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