References

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• 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1980Macroeconomics and Reality12,826 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1995Corruption and Growth8,813 cited
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
• 1983Oil and the Macroeconomy since World War II3,823 cited
• 1982Booming Sector and De-Industrialisation in a Small Open Economy3,295 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 2000What is an Oil Shock?2,194 cited
• 1993Introduction to Multiple Time Series Analysis