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
• 1993Discretion versus policy rules in practice9,059 cited
• 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
• 1996Cointegration and speed of convergence to equilibrium526 cited
• 1999The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach333 cited
• 2000Long-run PPP may not hold after all299 cited