References

• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,281 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,261 cited
• 1997Threshold Cointegration1,042 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1998The behavior of real exchange rates during the post-Bretton Woods period825 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?801 cited
• 1994Perspectives on PPP and Long-Run Real Exchange Rates747 cited