1986 • 179 citations

Vector Autoregressions and Reality

1987 • 179 citations

Identifying Monetary Impacts on Agricultural Prices in VAR Models

1989 • 124 citations

Financial Deregulation and the Dynamics of Money, Prices, and Output in New Zealand and Australia

1993 • 79 citations

Carnegie-Rochester Conference on Public Policy

2012 • 34 citations

Estimation of Common Long-Memory Components in Cointegrated Systems

2008 • 15 citations

Monetary targeting and inflation: 1976-1984

1987 • 8 citations