Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

Expectations and Exchange Rate Dynamics

Rüdiger Dornbusch · Journal of Political Economy · 1976 · 4.7K citations

Social Sciences, Economics, Financial Economics +13

Interpreting the macroeconomic time series facts

Christopher A. Sims · European Economic Review · 1992 · 1.9K citations · Full text

Social Sciences, Economics, Macroeconomics +13

Are Forecasting Models Usable for Policy Analysis?

Christopher Sims · Quarterly Review · 1986 · 1.2K citations · Full text

Business, Economics, Econometrics +11

Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates

Martin Eichenbaum, Charles L. Evans · The Quarterly Journal of Economics · 1995 · 1.2K citations

Social Sciences, Economics, Financial Economics +16