References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 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
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited