New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.



[26] Leeper, Eric M., Christopher A. Sims and Tao Zha (1996), ”What Does
Monetary Policy Do?,” Brookings Papers on Economic Activity, no. 2,
1-78.

[27] Obstfeld, Maurice and Kenneth Rogoff (1996), Foundations of Interna-
tional Macroeconomics, MIT Press, Cambridge, Massachusetts.

[28] Rogers, John, H. (1999), ”Monetary Shocks and Real Exchange Rates”,
Journal of International Economics 49, 1999, 269-288.

[29] Sims, Christopher A. (1972), ”Money, Income and Causality,” American
Economic Review, vol. 62, no. 4, 540-552.

[30] Sims, Christopher A. (1980), ”Macroeconomics and Reality,” Economet-
rica, vol. 48, no. 1, 1-48.

[31] Sims, Christopher A. (1982), ”Policy Analysis with Econometric Mod-
els,” Brookings Papers on Economic Activity, no. 1, 107-164.

[32] Sims, Christopher A. (1986), ”Are Forecasting Models Usable for Policy
Analysis?”, Federal Reserve Bank of Minneapolis Quarterly Review 10,
Winter, 2-16.

[33] Sims, Christoper A. (1992), ”Interpreting the Macroeconomic Time Se-
ries Facts, The Effects of Monetary Policy”, European Economic Re-
view, 1992, 36, 975-1011.

[34] Sims, Christopher A. and Harald Uhlig (1991), ”Understanding Unit
Rooters: A Helicopter Tour,” Econometrica, vol. 59, no. 6, 1591-1599.

[35] Sims, Christopher A. and Tao Zha (1998), ”Bayesian Mehtods for Dy-
namic Multivariate Models”, International Economic Review, 39(4),
1998, 949-968.

28



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