References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1977Asset returns and inflation2,701 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
• 1991International Evidence on the Historical Properties of Business Cycles823 cited
• 1990Business Cycles: Real Facts and a Monetary Myth812 cited
• 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION697 cited
• 1981Post-War U.S. Business Cycles: An Empirical Investigation636 cited
• 1989Long memory and persistence in aggregate output546 cited
• 1983Stock Market Returns and Inflation: Evidence from Other Countries404 cited
• 1990Risk and Return on Real Estate: Evidence from Equity REITs365 cited
• 1994Cointegration, Fractional Cointegration, and Exchange Rate Dynamics363 cited