National price levels, purchasing power parity, and cointegration: a test of four high inflation economies

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

Spurious regressions in econometrics

1974 • 6,029 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

The Purchasing-Power Parity Doctrine: A Reappraisal

1964 • 3,240 citations

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

1984 • 2,980 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

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

1986 • 810 citations

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

1987 • 670 citations

Exchange Rate Theory and Practice

1984 • 506 citations

Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s

1981 • 488 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 456 citations

Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s

1982 • 446 citations

Unit Roots in Time Series Models: Tests and Implications

1986 • 421 citations

International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence

1982 • 379 citations

The Rhetoric of Economics

1983 • 343 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

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

1988 • 256 citations

Latin American Experiments in Neoconservative Economics

1983 • 227 citations

A re-examination of purchasing power parity

1984 • 163 citations

Does the exchange rate follow a random walk? A Monte Carlo study of four tests for a random walk

1986 • 156 citations

Reforms and macroeconomic adjustments in Chile during 1974–1984

1985 • 145 citations

International Financial Statistics

2007 • 99 citations

TESTING NEO‐CLASSICAL THEORIES OF LABOUR DEMAND: AN APPLICATION OF COINTEGRATION TECHNIQUES

1986 • 82 citations

Movements in Purchasing Power Parity: The Short and Long Runs

1983 • 71 citations

The international transmission of inflation

1984 • 65 citations

Observations on the Chilean Economy, 1973-1983

1985 • 61 citations

Unit roots and the real exchange rate before World War I: the case of Britain and the USA

1989 • 42 citations

The expectations management approach to stabilization in Argentina during 1976–1982

1985 • 42 citations

Latin American experiments in neoconservative economics

1984 • 33 citations

Expectations of Exchange Rates and Differential Inflation Rates: Further Evidence on Purchasing Power Parity in Efficient Markets

1987 • 28 citations

Purchasing Power Parity: An Analysis of Predictive Error

1982 • 15 citations

The economics of hyperstagflation

1980 • 12 citations

International Finance

2021 • 11 citations

Money and Inflation in Israel: The Transition of an Economy to High Inflation

1982 • 10 citations

Crawling peg and the real exchange rate

1985 • 7 citations

Components of effective devaluation and the domestic rate of inflation

1980 • 6 citations