References

• 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 2010Review of Economic Studies2,967 cited
• 2015Measuring Uncertainty2,908 cited
• 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 2003Zero Bound on Interest Rates and Optimal Monetary Policy1,801 cited
• 1998It's Baaack: Japan's Slump and the Return of the Liquidity Trap1,754 cited
• 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
• 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
• 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
• 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
• 2012International Journal of Central Banking1,258 cited
• 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
• 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks