References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
• 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
• 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
• 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
• 1998Central Banking in Theory and Practice984 cited
• 1993The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence736 cited
• 2000