References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1961A Theory of Optimum Currency Areas4,546 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1999Some tests for parameter constancy in cointegrated VAR‐models617 cited
• 1993Shocking aspects of European monetary integration566 cited
• 1992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING460 cited
• 1990German dominance in the EMS: evidence from interest rates152 cited
• 2001Macroeconomic Convergence in Transition Countries149 cited
• 2003Similarity of Supply and Demand Shocks Between the Euro Area and the CEECs72 cited
• 1998Pegging Out: Lessons from the Czech Exchange Rate Crisis66 cited
• 1995Growth, Nontradables, and Price Convergence in the Baltics57 cited
• 2001The convergence of monetary policy between candidate countries and the European Union54 cited