Joint Bayesian inference about impulse responses in VAR models

What are the effects of monetary policy on output? Results from an agnostic identification procedure

Harald Uhlig · Journal of Monetary Economics · 2005 · 2.3K citations

Social Sciences, Economics, Econometrics +9

THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL

Lutz Kilian, Daniel Murphy · Journal of Applied Econometrics · 2013 · 1.4K citations · Full text

Social Sciences, Economics, Natural Resource Economics +16

What are the effects of fiscal policy shocks?

Andrew Mountford, Harald Uhlig · Journal of Applied Econometrics · 2009 · 1.3K citations

Social Sciences, Economics, Public Finance +16

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

Error Bands for Impulse Responses

Christopher A. Sims, Tao Zha · Econometrica · 1999 · 957 citations

Natural Sciences, Biostatistics, Bayesian Data Analysis +16