Changes in the degree of financial integration within the European Community in the 1980s

Testing for a unit root in time series regression

1988 • 17,004 citations

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

1990 • 14,144 citations

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

1991 • 11,052 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Sterling's Relationship with the Dollar and the Deutschemark: 1976-89

1991 • 163 citations

German dominance in the EMS: evidence from interest rates

1990 • 148 citations

Interest Rate Linkages Within the European Monetary System: A Time Series Analysis

1990 • 138 citations

MEASURING CONVERGENCE OF THE EC ECONOMIES

1992 • 118 citations

Interest Rate Linkages Within the European Monetary System: A Time Series Analysis: Note

1990 • 115 citations

Economic interdependence and coordination of economic policies

1983 • 95 citations

Dominant interest and inflation differentials within the EMS

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Capital mobility and financial integration : a survey

1976 • 40 citations

Chapter 23 Economic interdependence and coordination of economic policies

1985 • 37 citations

Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test

1997 • 21 citations

CHANGES IN THE EXTENT OF FINANCIAL INTERDEPENDENCE BETWEEN THE G7 COUNTRIES IN THE 1970s AND 1980s

1992 • 5 citations

Changes In The Extent Of Finacial Interdependence Between The G7 Countries In The 1970s and 1980s

1992 • 5 citations