Monetary Policy and Economic Impact

Most cited papers

1. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment EquationsThe Review of Economic Studies · 1991 · 33,543 citations
2. Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica · 1987 · 32,225 citations
3. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom InflationEconometrica · 1982 · 20,957 citations
4. Bounds testing approaches to the analysis of level relationshipsJournal of Applied Econometrics · 2001 · 20,290 citations
5. Testing for a unit root in time series regressionBiometrika · 1988 · 18,258 citations
6. Macroeconomics and RealityEconometrica · 1980 · 12,905 citations
7. A simple panel unit root test in the presence of cross‐section dependenceJournal of Applied Econometrics · 2007 · 12,694 citations
8. Measuring Economic Policy Uncertainty*The Quarterly Journal of Economics · 2016 · 12,564 citations
9. Conditional Heteroskedasticity in Asset Returns: A New ApproachEconometrica · 1991 · 10,505 citations
10. A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica · 1989 · 9,892 citations
11. Instrumental Variables Regression with Weak InstrumentsEconometrica · 1997 · 7,514 citations
12. Postwar U.S. Business Cycles: An Empirical InvestigationJournal of money credit and banking · 1997 · 7,491 citations
13. Dynamic Conditional CorrelationJournal of Business and Economic Statistics · 2002 · 7,268 citations
14. A Comparative Study of Unit Root Tests with Panel Data and a New Simple TestOxford Bulletin of Economics and Statistics · 1999 · 6,936 citations
15. What To Do (and Not to Do) with Time-Series Cross-Section DataAmerican Political Science Review · 1995 · 6,888 citations
16. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESISEconometric Theory · 2004 · 6,731 citations
17. Testing for Weak Instruments in Linear IV RegressionCambridge University Press eBooks · 2005 · 6,693 citations
18. Pooled Mean Group Estimation of Dynamic Heterogeneous PanelsJournal of the American Statistical Association · 1999 · 6,488 citations
19. The Log of GravityThe Review of Economics and Statistics · 2006 · 6,441 citations
20. On a measure of lack of fit in time series modelsBiometrika · 1978 · 6,157 citations
21. The Econometrics of Financial MarketsPrinceton University Press eBooks · 2012 · 6,104 citations
22. Testing for Error Correction in Panel Data*Oxford Bulletin of Economics and Statistics · 2007 · 6,073 citations
23. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary PolicyJournal of Political Economy · 2005 · 6,029 citations
24. The Impact of Uncertainty ShocksEconometrica · 2009 · 6,020 citations
25. Time to Build and Aggregate FluctuationsEconometrica · 1982 · 5,929 citations
26. Computation and analysis of multiple structural change modelsJournal of Applied Econometrics · 2002 · 5,812 citations
27. Spurious regression and residual-based tests for cointegration in panel dataJournal of Econometrics · 1999 · 5,809 citations
28. Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business and Economic Statistics · 2002 · 5,780 citations
29. Efficient Tests for an Autoregressive Unit RootEconometrica · 1996 · 5,709 citations
30. Rational Expectations and the Theory of Price MovementsEconometrica · 1961 · 5,675 citations
31. Economic Forces and the Stock MarketThe Journal of Business · 1986 · 5,407 citations
32. A Note on the Theme of Too Many Instruments *Oxford Bulletin of Economics and Statistics · 2009 · 5,154 citations
33. Comparing Predictive AccuracyJournal of Business and Economic Statistics · 1995 · 5,146 citations
34. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error StructureEconometrica · 2006 · 5,073 citations
35. A Simple Estimator of Cointegrating Vectors in Higher Order Integrated SystemsEconometrica · 1993 · 5,057 citations
36. The Science of Monetary Policy: A New Keynesian PerspectiveJournal of Economic Literature · 1999 · 5,006 citations
37. The Next Generation of the Penn World TableAmerican Economic Review · 2015 · 4,887 citations
38. Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*The Quarterly Journal of Economics · 2000 · 4,765 citations