References

• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1997Threshold Cointegration1,042 cited
• 2004The Purchasing Power Parity Debate1,034 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 2002Testing for two-regime threshold cointegration in vector error-correction models847 cited
• 1990Purchasing Power Parity in the Long Run808 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
• 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals