References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1985The Optimal Degree of Commitment to an Intermediate Monetary Target3,687 cited
• 1983Rules, discretion and reputation in a model of monetary policy3,625 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1988Bargaining Structure, Corporatism and Macroeconomic Performance2,364 cited
• 1998Monetary policy rules in practice2,206 cited
• 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
• 1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
• 1992Testing for parameter instability in linear models768 cited
• 2002Central Bank Transparency683 cited
• 1999Central bank independence, centralization of wage bargaining, inflation and unemployment:416 cited
• 2001