Measuring monetary policy with VAR models: An evaluation

Macroeconomics and Reality

1980 • 12,249 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Expectations and the neutrality of money

1972 • 4,734 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Parsimonious Modeling of Yield Curves

1987 • 2,902 citations

The Federal funds rate and the channels of monetary transmission

1992 • 2,837 citations

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

Interpreting the macroeconomic time series facts

1992 • 1,879 citations

Measuring Monetary Policy

1998 • 1,691 citations

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

1996 • 1,174 citations

What Does Monetary Policy Do?

1996 • 1,136 citations

NBER macroeconomics annual 1987

1989 • 969 citations

The New Neoclassical Synthesis and the Role of Monetary Policy

1997 • 730 citations

Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz

1989 • 723 citations

The Phillips curve and labor markets

1976 • 634 citations

DOES MONETARY POLICY GENERATE RECESSIONS?

2006 • 566 citations

The identification of monetary policy disturbances explaining the liquidity puzzle

1995 • 480 citations

Unit roots, structural breaks and trends

1986 • 472 citations

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

1994 • 465 citations

Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994

1994 • 463 citations

Some Lessons from the Yield Curve

1995 • 385 citations

Chapter 46 Unit roots, structural breaks and trends

1994 • 201 citations

Comment on Glenn Rudebusch's "Do Measures of Monetary Policy in a Var Make Sense?"

1998 • 179 citations

Estimating and Interpreting Forward Interest Rates

1994 • 141 citations

Narrative and VAR approaches to monetary policy: Common identification problems

1997 • 123 citations

Monetary Policy Matters

2010 • 95 citations

The simultaneous-equations model revisited

1990 • 94 citations

What Does the Bundesbank Target?

1996 • 74 citations

Money in a Real Business Cycle Model

1997 • 43 citations

Money in a Real Business Cycle Model

1997 • 37 citations

Using Measures of Expectations to Identify the Effects of a Monetary Policy Shock

1996 • 4 citations

Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?

1996 • 2 citations