Measuring the effect of oil prices on wheat futures prices

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

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 6.9K citations

Econometric Model, Economics, Volatility Modeling +15

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.7K citations

Economics, Capital Asset Pricing, Financial Economics +15

Expectations and Exchange Rate Dynamics

Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations

Exchange Rate Regimes, Economics, Monetary Policy +11

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

Econometric Model, Theoretical Econometrics, Economics +6