this work references cited by second hopReferences
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
- 1980Macroeconomics and Reality12,826 cited
- 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
- 1976Expectations and Exchange Rate Dynamics4,704 cited
- 1983Empirical exchange rate models of the seventies4,115 cited
- 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
- 2003The Economics of Exchange Rates1,327 cited
- 1994Five alternative methods of estimating long-run equilibrium relationships1,129 cited
- 1992The use of technical analysis in the foreign exchange market1,071 cited
- 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
- 1998Forecasting Economic Time Series863 cited
- 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
- 1992Testing weak exogeneity and the order of cointegration in UK money demand data687 cited
- 1994Identification of the long-run and the short-run structure an application to the ISLM model
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work