ARE THE TWIN DEFICITS REALLY RELATED? A COMMENT

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

Social Sciences, Economics, Econometrics +9

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Introduction to Statistical Time Series.

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

Natural Sciences, Mathematics, Probability Theory +11

Unit Roots in Time Series Models: Tests and Implications

David A. Dickey, William R. Bell, Robert B. Miller · The American Statistician · 1986 · 430 citations

Social Sciences, Economics, Econometrics +14

Have Large Budget Deficits Caused Rising Trade Deficits?

Ali F. Darrat · Southern Economic Journal · 1988 · 205 citations

Public Affairs, Economics, Public Policy +11