References

• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1991Cointegration: how short is the long run?564 cited
• 1994The role of the constant and linear terms in cointegration analysis of nonstationary variables445 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots232 cited
• 1998Exchange rate volatility and intervention: implications of the theory of optimum currency areas200 cited
• 1990German dominance in the EMS: evidence from interest rates152 cited
• 1990Interest Rate Linkages Within the European Monetary System: A Time Series Analysis138 cited
• 1993Interest Rate Linkages Within the European Monetary System: Further Analysis125 cited
• 1990The European Monetary System in the 1990s