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A multivariate cointegration analysis of the role of energy in the US macroeconomy · Study

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ArticleA multivariate cointegration analysis of the role of energy in the US macroeconomy

David I. Stern2000

Article2000

A multivariate cointegration analysis of the role of energy in the US macroeconomy

825 citations·0/0 files stored·Energy Economics

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Energy, Environment, Economic Growth Market Dynamics and Volatility Energy, Environment, and Transportation Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Testing for a Unit Root in Time Series Regression 1988Statistical analysis of cointegration vectors 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1992Testing the null hypothesis of stationarity against the alternative of a unit root

Cited by

2010Determinants of carbon dioxide emissions: Empirical evidence from 69 countries 2010CO2 emissions, electricity consumption and output in ASEAN 2007Economic development, pollutant emissions and energy consumption in Malaysia 2007Energy consumption and economic growth in Asian economies: A more comprehensive analysis using panel data 2008Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model 2017On electricity consumption and economic growth in China 2003Electricity consumption and economic growth in China 2013The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis

Details

Year2000

Typearticle

Published2000-04-01

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations825

Files0 public / 0

ShelfEnergy, Environment, Economic Growth

Identifiers

doi10.1016/s0140-9883(99)00028-6

openalex_workW1968962646

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