Co-integration as an empirical test of purchasing power parity

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

Social Sciences, Economics, Econometrics +9

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

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 · 9.1K citations

Business, Economics, Econometrics +12

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

James H. Stock · Econometrica · 1987 · 1.5K citations

Social Sciences, Economics, Mathematics +8

Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications

Michael Mussa · Carnegie-Rochester Conference Series on Public Policy · 1986 · 866 citations

Social Sciences, Economics, International Economics +13