A long-run view of the European monetary system

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

Introduction to Statistical Time Series

1978 • 4,545 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

The advantage of tying one's hands

1988 • 861 citations

An empirical investigation of the long-run behavior of real exchange rates

1987 • 422 citations

Cointegration and Tests of Purchasing Power Parity

1988 • 368 citations

A quantitative reassessment of the purchasing power parity hypothesis: Evidence from Norway and the United Kingdom

1987 • 108 citations

The EMS and the Dollar

1986 • 82 citations

Purchasing power parity: A quantitative reassessment of the 1920s experience

1985 • 62 citations

Robust tests for unit roots in the foreign exchange market

1986 • 56 citations

International Financial Markets.

1987 • 33 citations

A long-run view of the european monetary system

1989 • 6 citations