A joint econometric model of macroeconomic and term-structure dynamics

Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy

Lawrence J. Christiano, Martin Eichenbaum, Charles L. Evans · Journal of Political Economy · 2005 · 5.9K citations

Economic Fluctuation, Alternative Monetary Regime, Monetary Policy +16

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

Richard H. Clarida, Mark Gertler · The Quarterly Journal of Economics · 2000 · 4.7K citations

Monetary Policy, Economics, Fed Chairman +15

Inflation dynamics: A structural econometric analysis

Jordi Galı́, Mark Gertler · Journal of Monetary Economics · 1999 · 3.1K citations · Full text

Economics, Monetary Policy, Real Marginal Costs +13

A YIELD‐FACTOR MODEL OF INTEREST RATES

Darrell Duffie, Rui Kan · Mathematical Finance · 1996 · 2.6K citations

Yield‐factor Model, Economics, Multivariate Stochastic Volatility +13

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 2.4K citations

Engineering, Machine Learning, Field Experiment +23