The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY

Michael Woodford, Carl E. Walsh · Macroeconomic Dynamics · 2005 · 5.7K citations

Monetary Policy, Economics, Humanities +7

Econometric Issues in the Analysis of Regressions with Generated Regressors

Adrian Pagan · International Economic Review · 1984 · 2.2K citations

Generated Regressors, Econometric Model, Economics +7

Monetary policy surprises and interest rates: Evidence from the Fed funds futures market

Kenneth N. Kuttner · Journal of Monetary Economics · 2001 · 2K citations

Monetary Policy, Economics, Financial Economics +7

Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence

Alan S. Blinder, Michael Ehrmann, Marcel Fratzscher et al. · Journal of Economic Literature · 2008 · 1.3K citations

Monetary Policy, Economics, Financial Economics +13