References

• 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data1,817 cited
• 2001Monetary Policy Rules Based on Real-Time Data1,357 cited
• 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
• 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
• 2002A Simple Framework for International Monetary Policy Analysis799 cited
• n.d.The econometrics of ultra-high frequency data /784 cited
• 2000Loss function‐based evaluation of DSGE models651 cited
• 2007Do central banks respond to exchange rate movements? A structural investigation597 cited
• 2005International dimensions of optimal monetary policy521 cited
• 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data315 cited
• 1997Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model224 cited
• 2004Do the ECB and the fed really need to cooperate? Optimal monetary policy in a two-country world160 cited
• 2008Taylor rules with real-time data: A tale of two countries and one exchange rate152 cited
• 2005A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times142 cited
• 2005