References

• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1990Purchasing Power Parity in the Long Run808 cited
• 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
• 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
• 1994Approximately Median-Unbiased Estimation of Autoregressive Models428 cited
• 2002A Century of Purchasing-Power Parity424 cited
• 1991Real Exchange Rates under the Gold Standard415 cited
• 1985International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?318 cited
• 2000Long-run PPP may not hold after all299 cited
• 2002The purchasing power parity persistence paradigm248 cited
• 2000On the purchasing power parity puzzle237 cited