On the Derivation of Monetary Policy Shocks: Should We Throw the VAR out with the Bath Water?

Macroeconomics and Reality

1980 • 12,249 citations

Alternative explanations of the money-income correlation

1986 • 1,197 citations

The identification of monetary policy disturbances explaining the liquidity puzzle

1995 • 480 citations

The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification

1994 • 465 citations

In search of the liquidity effect

1992 • 244 citations

Identification and the Effects of Monetary Policy Shocks

1996 • 133 citations

Do measures of monetary policy in a VAR make sense

1996 • 34 citations

The federal funds rate and the implementation of monetary policy: estimating the Federal Reserve's reaction function

1994 • 18 citations

The effects of lower reserve requirements on money market volatility

1993 • 18 citations