Business cycles, financial crises, and stock volatility

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

Time Series Analysis: Forecasting and Control

1977 • 2,451 citations

Comparing alternative tests of causality in temporal systems

1983 • 643 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation

1982 • 98 citations

Tests of causality

1979 • 82 citations

The Interpretation ofR²in Autoregressive-Moving Average Time Series Models

1976 • 43 citations

Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation

1982 • 31 citations

The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models

1976 • 25 citations