Purchasing power parity in high-inflation countries: further evidence

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

Error Analysis, Engineering, Finance +15

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

Financial Time Series Analysis, Cointegration Vectors, Business +3

Introduction to Statistical Time Series

James T. McClave, Wayne A. Fuller · Technometrics · 1978 · 4.3K citations

Engineering, Explosive Time Series, Statistical Time Series +12

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Engineering, Unknown Order, Unit Root +16

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Béla Balassa · Journal of Political Economy · 1964 · 3.2K citations

Economics, Economic Policy, Purchasing-power Parity Doctrine +2