A note on nonstationarity, structural breaks, and the Fisher effect

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

Pierre Perrón · Econometrica · 1989 · 7.7K citations

Social Sciences, Economics, Econometrics +16

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 2002 · 5.8K citations

Social Sciences, Economics, Econometrics +16

Asset returns and inflation

Eugene F. Fama, G. William Schwert · Journal of Financial Economics · 1977 · 2.8K citations

Business, Economics, Asset Pricing +11

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 1992 · 2K citations

Social Sciences, Economics, Econometrics +16

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

John Y. Campbell, Pierre Perrón · NBER Macroeconomics Annual · 1991 · 1.3K citations · Full text

Social Sciences, Economics, Econometrics +14