The UK housing market and the monetary policy transmission mechanism: An SVAR approach

Macroeconomics and Reality

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

Social Sciences, Economics, Econometrics +8

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

Social Sciences, Economics, Econometrics +9

Inside the Black Box: The Credit Channel of Monetary Policy Transmission

Ben Bernanke, Mark Gertler · The Journal of Economic Perspectives · 1995 · 4.1K citations · Full text

Social Sciences, Economics, Finance +14

Inference in Linear Time Series Models with some Unit Roots

Christopher A. Sims, James H. Stock, Mark W. Watson · Econometrica · 1990 · 2.6K citations

Social Sciences, Economics, Econometrics +10

Monetary Policy Shocks: What Have We Learned and to What End?

Lawrence J. Christiano, Martin Eichenbaum, Charles L. Evans · National Bureau of Economic Research · 1998 · 1.9K citations · Full text

Social Sciences, Economics, Causal Inference +13