References

• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1980Macroeconomics and Reality12,826 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1983Oil and the Macroeconomy since World War II3,823 cited
• 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
• 1972MONEY, INCOME, AND CAUSALITY3,013 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 1964A Monetary History of the United States, 1867-19601,752 cited
• 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
• 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 2000