References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1964The Purchasing-Power Parity Doctrine: A Reappraisal3,198 cited
• 1964Theoretical Notes on Trade Problems2,449 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
• 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
• 1999Leading Indicators of Currency Crises696 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1995Estimating equilibrium exchange rates