Glenn Rudebusch
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Glenn |
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D. |
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Rudebusch |
Identifer
Contact
Affiliations
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Brookings Institution
/ Economic Studies
Research profile
author of:
- Term Structure Analysis with Big Data
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2017)
by Martin M. Andreasen & Jens H.E. Christensen & Glenn D. Rudebusch
(ReDIF-paper, aah:create:2017-31) - Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
American Economic Review, American Economic Association (2014)
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
(ReDIF-article, aea:aecrev:v:104:y:2014:i:1:p:323-37) - Interest Rates under Falling Stars
American Economic Review, American Economic Association (2020)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, aea:aecrev:v:110:y:2020:i:5:p:1316-54) - Have Postwar Economic Fluctuations Been Stabilized?
American Economic Review, American Economic Association (1992)
by Diebold, Francis X & Rudebusch, Glenn D
(ReDIF-article, aea:aecrev:v:82:y:1992:i:4:p:993-1005) - The Uncertain Unit Root in Real GNP
American Economic Review, American Economic Association (1993)
by Rudebusch, Glenn D
(ReDIF-article, aea:aecrev:v:83:y:1993:i:1:p:264-72) - Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment
American Economic Review, American Economic Association (1996)
by Oliner, Stephen D & Rudebusch, Glenn D
(ReDIF-article, aea:aecrev:v:86:y:1996:i:1:p:300-309) - Modeling Bond Yields in Finance and Macroeconomics
American Economic Review, American Economic Association (2005)
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
(ReDIF-article, aea:aecrev:v:95:y:2005:i:2:p:415-420) - The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
American Economic Journal: Macroeconomics, American Economic Association (2012)
by Glenn D. Rudebusch & Eric T. Swanson
(ReDIF-article, aea:aejmac:v:4:y:2012:i:1:p:105-43) - On the Evolution of U.S. Temperature Dynamics
Papers, arXiv.org (2019)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, arx:papers:1907.06303) - Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
Papers, arXiv.org (2019)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, arx:papers:1912.10774) - Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
Papers, arXiv.org (2020)
by Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang
(ReDIF-paper, arx:papers:2003.14276) - When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
Papers, arXiv.org (2022)
by Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang
(ReDIF-paper, arx:papers:2203.04040) - Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions
Papers, arXiv.org (2023)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, arx:papers:2307.03552) - Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve
Journal of Business & Economic Statistics, American Statistical Association (2009)
by Rudebusch, Glenn D. & Williams, John C.
(ReDIF-article, bes:jnlbes:v:27:i:4:y:2009:p:492-503) - Macro‐Finance Models Of Interest Rates And The Economy
Manchester School, University of Manchester (2010)
by Glenn D. Rudebusch
(ReDIF-article, bla:manchs:v:78:y:2010:i:s1:p:25-52) - Climate Policy Curves: Linking Policy Choices to Climate Outcomes
CESifo Working Paper Series, CESifo (2022)
by Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch
(ReDIF-paper, ces:ceswps:_10113) - Where Is the Carbon Premium? Global Performance of Green and Brown Stocks
CESifo Working Paper Series, CESifo (2023)
by Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms
(ReDIF-paper, ces:ceswps:_10246) - The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act
CESifo Working Paper Series, CESifo (2023)
by Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch
(ReDIF-paper, ces:ceswps:_10739) - Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
CESifo Working Paper Series, CESifo (2015)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, ces:ceswps:_5187) - Interest Rates Under Falling Stars
CESifo Working Paper Series, CESifo (2017)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, ces:ceswps:_6571) - Unknown item RePEc:cfs:cfswop:wp200331 (paper)
- Unknown item RePEc:cfs:cfswop:wp200503 (paper)
- Climate Policy Curves: Linking Policy Choices to Climate Outcomes
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Hänsel, Martin & Bauer, Michael & Drupp, Moritz & Wagner, Gernot & Rudebusch, Glenn
(ReDIF-paper, cpr:ceprdp:17703) - Where is the Carbon Premium? Global Performance of Green and Brown Stocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
by Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole
(ReDIF-paper, cpr:ceprdp:17824) - Policy Rules for Inflation Targeting
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998)
by Rudebusch, Glenn D & Svensson, Lars E O
(ReDIF-paper, cpr:ceprdp:1999) - Eurosystem Monetary Targeting: Lessons from US Data
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)
by Svensson, Lars E.O. & Rudebusch, Glenn
(ReDIF-paper, cpr:ceprdp:2522) - Assessing nominal income rules for monetary policy with model and data uncertainty
Working Paper Series, European Central Bank (2000)
by Rudebusch, Glenn D.
(ReDIF-paper, ecb:ecbwps:200014) - Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
Economic Journal, Royal Economic Society (2002)
by Glenn D. Rudebusch
(ReDIF-article, ecj:econjl:v:112:y:2002:i:479:p:402-432) - A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy
Economic Journal, Royal Economic Society (2008)
by GlennD. Rudebusch & Tao Wu
(ReDIF-article, ecj:econjl:v:118:y:2008:i:530:p:906-926) - The Response of Interest Rates to US and UK Quantitative Easing
Economic Journal, Royal Economic Society (2012)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-article, ecj:econjl:v:122:y:2012:i:564:p:f385-f414) - A Probability-Based Stress Test of Federal Reserve Assets and Income
Working Papers, University of Pennsylvania, Wharton School, Weiss Center (2013)
by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
(ReDIF-paper, ecl:upafin:14-01) - Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
by Glenn Rudebusch
(ReDIF-paper, ecm:wc2000:0065) - An arbitrage-free generalized Nelson--Siegel term structure model
Econometrics Journal, Royal Economic Society (2009)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-article, ect:emjrnl:v:12:y:2009:i:3:p:c33-c64) - Are productivity fluctuations due to real supply shocks?
Economics Letters, Elsevier (1988)
by Rudebusch, Glenn D.
(ReDIF-article, eee:ecolet:v:27:y:1988:i:4:p:327-331) - On the power of Dickey-Fuller tests against fractional alternatives
Economics Letters, Elsevier (1991)
by Diebold, Francis X. & Rudebusch, Glenn D.
(ReDIF-article, eee:ecolet:v:35:y:1991:i:2:p:155-160) - The macroeconomy and the yield curve: a dynamic latent factor approach
Journal of Econometrics, Elsevier (2006)
by Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S.
(ReDIF-article, eee:econom:v:131:y:2006:i:1-2:p:309-338) - The affine arbitrage-free class of Nelson-Siegel term structure models
Journal of Econometrics, Elsevier (2011)
by Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D.
(ReDIF-article, eee:econom:v:164:y:2011:i:1:p:4-20) - Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices
Journal of Econometrics, Elsevier (2019)
by Andreasen, Martin M. & Christensen, Jens H.E. & Rudebusch, Glenn D.
(ReDIF-article, eee:econom:v:212:y:2019:i:1:p:26-46) - Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections
Journal of Econometrics, Elsevier (2022)
by Diebold, Francis X. & Rudebusch, Glenn D.
(ReDIF-article, eee:econom:v:231:y:2022:i:2:p:520-534) - When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
Journal of Econometrics, Elsevier (2023)
by Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan
(ReDIF-article, eee:econom:v:236:y:2023:i:2:s0304407623001951) - Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume
Journal of Econometrics, Elsevier (2024)
by Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan
(ReDIF-article, eee:econom:v:239:y:2024:i:1:s0304407623003615) - The Lucas critique revisited assessing the stability of empirical Euler equations for investment
Journal of Econometrics, Elsevier (1996)
by Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel
(ReDIF-article, eee:econom:v:70:y:1996:i:1:p:291-316) - Eurosystem monetary targeting: Lessons from U.S. data
European Economic Review, Elsevier (2002)
by Rudebusch, Glenn D. & Svensson, Lars E. O.
(ReDIF-article, eee:eecrev:v:46:y:2002:i:3:p:417-442) - Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions
Energy Economics, Elsevier (2023)
by Diebold, Francis X. & Rudebusch, Glenn D.
(ReDIF-article, eee:eneeco:v:126:y:2023:i:c:s0140988323005108) - Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach
International Journal of Forecasting, Elsevier (2021)
by Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan
(ReDIF-article, eee:intfor:v:37:y:2021:i:4:p:1509-1519) - A wedge in the dual mandate: Monetary policy and long-term unemployment
Journal of Macroeconomics, Elsevier (2016)
by Rudebusch, Glenn D. & Williams, John C.
(ReDIF-article, eee:jmacro:v:47:y:2016:i:pa:p:5-18) - Long memory and persistence in aggregate output
Journal of Monetary Economics, Elsevier (1989)
by Diebold, Francis X. & Rudebusch, Glenn D.
(ReDIF-article, eee:moneco:v:24:y:1989:i:2:p:189-209) - Federal Reserve interest rate targeting, rational expectations, and the term structure
Journal of Monetary Economics, Elsevier (1995)
by Rudebusch, Glenn D.
(ReDIF-article, eee:moneco:v:35:y:1995:i:2:p:245-274) - Erratum
Journal of Monetary Economics, Elsevier (1995)
by Rudebusch, Glenn D.
(ReDIF-article, eee:moneco:v:36:y:1995:i:3:p:679-679) - Term structure evidence on interest rate smoothing and monetary policy inertia
Journal of Monetary Economics, Elsevier (2002)
by Rudebusch, Glenn D.
(ReDIF-article, eee:moneco:v:49:y:2002:i:6:p:1161-1187) - Estimating the Euler equation for output
Journal of Monetary Economics, Elsevier (2004)
by Fuhrer, Jeffrey C. & Rudebusch, Glenn D.
(ReDIF-article, eee:moneco:v:51:y:2004:i:6:p:1133-1153) - Using a long-term interest rate as the monetary policy instrument
Journal of Monetary Economics, Elsevier (2005)
by McGough, Bruce & Rudebusch, Glenn D. & Williams, John C.
(ReDIF-article, eee:moneco:v:52:y:2005:i:5:p:855-879) - Examining the bond premium puzzle with a DSGE model
Journal of Monetary Economics, Elsevier (2008)
by Rudebusch, Glenn D. & Swanson, Eric T.
(ReDIF-article, eee:moneco:v:55:y:2008:i:s1:p:s111-s126) - A probability-based stress test of Federal Reserve assets and income
Journal of Monetary Economics, Elsevier (2015)
by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.
(ReDIF-article, eee:moneco:v:73:y:2015:i:c:p:26-43) - Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
Advances in Econometrics, Emerald Group Publishing Limited (2016)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-chapter, eme:aecozz:s0731-905320150000035003) - On the Evolution of US Temperature Dynamics
Advances in Econometrics, Emerald Group Publishing Limited (2022)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-chapter, eme:aecozz:s0731-90532021000043a002) - Estimating the Euler equation for output
Working Papers, Federal Reserve Bank of Boston (2002)
by Jeffrey C. Fuhrer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedbwp:02-3) - Federal Reserve interest rate targeting, rational expectations, and the term structure
Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1995)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfap:95-02) - Do measures of monetary policy in a VAR make sense?
Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1996)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfap:96-05) - Opportunistic and deliberate disinflation under imperfect credibility
Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1997)
by Antulio N. Bomfim & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfap:97-07) - Policy rules for inflation targeting
Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1998)
by Glenn D. Rudebusch & Lars E. O. Svensson
(ReDIF-paper, fip:fedfap:98-03) - Is the Fed too timid? Monetary policy in an uncertain world
Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco (1999)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfap:99-05) - Stress testing the Fed
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2014)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00010) - Does slower growth imply lower interest rates?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2014)
by Sylvain Leduc & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00035) - Optimal policy and market-based expectations
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2015)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00052) - The puzzle of weak first-quarter GDP growth
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2015)
by Tim Mahedy & Glenn D. Rudebusch & Daniel J. Wilson
(ReDIF-article, fip:fedfel:00056) - Residual seasonality and monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2015)
by Benjamin Pyle & Glenn D. Rudebusch & Daniel J. Wilson
(ReDIF-article, fip:fedfel:00067) - Will the economic recovery die of old age?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2016)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00081) - Has the Fed Fallen behind the Curve This Year?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2016)
by Fernanda Nechio & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00111) - Why Are Long-Term Interest Rates So Low?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2016)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00114) - How Much Has Job Matching Efficiency Declined?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2017)
by Andreas Hornstein & Marianna Kudlyak
(ReDIF-article, fip:fedfel:00132) - New Evidence for a Lower New Normal in Interest Rates
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2017)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00140) - A Review of the Fed’s Unconventional Monetary Policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2018)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00178) - Climate Change and the Federal Reserve
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2019)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:00189) - The Economics of Climate Change: A First Fed Conference
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2019)
by Galina Hale & Òscar Jordà & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:86644) - Climate Change Is a Source of Financial Risk
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2021)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:89809) - Climate Change Costs Rise as Interest Rates Fall
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2021)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:93257) - What are the lags in monetary policy?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1995)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1995:i:feb3:n:95-05) - Federal Reserve policy and the predictability of interest rates
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1995)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1995:i:jun23:n:95-23) - New estimates of the recent growth in potential output
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1995)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1995:i:nov24:n:95-40) - Is opportunistic monetary policy credible?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1996)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1996:i:oct4:n:96-28) - Interest rates and monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1997)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1997:i:jun13:n:97-18) - Describing Fed behavior
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1998)
by John P. Judd & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1998:i:dec25:n:98-38) - Central bank inflation targeting
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1998)
by Glenn D. Rudebusch & Carl E. Walsh
(ReDIF-article, fip:fedfel:y:1998:i:may22:n:98-17) - U.S. inflation targeting: pro and con
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1998)
by Glenn D. Rudebusch & Carl E. Walsh
(ReDIF-article, fip:fedfel:y:1998:i:may29:n:98-18) - Monetary policy and monetary institutions
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1999)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1999:i:apr16:n:99-13) - The goals of U.S. monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1999)
by John P. Judd & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1999:i:jan29:n:99-04) - How did the economy surprise us in 1998?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (1999)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:1999:i:mar5:n:99-08) - Structural change and monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2000)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2000:i:apr28:n:2000-13) - How fast can the new economy grow?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2000)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2000:i:feb25:n:2000-05) - Asset prices, exchange rates, and monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2001)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2001:i:jun15:n:2001-18) - How sluggish is the Fed?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2001)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2001:i:mar.2:n:2001-05) - Has a recession already started?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2001)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2001:i:oct19:n:2001-29) - Macroeconomic models for monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2002)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-article, fip:fedfel:y:2002:i:apr19:n:2002-11) - Finance and macroeconomics
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2003)
by Richard Dennis & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2003:i:may2:n:2003-12) - Monetary policy and asset price bubbles
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2005)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2005:i:aug5:n:2005-18) - Monetary policy inertia and recent Fed actions
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2007)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2007:i:jan26:n:2007-03) - Publishing FOMC economic forecasts
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2008)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2008:i:jan18:n:2008-01) - Publishing central bank interest rate forecasts
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2008)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2008:i:jan25:n:2008-02) - The Fed's monetary policy response to the current crisis
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2009)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2009:i:may22:n:2009-17) - Disagreement about the inflation outlook
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2009)
by Sylvain Leduc & Glenn D. Rudebusch & Justin Weidner
(ReDIF-article, fip:fedfel:y:2009:i:oct5:n:2009-31) - Inflation: mind the gap
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2010)
by Zheng Liu & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2010:i:jan19:n:2010-02) - The Fed's exit strategy for monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2010)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2010:i:jun14:n:2010-18) - The Fed's interest rate risk
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2011)
by Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2011:i:apr11:n:2011-11) - Signals from unconventional monetary policy
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2011)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2011:i:nov.21:n:2011-36) - What caused the decline in long-term yields?
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2013)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2013:i:july8:n:2013-19) - Expectations for monetary policy liftoff
FRBSF Economic Letter, Federal Reserve Bank of San Francisco (2013)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, fip:fedfel:y:2013:i:nov18:n:2013-34) - Is there a bank lending channel for monetary policy?
Economic Review, Federal Reserve Bank of San Francisco (1995)
by Stephen D. Oliner & Glenn D. Rudebusch
(ReDIF-article, fip:fedfer:y:1995:p:1-20:n:2) - Is there a broad credit channel for monetary policy?
Economic Review, Federal Reserve Bank of San Francisco (1996)
by Stephen D. Oliner & Glenn D. Rudebusch
(ReDIF-article, fip:fedfer:y:1996:p:3-13:n:1) - Taylor's rule and the Fed, 1970-1997
Economic Review, Federal Reserve Bank of San Francisco (1998)
by John P. Judd & Glenn D. Rudebusch
(ReDIF-article, fip:fedfer:y:1998:p:3-16:n:3) - Five questions about business cycles
Economic Review, Federal Reserve Bank of San Francisco (2001)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-article, fip:fedfer:y:2001:p:1-15) - Policy rules for inflation targeting
Proceedings, Federal Reserve Bank of San Francisco (1998)
by Glenn D. Rudebusch & Lars E. O. Svensson
(ReDIF-article, fip:fedfpr:y:1998:i:mar:x:2) - A macro-finance model of the term structure, monetary policy, and the economy
Proceedings, Federal Reserve Bank of San Francisco (2004)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-article, fip:fedfpr:y:2004:i:mar:x:8) - Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Proceedings, Federal Reserve Bank of San Francisco (2009)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, fip:fedfpr:y:2009:i:jan:x:4) - Assessing nominal income rules for monetary policy with model and data uncertainty
Working Paper Series, Federal Reserve Bank of San Francisco (2000)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2000-03) - Term structure evidence on interest rate smoothing and monetary policy inertia
Working Paper Series, Federal Reserve Bank of San Francisco (2001)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2001-02) - Assessing the Lucas critique in monetary policy models
Working Paper Series, Federal Reserve Bank of San Francisco (2002)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2002-02) - Estimating the Euler equation for output
Working Paper Series, Federal Reserve Bank of San Francisco (2002)
by Jeffrey C. Fuhrer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2002-12) - A macro-finance model of the term structure, monetary policy, and the economy
Working Paper Series, Federal Reserve Bank of San Francisco (2003)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-paper, fip:fedfwp:2003-17) - The macroeconomy and the yield curve: a nonstructural analysis
Working Paper Series, Federal Reserve Bank of San Francisco (2003)
by S. Boragan Aruoba & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2003-18) - Using a long-term interest rate as the monetary policy instrument
Working Paper Series, Federal Reserve Bank of San Francisco (2004)
by Bruce McGough & Glenn D. Rudebusch & John C. Williams
(ReDIF-paper, fip:fedfwp:2004-22) - The recent shift in term structure behavior from a no-arbitrage macro-finance perspective
Working Paper Series, Federal Reserve Bank of San Francisco (2004)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-paper, fip:fedfwp:2004-25) - Modeling bond yields in finance and macroeconomics
Working Paper Series, Federal Reserve Bank of San Francisco (2005)
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2005-04) - Monetary policy inertia: fact or fiction?
Working Paper Series, Federal Reserve Bank of San Francisco (2005)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2005-19) - The bond yield \"conundrum\" from a macro-finance perspective
Working Paper Series, Federal Reserve Bank of San Francisco (2006)
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu
(ReDIF-paper, fip:fedfwp:2006-16) - Revealing the secrets of the temple: the value of publishing central bank interest rate projections
Working Paper Series, Federal Reserve Bank of San Francisco (2006)
by Glenn D. Rudebusch & John C. Williams
(ReDIF-paper, fip:fedfwp:2006-31) - Macroeconomic implications of changes in the term premium
Working Paper Series, Federal Reserve Bank of San Francisco (2006)
by Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson
(ReDIF-paper, fip:fedfwp:2006-46) - Forecasting recessions: the puzzle of the enduring power of the yield curve
Working Paper Series, Federal Reserve Bank of San Francisco (2007)
by Glenn D. Rudebusch & John C. Williams
(ReDIF-paper, fip:fedfwp:2007-16) - The affine arbitrage-free class of Nelson-Siegel term structure models
Working Paper Series, Federal Reserve Bank of San Francisco (2007)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2007-20) - Examining the bond premium puzzle with a DSGE model
Working Paper Series, Federal Reserve Bank of San Francisco (2008)
by Glenn D. Rudebusch & Eric T. Swanson
(ReDIF-paper, fip:fedfwp:2007-25) - An arbitrage-free generalized Nelson-Siegel term structure model
Working Paper Series, Federal Reserve Bank of San Francisco (2008)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2008-07) - The bond premium in a DSGE model with long-run real and nominal risks
Working Paper Series, Federal Reserve Bank of San Francisco (2008)
by Glenn D. Rudebusch & Eric T. Swanson
(ReDIF-paper, fip:fedfwp:2008-31) - Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Working Paper Series, Federal Reserve Bank of San Francisco (2008)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2008-34) - Do central bank liquidity facilities affect interbank lending rates?
Working Paper Series, Federal Reserve Bank of San Francisco (2009)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2009-13) - Macro-finance models of interest rates and the economy
Working Paper Series, Federal Reserve Bank of San Francisco (2010)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2010-01) - Extracting deflation probability forecasts from Treasury yields
Working Paper Series, Federal Reserve Bank of San Francisco (2011)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2011-10) - Unbiased estimate of dynamic term structure models
Working Paper Series, Federal Reserve Bank of San Francisco (2011)
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
(ReDIF-paper, fip:fedfwp:2011-12) - The signaling channel for Federal Reserve bond purchases
Working Paper Series, Federal Reserve Bank of San Francisco (2011)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2011-21) - The response of interest rates to U.S. and U.K. quantitative easing
Working Paper Series, Federal Reserve Bank of San Francisco (2012)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2012-06) - Pricing deflation risk with U.S. Treasury yields
Working Paper Series, Federal Reserve Bank of San Francisco (2012)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2012-07) - Estimating Shadow-Rate Term Structure Models with Near-Zero Yields
Working Paper Series, Federal Reserve Bank of San Francisco (2013)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2013-07) - Monetary Policy Expectations at the Zero Lower Bound
Working Paper Series, Federal Reserve Bank of San Francisco (2013)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2013-18) - A Probability-Based Stress Test of Federal Reserve Assets and Income
Working Paper Series, Federal Reserve Bank of San Francisco (2013)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2013-38) - Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
Working Paper Series, Federal Reserve Bank of San Francisco (2013)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2013-39) - Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?
Working Paper Series, Federal Reserve Bank of San Francisco (2014)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2014-03) - A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment
Working Paper Series, Federal Reserve Bank of San Francisco (2014)
by Glenn D. Rudebusch & John C. Williams
(ReDIF-paper, fip:fedfwp:2014-14) - Resolving the spanning puzzle in macro-finance term structure models
Working Paper Series, Federal Reserve Bank of San Francisco (2015)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2015-01) - A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt
Working Paper Series, Federal Reserve Bank of San Francisco (2018)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2017-07) - Interest Rates Under Falling Stars
Working Paper Series, Federal Reserve Bank of San Francisco (2019)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2017-16) - Term Structure Analysis with Big Data
Working Paper Series, Federal Reserve Bank of San Francisco (2017)
by Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:2017-21) - Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
Working Paper Series, Federal Reserve Bank of San Francisco (2020)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:87377) - The Rising Cost of Climate Change: Evidence from the Bond Market
Working Paper Series, Federal Reserve Bank of San Francisco (2020)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:88357) - Accounting for Low Long-Term Interest Rates: Evidence from Canada
Working Paper Series, Federal Reserve Bank of San Francisco (2020)
by Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz
(ReDIF-paper, fip:fedfwp:89093) - The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act
Working Paper Series, Federal Reserve Bank of San Francisco (2023)
by Michael D. Bauer & Eric Offner & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:97096) - Eurosystem monetary targeting: lessons from U.S. data
Working Paper Series, Federal Reserve Bank of San Francisco (1999)
by Glenn D. Rudebusch & Lars E. O. Svensson
(ReDIF-paper, fip:fedfwp:99-13) - Green Stocks and Monetary Policy Shocks: Evidence from Europe
Working Paper Series, Federal Reserve Bank of San Francisco (2024)
by Michael D. Bauer & Eric Offner & Glenn D. Rudebusch
(ReDIF-paper, fip:fedfwp:99301) - On the power of Dickey-Fuller tests against fractional alternatives
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1990)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:119) - Trends and random walks in macroeconomic time series: a re-examination
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1990)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:139) - The uncertain unit root in real GNP
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1992)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:193) - Opportunistic and deliberate disinflation under imperfect credibility
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1998)
by Antulio N. Bomfim & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:1998-01) - Ex ante turning point forecasting with the composite leading index
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1988)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:40) - Is consumption too smooth? Long memory and the Deaton paradox
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1989)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:57) - Long memory and persistence in aggregate output
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1988)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:7) - Forecasting output with the composite leading index: an ex ante analysis
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1989)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:90) - Is there a bank credit channel for monetary policy?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1993)
by Stephen D. Oliner & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgfe:93-8) - Judging instrument relevance in instrumental variables estimation
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1994)
by Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox
(ReDIF-paper, fip:fedgfe:94-3) - Scoring the leading indicators
Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) (1987)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgsp:206) - Does the business cycle have duration memory?
Special Studies Papers, Board of Governors of the Federal Reserve System (U.S.) (1987)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgsp:223) - Internal finance and investment: testing the role of asymmetric information and agency costs
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1989)
by Stephen D. Oliner & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:101) - Trends and random walks in macroeconomic time series: a re-examination
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1990)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:105) - Have postwar economic fluctuations been stabilized?
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1991)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:116) - The Lucas critique revisited: assessing the stability of empirical Euler equations
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1992)
by Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. Sichel
(ReDIF-paper, fip:fedgwe:130) - New and old models of business investment: a comparison of forecasting performance
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1993)
by Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. Sichel
(ReDIF-paper, fip:fedgwe:141) - Is there a broad credit channel for monetary policy?
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1994)
by Stephen D. Oliner & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:146) - Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1986)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:64) - An empirical disequilibrium model of labor, consumption, and investment in the United States
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1987)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:72) - Are productivity fluctuations due to real supply shocks?
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1987)
by Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:76) - A nonparametric investigation of duration dependence in the American business cycle
Working Paper Series / Economic Activity Section, Board of Governors of the Federal Reserve System (U.S.) (1988)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedgwe:90) - Macroeconomic implications of changes in the term premium
Review, Federal Reserve Bank of St. Louis (2007)
by Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson
(ReDIF-article, fip:fedlrv:y:2007:i:jul:p:241-270:n:v.89no.4) - International evidence on business cycle duration dependence
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990)
by Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel
(ReDIF-paper, fip:fedmem:31) - Have postwar economic fluctuations been stabilized?
Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, fip:fedmem:33) - Shorter recessions and longer expansions
Business Review, Federal Reserve Bank of Philadelphia (1991)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-article, fip:fedpbr:y:1991:i:nov:p:13-20) - Further evidence on business cycle duration dependence
Working Papers, Federal Reserve Bank of Philadelphia (1991)
by Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel
(ReDIF-paper, fip:fedpwp:91-11) - Do Measures of Monetary Policy in a VAR Make Sense?
Papers, Banca Italia - Servizio di Studi (1996)
by Rudebusch, G.D.
(ReDIF-paper, fth:banita:269) - Policy Rules for Inflation Targeting
Papers, Stockholm - International Economic Studies (1998)
by Rudebusch, G.D. & Svensson, L.E.O.
(ReDIF-paper, fth:stocin:637) - Eurosystem Monetary Targeting: Lessons from U.S. Data
Papers, Stockholm - International Economic Studies (1999)
by Rudebusch, G. & Svensson, L.E.O.
(ReDIF-paper, fth:stocin:672) - Policy Rules for Inflation Targeting
Seminar Papers, Stockholm University, Institute for International Economic Studies (1998)
by Svensson, Lars E.O. & Rudebusch , Glenn
(ReDIF-paper, hhs:iiessp:0637) - Eurosystem Monetary Targeting: Lessons from U.S. Data
Seminar Papers, Stockholm University, Institute for International Economic Studies (1999)
by Rudebusch, Glenn & Svensson, Lars
(ReDIF-paper, hhs:iiessp:0672) - Eurosystem Monetary Targeting: Lessons from U.S. Data
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (1999)
by Rudebusch, Glenn D. & Svensson, Lars E. O.
(ReDIF-paper, hhs:rbnkwp:0092) - An Empirical Disequilibrium Model of Labor, Consumption, and Investment
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1989)
by Rudebusch, Glenn D
(ReDIF-article, ier:iecrev:v:30:y:1989:i:3:p:633-54) - Trends and Random Walks in Macroeconomic Time Series: A Re-examination
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1992)
by Rudebusch, Glenn D
(ReDIF-article, ier:iecrev:v:33:y:1992:i:3:p:661-80) - Judging Instrument Relevance in Instrumental Variables Estimation
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1996)
by Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W
(ReDIF-article, ier:iecrev:v:37:y:1996:i:2:p:283-98) - Do Measures of Monetary Policy in a VAR Make Sense?
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1998)
by Rudebusch, Glenn D
(ReDIF-article, ier:iecrev:v:39:y:1998:i:4:p:907-31) - Do Measures of Monetary Policy in a VAR Make Sense? A Reply
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1998)
by Rudebusch, Glenn D
(ReDIF-article, ier:iecrev:v:39:y:1998:i:4:p:943-48) - Monetary Policy Inertia: Fact or Fiction?
International Journal of Central Banking, International Journal of Central Banking (2006)
by Glenn D. Rudebusch
(ReDIF-article, ijc:ijcjou:y:2006:q:4:a:4) - Extracting Deflation Probability Forecasts from Treasury Yields
International Journal of Central Banking, International Journal of Central Banking (2012)
by Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, ijc:ijcjou:y:2012:q:4:a:2) - The Signaling Channel for Federal Reserve Bond Purchases
International Journal of Central Banking, International Journal of Central Banking (2014)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, ijc:ijcjou:y:2014:q:3:a:7) - The Bond Yield "Conundrum" from a Macro-Finance Perspective
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2006)
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu
(ReDIF-article, ime:imemes:v:24:y:december:i:s1:p:83-109) - New and Old Models of Business Investment: A Comparison of Forecasting Performance
Journal of Money, Credit and Banking, Blackwell Publishing (1995)
by Oliner, Stephen & Rudebusch, Glenn & Sichel, Daniel
(ReDIF-article, mcb:jmoncb:v:27:y:1995:i:3:p:806-26) - Opportunistic and Deliberate Disinflation under Imperfect Credibility
Journal of Money, Credit and Banking, Blackwell Publishing (2000)
by Bomfim, Antulio N & Rudebusch, Glenn D
(ReDIF-article, mcb:jmoncb:v:32:y:2000:i:4:p:707-21) - Assessing the Lucas Critique in Monetary Policy Models
Journal of Money, Credit and Banking, Blackwell Publishing (2005)
by Rudebusch, Glenn D
(ReDIF-article, mcb:jmoncb:v:37:y:2005:i:2:p:245-72) - Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models
Journal of Money, Credit and Banking, Blackwell Publishing (2007)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-article, mcb:jmoncb:v:39:y:2007:i:2-3:p:395-422) - Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields
Journal of Money, Credit and Banking, Blackwell Publishing (2010)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, mcb:jmoncb:v:42:y:2010:i:s1:p:143-178) - The bond premium in a DSGE model with long-run real and nominal risks
Working Paper Research, National Bank of Belgium (2008)
by Glenn D. Rudebusch & Eric T. Swanson
(ReDIF-paper, nbb:reswpp:200810-18) - Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
NBER Chapters, National Bureau of Economic Research, Inc (2008)
by Glenn D. Rudebusch & John C. Williams
(ReDIF-chapter, nbr:nberch:5373) - Further Evidence on Business-Cycle Duration Dependence
NBER Chapters, National Bureau of Economic Research, Inc (1993)
by Francis X. Diebold & Glenn Rudebusch & Daniel Sichel
(ReDIF-chapter, nbr:nberch:7194) - Policy Rules for Inflation Targeting
NBER Chapters, National Bureau of Economic Research, Inc (1999)
by Glenn Rudebusch & Lars E.O. Svensson
(ReDIF-chapter, nbr:nberch:7417) - The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
NBER Working Papers, National Bureau of Economic Research, Inc (2004)
by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
(ReDIF-paper, nbr:nberwo:10616) - Modeling Bond Yields in Finance and Macroeconomics
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch
(ReDIF-paper, nbr:nberwo:11089) - Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Glenn D. Rudebusch & John C. Williams
(ReDIF-paper, nbr:nberwo:12638) - The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, nbr:nberwo:13611) - An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, nbr:nberwo:14463) - Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, nbr:nberwo:28228) - When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang
(ReDIF-paper, nbr:nberwo:30732) - Measuring Business Cycles: A Modern Perspective
NBER Working Papers, National Bureau of Economic Research, Inc (1994)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, nbr:nberwo:4643) - Policy Rules for Inflation Targeting
NBER Working Papers, National Bureau of Economic Research, Inc (1998)
by Glenn D. Rudebusch & Lars E. O. Svensson
(ReDIF-paper, nbr:nberwo:6512) - Eurosystem Monetary Targeting: Lessons from U.S. Data
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by Glenn D. Rudebusch & Lars E.O. Svensson
(ReDIF-paper, nbr:nberwo:7179) - Estimating Shadow-Rate Term Structure Models with Near-Zero Yields
Journal of Financial Econometrics, Oxford University Press (2015)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-article, oup:jfinec:v:13:y:2015:i:2:p:226-259.) - Pricing Deflation Risk with US Treasury Yields
Review of Finance, European Finance Association (2016)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, oup:revfin:v:20:y:2016:i:3:p:1107-1152.) - Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
Review of Finance, European Finance Association (2017)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, oup:revfin:v:21:y:2017:i:2:p:511-553.) - The Macroeconomy and the Yield Curve: A Nonstructural Analysis
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2003)
by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
(ReDIF-paper, pen:papers:03-024) - Modeling Bond Yields in Finance and Macroeconomics
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2005)
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
(ReDIF-paper, pen:papers:05-008) - The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, pen:papers:07-029) - An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2008)
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, pen:papers:08-030) - On the Evolution of U.S. Temperature Dynamics
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, pen:papers:19-012) - Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2019)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, pen:papers:20-001) - Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2020)
by Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang
(ReDIF-paper, pen:papers:20-012) - When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2022)
by Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang
(ReDIF-paper, pen:papers:22-011) - Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2023)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-paper, pen:papers:24-010) - Facts, Factors, and Questions
[Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach]
Introductory Chapters, Princeton University Press (2012)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-chapter, pup:chapts:9895-1) - Business Cycles: Durations, Dynamics, and Forecasting
Economics Books, Princeton University Press (1999)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-book, pup:pbooks:6636) - Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
Economics Books, Princeton University Press (2012)
by Francis X. Diebold & Glenn D. Rudebusch
(ReDIF-book, pup:pbooks:9895) - A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Tao Wu & Glenn Rudebusch
(ReDIF-paper, red:sed004:104) - Long-Run Inflation Risk and the Postwar Term Premium
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Eric Swanson & Glenn Rudebusch
(ReDIF-paper, red:sed008:988) - Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Eric Swanson & Glenn Rudebusch
(ReDIF-paper, red:sed009:29) - The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off
2013 Meeting Papers, Society for Economic Dynamics (2013)
by Glenn Rudebusch & Michael Bauer
(ReDIF-paper, red:sed013:691) - Macroeconomics and the Yield Curve
Computing in Economics and Finance 2003, Society for Computational Economics (2003)
by Tao Wu & Glenn Rudebusch
(ReDIF-paper, sce:scecf3:206) - The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
Computing in Economics and Finance 2005, Society for Computational Economics (2005)
by Tao Wu & Glenn Rudebusch
(ReDIF-paper, sce:scecf5:3) - Correcting Estimation Bias in Dynamic Term Structure Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2012)
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
(ReDIF-article, taf:jnlbes:v:30:y:2012:i:3:p:454-467) - Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, taf:jnlbes:v:32:y:2014:i:1:p:136-151) - Where is the carbon premium? Global performance of green and brown stocks
Other publications TiSEM, Tilburg University, School of Economics and Management (2022)
by Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole
(ReDIF-paper, tiu:tiutis:6b117156-316d-440a-9fa5-b005b19eeb9b) - A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt
The Review of Economics and Statistics, MIT Press (2019)
by Jens H. E. Christensen & Glenn D. Rudebusch
(ReDIF-article, tpr:restat:v:101:y:2019:i:5:p:933-949) - The Rising Cost of Climate Change: Evidence from the Bond Market
The Review of Economics and Statistics, MIT Press (2023)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, tpr:restat:v:105:y:2023:i:5:p:1255-1270) - Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model
The Review of Economics and Statistics, MIT Press (1986)
by Rudebusch, Glenn D
(ReDIF-article, tpr:restat:v:68:y:1986:i:3:p:468-76) - Is Consumption Too Smooth? Long Memory and the Deaton Paradox
The Review of Economics and Statistics, MIT Press (1991)
by Diebold, Francis X & Rudebusch, Glenn D
(ReDIF-article, tpr:restat:v:73:y:1991:i:1:p:1-9) - Sources of the Financing Hierarchy for Business Investment
The Review of Economics and Statistics, MIT Press (1992)
by Oliner, Stephen D & Rudebusch, Glenn D
(ReDIF-article, tpr:restat:v:74:y:1992:i:4:p:643-54) - Measuring Business Cycles: A Modern Perspective
The Review of Economics and Statistics, MIT Press (1996)
by Diebold, Francis X & Rudebusch, Glenn D
(ReDIF-article, tpr:restat:v:78:y:1996:i:1:p:67-77) - Is The Fed Too Timid? Monetary Policy In An Uncertain World
The Review of Economics and Statistics, MIT Press (2001)
by Glenn D. Rudebusch
(ReDIF-article, tpr:restat:v:83:y:2001:i:2:p:203-217) - Scoring the Leading Indicators
The Journal of Business, University of Chicago Press (1989)
by Diebold, Francis X & Rudebusch, Glenn D
(ReDIF-article, ucp:jnlbus:v:62:y:1989:i:3:p:369-91) - A Nonparametric Investigation of Duration Dependence in the American Business Cycle
Journal of Political Economy, University of Chicago Press (1990)
by Diebold, Francis X & Rudebusch, Glenn D
(ReDIF-article, ucp:jpolec:v:98:y:1990:i:3:p:596-616) - A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy
Economic Journal, Royal Economic Society (2008)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-article, wly:econjl:v:118:y:2008:i:530:p:906-926) - Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models
Journal of Money, Credit and Banking, Blackwell Publishing (2007)
by Glenn D. Rudebusch & Tao Wu
(ReDIF-article, wly:jmoncb:v:39:y:2007:i:2-3:p:395-422) - Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
Journal of Money, Credit and Banking, Blackwell Publishing (2010)
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
(ReDIF-article, wly:jmoncb:v:42:y:2010:i:s1:p:143-178) - Monetary Policy Expectations at the Zero Lower Bound
Journal of Money, Credit and Banking, Blackwell Publishing (2016)
by Michael D. Bauer & Glenn D. Rudebusch
(ReDIF-article, wly:jmoncb:v:48:y:2016:i:7:p:1439-1465) - Measuring Business Cycle: A Modern Perspective
Home Pages, University of Pennsylvania ()
by Diebold & Rudebusch
(ReDIF-paper, wop:pennhp:_061) - The Macroeconomy and the Yield Curve: A Nonstructural Analysis
CFS Working Paper Series, Center for Financial Studies (CFS) (2003)
by Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan
(ReDIF-paper, zbw:cfswop:200331) - Modeling bond yields in finance and macroeconomics
CFS Working Paper Series, Center for Financial Studies (CFS) (2005)
by Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D.
(ReDIF-paper, zbw:cfswop:200503)