References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 1989Common Stochastic Trends in a System of Exchange Rates626 cited
• 1991Cointegration: how short is the long run?564 cited
• 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
• 2005The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets281 cited
• 1992Cointegration and market efficiency237 cited
• 1993Accounting for Forward Rates in Markets for Foreign Currency208 cited
• 1991Tests of exchange market efficiency: fragile evidence from cointegration tests166 cited
• 1991Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients160 cited
• 1991A cointegration test for market efficiency