On the relationship between stock returns and exchange rates: Tests of granger causality

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.2K citations

Social Sciences, Economics, Econometrics +7

Expectations and Exchange Rate Dynamics

Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations

Social Sciences, Economics, Financial Economics +13

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

Engineering, Economics, Mathematics +14

MONEY, INCOME, AND CAUSALITY

Christopher A. Sims · American Economic Review · 1972 · 2.9K citations

Social Sciences, Economics, Causal Inference +7