Does oil impact gold during COVID-19 and three other recent crises?

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith · Journal of Applied Econometrics · 2001 · 19.6K citations

Social Sciences, Economics, Econometrics +13

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations

Computing, Economics, Econometrics +15

The saving and investment nexus for China: evidence from cointegration tests

Paresh Kumar Narayan · Applied Economics · 2005 · 3.4K citations

Social Sciences, Economics, Econometrics +11

Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework

Anindya Banerjee, Juan J. Dolado, Ricardo Mestre · Journal of Time Series Analysis · 1998 · 2.3K citations · Full text

Social Sciences, Economics, Econometrics +8

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations

Business, Economics, Finance +13