1. Blanchard O (1989) Lectures on Macro-economics. Cambridge Massachusetts and London: The MIT Press.
2. Hamilton JD (1994) Time Series Analysis. Princeton: Princeton University Press.
3. Box GEP, Jenkins GM (1970) Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day.
4. Time series analysis, cointegration, and applications;CWJ Granger;Am Econ Rev,2004
5. Co-integration and error correction: representation, estimation, and testing;RF Engle;Econometrica,1987