References

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• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
• 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
• 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
• 2016Staggered Wage Setting in a Macro Model940 cited
• 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited