References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 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
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
• 2002A Century of Purchasing-Power Parity424 cited
• 1993LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK298 cited
• 2001The Choice of Numeraire Currency in Panel Tests of Purchasing Power Parity174 cited
• 2005State of the Art Unit Root Tests and Purchasing Power Parity110 cited
• 2004Are Asian real exchange rates stationary?108 cited
• 1998Do exchange rates follow a random walk process in Middle Eastern countries?74 cited
• 2006Testing PPP in the non-linear STAR framework54 cited
• 1985Transaction Costs and the Interest Parity Theorem46 cited
• 2003State of the Art Unit Root Tests and the PPP Puzzle