Is there a J-curve?

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

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

Trends and random walks in macroeconomic time series

Pierre Perrón · Journal of Economic Dynamics and Control · 1988 · 2.5K citations

Social Sciences, Economics, Econometrics +13

Testing for Common Trends

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 1988 · 1.9K citations

Social Sciences, Economics, Econometrics +12

Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period

Richard Meese, KENNETH ROGOFP · The Journal of Finance · 1988 · 742 citations

Social Sciences, Economics, International Economics +13