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Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data
16 references·16 citing·33 second hopsampled
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2007Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach4,628 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2004Interest and Prices2,583 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 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
  • 1989A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration1,641 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2010Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach1,507 cited
  • 1989Simulation and the Asymptotics of Optimization Estimators

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1,496 cited
  • 1995Long-Run Implications of Investment-Specific Technological Change1,350 cited
  • Cited by

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    • 2016Policy Regimes, Policy Shifts, and U.S. Business Cycles55 cited
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