Convergence to the long-run equilibrium: the case of natural gas markets

Cointegration in partial systems and the efficiency of single-equation analysis

Søren Johansen · Journal of Econometrics · 1992 · 989 citations

Numerical Analysis, Monetary Policy, Economics +6

Cointegration and speed of convergence to equilibrium

M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 1996 · 533 citations

Economics, General Equilibrium Theory, Macroeconomics +3

Impulse response analysis of cointegrated systems

Helmut Lütkepohl, Hans‐Eggert Reimers · Journal of Economic Dynamics and Control · 1992 · 441 citations

Impulse Response Analysis, Engineering, Macroeconomics +6

Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets

Robin J. Brenner, Kenneth F. Kroner · Journal of Financial and Quantitative Analysis · 1995 · 318 citations

The long memory of the forward premium

Richard T. Baillie, Tim Bollerslev · Journal of International Money and Finance · 1994 · 211 citations

Dynamic Pricing, Pricing Policy, Business +5