Inflation Indicators and Inflation Policy

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

1993 • 4,547 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

1994 • 2,512 citations

Econometric policy evaluation: A critique

1976 • 1,179 citations

Uncertainty and the effectiveness of policy

1967 • 1,049 citations

Evidence on Structural Instability in Macroeconomic Time Series Relations

1996 • 575 citations

‘Interpreting the macroeconomic time series facts: The effects of monetary policy’

1992 • 500 citations

The identification of monetary policy disturbances explaining the liquidity puzzle

1995 • 480 citations

Is the Price Level Tied to the M2 Monetary Aggregate in the Long Run

2007 • 375 citations

Approximate Asymptotic P Values for Structural-Change Tests

1997 • 357 citations

Inflation and Uncertainty at Short and Long Horizons

1990 • 338 citations

LONG-RUN NEUTRALITY AND SUPERNEUTRALITY IN AN ARIMA FRAMEWORK

1993 • 326 citations

Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

1960 • 258 citations

Testing for the Constancy of Parameters Over Time

1989 • 214 citations

Measuring Core Inflation

1993 • 202 citations

Nominal Income Targeting

1993 • 91 citations

How Well Does The IS-LM Model Fit Postwar U. S. Data?

1992 • 69 citations

Modeling the Formation of Price Expectations: A Bayesian Approach

1985 • 54 citations

A forward-looking monetary policy reaction function: continuity and change

1992 • 43 citations

Nonstandard Indicators for Monetary Policy: Can Their Usefulness Be Judged from Forecasting Regressions?

1994 • 32 citations

Forecasting Financial and Economic Cycles

1995 • 14 citations

An Index of Leading Indicators for Inflation

1995 • 9 citations