To consume or not: How oil prices affect the comovement of consumption and aggregate wealth

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Gregory C. Chow · Econometrica · 1960 · 6.5K citations

Business, Biostatistics, Econometrics +7

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K. Andrews · Journal of Business and Economic Statistics · 2002 · 5.8K citations

Social Sciences, Economics, Econometrics +16

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

James H. Stock, Mark W. Watson · Econometrica · 1993 · 4.9K citations

Social Sciences, Business Economics, Economics +8

Oil and the Macroeconomy since World War II

James D. Hamilton · Journal of Political Economy · 1983 · 3.8K citations

Social Sciences, Economics, Resource Economics +17