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Cited by

• 2012Oil prices and effective dollar exchange rates154 cited
• 2012NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS66 cited
• 2020International evidence on long-run money demand53 cited
• 2016Testing for Granger causality in large mixed-frequency VARs48 cited
• 2018Alternative Asymptotics for Cointegration Tests in Large VARs42 cited
• 2015Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models41 cited
• 2012Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models37 cited
• 2015The long-run Phillips curve: A structural VAR investigation36 cited
• 2015Inference on co-integration parameters in heteroskedastic vector autoregressions36 cited
• 2015Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series35 cited
• 2014Unit root vector autoregression with volatility induced stationarity34 cited
• 2020Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models33 cited
• 2016Leverage Dynamics and the Burden of Debt27 cited
• 2014Times Series: Cointegration27 cited