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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

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1988 • 16,501 citations

The American Economic Review

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

1990 • 14,144 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

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Expectations and Exchange Rate Dynamics

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A Theory of Optimum Currency Areas

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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

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Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

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Testing for a Unit Root in a Time Series With a Changing Mean

1990 • 1,090 citations

On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

1979 • 985 citations

A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

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Testing for a Unit Root

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A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence

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The Purchasing-Power-Parity Theory of Exchange Rates: A Review Article (Theorie de la parite des pouvoirs d'achat des taux de change: une etude) (La teoria de los tipos de cambio basados en la paridad del poder adquisitivo: Articulo de repaso)

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Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model

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The Monetary Approach to the Exchange Rate: Some Empirical Evidence (La theorie monetaire du taux de change: preuves empiriques) (El enfoque monetario del tipo de cambio: Algunas pruebas empiricas)

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A Note on Exchange‐Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis

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Long-Run Purchasing Power Parity: Is it for Real?

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A re-examination of purchasing power parity

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Testing Purchasing Power Parity under the Null Hypothesis of Co-Integration

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国際収支調整の貨幣理論--J.A.Frenkel-H.G.Johnson編(The Monetary Approach to the Balance of Payments George Allen and Unwin,1976)の書評を中心として

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The Long-Run Behavior of the Real Exchange Rate: A Reconsideration

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Dollar-sterling exchange rate in the 1920s: purchasing power parity and the Norman conquest of $4.86

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Cointegration tests of purchasing power parity among four industrial countries: results for fixed and flexible rates

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A rationale for macroeconomic policy coordination: Evidence based on the Spanish peseta

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The Purchasing-Power-Parity Theory of Gerrard de Malynes

1982 • 13 citations

Long-Run purchasing Power Parity and Mean Reversion in Real Exchange Rates: A Further Assessment

1992 • 12 citations

Testing real interest parity in the European Monetary System

1992 • 11 citations

An Empirical Examination of Absolute Purchasing Power Parity: Spain 1977- 1988

1991 • 7 citations

The Derivation of the Liquidity Ratio in the EMS: Reply to Arnold

1992 • 6 citations

A Simple Non-Parametric Test for a Unit Root

1991 • 4 citations

An empirical examination of absolute purchasing power parity: Spain 1977-1988

1991 • 4 citations

Real Interest Parity, Dynamic Convergence and the European Monetary System

1992 • 2 citations

Un análisis empírico de los modelos monetarios de tipo de cambio con variables europeas agregadas

1993 • 1 citations