Real and nominal exchange rates in the long run: An empirical investigation

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Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 49.6K citations · Full text

Parameter Estimation, Engineering, Parameter Identification +16

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Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations

Error Analysis, Engineering, Finance +15

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Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations

Exchange Rate Regimes, Economics, Monetary Policy +11

Introduction to Statistical Time Series

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

Engineering, Explosive Time Series, Statistical Time Series +12

Introduction to Statistical Time Series.

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

Engineering, Statistical Time Series, Stochastic Processes +4