Purchasing power parity as a long‐run relation

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Expectations and Exchange Rate Dynamics

1976 • 4,751 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Testing for unit roots in autoregressive-moving average models of unknown order

1984 • 2,980 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’

1981 • 2,374 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

1987 • 1,505 citations

International Economics: Theory and Policy

1987 • 1,353 citations

International Economics: Theory and Policy

1987 • 1,338 citations

The `Dutch Disease': A Disease After All?

1984 • 767 citations

Effects of model specification on tests for unit roots in macroeconomic data

1987 • 670 citations

Superlative Index Numbers and Consistency in Aggregation

1978 • 518 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 456 citations

The collapse of purchasing power parities during the 1970's

1981 • 456 citations

Testing the random walk hypothesis

1985 • 362 citations

The Exchange Rate and the Balance of Payments in the Short Run and in the Long Run: A Monetary Approach

1976 • 336 citations

The system-wide approach to microeconomics

1980 • 329 citations

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)

1976 • 318 citations

Cointegration and models of exchange rate determination

1987 • 266 citations

Price behavior in the light of balance of payments theories

1978 • 225 citations

International finance and trade

1979 • 168 citations

Purchasing Power Parity Did Not Collapse during the 1970's

1985 • 72 citations

The Impossibility of Causality Testing

1984 • 67 citations

The international transmission of inflation

1984 • 65 citations

The behavior of real exchange rates

1987 • 26 citations

The concept and measurement of the world price level and rate of inflation

1977 • 15 citations

Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis

1985 • 12 citations

Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis

1985 • 6 citations