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

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Expectations and Exchange Rate Dynamics

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Canonical Cointegrating Regressions

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The Terms of Trade and the Current Account: The Harberger-Laursen-Metzler Effect

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Real and nominal exchange rates in the long run: An empirical investigation

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Advances in Econometrics

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Cointegration and Tests of Purchasing Power Parity

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Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination

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Engel's Law and Cointegration

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

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Real Exchange Rates and Productivity Growth in the United States and Japan

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Real Exchange Rates and Macroeconomics: A Selective Survey

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A Test of Long‐run Purchasing Power Parity Allowing for Structural Breaks*

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Chapter 14 Asset markets, exchange rates and the balance of payments

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

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What Do We Know About the Long-Run Real Exchange Rate?

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Global linkages: macroeconomic interdependence and cooperation in the world economy

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Real Exchange Rate Effects of Fiscal Policy

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Exchange Rates, Prices, and External Adjustment in the United States and Japan

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Systematic movements in real exchange rates in the G-5

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Japan's Saving Rate: New Data and Reflections

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Realignment of the Yen-Dollar Exchange Rate: Aspects of the Adjustment Process in Japan

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Tariffs, Terms of Trade, Unemployment and the Real Exchange Rate

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Realignment of the Yen-Dollar Exchange Rate: Aspects of the Adjustment Process in Japan

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