Tests of long-run neutrality using permanent monetary and real shocks

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

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

1991 • 11,052 citations

On a measure of lack of fit in time series models

1978 • 5,638 citations

Oil and the Macroeconomy since World War II

1983 • 3,597 citations

Aggregate Dynamics and Staggered Contracts

1980 • 2,566 citations

The Relation between Price and Marginal Cost in U.S. Industry

1988 • 1,098 citations

The dynamic effects of aggregate demand and supply disturbance

1988 • 472 citations

The role of energy in real business cycle models

1992 • 453 citations

LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK

1993 • 326 citations

A Note on the "Accelerationist" Controversy

1971 • 284 citations

Sources of Business Cycle Fluctuations

1988 • 282 citations

A test for normality based on the empirical characteristic function

1983 • 199 citations

On the Interpretation of Near Random-Walk Behavior in GNP

1988 • 102 citations

Recent and classical tests for normality - a comparative study

1989 • 46 citations

In Defense of Base Drift

1986 • 35 citations

Testing long run neutrality

1992 • 17 citations

Sources of Economic Fluctuations in the United States

1988 • 16 citations

Wage Contracts and the Unit Root Hypothesis

1990 • 13 citations