Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Stuart Geman, Donald Geman · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1984 · 18K citations

Arts, Biomedical Engineering, Bayesian Data Analysis +16

Macroeconomic Forecasting Using Diffusion Indexes

James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations

Business, Economics, Forecasting +13

On Gibbs sampling for state space models

Chris Carter, Robert Kohn · Biometrika · 1994 · 2K citations

Computing, Data Science, Bayesian Data Analysis +14

Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach

Ben Bernanke, Jean Boivin, Piotr Eliasz · The Quarterly Journal of Economics · 2005 · 1.8K citations

Social Sciences, Economics, Econometrics +13

This is what happened to the oil price-macroeconomy relationship

James D. Hamilton · Journal of Monetary Economics · 1996 · 1.7K citations

Social Sciences, Economics, Energy Economics +10