References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1997Searching for stationarity: Purchasing power parity under the current float526 cited
• 1998Unit roots and smooth transitions465 cited
• 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
• 1999Likelihood ratio tests for multiple structural changes249 cited
• 1999Modeling Multiple Regimes in the Business Cycle190 cited
• 1997Transaction Costs and Nonlinear Adjustment Towards Equilibrium in the US Treasury Bill Market182 cited
• 2002The great appreciation, the great depreciation, and the purchasing power parity hypothesis146 cited
• 2002Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates105 cited
• 2002Unit roots and double smooth transitions72 cited