Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality

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Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations

Error Analysis, Engineering, Finance +15

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

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.6K citations

Financial Time Series Analysis, Cointegration Vectors, Business +3

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Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14K citations

Econometric Model, Monetary Policy, Economics +11

Macroeconomics and Reality

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

Monetary Policy, Economics, Useful Forecasting +13