Commodity Prices: Cyclical Weakness or Secular Decline?

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

1989 • 7,573 citations

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

2002 • 5,336 citations

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

1981 • 2,374 citations

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

1991 • 1,327 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

On the Behaviour of Commodity Prices

1992 • 1,125 citations

Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications

1986 • 884 citations

Primary Commodity Prices, Manufactured Goods Prices, and the Terms of Trade of Developing Countries: What the Long Run Shows

1988 • 640 citations

Trends and Cycles in Macroeconomic Time Series

1985 • 561 citations

Private Saving and Terms of Trade Shocks: Evidence from Developing Countries

1992 • 299 citations

Consumption and Income Seasonality in Thailand

1993 • 254 citations

Long-run trends in 26 primary commodity prices

1992 • 198 citations

The Macroeconomic Determinants of Commodity Prices

1994 • 135 citations

The Prebisch-Singer Hypothesis: A Reappraisal Independent of Stationarity Hypotheses

1992 • 102 citations

Commodity and Developing Country Terms of Trade: What Does the Long Run Show?

1991 • 97 citations

Agricultural Trade Liberalization: Implications for Developing Countries

1990 • 85 citations

Export Instability and the External Balance in Developing Countries

1994 • 62 citations

The Beveridge-Nelson decomposition of economic time series

1988 • 50 citations

Extended tabulations for Dickey-Fuller tests

1989 • 49 citations

Commodity Prices, Stabilization, and Growth in Africa

1992 • 40 citations

Commodity and Manufactures Prices in the Long Run

1991 • 17 citations