Cointegration in Recursive Systems

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

1987 • 30,456 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

The direct estimation of the equilibrium response in a linear dynamic model

1979 • 412 citations

Error Correction Mechanisms

1982 • 237 citations

Efficient inference on cointegration parameters in structural error correction models

1995 • 220 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

Incomes Policy: A Re-Appraisal

1970 • 121 citations

TIME SERIES BEHAVIOUR AND DYNAMIC SPECIFICATION^*

1985 • 100 citations

On the Global Identification of the Dynamic Simultaneous Equations Model with Stationary Disturbances

1975 • 70 citations

Wages, Prices and Incomes Policies: Some Comments

1971 • 50 citations

Dynamic Adjustment when the Target is Nonstationary

1984 • 47 citations

Dynamic Time Series Models with Growth Effects Constrained to Zero

1984 • 27 citations

Error Correction Systems

1983 • 6 citations

Identification of structural VARs

1992 • 5 citations