References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 2007Panel cointegration tests of the Fisher effect1,234 cited
• 2000Cointegration analysis in the presence of structural breaks in the deterministic trend709 cited
• 2003Disagreement about Inflation Expectations586 cited
• 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates438 cited
• 1955The Theory of Interest: As Determined by Impatience to Spend Income and Opportunity to Invest It, by Irving Fisher (New York: Kelley & Millman, Inc., 1954, pp. xxxii, 566, $8.50).414 cited
• 1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited
• 2002