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

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

1987 • 30,456 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

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

A New Look at the Statistical Model Identification

1974 • 4,189 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Efficient Capital Markets: II

1991 • 1,302 citations

Lag-Length Selection and Tests of Granger Causality Between Money and Income

1985 • 278 citations

Economics: principles and policy

1963 • 269 citations

Stock Returns, Money, and Fiscal Deficits

1990 • 118 citations

On Fiscal Policy and the Stock Market

1988 • 90 citations

A Comparative Analysis of the Daily Behavior of Stock Returns: Japan, the Us and the Asian Nics

1991 • 61 citations

Determinants of Common Stock Prices: A Time Series Analysis

1977 • 46 citations

Korea: Development and Structural Change of the Financial System

1994 • 37 citations

Stock Returns, Money Supply and the Direction of Causality

1977 • 35 citations

Stock Market Efficiency and the Federal Budget Deficit: Another Anomaly?

1994 • 31 citations

Federal deficits and money growth in the United States

1989 • 26 citations

Taiwan: Development and Structural Change of the Financial System

1994 • 19 citations

Exchange Rates and Monetary Policy in Singapore and Hong Kong

1988 • 15 citations

Monetary Policy and Financial Reform in Korea

1988 • 10 citations

Monetary Policy in Taiwan, China

1987 • 9 citations

The Foreign Exchange Market

1990 • 6 citations

Financial Market Changes and Monetary Policy in Pacific Basin Countries

1988 • 4 citations