Existing test problems for multi-objective optimization are criticized for not having adequate linkages among variables. In most problems, the Pareto-optimal solutions correspond to a fixed value of certain variables and diversity of solutions comes mainly from a random variation of certain other variables. In this paper, we introduce explicit linkages among variables so as to develop difficult two and multi-objective test problems along the lines of ZDT and DTLZ problems. On a number of such test problems, this paper compares the performance of a number of EMO methodologies having (i) variable-wise versus vector-wise recombination operators and (ii) spatial versus unidirectional recombination operators. Interesting and useful conclusions on the use of above operators are made from the study.