References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1988Testing for Common Trends1,894 cited
• 1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
• 1998Exchange Rates and Economic Fundamentals: A Methodological Comparison of Beers and Feers587 cited
• 1990Real exchange rates, devaluation, and adjustment: exchange rate policy in developing countries581 cited
• 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited
• 2000The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates332 cited
• 1993A re-assessment of the relationship between real exchange rates and real interest rates: 1974–1990275 cited
• 1998APPROXIMATIONS TO THE ASYMPTOTIC DISTRIBUTIONS OF COINTEGRATION TESTS249 cited
• 2003Estimation of the Equilibrium Real Exchange Rate for South Africa199 cited
• 1999What Determines Real Exchange Rates? The Long and the Short of It