Purchasing Power Parity in the Long Run: A Cointegration Approach

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

1987 • 30,456 citations

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

1979 • 20,919 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

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

1981 • 14,059 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

The Purchasing-Power Parity Doctrine: A Reappraisal

1964 • 3,240 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Theoretical Notes on Trade Problems

1964 • 2,444 citations

Testing for Common Trends

1988 • 1,998 citations

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

1977 • 970 citations

EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE^*

1986 • 810 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

Common Stochastic Trends in a System of Exchange Rates

1989 • 595 citations

Purchasing power parity

1978 • 561 citations

4 Two Illustrations of the Quantity Theory of Money

2012 • 486 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 456 citations

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

1990 • 427 citations

Cointegration and Tests of Purchasing Power Parity

1988 • 368 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

Arima and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes

1988 • 256 citations

Purchasing power parity and exchange rates

1978 • 251 citations

The Nonadjustment of Nominal Interest Rates: A Study of the Fisher Effect

1982 • 204 citations

Long-run purchasing power parity in the 1920s

1988 • 196 citations

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

1986 • 133 citations

Purchasing Power Parity As An Explanation of Long-Term Changes In Exchange Rates

1970 • 82 citations

PURCHASING POWER PARITY

2017 • 63 citations

Purchasing Power Parity in the Long Run

1985 • 49 citations

Some Problems of Foreign Exchange

1920 • 38 citations

Further results on long-run purchasing power parity in the 1920s

1990 • 25 citations