References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1996Goods Prices and Exchange Rates: What Have We Learned?1,495 cited
• 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
• 2004Applied Time Series Econometrics1,200 cited
• 2006The Cointegrated VAR Model: Methodology and Applications1,181 cited
• 1995Using Cointegration Analysis in Econometric Modelling873 cited
• 2003Applied Time Series Modelling and Forecasting692 cited
• 2001Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?677 cited
• 1992Comparisons of tests for multivariate cointegration582 cited
• 2007Pass-Through of Exchange Rates and Import Prices to Domestic Inflation in Some Industrialized Economies541 cited
• 1993A Fractional Cointegration Analysis of Purchasing Power Parity505 cited
• 1992Impulse response analysis of cointegrated systems433 cited
• 2002Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?