Oil price volatility and the macroeconomy

Testing for a unit root in time series regression

1988 • 17,004 citations

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Time Series Analysis.

1995 • 11,935 citations

Expected stock returns and volatility

1987 • 4,291 citations

Oil and the Macroeconomy since World War II

1983 • 3,597 citations

Irreversibility, Uncertainty, and Cyclical Investment

1983 • 3,492 citations

On estimating the expected return on the market

1980 • 2,932 citations

The Federal funds rate and the channels of monetary transmission

1992 • 2,837 citations

Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results

1989 • 1,540 citations

Sectoral Shifts and Cyclical Unemployment

1982 • 1,183 citations

Oil Shocks and the Macroeconomy: The Role of Price Variability*

1995 • 925 citations

Testing for the Effects of Oil-Price Rises using Vector Autoregressions

1984 • 718 citations

Crude Oil and the Macroeconomy: Tests of Some Popular Notions: Note

1986 • 586 citations

Macroeconomic Responses to Oil Price Increases and Decreases in Seven OECD Countries

1994 • 576 citations

A Neoclassical Model of Unemployment and the Business Cycle

1988 • 565 citations

Engineering and econometric interpretations of energy-capital complementarity

1979 • 485 citations

Price of oil and world inflation and recession

1982 • 429 citations

Oil Price Shocks and the Dispersion Hypothesis

1986 • 308 citations

Business Cycles and the Oil Market

1994 • 243 citations

Energy price shocks, aggregate supply and monetary policy: The theory and the international evidence

1981 • 209 citations

On the macroeconomic effects of energy price shocks

1991 • 192 citations

The Effects of the New Energy Regime on Economic Capacity, Production, and Prices

1977 • 167 citations

Are the macroeconomic effects of oil-price changes symmetric?

1988 • 90 citations

Are the macroeconomic effects of oil-price changes symmetric?

1988 • 59 citations

Supply Shocks, Wage Stickiness, and Accommodation

1985 • 25 citations

Stabilization policies and labor markets

1988 • 15 citations