References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1987Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis517 cited
• 1986Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis514 cited
• 1992Impulse response analysis of cointegrated systems433 cited
• 1993Fiscal policies and the world economy228 cited
• 1993Consumption and the Recession of 1990-1991213 cited
• 1988Seasonality and habit persistence in a life cycle model of consumption205 cited
• 1992Maximum likelihood inference on cointegration and seasonal cointegration196 cited
• 1993The Japanese consumption function183 cited
• 2015Recherches économiques de Louvain