References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1976The Case of the Missing Money567 cited
• 1991On the power of Dickey-Fuller tests against fractional alternatives511 cited
• 1981A Methodological Note on the Estimation of Time Series355 cited
• 1981Demand for money in open economies318 cited
• 1983A Random Walk, Markov Model for the Distribution of Time Series289 cited
• 1991The Demand for Money in the United States: Evidence from Cointegration Tests286 cited
• 1983Determinants of International Trade Flows235 cited
• 1983Currency substitution, capital mobility and money demand194 cited
• 1983Currency Substitution and Instability in the World Dollar Standard: Comment191 cited
• 1990Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies125 cited
• 1990A Multicountry Characterization of the Nonstationarity of Aggregate Output