articleTop 10% cited
Oil price shocks, stock market, economic activity and employment in Greece
Energy Economics · 2001 · Vol. 23(5) · pp. 511–532
Market Dynamics and VolatilityEnergy, Environment, Economic GrowthNatural Resources and Economic DevelopmentEconomicsVector autoregressionOil priceStock (firearms)Stock marketStructural vector autoregressionMonetary economicsEconometricsFinancial economicsCrude oil
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777
FWCI
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field-weighted impact
References
31
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References
Testing the null hypothesis of stationarity against the alternative of a unit root
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Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Journal of Econometrics · 1992 · 1,692 citations
Impulse response analysis in nonlinear multivariate models
Journal of Econometrics · 1996 · 4,943 citations
Oil and the Macroeconomy since World War II
Journal of Political Economy · 1983 · 3,735 citations
Oil price shocks and stock market activity
Energy Economics · 1999 · 1,776 citations
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Econometrica · 1981 · 14,430 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
Time Series Regression with a Unit Root
Econometrica · 1987 · 2,870 citations
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