Currency devaluation, aggregate output, and the long run: an empirical study

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

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

Engineering, Economics, Mathematics +14

Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis

James B. Ramsey · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1969 · 3.3K citations

Social Sciences, Economics, Econometrics +14

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

Contractionary effects of devaluation

Paúl Krugman, Lance Taylor · Journal of International Economics · 1978 · 888 citations · Full text

Social Sciences, Business Economics, Economics +3