Boivin, Jean (contributor); Giannoni, Marc Paolo (contributor) - 2007
Bernanke and Boivin (2003) and Giannone, Reichlin and Sala (2004) show that this
large information set appears to matter … empirically to properly model monetary policy. Bernanke,
Boivin and Eliasz (2005) argue that inference based on small-scale VARs …. Similar evidence has been found in Forni et al. (2001), Stock and Watson (2002), Bernanke
and Boivin (2003) and Boivin and Ng …