References

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• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes1,136 cited
• 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
• 1996The new wave of private capital inflows: Push or pull?679 cited
• 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers588 cited
• 1992Comparisons of tests for multivariate cointegration582 cited
• 1999Exchange Rates in Emerging Economies: What Do We Know? What Do We Need to Know?341 cited
• 1998Exchange Rates and Economic Fundamentals229 cited