Concepedia

Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model

Stéphane Dées, M. Hashem Pesaran, L. Vanessa Smith, Ron Smith

SSRN Electronic Journal · 2010 · 33 citations · 65 references

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65

Sparse inverse covariance estimation with the graphical lasso

Jerome H. Friedman, Trevor Hastie, Robert Tibshirani · Biostatistics · 2007 · 6.6K citations · Full text

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INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY

Michael Woodford, Carl E. Walsh · Macroeconomic Dynamics · 2005 · 5.8K citations

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The Science of Monetary Policy: A New Keynesian Perspective

Richard H. Clarida, Mark Gertler · Journal of Economic Literature · 1999 · 5K citations

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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

Frank Smets, Rafael Wouters · American Economic Review · 2007 · 4.7K citations

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A well-conditioned estimator for large-dimensional covariance matrices

Olivier Ledoit, Michael Wolf · Journal of Multivariate Analysis · 2003 · 2.9K citations · Full text

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