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Co-Integration and Error-Correction: Representation, Estimation, and Testing
0 references·16 citing·50 second hopsampled
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  • 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 2005Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices314 cited
  • 2005Analysis of Price Transmission Along the Food Chain215 cited
  • 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
  • 1988Econometric issues in the analysis of equilibrium business cycle models145 cited
  • 2009Causal Relationships between Financial Development, Trade Openness and Economic Growth: The Case of Turkey133 cited
  • 2009Infrastructure and Growth116 cited
  • 2011Determinants of Financial Development112 cited
  • 2015Granger causality stock market networks: Temporal proximity and preferential attachment110 cited
  • 1994Market liberalization and integration of maize markets in Malawi106 cited
  • 2007HOUSING PRICE DIFFUSION PATTERN OF AUSTRALIA'S STATE CAPITAL CITIES96 cited
  • 2005Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?

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74 cited
  • 2015The macroeconomic impact of structural policies on labour market outcomes in OECD countries73 cited
  • 2015Urbanization, Energy Consumption and CO2 Emissions in Sub-Saharan Countries: A Panel Cointegration and Causality Analysis70 cited