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Similarity Issues in Cointegration Analysis
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  • 2014Causality and contagion in EMU sovereign debt markets91 cited
  • 2001How to deal with intercept and trend in practical cointegration analysis?55 cited
  • 2013Granger-causality in peripheral EMU public debt markets: A dynamic approach50 cited
  • 2001Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions47 cited
  • 2007THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL42 cited
  • 2004Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions39 cited
  • 2004Productivity and the Euro-Dollar exchange rate33 cited
  • 2005A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models32 cited
  • 2005Distribution approximations for cointegration tests with stationary exogenous regressors29 cited
  • 2002An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports28 cited
  • 2004Analysing I(2) Systems by Transformed Vector Autoregressions*26 cited
  • 2009Co-Integration Rank Testing under Conditional Heteroskedasticity26 cited
  • 2009Too Much to Lose, or More to Gain? Should Sweden Join the Euro?24 cited
  • 2011Causality and Contagion in Peripheral EMU Public Debt Markets: A Dynamic Approach

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24 cited
  • 2008Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate23 cited
  • 2010Leader of the pack? German monetary dominance in Europe prior to EMU20 cited