this work references cited by second hopReferences
- 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
- 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
- 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
- 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
- 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
- 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
- 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
- 1996The Purchasing Power Parity Puzzle2,939 cited
- 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
- 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
- 2005Exchange Rate Pass-Through into Import Prices1,345 cited
- 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 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
- 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work