References

• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
• 1988Testing for Common Trends1,894 cited
• 2008A Note On Rising Food Prices1,100 cited
• 1990The Excess Co-Movement of Commodity Prices769 cited
• 1989Common Stochastic Trends in a System of Exchange Rates626 cited
• 2009Food versus fuel: What do prices tell us?463 cited
• 1993COMMON TRENDS AND COMMON CYCLES461 cited
• 2009The Relationship between Oil, Exchange Rates, and Commodity Prices268 cited
• 2010Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system220 cited
• 2010The Impact of the Oil Sector on Commodity Prices: Correlation or Causation?206 cited
• 2010Interdependencies in the energy–bioenergy–food price systems: A cointegration analysis195 cited
• 2010The integration of energy and agricultural markets193 cited
• 2007Commodity Prices and Unit Root Tests175 cited
• 2006On the Comovement of Commodity Prices154 cited