A Multicountry Characterization of the Nonstationarity of Aggregate Output

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

1987 • 30,456 citations

Increasing Returns and Long-Run Growth

1986 • 19,527 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Stock return variances

1986 • 1,878 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Phases of capitalist development

1982 • 993 citations

Univariate detrending methods with stochastic trends

1986 • 873 citations

The Cyclical Component of U. S. Economic Activity

1987 • 744 citations

Effects of model specification on tests for unit roots in macroeconomic data

1987 • 670 citations

Trends and Cycles in Macroeconomic Time Series

1985 • 561 citations

Government Debt, Government Spending, and Private Sector Behavior

1983 • 487 citations

An empirical investigation of the long-run behavior of real exchange rates

1987 • 422 citations

Unit Roots in Time Series Models: Tests and Implications

1986 • 421 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

Money Demand and the Effects of Fiscal Policies

1986 • 251 citations

Money, income, and sunspots: Measuring economic relationships and the effects of differencing

1978 • 233 citations

International Evidence on the Size of the Random Walk in Output

1990 • 218 citations

Trends, random walks, and tests of the permanent income hypothesis

1985 • 212 citations

Inflation, Output, and Money

1982 • 119 citations

The insensitivity of consumption to news about income

1988 • 100 citations

Integrated regressors and tests of the permanent-income hypothesis

1988 • 96 citations

Cross-Regime Evidence of Macroeconomic Rationality

1984 • 90 citations

Does GNP have a unit root?

1986 • 86 citations

Multivariate estimates of the permanent components of GNP and stock prices

1988 • 78 citations

Four paradoxes in GNP

1986 • 43 citations

A Graphical Procedure for Determining Nonstationarity in Time Series

1988 • 29 citations

Fiscal Policy in Macro Theory: A Survey and Evaluation

1984 • 28 citations

Is Consumption Too Smooth

1987 • 24 citations

Deleted Work

1955 • 0 citations