articleTop 1% cited
Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
Energy Economics · 2007 · Vol. 30(3) · pp. 856–888
Alessandro Cologni(IMT School for Advanced Studies Lucca)Matteo Manera✉(University of Milano-Bicocca)
Market Dynamics and VolatilityMonetary Policy and Economic ImpactEnergy, Environment, and Transportation PoliciesEconomicsOil priceMonetary economicsMonetary policyShock (circulatory)Interest rateInflation (cosmology)Vector autoregressionPrice levelMacroeconomics
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LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
Econometrica · 2001 · 3,955 citations
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