References

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• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
• 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
• 2001The Long and Large Decline in U.S. Output Volatility995 cited
• 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
• 2003Monetary policy in a data-rich environment702 cited
• 1998Asking about Prices: A New Approach to Understanding Price Stickiness409 cited
• 2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
• 2005Evaluating Direct Multistep Forecasts243 cited
• 2005Has Euro-Area Inflation Persistence Changed Over Time?197 cited
• 2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers?167 cited
• 2007Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation