this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1978Specification Tests in Econometrics18,788 cited
- 1976Expectations and Exchange Rate Dynamics4,704 cited
- 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
- 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
- 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
- 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
- 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
- 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
- 2004The Economics of Exchange Rates435 cited
- 1976Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates428 cited
- 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
- 1985The observable implications of self-fulfilling expectations256 cited
- 1978Rational Expectations, Econometric Exogeneity, and Consumption199 cited
- 1980Expectations Models of the Term Structure and Implied Variance Bounds
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work