An empirical analysis of the relationship between oil prices and the Chinese macro-economy

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

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics · 1995 · 5.9K citations

Natural Sciences, Biostatistics, Econometrics +13

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

Measurement of Linear Dependence and Feedback between Multiple Time Series

John Geweke · Journal of the American Statistical Association · 1982 · 1.9K citations

Computing, Psychology, Causal Inference +7