References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 2010Critical Values for Cointegration Tests2,569 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1987Forecasting and testing in co-integrated systems1,896 cited
• 1992THE POWER OF COINTEGRATION TESTS1,319 cited
• 1970Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model1,297 cited
• 1992Money, Income, Prices and Interest Rates660 cited
• 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
• 1976The Case of the Missing Money567 cited
• 1991The Demand for Money in the United States: Evidence from Cointegration Tests286 cited
• 1991Monetary Dynamics: An Application of Cointegration and Error-Correction Modeling254 cited
• 1989Long-run Income and Interest Elasticities of Money Demand in the United States