How Has Empirical Monetary Policy Analysis Changed after the Financial Crisis?

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Engineering, Information Theory, Data Science +4

A New Perspective on Gaussian Dynamic Term Structure Models

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Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

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Marginal Likelihood from the Gibbs Output

Siddhartha Chib · Journal of the American Statistical Association · 1995 · 438 citations

Bayes Estimation, Bayesian Statistics, Bayesian Statistic +13

Interest Rates as Options

Fischer Black · The Journal of Finance · 1995 · 411 citations

Monetary Policy, Option Pricing, Economics +11