The Relationship between Money Supply and Stock Prices

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

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Stock Returns, Expected Returns, and Real Activity

1990 • 1,453 citations

What moves stock prices?

1989 • 1,131 citations

Stock Returns, Expected Returns, and Real Activity

1990 • 373 citations

Do central banks react to the stock market? The case of the Bundesbank

2006 • 65 citations

Stock Market and Macroeconomic Policies: New Evidence from Pacific Basin Countries

1997 • 39 citations

Monetary policy, stock returns and inflation

2005 • 37 citations

US monetary policy announcements and Irish stock market volatility

2005 • 28 citations

Structural Changes in Expected Stock Returns Relationships: Evidence from ASE

2006 • 10 citations