References

• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
• 1995The handbook of international economics1,373 cited
• 1998The overvaluation of purchasing power parity1,208 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
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
• 2004Unit Root Quantile Autoregression Inference514 cited
• 1999Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries428 cited
• 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
• 1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power