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Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

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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

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Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results

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Social Sciences, Economics, Energy Economics +9

Induced Innovation and Energy Prices

1998 · 1.6K citations

Management, Economics, Innovation Management +16