The Fed and Interest Rates—A High-Frequency Identification

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

2000 • 4,799 citations

Journal of business and economic statistics 5

1988 • 1,802 citations

The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds

1996 • 1,174 citations

An Empirical Analysis of Stock and Bond Market Liquidity

2004 • 845 citations

Do Measures of Monetary Policy in a Var Make Sense?

1998 • 654 citations

The Impact of Monetary Policy on Asset Prices

2002 • 377 citations

Market-Based Measures of Monetary Policy Expectations

2007 • 358 citations

Monetary policy and the term structure of nominal interest rates: Evidence and theory

1998 • 317 citations

Identifying VARS based on high frequency futures data

2004 • 246 citations

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

2003 • 123 citations

The Return of the Liquidity Effect: A Study of the Short-Run Relation Between Money Growth and Interest Rates

1989 • 83 citations

An Econometric Model of the Yield Curve With Macroeconomic Jump Effects

2001 • 54 citations