\Sort{
  Mode{on}
  Collation{mixed}
  SortTypeOrder{key,name}
  NameOrder{ascending}
  Key{\auth{{author,editor},none{}}}
  KeyOrder{ascending,nulls first}
  StringSort{ascending}
}
@STRING{ SIAM = "Society for Industrial and Applied Mathematics" }
@STRING{ oecd = "{O}rganization {f}or {E}conomic {C}ooperation {a}nd {D}evelopment" }
@STRING{ self = "Christopher A. Sims" }
@STRING{ ier = "International Economic Review" }
@STRING{ jasa = "Journal of the American Statistical Association" }
@STRING{ jbes = "Journal of Business and Economic Statistics" }
@STRING{ emet = "Econometrica" }
@STRING{ qje = "Quarterly Journal of Economics" }
@STRING{ jpe = "Journal of Political Economy" }
@STRING{ aer = "{A}merican {E}conomic {R}eview" }
@STRING{ jemet = "Journal of Econometrics"}
@STRING{ jme = "Journal of Monetary Economics"}
@ARTICLE{SimsUhlig,
  author = self # { and Harald D. Uhlig},
  month = nov,
  year = 1991,
  title = {Understanding Unit Rooters: A Helicopter Tour},
  journal = emet,
  comment = {month wrong?}
}
@ARTICLE{SimsZhaBysVAR,
  author = self # { and Tao Zha},
  year = 1998,
  title = {Bayesian Methods for Dynamic Multivariate Models},
  journal = IER
}
@BOOK{NagelLogic,
  author = {Ernest Nagel et al},
  year = 1962,
  title = {Logic, Methodology and Philosophy of Science},
  publisher = {Stanford University Press},
  address = {Stanford, CA}
}
@ARTICLE{BarrovWage,
  author = {Robert J. Barro},
  month = {May},
  year = {1979},
  title = {Second Thoughts on Keynesian Economics},
  journal = aer,
  volume = 69,
  number = 2,
  pages = {54-59},
  note  = {Papers and Proceedings of the Ninety-First Annual Meeting of the American
    Economic Association}
}
@BOOK{BarroSala,
  author = {Robert J. Barro and Xavier Sala-I-Martin},
  year = 1995,
  title = {Economic Growth},
  publisher = {McGraw-Hill},
  address = {New York}
}
@TECHREPORT{BenhabibMultEq,
  author = {Benhabib, Jess and Stephanie Schmitt-Grohe and Martin Uribe},
  year = 1998,
  title = {Monetary Policy and Multiple Equilibria},
  institution = {New York University}
}
@TECHREPORT{BerginEMU,
  author = {Bergin, Paul R.},
  month = sep,
  year = 1998,
  title = {Fiscal Solvency and Price Level Determination in a Monetary Union},
  address = {http://polar.ucdavis.edu/~bergin/},
  institution = {University of California, Davis}
}
@BOOK{DornFisch,
  author = {Rudiger Dornbusch and Stanley Fischer},
  year = 1990,
  title = {Macroeconomics},
  note = {Check year},
  publisher = {McGraw-Hill},
  address = {New York}
}
@TECHREPORT{Dupor,
  author = {William Dupor},
  year = 1997,
  title = {Exchange Rates and the Fiscal Theory of the Price Level},
  institution = {Wharton School}
}
@BOOK{GCSRBayes,
  author = {Gelman, Andrew and John B. Carlin and Hal S. Stern and Donald B.
           Rubin},
  year = 1995,
  title = {Bayesian Data Analysis},
  publisher = {Chapman and Hall},
  address = {London}
}
@ARTICLE{GrossShill,
  author = {Sanford J. Grossman and Robert J. Shiller},
  month = may,
  year = 1981,
  title = {The Determinants of the Variability of Stock Market Prices},
  journal = AER,
  volume = 71,
  number = 2,
  pages = {222-227},
  note = {Proceedings issue}
}
@ARTICLE{HallvWage,
  author = {Robert E. Hall and David M. Lilien},
  month = dec,
  year = 1979,
  title = {Efficient Wage Bargains Under Uncertain Supply and Demand},
  journal = aer,
  volume = 69,
  number = 5,
  pages = {868-879}
}
@INPROCEEDINGS{HeckmanIncPar,
  author = {James J. Heckman},
  year = 1981,
  title = {The Incidental Parameters Problem and the Problem of Initial
          Conditions in Estimating a Discrete Time--Discrete Data Process},
  chapter = 4,
  pages = {179--195},
  crossref = {ManskMcF}
}
@INCOLLECTION{HurwiczID,
  author = {Leo Hurwicz},
  year = 1962,
  title = {On the Structural Form of Interdependent Systems},
  booktitle = {Logic, Methodology and Philosophy of Science},
  pages = {232-239},
  crossref = {NagelLogic}
}
@INPROCEEDINGS{HurwiczARbias,
  author = {Leonid Hurwicz},
  editor = {Tjalling C. Koopmans},
  year = 1950,
  title = {Least Squares Bias in Time Series},
  booktitle = {Statistical Inference in Dynamic Economic Models},
  series = {Cowles Commission Monograph Number 10},
  publisher = {Wiley},
  address = {New York}
}
@ARTICLE{KeaneWolpin,
  author = {Michael P. Keane and Kenneth I. Wolpin},
  month = jun,
  year = 1997,
  title = {Career Decisions of young Men},
  journal = JPE,
  volume = 105,
  pages = {473-522}
}
@TECHREPORT{Keating97,
  author = {John William Keating},
  year = 1997,
  title = {?},
  address = {University of Kansas},
  institution = {University of Kansas}
}
@ARTICLE{KwanBysAsymp,
  author = {Yum K. Kwan},
  year = 1998,
  title = {Asymptotic Bayesian analysis based on a limited information
          estimator},
  journal = jemet,
  volume = 88,
  pages = {99-121}
}
@TECHREPORT{LancasterPD,
  author = {Tony Lancaster},
  year = 1997,
  title = {Orthogonal Parameters and Panel Data},
  number = {97-32},
  institution = {Brown University},
  type = {Working Paper}
}
@ARTICLE{LeeperActPass,
  author = {Eric M. Leeper},
  month = feb,
  year = 1991,
  title = {Equilibria Under ‘Active’ and ‘Passive’ Monetary And Fiscal
          Policies},
  journal = {Journal of Monetary Economics},
  volume = 27,
  pages = {129-47}
}
@ARTICLE{LSZ,
  author = "Eric M. Leeper and " # self # " and Tao Zha",
  year = 1996,
  title = {What Does Monetary Policy Do?},
  journal = {Brookings Papers on Economic Activity},
  number = 2,
  pages = {}
}
@ARTICLE{WahbaHyb,
  author = {Zhen Luo and Grace Wahba},
  year = 1997,
  title = {Hybrid Adaptive Splines},
  journal = JASA,
  volume = 92,
  pages = {107-116}
}
@BOOK{ManskMcF,
  editor = {Charles F. Manski and Daniel McFadden},
  year = 1981,
  title = {Structural Analysis of Discrete Data with Econometric Applications},
  booktitle = {Structural Analysis of Discrete Data with Econometric
              Applications},
  publisher = {MIT Press},
  address = {Cambridge, Massachusetts}
}
@ARTICLE{PhelpsSrch,
  author = {Edmund S. Phelps},
  month = jul # {-} # aug,
  year = {1968},
  title = {Money-Wage Dynamics and Labor-Market Equilibrium},
  journal = jpe,
  volume = {76},
  number = {4},
  pages = {678-711},
  note = {Part2: Issues in Monetary Research, 1967}
}
@TECHREPORT{RebeloRbar,
  author = {Sergio Rebelo and Danyang Xie},
  month = feb,
  year = 1997,
  title = {On the Optimality of Interest Rate Smoothing},
  institution = {Kellog School of Management, Northwestern University}
}
@ARTICLE{LucasIntEv,
  author = {Robert E. Lucas, Jr.},
  month = {jun},
  year = {1973},
  title = {Some International Evidence on Output-Inflation Tradeoffs},
  journal = aer,
  volume = {63},
  number = {3},
  pages = {326-334},
}
@ARTICLE{SmlsonDPV,
  author = {Paul A. Samuelson},
  month = {Autumn},
  year = 1973,
  title = {Proof That Properly Discounted Present Values of Assets Vibrate
          Randomly},
  journal = {Rand Journal of Economics},
  volume = 4,
  number = 2,
  pages = {369-374},
  abstract = {Even the best investors seem to find it hard to do better than
             the comprehensive common-stock averages, or better on the average
             than random selection among stocks of comparable variability.
             Examination of historical samples of percentage changes in a
             stock's price show that, when these relative price changes are
             properly adjusted for expected dividends paid out, they are more
             or less indistinguishable from white noise, or, at the least,
             their expected percentage movements constitute a driftless random
             walk (or random walk with mean drift specifiable in terms of an
             interest factor appropriate to the stock's variability or
             riskiness). The present contribution shows that such observable
             patterns can be deduced rigorously from a model which
             hypothesizes that a stock's present price is set at the expected
             discounted value of its future dividends, where the future
             dividends are supposed to be random variables generated according
             to any general (but known) stochastic process. This fundamental
             theorem follows by an easy superposition applied to the 1965
             Samuelson theorem that properly anticipated futures prices
             fluctuate randomly -- i.e., constitute a martingale sequence, or
             a generalized martingale with specifiable mean drift. Examples
             demonstrate that even when the economy is not free to wander
             randomly, intelligent speculation is able to whiten the spectrum
             of observed stock-price changes. A subset of investors might have
             better information or modes of analysis and get above average
             gains in the random-walk model; and the model's underlying
             probabilities could be shaped by fundamentalists' economic
             forces.}
}
@ARTICLE{UnplArith,
  author = {Sargent, Thomas J. and Neil Wallace},
  year = 1981,
  title = {Some Unpleasant Monetarist Arithmetic},
  journal = {Quarterly Review of the Minneapolis Federal Reserve Bank},
  volume = {Fall},
  pages = {1-17}
}
@INPROCEEDINGS{CapeConf,
  author = self,
  year = {forthcoming},
  title = {The Role of Interest Rate Policy in the Generation and Propagation
          of Business Cycles: What Has Changed Since the 30’s?},
  booktitle = {Proceedings of the 1998 Annual Research Conference},
  organization = {Federal Reserve Bank of Boston}
}
@INPROCEEDINGS{CAS9v,
  author = self,
  editor = {James H. Stock and Mark W. Watson},
  year = 1993,
  title = {A 9 Variable Probabilistic Macroeconomic Forecasting Model},
  booktitle = {Business Cycles, Indicators, and Forecasting},
  series = {NBER Studies in Business Cycles},
  volume = 28,
  pages = {179-214}
}
@INPROCEEDINGS{CASASAtrend,
  author = self,
  month = aug,
  year = 1989,
  title = {Modeling Trends},
  booktitle = {Proceedings},
  series = {American Statistical Association Annual Meetings}
}
@ARTICLE{CASMandF,
  author = self,
  year = 1994,
  title = {A Simple Model for Study of the Determination of the Price Level
          and the Interaction of Monetary and Fiscal Policy},
  journal = {Economic Theory},
  volume = 4,
  pages = {381-99}
}
@TECHREPORT{HongKong,
  author = self,
  year = 1997,
  title = {Fiscal Foundations of Price Stability in Open Economies},
  address = {http://www.econ.yale.edu/~sims/},
  institution = {Department of Economics, Yale University}
}
@ARTICLE{ELCSMacro,
  author = {Eric M. Leeper and } # self,
  year = 1994,
  title = {Toward a Modern Macro Model Usable for Policy Analysis},
  journal = {NBER Macro Annual},
  pages = {81-117}
}
@ARTICLE{ShillAER,
  author = {Robert J. Shiller},
  month = jun,
  year = 1981,
  title = {Do Stock Prices Move Too Much to be Justified by Subsequent Changes
          in Dividends?},
  journal = aer,
  volume = 71,
  number = 3,
  pages = {421-436}
}
@ARTICLE{ShillerStock,
  author = {Robert J. Shiller},
  title = {Do Stock Prices Move Too Much to Be Justified by Subsequent Changes
          in Dividends?}
}
@BOOK{ShillVoltlty,
  author = {Robert J. Shiller},
  year = 1989,
  title = {Market Volatility},
  publisher = {MIT Press},
  address = {Cambridge, Mass. and London}
}
@ARTICLE{SmithVBub,
  author = {Vernon L. Smith and Gary L. Suchanek and Arlington W. Williams,},
  month = sep,
  year = 1988,
  title = {Bubbles, Crashes and Endogenous Expectations in Experimental Spot
          Asset Markets},
  journal = emet,
  volume = 56,
  number = 5,
  pages = {1119-1151}
}
@BOOK{WahbaBook,
  author = {Grace Wahba},
  year = 1990,
  title = {Spline Models for Observational Data},
  series = {{CBMS}-{NSF} Regional Conference Series in Applied Mathematics},
  volume = 59,
  publisher = SIAM,
  address = {Philadelphia}
}
@TECHREPORT{WoodEMU,
  author = {Woodford, Michael},
  year = 1996,
  title = {Control of the Public Debt: A Requirement for Price Stability?},
  number = 5684,
  institution = {NBER},
  type = {Working Paper}
}
@ARTICLE{WoodNoAgg,
  author = {Woodford, Michael},
  year = 1995,
  title = {Price Level Determinacy Without Control of a Monetary Aggregate},
  journal = {Carnegie-Rochester Conference Series on Public Policy},
  volume = 43,
  pages = {1-46},
  institution = {NBER}
}
@ARTICLE{RBLPrior,
  author =       "Litterman, Robert B.",
  title =        "A random walk, Markov model for the distribution of
                  time series",
  journal =      "Journal of Business and Economic Statistics ",
  year =         1983,
  volume =       1,
  pages =        "169-73"
}
@MISC{RATSMan,
  author =       "Thomas A. Doan",
  title =        "RATS User's Manual, Version 4",
  howpublished = "Estima, Evanston, IL",
  year =         "1992"
}
@ARTICLE{LimPartCE,
  author =       "Lawrence J. Christiano and Martin Eichenbaum",
  title =        "Liquidity E®ects and the Monetary Transmission Mechanism",
  journal =      aer,
  year =         1992,
  volume =       82,
  number =       2,
  pages =        "346-353",
  month =        may
}
@ARTICLE{LimPartTF,
  author =       "Timothy S. Fuerst",
  title =        "Liquidity, Loanable Funds, and Real Activity",
  journal =      jme,
  year =         1992,
  volume =       29,
  number =       1,
  pages =        "3-24",
  month =        feb
}