References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
• 1990Purchasing Power Parity in the Long Run808 cited
• 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
• 1989Common Stochastic Trends in a System of Exchange Rates626 cited
• 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
• 1983Deviations from Purchasing Power Parity in the Long Run497 cited
• 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
• 1988Cointegration and Tests of Purchasing Power Parity