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The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications
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  • 2002Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries400 cited
  • 1991Public Capital and Private Sector Performance354 cited
  • 2006The role of oil price shocks on China's real exchange rate252 cited
  • 2012China's energy demand and its characteristics in the industrialization and urbanization process201 cited
  • 2016Carbon dioxide (CO2) emissions during urbanization: A comparative study between China and Japan178 cited
  • 2002Interrelationships among regional stock indices157 cited
  • 2002Common trends and convergence? South East Asian equity markets, 1988–1999137 cited
  • 1992Multivariate Cointegration Tests and the Law of One Price in International Wheat Markets132 cited
  • 2000Personal and Corporate Saving in South Africa118 cited
  • 2001Chapter 17 Spatial price analysis113 cited
  • 2002Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995112 cited
  • 1999The Law of One Price in International Trade: A Critical Review90 cited
  • 1998Tsarist Russia and the World Wheat Market90 cited
  • 1998Dynamic linkages among real interest rates in international capital markets

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79 cited
  • 1994PRACTITIONERS' CORNER Cointegrated Time Series: A Guide to Estimation and Hypothesis Testing75 cited
  • 2005MODELLING INFLATION IN SOUTH AFRICA: A MULTIVARIATE COINTEGRATION ANALYSIS53 cited