Asymmetric causality between the U.S. housing market and its stock market: Evidence from state level data

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

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

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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

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

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Some recent development in a concept of causality

Clive W. J. Granger · Journal of Econometrics · 1988 · 3K citations

Public Health, Physics, Causal Inference +6

Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework

Anindya Banerjee, Juan J. Dolado, Ricardo Mestre · Journal of Time Series Analysis · 1998 · 2.3K citations · Full text

Social Sciences, Economics, Econometrics +8