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On the number of common unit roots in the term structure of interest rates
Johnson, Paul A., (1994)
La théorie des anticipations de la structure par terme : test à partir des titres publics français
Jondeau, Eric, (1998)
Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku, (1999)
Estimation of the specification error in the Fisher equation
Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis
Johnson, Paul A., (1991)