References

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• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1992Canonical Cointegrating Regressions1,383 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
• 1989NBER macroeconomics annual 1987923 cited
• 1992Tests for Parameter Instability in Regressions with I(1) Processes573 cited
• 1987Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis517 cited
• 1986Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis514 cited
• 1996What Can Explain the Apparent Lack of International Consumption Risk Sharing?357 cited
• 1995Global versus country-specific productivity shocks and the current account348 cited
• 1982Hall's consumption hypothesis and durable goods296 cited
• 1995International Capital Mobility Amongst the Major Industrialised Countries: Too Little or Too Much?282 cited
• 1990