References

• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
• 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
• 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
• 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
• 2012Disentangling the Channels of the 2007–09 Recession838 cited
• 2013Pricing the term structure with linear regressions703 cited
• 2017Measuring the natural rate of interest: International trends and determinants700 cited
• 2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates595 cited
• 2010A New Perspective on Gaussian Dynamic Term Structure Models544 cited
• 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
• 2002The Fed and Interest Rates—A High-Frequency Identification477 cited
• 2011The affine arbitrage-free class of Nelson–Siegel term structure models431 cited
• 2011Information in (and not in) the Term Structure404 cited