References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 1997Threshold Cointegration1,042 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
• 1996Testing the adequacy of smooth transition autoregressive models536 cited
• 2020The International Coffee Organization:357 cited
• 2005Governing the coffee chain: The role of voluntary regulatory Systems274 cited
• 2010Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system220 cited
• 2002El Niño and World Primary Commodity Prices: Warm Water or Hot Air?162 cited
• 2004Vector smooth transition regression models for US GDP and the composite index of leading indicators126 cited
• 2007Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn