References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1965Money and Economic Growth1,671 cited
• 1963Inflation and Real Interest721 cited
• 1982Inflation, real returns and capital investment477 cited
• 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates439 cited
• 1992Is the Fisher effect for real?423 cited
• 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
• 1986Asset Pricing and Expected Inflation