References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1961A Theory of Optimum Currency Areas4,546 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
• 1999Unit Roots, Cointegration, and Structural Change1,842 cited
• 1991Optimum Currency Areas1,840 cited
• 1999Oil price shocks and stock market activity1,798 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 1996Oil price volatility and the macroeconomy765 cited
• 2001Threshold Autoregression with a Unit Root707 cited
• 2004Oil prices, economic activity and inflation: evidence for some Asian countries691 cited
• 1998Testing and Modeling Multivariate Threshold Models