References

• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 1995The handbook of international economics1,373 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
• 1999New Directions for Stochastic Open Economy Models884 cited
• 1992Testing for parameter instability in linear models768 cited
• 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
• 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
• 2000Oil prices and the terms of trade535 cited
• 1995Empirical research on nominal exchange rates521 cited
• 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals455 cited
• 1994Approximately Median-Unbiased Estimation of Autoregressive Models