Money, inflation and output in Romania, 1992–2000

Statistical analysis of cointegration vectors

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

Financial Time Series Analysis, Cointegration Vectors, Business +3

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 · 14K citations

Econometric Model, Monetary Policy, Economics +11

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

Michael Osterwald‐Lenum · Oxford Bulletin of Economics and Statistics · 1992 · 2.6K citations

Finance, Business, Asymptotic Distribution +5

Numerical distribution functions of likelihood ratio tests for cointegration

James G. MacKinnon, Alfred A. Haug, Leo Michelis · Journal of Applied Econometrics · 1999 · 2K citations

Econometric Model, Volatility Modeling, Economics +13

The monetary dynamics of hyperinflation

Phillip Cagan · Medical Entomology and Zoology · 1956 · 1.5K citations

Monetary Policy, Economics, Monetary Theory +7