A Reappraisal of Parity Reversion for UK Real Exchange Rates
Nuno Crato, Philip Rothman
Applied Economics Letters, vol. 1, 1994, p. 139-141.

Fractional Integration Analysis of Long-Run Behavior for US Macroeconomic Time Series
Nuno Crato, Philip Rothman
Economics Letters, vol. 45, 1994, p. 287-291.