References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
• 1995The handbook of international economics1,373 cited
• 1998The overvaluation of purchasing power parity1,208 cited
• 2001Cointegration and Threshold Adjustment1,149 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 1997Inference in TAR Models636 cited
• 1997Searching for stationarity: Purchasing power parity under the current float526 cited
• 1988An empirical examination of long-run purchasing power parity using cointegration techniques486 cited
• 1990Real and nominal exchange rates in the long run: An empirical investigation424 cited
• 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited
• 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates