2Bahmani-Oskooee, (1998) "Cointegration Approach to Estimate the Long-run Trade Elasticities in LDCs," International Economic Journal 12:89-96.
3Feenstra, R, Gagnon, J, and Knetter, M. M, (1996) "Market Share and Exchangerate Pass-through in World Automobile Trade,"Journal of International Economics Vol. 40, 187-207.
4Pesaran, (1998) "Structural Analysis of Cointegrating VARs," Journal of Economic Survey 12 (5) :471-505.
5Bernanke, B. ( 1986 ) : " Alternative Explanations of the Money-income Correlation," Carnegie-Rochster Conference Series on Public Policy, vol. 25, Autumn, 49-99.
6Enders, W. ( 1995 ) : Applied Economics Times Series, John Wiley & Sons, Now York.
7Gall, Jordi(1992):"How Well Does the IS-LM Model Fit Postwar U. S. Data?" Quarterly Journal of Economics, 107 (2) :709-38
8Heilke, W. 1. , and P. Hooper, 1987. The U. S. Deficit in the 1980s .-An Empirical Analysis. Board of Governors of the Federal Reserve Systerm, International Finance Discussion Papers, No.304.
9Johansen, S. (1988) : Statistical Analysis of Cointergration Vectors. Journal of Economic Dynamics and Control 12: 231-254.
10Juselius, K. (1992):Domastic and Foreign Effects on Pricesin an Open Economy: The Case of Denmark. Journal of Policy Modeling 14 (4): 401--428.
