References

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• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1995Exchange Rate Dynamics Redux2,110 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1990Anomalies: Foreign Exchange902 cited
• 1988Rational-expectations econometric analysis of changes in regime898 cited
• 2002Regime Switches in Interest Rates854 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
• 1999Testing for Linearity451 cited
• 1996Convergence to the Law of One Price Without Trade Barriers or Currency Fluctuations417 cited
• 2004Monetary Policy and Long-Horizon Uncovered Interest Parity