Bank lending procyclicality and credit quality during financial crises

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

Business, Economics, Econometrics +12

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Spurious regressions in econometrics

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

Social Sciences, Economics, Econometrics +7

Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure

Allen N. Berger, Gregory F. Udell · The Economic Journal · 2002 · 1.9K citations

Business, Business Economics, Finance +16

The Determinants of Banking Crises in Developing and Developed Countries

Asli Demirgüç‐Kunt, Enrica Detragiache · Staff Papers · 1998 · 1.8K citations

Business, Economics, Finance +14