Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

Business, Economics, Econometrics +13

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

Social Sciences, Economics, Econometrics +6

Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

Søren Johansen, Katarina Jusélius · Journal of Econometrics · 1992 · 1.7K citations

Social Sciences, Business Economics, Economics +5

Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.

Anindya Banerjee, Juan J. Dolado, John W. Galbraith · The Economic Journal · 1996 · 1.6K citations

Social Sciences, Business Economics, Economics +12

The Role of Economic Theory in Modelling The Long Run

M. Hashem Pesaran · The Economic Journal · 1997 · 722 citations

Social Sciences, Economics, Macroeconomics +9