Is there trend reversion in purchasing power parity?

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

Statistical analysis of cointegration vectors

1988 • 16,501 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Empirical exchange rate models of the seventies

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DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Trends and random walks in macroeconomic time series

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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

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Testing for Common Trends

1988 • 1,998 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

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Forecasting Economic Time Series

1979 • 1,069 citations

Forecasting Economic Time Series

1986 • 748 citations

Purchasing power parity

1978 • 561 citations

The size and power of the variance ratio test in finite samples

1989 • 523 citations

The collapse of purchasing power parities during the 1970's

1981 • 456 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 456 citations

The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

1982 • 451 citations

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

1990 • 427 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

Testing the random walk hypothesis

1985 • 362 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 344 citations

Asymptotic Normality, When Regressors Have a Unit Root

1988 • 342 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

Exchange Rates and International Macroeconomics

1983 • 284 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

European Historical Statistics 1750–1970

1977 • 231 citations

Purchasing Power Parity in the Long Run: A Test of the Dollar/Pound Exchange Rate (1890-1978)

1987 • 225 citations

European Historical Statistics, 1750-1970

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Dynamic Specification

2000 • 137 citations

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

1987 • 108 citations

Purchasing Power Parity Did Not Collapse during the 1970's

1985 • 72 citations

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

1985 • 62 citations

Permanent and Transitory Components in Macroeconomic Fluctuations

1987 • 55 citations

Purchasing Power Parity in the Long Run

1985 • 49 citations

Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland

1988 • 38 citations

Purchasing power parity during the 1920s

1989 • 22 citations

Mean Reversion in Stock Prices: Evidence and Implications

1987 • 11 citations