References

No references inside the corpus for this window.

Cited by

• 2010Can Exchange Rates Forecast Commodity Prices? *597 cited
• 2014Robust Econometric Inference for Stock Return Predictability279 cited
• 2014Do oil price increases cause higher food prices?233 cited
• 1998Pitfalls in testing for long run relationships226 cited
• 2006Optimal Inference in Regression Models with Nearly Integrated Regressors226 cited
• 2014What drives natural gas prices? — A structural VAR approach217 cited
• 2009Structural Nonparametric Cointegrating Regression217 cited
• 2010Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market166 cited
• 2013Vector autoregressive models165 cited
• 2005TESTING LONG‐HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE–ROGOFF PUZZLE*116 cited
• 2001Modeling Equilibrium Relationships: Error Correction Models with Strongly Autoregressive Data107 cited
• 2002Bootstrapping Autoregressive Processes with Possible Unit Roots106 cited
• 2008Can Exchange Rates Forecast Commodity Prices?104 cited
• 2017Twenty Years of Time Series Econometrics in Ten Pictures94 cited