References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1977Asset returns and inflation2,701 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
• 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
• 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION697 cited
• 1995DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL685 cited
• 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
• 2000A vector error correction model of the Singapore stock market