References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1980Macroeconomics and Reality12,826 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1977Asset returns and inflation2,701 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation