Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

Statistical Inference in Instrumental Variables Regression with I(1) Processes

1990 • 4,269 citations

Critical values for cointegration tests

2010 • 2,719 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

1994 • 1,999 citations

Non-linear time series. A dynamical system approach

1990 • 1,974 citations

Modelling Nonlinear Economic Relationships

1993 • 1,413 citations

Testing linearity against smooth transition autoregressive models

1988 • 1,322 citations

Testing and Modeling Threshold Autoregressive Processes

1989 • 863 citations

Purchasing Power Parity in the Long Run

1990 • 792 citations

An empirical examination of long-run purchasing power parity using cointegration techniques

1988 • 508 citations

A Fractional Cointegration Analysis of Purchasing Power Parity

1993 • 506 citations

Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market

1979 • 494 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

Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model

1981 • 427 citations

The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity

1995 • 418 citations

Purchasing Power Parity in the Long Run: A Cointegration Approach

1990 • 342 citations

Long-run purchasing power parity in the 1920s

1988 • 196 citations

Real exchange rate behavior

1997 • 170 citations

Purchasing power parity as a long‐run relation

1990 • 161 citations

The Theory Of Forward Exchange

1938 • 122 citations

Movements in Purchasing Power Parity: The Short and Long Runs

1983 • 71 citations

Real and Nominal Exchange Rates in the Long Run

1991 • 35 citations

Estimation for Stochastic Processes

1983 • 25 citations