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
• 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
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1991Efficient Capital Markets: II5,346 cited
• 1989The federal funds rate and the channels of monetary transmission2,833 cited
• 1977Asset returns and inflation2,701 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
• 2000Monetary Policy and Asset Price Volatility1,274 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
• 2004The impact of monetary policy on asset prices956 cited