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
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2010Critical Values for Cointegration Tests2,569 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
• 1988Exchange Rate Variability and the Slowdown in Growth of International Trade653 cited
• 1999The Impact of Exchange Rate Volatility on International Trade Flows559 cited
• 1988Exchange rates and traded goods prices525 cited
• 2000Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC's517 cited
• 1993Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error- Correction Models474 cited
• 1987Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk453 cited
• 1986Measuring and Analyzing the Effects of Short-Term Volatility in Real Exchange Rates442 cited
• 1988The econometric analysis of models with risk terms