References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
• 1995A nonlinear approach to US GNP562 cited
• 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited