Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?

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

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith · Journal of Applied Econometrics · 2001 · 19.6K citations

Social Sciences, Economics, Econometrics +13

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

The direct estimation of the equilibrium response in a linear dynamic model

Ronald Bewley · Economics Letters · 1979 · 415 citations

Social Sciences, Economics, Mathematics +13

Interest Rate Pass-Through: Empirical Results for the Euro Area

Gabe de Bondt · German Economic Review · 2005 · 331 citations

Social Sciences, Economics, Finance +15