IMF Working Paper · 2000 · 18 citations · 18 references
Social SciencesEconomicsEconometricsInternational EconomicsMacroeconomicsBalance Of PaymentsCapital FlowsExchange Rate DeterminationInternational Capital FlowsInternational MacroeconomicsOpen Economy MacroeconomicsEquilibrium Real Exchange RateExogenous ShocksExternal Source TermsLong-run BehaviorNet Capital FlowsReal Exchange Rate DeterminationReal Exchange Rate DynamicsTerms Of Trade Shocks
The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the llv1F or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.
18
Forecasting and testing in co-integrated systems
Robert F. Engle, Byung Sam Yoo · Journal of Econometrics · 1987 · 1.9K citations
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
James H. Stock · Econometrica · 1987 · 1.5K citations