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A multivariate cointegration analysis of the role of energy in the US macroeconomy

Energy Economics · 2000 · Vol. 22(2) · pp. 267–283
David I. Stern
Energy, Environment, Economic GrowthMarket Dynamics and VolatilityEnergy, Environment, and Transportation PoliciesCointegrationBivariate analysisEconomicsEconometricsCausality (physics)Granger causalityMultivariate statisticsEnergy (signal processing)StatisticsMathematics
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References
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Energy and economic growth in the USA
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The relationship between energy and GNP
Energy Economics · 1984 · 513 citations
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
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Time Series Analysis
Technometrics · 1997 · 3,239 citations
Oil and the Macroeconomy since World War II
Journal of Political Economy · 1983 · 3,735 citations
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