References

• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1999Monetary Theory and Policy1,710 cited
• 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited
• 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
• 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
• 1990What does the term structure tell us about future inflation?428 cited
• 1991Modeling the demand for narrow money in the United Kingdom and the United States379 cited
• 2000A Survey of Recent Empirical Money Demand Studies194 cited
• 2003Is the demand for euro area M3 stable?112 cited
• 2001Euro Area Money Demand Measuring the Opportunity Costs Appropriately88 cited
• 2001Inflation, Money Demand, and Purchasing Power Parity in South Africa83 cited
• 2007Long-Run Money Demand in the New EU Member States with Exchange Rate Effects