Commodity Price Uncertainty in Developing Countries

Testing for a unit root in time series regression

1988 • 17,004 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

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

1989 • 7,573 citations

Applied econometric time series

1995 • 4,700 citations

Applied Econometric Time Series.

1995 • 2,918 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Cross-Country Evidence on the Link Between Volatility and Growth

1995 • 1,584 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

On the Behaviour of Commodity Prices

1992 • 1,125 citations

Forecasting Economic Time Series

1998 • 871 citations

The Excess Co-Movement of Commodity Prices

1990 • 725 citations

The size and power of the variance ratio test in finite samples

1989 • 523 citations

A critique of the application of unit root tests

1991 • 318 citations

How Persistent Are Shocks to World Commodity Prices?

2000 • 259 citations

International Commodity Prices, Macroeconomic Performance, and Politics in Sub-Saharan Africa

1996 • 233 citations

Economics of change in less developed countries

1978 • 105 citations

STRUCTURAL BREAKS AND LONG-RUN TRENDS IN COMMODITY PRICES

1997 • 89 citations

A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots

1991 • 68 citations

The Myth of Comoving Commodity Prices

1999 • 56 citations

The consequences of international trade price volatility for national income and welfare : theory and evidence

1995 • 3 citations