Asymmetric causality tests with an application

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.4K citations

Cross Spectrum, Apparent Instantaneous Causality, Communication +17

The Market for "Lemons": Quality Uncertainty and the Market Mechanism

George A. Akerlof · The Quarterly Journal of Economics · 1970 · 22.2K citations

Job Market Signaling

Michael Spence · The Quarterly Journal of Economics · 1973 · 14.3K citations

Informational Feedback, Decision Science, Job Market +18

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.5K citations

Monetary Policy, Economics, Useful Forecasting +13

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics · 1995 · 5.8K citations

Engineering, Gaussian Process, Statistical Inference +3