References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 1999Oil price shocks and stock market activity1,823 cited
• 2008Understanding Crude Oil Prices1,270 cited
• 2009Causes and Consequences of the Oil Shock of 2007-081,265 cited
• 1996Energy shocks and financial markets1,099 cited
• 2007Liquidity and Market Efficiency984 cited
• 1996Making wald tests work for cointegrated VAR systems906 cited
• 2001Oil price shocks, stock market, economic activity and employment in Greece773 cited
• 2011Oil prices, exchange rates and emerging stock markets729 cited
• 2004Oil prices, economic activity and inflation: evidence for some Asian countries691 cited