Inflation convergence in the EMS: Some additional evidence. A comment

Statistical analysis of cointegration vectors

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

Business, Economics, Econometrics +13

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

Social Sciences, Economics, Econometrics +14

A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

Michael Osterwald‐Lenum · Oxford Bulletin of Economics and Statistics · 1992 · 2.6K citations

Social Sciences, Economics, Mathematics +12

Common stochastic trends and inflation convergence in the EMS

Guglielmo Maria Caporale, Nikitas Pittis · Review of World Economics · 1993 · 69 citations

Social Sciences, Economics, Stochastic Processes +4