Causality in the Long Run

Multiple time series

1970 • 1,885 citations

Measurement of Linear Dependence and Feedback between Multiple Time Series

1982 • 1,787 citations

Testing for causality

1980 • 1,646 citations

Multiple Time Series

1970 • 1,283 citations

Estimation of Common Long-Memory Components in Cointegrated Systems

1995 • 1,206 citations

The decomposition and measurement of the interdependency between second-order stationary processes

1991 • 324 citations

Testing Price Equations for Stability Across Spectral Frequency Bands

1978 • 102 citations