References

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• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2010Critical Values for Cointegration Tests2,569 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
• 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
• 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
• 2001The Role of the Exchange Rate in Monetary-Policy Rules631 cited