Causality between the Money Supply and Share Prices: A VAR Investigation

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.4K citations

Autoregressive Time Series, Financial Time Series Analysis, Unit Root +4

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.5K citations

Monetary Policy, Economics, Useful Forecasting +13

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

Arnold Zellner · Journal of the American Statistical Association · 1962 · 8K citations

Stock Returns, Real Activity, Inflation, and Money

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

Economics, Financial Economics, Real Investment +4

Long-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule

Stanley Fischer · Journal of Political Economy · 1977 · 1.9K citations

Economics, Monetary Policy, Long-term Contracts +14