Food and oil prices
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- Johansen, Soren, 1992.
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- PERRON, Pierre & RODRIGUEZ, Gabriel, 1998. "GLS Detrending, Efficient Unit Root Tests and Structural Change," Cahiers de recherche 9809, Universite de Montreal, Departement de sciences economiques.
- Kühl, Michael, 2007. "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," Center for European, Governance and Economic Development Research Discussion Papers 68, University of Goettingen, Department of Economics.
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- Bob Baulch, 1997. "Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 79(2), pages 477-487.
- James H. Stock & Mark W. Watson, 2001. "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 101-115, Fall.
- repec:pri:rpdevs:deaton_price_trends_in_india_version_3_jan_08_all is not listed on IDEAS
- Awokuse, Titus O. & Yang, Jian, 2003.
"The informational role of commodity prices in formulating monetary policy: a reexamination,"
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- Awokuse, Titus O. & Yang, Jian, 2002. "The Informational Role Of Commodity Prices In Formulating Monetary Policy: A Reexamination," Staff Papers 15834, University of Delaware, Department of Food and Resource Economics.
- Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992.
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0130, National Bureau of Economic Research, Inc.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Raghbendra Jha & Raghav Gaiha & Anurag Sharma, 2006. "Mean Consumption, Poverty and Inequality in Rural India in the Sixtieth Round of the National Sample Survey," ASARC Working Papers 2006-11, The Australian National University, Australia South Asia Research Centre.
- Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
- Raghbendra Jha & Raghav Gaiha & Anurag Sharma, 2006. "Micronutrient Deprivation and Poverty Nutrition Trap in Rural India," ASARC Working Papers 2006-03, The Australian National University, Australia South Asia Research Centre.
- Elliott, Graham, 1999.
"Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution,"
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Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(3), pages 767-783, August.
- Tom Doan, "undated". "ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests," Statistical Software Components RTS00066, Boston College Department of Economics.
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