References

• 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
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 2008The Real Exchange Rate and Economic Growth1,806 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
• 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
• 2003To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth634 cited
• 1988Real and monetary determinants of real exchange rate behavior: Theory and evidence from developing countries368 cited
• 2007Assessing China's exchange rate regime204 cited
• 2012Aid, Real Exchange Rate Misalignment, and Economic Growth in Sub-Saharan Africa