Dynamic linkages among real interest rates in international capital markets

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 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

A Practical Guide to Splines

1978 • 11,700 citations

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

1991 • 11,052 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

Some recent development in a concept of causality

1988 • 2,941 citations

The Theory of Interest

2013 • 2,919 citations

Testing for causality

1980 • 1,646 citations

DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND

1992 • 1,019 citations

Some Recent Developments in a Concept of Causality

2010 • 795 citations

Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

1978 • 595 citations

Advertising and Aggregate Consumption: An Analysis of Causality

1980 • 549 citations

Exchange Rate Theory and Practice

1984 • 506 citations

Impulse response analysis of cointegrated systems

1992 • 452 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

Testing for Unit Roots in Time Series Data

1989 • 337 citations

Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

1984 • 326 citations

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

1990 • 253 citations

The international linkage of real interest rates: The European-US connection

1986 • 184 citations

Some evidence on the international inequality of real interest rates

1985 • 146 citations

Advertising and Aggregate Consumption: An Analysis of Causality

2010 • 145 citations

Real interest rate equalization and the integration of international financial markets

1994 • 143 citations

Interest Rate Linkages Within the European Monetary System: A Time Series Analysis

1990 • 138 citations

The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications

1989 • 137 citations

Interest Rate Linkages Within the European Monetary System: Further Analysis

1993 • 132 citations

Who drives real interest rates around the Pacific Rim: the USA or Japan?

1995 • 121 citations

Interest Rate Linkages Within the European Monetary System: A Time Series Analysis: Note

1990 • 115 citations

Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions

1984 • 111 citations

Price forecasting and evaluation: An application in agriculture

1983 • 108 citations

Who drives real interest rates around the Pacific Rim: the US or Japan?

1995 • 85 citations

GRANGER CAUSALITY FROM THE EXCHANGE RATE TO AGRICULTURAL PRICES AND EXPORT SALES

1990 • 59 citations

International financial market integration and linkages of national interest rates

1994 • 47 citations

The persistence of real interest differentials

1992 • 42 citations

Real interest rate parity new measures and tests

1993 • 41 citations

Capital market integration over the past decade: The case of the US dollar

1987 • 36 citations

INFLATION AND THE DISTRIBUTION OF PRICE CHANGES ACROSS MARKETS: A CAUSAL ANALYSIS

1981 • 34 citations

Dynamics of real interest differentials

1988 • 28 citations

Advertising and Aggregate Consumption

1975 • 28 citations

A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure

1979 • 24 citations

A Technique for Extracting a Measure of Expected Inflation from the Interest Rate Term Structure

1982 • 23 citations

Unreal Estimates of the Real Rate of Interest

1981 • 17 citations

Are Australian and New Zealand Markets Integrated? Evidence from RIP Tests

1995 • 14 citations

Monetary policies of developed countries

1995 • 8 citations

Do temporal causality tests provide information on policy dominance?

1997 • 3 citations