Interpreting cointegrated models

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

1987 • 30,456 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

1988 • 3,689 citations

DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES

1956 • 3,496 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 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

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

The Adjustment of Consumption to Changing Expectations About Future Income

1981 • 1,326 citations

Does the Stock Market Overreact?

1985 • 1,093 citations

Handbook of monetary economics

1990 • 1,001 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

Econometric Analysis for National Economic Planning

1971 • 617 citations

Stabilisation Policy in a Closed Economy

1954 • 589 citations

Term Structure of Interest Rates

2008 • 569 citations

Control of large-scale dynamic systems by aggregation

1968 • 532 citations

Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis

1987 • 506 citations

Noise

1986 • 499 citations

Variance Bounds Tests and Stock Price Valuation Models

1986 • 497 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 391 citations

The Econometric Analysis of Economic Time Series

1983 • 382 citations

ERROR CORRECTION, PARTIAL ADJUSTMENT AND ALL THAT: AN EXPOSITORY NOTE^*

1985 • 355 citations

Dividend Behavior for the Aggregate Stock Market

1987 • 316 citations

Error Correction Mechanisms

1982 • 237 citations

ECONOMETRIC MODELLING: THE “CONSUMPTION FUNCTION” IN RETROSPECT*

1983 • 217 citations

Interpreting econometric evidence

1981 • 181 citations

Optimization methods for large-scale systems ... with applications

1971 • 133 citations

Econometric Modelling: The ‘Consumption Function’ In Retrospect

2013 • 127 citations

Exogeneity and Causal Ordering in Macroeconomic Models

1976 • 76 citations

Exact Linear Rational Expectations Models: Specification and Estimation

1981 • 69 citations