SSRN Electronic Journal · 2001 · 179 citations · 33 references
Social SciencesEconomicsFinanceEconometricsInternational TradeMacroeconomicsCointegration AnalysisInternational MacroeconomicsRegional ForecastingAggregate Demand AnalysisAggregate Demand ShocksCointegration In Macroeconomic VariablesInterdependenciesInternational Trade FlowsRegional Econometric Modeling
33
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations
Business, Economics, Econometrics +13
Christopher A. Sims · Econometrica · 1980 · 12.7K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16