| Agency costs, net worth, and business fluctuations: A computable general equilibrium analysis CT Carlstrom, TS Fuerst The American Economic Review, 893-910, 1997 | 1963 | 1997 |
| Liquidity, loanable funds, and real activity TS Fuerst Journal of monetary economics 29 (1), 3-24, 1992 | 814 | 1992 |
| Timing and real indeterminacy in monetary models CT Carlstrom, TS Fuerst Journal of Monetary Economics 47 (2), 285-298, 2001 | 267 | 2001 |
| Inflation and output in New Keynesian models with a transient interest rate peg CT Carlstrom, TS Fuerst, M Paustian Journal of Monetary Economics 76, 230-243, 2015 | 261 | 2015 |
| Investment and interest rate policy: a discrete time analysis CT Carlstrom, TS Fuerst Journal of Economic Theory 123 (1), 4-20, 2005 | 191 | 2005 |
| Forward-looking versus backward-looking Taylor rules CT Carlstrom, TS Fuerst Federal Reserve Bank of Cleveland Working Paper, 2000 | 169 | 2000 |
| Targeting long rates in a model with segmented markets CT Carlstrom, TS Fuerst, M Paustian American Economic Journal: Macroeconomics 9 (1), 205-242, 2017 | 168 | 2017 |
| Monetary and financial interactions in the business cycle TS Fuerst Journal of Money, credit and Banking 27 (4), 1321-1338, 1995 | 165 | 1995 |
| Interest rate rules vs. money growth rules a welfare comparison in a cash-in-advance economy CT Carlstrom, TS Fuerst Journal of Monetary Economics 36 (2), 247-267, 1995 | 148 | 1995 |
| Optimal monetary policy in a model with agency costs CT Carlstrom, TS Fuerst, M Paustian Journal of Money, credit and Banking 42, 37-70, 2010 | 146 | 2010 |
| Oil prices, monetary policy, and counterfactual experiments CT Carlstrom, TS Fuerst Journal of Money, Credit and Banking, 1945-1958, 2006 | 144 | 2006 |
| The fiscal theory of the price level CT Carlstrom, TS Fuerst Economic Review 36 (1), 22-32, 2000 | 130 | 2000 |
| Asset prices, nominal rigidities, and monetary policy CT Carlstrom, TS Fuerst Review of Economic Dynamics 10 (2), 256-275, 2007 | 118 | 2007 |
| Agency costs and business cycles CT Carlstrom, TS Fuerst Economic Theory 12, 583-597, 1998 | 116 | 1998 |
| Monetary shocks, agency costs, and business cycles CT Carlstrom, TS Fuerst Carnegie-Rochester Conference Series on Public Policy 54 (1), 1-27, 2001 | 114 | 2001 |
| Monetary policy shocks, Choleski identification, and DNK models CT Carlstrom, TS Fuerst, M Paustian Journal of Monetary Economics 56 (7), 1014-1021, 2009 | 107 | 2009 |
| Optimal contracts, aggregate risk, and the financial accelerator CT Carlstrom, TS Fuerst, M Paustian American Economic Journal: Macroeconomics 8 (1), 119-147, 2016 | 86 | 2016 |
| Central bank independence and inflation: A note CT Carlstrom, TS Fuerst Economic Inquiry 47 (1), 182-186, 2009 | 78 | 2009 |
| Real indeterminacy in monetary models with nominal interest rate distortions CT Carlstrom, TS Fuerst Review of Economic Dynamics 4 (4), 767-789, 2001 | 75 | 2001 |
| Fiscal multipliers under an interest rate peg of deterministic versus stochastic duration CT Carlstrom, TS Fuerst, M Paustian Journal of Money, credit and Banking 46 (6), 1293-1312, 2014 | 69 | 2014 |
