References

• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
• 1996Purchasing power parity and unit root tests using panel data342 cited
• 1991Nominal exchange rate regimes and the real exchange rate238 cited
• 1996Panel unit root tests and real exchange rates208 cited
• 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence207 cited
• 2000Concepts to Calculate Equilibrium Exchange Rates: An Overview201 cited
• 2005Concepts of Equilibrium Exchange Rates183 cited
• 1995A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries125 cited
• 2000Economic Growth in the OECD Area: Recent Trends at the Aggregate and Sectoral Level