References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
• 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
• 1993A financial history of Western Europe485 cited
• 1993The Unstable EMS464 cited
• 1988SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*299 cited
• 1993European Exchange Rate Credibility Before the Fall238 cited
• 1988The empirical evidence on the efficiency of forward and futures foreign exchange markets235 cited
• 1987Covered Interest Parity: A High-Frequency, High-Quality Data Study182 cited
• 1979International finance and trade