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Reduced-Rank Identification of Structural Shocks in Vars
16 references·1 citing·46 second hop
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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2004Interest and Prices2,583 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1997An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy2,077 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 1986Alternative Explanations of the Money-Income Correlation1,501 cited
  • 1972Factor Analysis as a Statistical Method.1,471 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

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  • 2010Are the Effects of Monetary Policy Shocks Big or Small?19 cited