Engle has published well over 100 academic research papers, four books and many other scholarly works. These are mostly in the broad area of time series econometrics with the most important applications to financial markets. Over the years, Engle’s authored influential papers analyzing macro economics, energy markets, urban economies and emerging markets as well as the main financial asset classes: equities, currencies, fixed income and derivatives. Two of his papers have reached milestones in citations: the paper introducing the ARCH model in 1982 and the paper coauthored with Clive Granger introducing Cointegration, in 1987. These two papers were honored in "Citation Classics" as two of the most cited of all papers in economics. They were also the two papers forming the basis for the 2003 Nobel Prize.

The most heavily cited papers are listed below. For more listings, see sections Working Papers, Expository Papers, Books & Book Chapters and a Complete Listing of Chronological Publications.