References

• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
• 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
• 2000Optimal monetary policy with staggered wage and price contracts2,281 cited
• 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
• n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
• 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
• 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
• 2004Some Evidence on the Importance of Sticky Prices1,579 cited
• 2008Five Facts about Prices: A Reevaluation of Menu Cost Models *1,525 cited
• 2002Some Evidence on the Importance of Sticky Prices1,323 cited
• 1999State-Space Models with Regime Switching1,304 cited
• 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 1983