NON‐CAUSALITY IN COINTEGRATED SYSTEMS: REPRESENTATION ESTIMATION AND TESTING

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

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Exogeneity

1983 • 1,271 citations

Linear algebra and its applications

1981 • 673 citations

Statistical Analysis of Cointegration Vectors

1991 • 562 citations

Interpreting the evidence on money-income causality

1989 • 552 citations

Statistical Foundations of Econometric Modelling

1986 • 502 citations

The Observational Equivalence of Natural and Unnatural Rate Theories of Macroeconomics

1976 • 282 citations

Money does Granger-cause output in the bivariate money-output relation

1988 • 167 citations

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

1990 • 156 citations

On low-frequency estimates of long-run relationships in macroeconomics

1984 • 142 citations

Cointegration in Recursive Systems

1991 • 77 citations

On the specification of granger-causality tests using the cointegration methodology

1987 • 65 citations

Cointegrating exogeneity

1990 • 25 citations

Time Series in the Time Domain.

1986 • 10 citations