Price determination and dynamic adjustments: An inverse demand system approach to meat products in the United States

Forecasting and testing in co-integrated systems

Robert F. Engle, Byung Sam Yoo · Journal of Econometrics · 1987 · 1.9K citations

Engineering, Systems Engineering, Forecasting +11

On the Behaviour of Commodity Prices

Angus Deaton, Guy Laroque · The Review of Economic Studies · 1992 · 1.2K citations

Agriculture, Business Economics, Economics +10

The Econometric Analysis of Time Series.

L. G. Godfrey, Andrew Harvey · Economica · 1983 · 920 citations

Computing, Business Economics, Economics +14

The Econometric Analysis of Time Series.

W. D. Ray, Andrew Harvey · Journal of the Royal Statistical Society Series A (General) · 1981 · 577 citations

Computing, Business Economics, Economics +14

The direct estimation of the equilibrium response in a linear dynamic model

Ronald Bewley · Economics Letters · 1979 · 415 citations

Social Sciences, Economics, Mathematics +13