Engle, Robert F.

Co-integration and error correction: representation, estimation and testing

Engle, R. F., & Granger, C. W. J. (1987) · Econometrica

Monetary Policy and Economic ImpactDiverse Scientific and Economic Studies

Cited by 32,007

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Engle, R. F. (1982) · Econometrica

Financial Risk and Volatility ModelingMonetary Policy and Economic Impact

Cited by 20,795

Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models

Engle, R. (2002) · Journal of Business & Economic Statistics

Financial Risk and Volatility ModelingStochastic processes and financial applications

Cited by 7,133

Hedging Climate Change News

Engle, R. F., Giglio, S., Kelly, B., Lee, H., & Stroebel, J. (2020) · The Review of Financial Studies

Sustainable Finance and Green BondsFinancial Markets and Investment Strategies

Cited by 1,489

Exogeneity

Engle, R. F., Hendry, D. F., & Richard, J.-F. (1983) · Econometrica

Advanced Causal Inference TechniquesMonetary Policy and Economic Impact

Cited by 1,346

Small-Sample Properties of ARCH Estimators and Tests

Engle, R. F., Hendry, D. F., & Trumble, D. (1985) · The Canadian Journal of Economics

Financial Risk and Volatility ModelingMonetary Policy and Economic Impact

Cited by 185