References

• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1992Interpreting the macroeconomic time series facts1,858 cited
• 1998Measuring Monetary Policy1,643 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 1999Error Bands for Impulse Responses930 cited
• 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
• 2001Evolving Post-World War II U.S. Inflation Dynamics914 cited
• 1988Rational-expectations econometric analysis of changes in regime898 cited
• 2002Regime Switches in Interest Rates854 cited
• 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
• 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
• 2001Optimal Monetary Policy in Open versus Closed Economies: An Integrated Approach561 cited
• 2007The Term Structure of Real Rates and Expected Inflation538 cited
• 1992‘Interpreting the macroeconomic time series facts: The effects of monetary policy’487 cited
• 2002Term Structure of Interest Rates with Regime Shifts