Journal of International Financial Markets Institutions and Money · 2005 · 22 citations · 40 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceInterest Rate DeterminationInterest Rate ModelingInternational Financial IntegrationInternational MacroeconomicsInternational Monetary RelationsMonetary PolicyInternational Relative Price AdjustmentReal Interest Rate Determination
40
Efficient Tests for an Autoregressive Unit Root
Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations
Computing, Economics, Econometrics +15
Expectations and Exchange Rate Dynamics
Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations