Deficit Announcements and Interest Rates

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Pierre Perrón · Econometrica · 1989 · 7.7K citations

Social Sciences, Economics, Econometrics +16

Intervention Analysis with Applications to Economic and Environmental Problems

George E. P. Box, George C. Tiao · Journal of the American Statistical Association · 1975 · 2.3K citations

Social Sciences, Economics, Air Pollution +16

Political and Monetary Institutions and Public Financial Policies in the Industrial Countries

Vittorio Grilli, Donato Masciandaro, Guido Tabellini et al. · Economic Policy · 1991 · 1.6K citations

Social Sciences, Economics, Public Finance +13

How Markets Process Information: News Releases and Volatility

Louis H. Ederington, Jaeha Lee · The Journal of Finance · 1993 · 989 citations

Business, Economics, Finance +14

Intervention Analysis with Applications to Economic and Environmental Problems

G. E. P. Box, George C. Tiao · Journal of the American Statistical Association · 1975 · 467 citations

Social Sciences, Economics, Air Pollution +16