Determining the asymmetric effects of oil price changes on macroeconomic variables: a case study of Turkey

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Impulse response analysis in nonlinear multivariate models

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Oil and the Macroeconomy since World War II

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This is what happened to the oil price-macroeconomy relationship

James D. Hamilton · Journal of Monetary Economics · 1996 · 1.7K citations

Social Sciences, Economics, Energy Economics +10