The contribution of economic fundamentals to movements in exchange rates

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson · Econometrica · 1993 · 4.9K citations

Social Sciences, Business Economics, Economics +8

Empirical exchange rate models of the seventies

Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations

Social Sciences, Economics, Finance +12

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 4K citations · Full text

Business, Business Economics, Economics +13

The Purchasing Power Parity Puzzle

Kenneth Rogoff · Journal of Economic Literature · 1996 · 2.9K citations

Social Sciences, Economics, International Economics +9

On Gibbs sampling for state space models

Chris Carter, Robert Kohn · Biometrika · 1994 · 2K citations

Computing, Data Science, Bayesian Data Analysis +14