Stock returns and inflation in Pakistan

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

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

A Practical Guide to Wavelet Analysis

Christopher Torrence, Gilbert P. Compo · Bulletin of the American Meteorological Society · 1998 · 14.9K citations · Full text

Natural Sciences, Earth Sciences, Meteorology +15

Stock Returns, Real Activity, Inflation, and Money

Eugene F. Fama · American Economic Review · 1981 · 2.6K citations

Social Sciences, Economics, Finance +12

Measurement of Linear Dependence and Feedback between Multiple Time Series

John Geweke · Journal of the American Statistical Association · 1982 · 1.9K citations

Computing, Psychology, Causal Inference +7