Do budget deficits cause capital inflows? Evidence from the United States

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

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Some recent development in a concept of causality

Clive W. J. Granger · Journal of Econometrics · 1988 · 3K citations

Public Health, Physics, Causal Inference +6

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

Clive W. J. Granger · Oxford Bulletin of Economics and Statistics · 1986 · 2.6K citations

Social Sciences, Business Economics, Economics +4

Introduction to Statistical Time Series.

Chris Chatfield, W. A. Fuller · Journal of the Royal Statistical Society Series A (General) · 1977 · 2.3K citations

Natural Sciences, Mathematics, Probability Theory +11