References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
• 1957Theory of the Consumption Function3,335 cited
• 1960A Theory of the Consumption Function2,306 cited
• 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
• 1986Alternative Explanations of the Money-Income Correlation1,501 cited
• 1992Understanding Consumption1,484 cited
• 1980Long memory relationships and the aggregation of dynamic models1,448 cited
• 1981The Adjustment of Consumption to Changing Expectations About Future Income1,326 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
• 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,004 cited
• 1988Sources of Business Cycle Fluctuations653 cited
• 1978Latent Variables in Socio-Economic Models.635 cited
• 1997Topics in Structural VAR Econometrics589 cited