References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
• 1964Theoretical Notes on Trade Problems2,449 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 1990Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries581 cited
• 1983The exchange rate system470 cited
• 1995Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model292 cited
• 1994Long-Run Determinants of the Real Exchange Rate285 cited
• 1974Tariffs and nontraded goods263 cited
• 1992Domestic and foreign effects on prices in an open economy: The case of Denmark161 cited
• 1995PARALLEL EXCHANGE RATES IN DEVELOPING COUNTRIES143 cited