Impulse response analysis of cointegrated systems

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

1987 • 30,456 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

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

1991 • 11,052 citations

The theory and practice of econometrics

1986 • 4,551 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Introduction to the Theory and Practice of Econometrics

1989 • 2,349 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

Introduction to the Theory and Practice of Econometrics.

1988 • 1,143 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Statistical Inference in Regressions with Integrated Processes: Part 2

1989 • 534 citations

The Search for a Stable Money Demand Function: A Survey Of the Post-1973 Literature

2016 • 408 citations

Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models

1990 • 253 citations

The search for a stable money demand function: a survey of the post- 1973 literature

1982 • 201 citations

Cointegration and Error Correction Mechanisms

1989 • 179 citations

Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK

1990 • 156 citations

Inference in dynamic models containing ‘surprise’ variables

1987 • 42 citations

Geldpolitik, Konjunktur und rationale Erwartungen

1984 • 7 citations

Geldpolitik, Konjunktur und rationale Erwartungen

1984 • 4 citations

[A Reexamination of Friedman's Consumption Puzzle]: Comment

1988 • 1 citations