Purchasing power parity in Latin America: A co-integration analysis

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

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

Business, Economics, Econometrics +13

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

Social Sciences, Economics, Econometrics +6

Introduction to Statistical Time Series

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

Natural Sciences, Mathematics, Probability Theory +11

The Purchasing-Power Parity Doctrine: A Reappraisal

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

Social Sciences, Economics, International Economics +4