Glenn Rudebusch
Names
first: |
Glenn |
middle: |
D. |
last: |
Rudebusch |
Contact
email: |
|
homepage: |
http://glennrudebusch.com/ |
postal address: |
Economic Research, MS 1130 Federal Reserve Bank of San Francisco 101 Market Street San Francisco, CA 94105 |
Affiliations
-
Federal Reserve Bank of San Francisco
→ Economic Research
- website
- location: San Francisco, California (United States)
Research profile
author of:
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Policy Rules for Inflation Targeting
by Rudebusch, Glenn D. & Svensson, Lars E. O.
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Eurosystem Monetary Targeting: Lessons from US Data
by Rudebusch, Glenn D. & Svensson, Lars E. O.
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Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
by Glenn Rudebusch
-
Estimating the Euler equation for output
by Jeffrey C. Fuhrer & Glenn D. Rudebusch
-
Federal Reserve interest rate targeting, rational expectations, and the term structure
by Glenn D. Rudebusch
-
Do measures of monetary policy in a VAR make sense?
by Glenn D. Rudebusch
-
Is the Fed too timid? Monetary policy in an uncertain world
by Glenn D. Rudebusch
-
On the power of Dickey-Fuller tests against fractional alternatives
by Francis X. Diebold & Glenn D. Rudebusch
-
Trends and random walks in macroeconomic time series: a re-examination
by Glenn D. Rudebusch
-
The uncertain unit root in real GNP
by Glenn D. Rudebusch
-
Opportunistic and deliberate disinflation under imperfect credibility
by Antulio N. Bomfim & Glenn D. Rudebusch
-
Ex ante turning point forecasting with the composite leading index
by Francis X. Diebold & Glenn D. Rudebusch
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Is consumption too smooth? Long memory and the Deaton paradox
by Francis X. Diebold & Glenn D. Rudebusch
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Long memory and persistence in aggregate output
by Francis X. Diebold & Glenn D. Rudebusch
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Forecasting output with the composite leading index: an ex ante analysis
by Francis X. Diebold & Glenn D. Rudebusch
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Is there a bank credit channel for monetary policy?
by Stephen D. Oliner & Glenn D. Rudebusch
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Judging instrument relevance in instrumental variables estimation
by Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox
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Scoring the leading indicators
by Francis X. Diebold & Glenn D. Rudebusch
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Does the business cycle have duration memory?
by Francis X. Diebold & Glenn D. Rudebusch
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Internal finance and investment: testing the role of asymmetric information and agency costs
by Stephen D. Oliner & Glenn D. Rudebusch
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Have postwar economic fluctuations been stabilized?
by Francis X. Diebold & Glenn D. Rudebusch
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Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data
by Glenn D. Rudebusch
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An empirical disequilibrium model of labor, consumption, and investment in the United States
by Glenn D. Rudebusch
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Are productivity fluctuations due to real supply shocks?
by Glenn D. Rudebusch
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A nonparametric investigation of duration dependence in the American business cycle
by Francis X. Diebold & Glenn D. Rudebusch
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International evidence on business cycle duration dependence
by Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel
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Have postwar economic fluctuations been stabilized?
by Francis X. Diebold & Glenn D. Rudebusch
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Further evidence on business cycle duration dependence
by Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel
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Do Measures of Monetary Policy in a VAR Make Sense?
by Rudebusch, G. D.
-
Policy Rules for Inflation Targeting
by Rudebusch, G. D. & Svensson, L. E. O.
-
Eurosystem Monetary Targeting: Lessons from U.S. Data.
by Rudebusch, G. & Svensson, L. E. O.
-
Policy Rules for Inflation Targeting
by Svensson, Lars E. O. & Rudebusch , Glenn
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Eurosystem Monetary Targeting: Lessons from U.S. Data
by Rudebusch, Glenn & Svensson, Lars
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Eurosystem Monetary Targeting: Lessons from U.S. Data
by Rudebusch, Glenn D. & Svensson, Lars E. O.
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Measuring Business Cycles: A Modern Perspective
by Francis X. Diebold & Glenn D. Rudebusch
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Policy Rules for Inflation Targeting
by Glenn D. Rudebusch & Lars E. O. Svensson
-
Eurosystem Monetary Targeting: Lessons from U.S. Data
by Glenn D. Rudebusch & Lars E. O. Svensson
-
Macroeconomics and the Yield Curve
by Tao Wu & Glenn Rudebusch
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Measuring Business Cycle: A Modern Perspective
by Diebold & Rudebusch
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Have Postwar Economic Fluctuations Been Stabilized?
by Diebold, Francis X. & Rudebusch, Glenn D.
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The Uncertain Unit Root in Real GNP.
by Rudebusch, Glenn D.
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Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment.
by Oliner, Stephen D. & Rudebusch, Glenn D.
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Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
by Glenn D. Rudebusch
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What are the lags in monetary policy?
by Glenn D. Rudebusch
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Federal Reserve policy and the predictability of interest rates
by Glenn D. Rudebusch
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New estimates of the recent growth in potential output
by Glenn D. Rudebusch
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Is opportunistic monetary policy credible?
by Glenn D. Rudebusch
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Interest rates and monetary policy
by Glenn D. Rudebusch
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Describing Fed behavior
by John P. Judd & Glenn D. Rudebusch
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Central bank inflation targeting
by Glenn D. Rudebusch & Carl E. Walsh
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U.S. inflation targeting: pro and con
by Glenn D. Rudebusch & Carl E. Walsh
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Monetary policy and monetary institutions
by Glenn D. Rudebusch
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The goals of U.S. monetary policy
by John P. Judd & Glenn D. Rudebusch
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How did the economy surprise us in 1998?
by Glenn D. Rudebusch
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Structural change and monetary policy
by Glenn D. Rudebusch
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How fast can the new economy grow?
by Glenn D. Rudebusch
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Asset prices, exchange rates, and monetary policy
by Glenn D. Rudebusch
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How sluggish is the Fed?
by Glenn D. Rudebusch
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Has a recession already started?
by Glenn D. Rudebusch
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Macroeconomic models for monetary policy
by Glenn D. Rudebusch & Tao Wu
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Finance and macroeconomics
by Richard Dennis & Glenn D. Rudebusch
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Is there a bank lending channel for monetary policy?
by Stephen D. Oliner & Glenn D. Rudebusch
-
Is there a broad credit channel for monetary policy?
by Stephen D. Oliner & Glenn D. Rudebusch
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Taylor's rule and the Fed, 1970-1997
by John P. Judd & Glenn D. Rudebusch
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Five questions about business cycles
by Francis X. Diebold & Glenn D. Rudebusch
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Policy rules for inflation targeting
by Glenn D. Rudebusch & Lars E. O. Svensson
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Shorter recessions and longer expansions
by Francis X. Diebold & Glenn D. Rudebusch
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An Empirical Disequilibrium Model of Labor, Consumption, and Investment.
by Rudebusch, Glenn D.
-
Trends and Random Walks in Macroeconomic Time Series: A Re-examination.
by Rudebusch, Glenn D.
-
Judging Instrument Relevance in Instrumental Variables Estimation.
by Hall, Alastair R. & Rudebusch, Glenn D. & Wilcox, David W.
-
Do Measures of Monetary Policy in a VAR Make Sense?
by Rudebusch, Glenn D.
-
Do Measures of Monetary Policy in a VAR Make Sense? A Reply.
by Rudebusch, Glenn D.
-
New and Old Models of Business Investment: A Comparison of Forecasting Performance.
by Oliner, Stephen & Rudebusch, Glenn & Sichel, Daniel
-
Opportunistic and Deliberate Disinflation under Imperfect Credibility.
by Bomfim, Antulio N. & Rudebusch, Glenn D.
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Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model.
by Rudebusch, Glenn D.
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Is Consumption Too Smooth? Long Memory and the Deaton Paradox.
by Diebold, Francis X. & Rudebusch, Glenn D.
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Sources of the Financing Hierarchy for Business Investment.
by Oliner, Stephen D. & Rudebusch, Glenn D.
-
Measuring Business Cycles: A Modern Perspective.
by Diebold, Francis X. & Rudebusch, Glenn D.
-
Is The Fed Too Timid? Monetary Policy In An Uncertain World
by Glenn D. Rudebusch
-
Scoring the Leading Indicators.
by Diebold, Francis X. & Rudebusch, Glenn D.
-
A Nonparametric Investigation of Duration Dependence in the American Business Cycle.
by Diebold, Francis X. & Rudebusch, Glenn D.
-
A macro-finance model of the term structure, monetary policy, and the economy
by Glenn D. Rudebusch & Tao Wu
-
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
by Tao Wu & Glenn Rudebusch
-
Term structure evidence on interest rate smoothing and monetary policy inertia
by Rudebusch, Glenn D.
-
Eurosystem monetary targeting: Lessons from U.S. data
by Rudebusch, Glenn D. & Svensson, Lars E. O.
-
On the power of Dickey-Fuller tests against fractional alternatives
by Diebold, Francis X. & Rudebusch, Glenn D.
-
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
-
The Lucas critique revisited assessing the stability of empirical Euler equations for investment
by Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel
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Erratum
by Rudebusch, Glenn D.
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Federal Reserve interest rate targeting, rational expectations, and the term structure
by Rudebusch, Glenn D.
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Modeling Bond Yields in Finance and Macroeconomics
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
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Modeling Bond Yields in Finance and Macroeconomics
by Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch
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The Macroeconomy and the Yield Curve: A Nonstructural Analysis
by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
-
Estimating the Euler equation for output
by Fuhrer, Jeffrey C. & Rudebusch, Glenn D.
-
Monetary policy and asset price bubbles
by Glenn D. Rudebusch
-
Modeling bond yields in finance and macroeconomics
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
-
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
by Tao Wu & Glenn Rudebusch
-
Using a long-term interest rate as the monetary policy instrument
by McGough, Bruce & Rudebusch, Glenn D. & Williams, John C.
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The macroeconomy and the yield curve: a dynamic latent factor approach
by Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S.
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Assessing the Lucas Critique in Monetary Policy Models.
by Rudebusch, Glenn D.
-
The bond yield \"conundrum\" from a macro-finance perspective
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu
-
Are productivity fluctuations due to real supply shocks?
by Rudebusch, Glenn D.
-
Long memory and persistence in aggregate output
by Diebold, Francis X. & Rudebusch, Glenn D.
-
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
by Glenn D. Rudebusch & John C. Williams
-
Macroeconomic implications of changes in the term premium
by Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson
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Revealing the secrets of the temple: the value of publishing central bank interest rate projections
by Glenn D. Rudebusch & John C. Williams
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Monetary Policy Inertia: Fact or Fiction?
by Glenn D. Rudebusch
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Monetary policy inertia and recent Fed actions
by Glenn D. Rudebusch
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Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models
by GLENN D. RUDEBUSCH & TAO WU
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Macroeconomic implications of changes in the term premium
by Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson
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Forecasting recessions: the puzzle of the enduring power of the yield curve
by Glenn D. Rudebusch & John C. Williams
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The affine arbitrage-free class of Nelson-Siegel term structure models
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
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The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
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The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
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Examining the bond premium puzzle with a DSGE model
by Glenn D. Rudebusch & Eric T. Swanson
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Publishing central bank interest rate forecasts
by Glenn D. Rudebusch
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Publishing FOMC economic forecasts
by Glenn D. Rudebusch
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An arbitrage-free generalized Nelson-Siegel term structure model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
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A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy
by GlennD. Rudebusch & Tao Wu
-
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
-
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
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Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
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
by Glenn D. Rudebusch & Eric T. Swanson
-
Examining the bond premium puzzle with a DSGE model
by Rudebusch, Glenn D. & Swanson, Eric T.
-
Modeling Bond Yields in Finance and Macroeconomics
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
-
Further Evidence on Business-Cycle Duration Dependence
by Francis X. Diebold & Glenn Rudebusch & Daniel Sichel
edited by
-
Policy Rules for Inflation Targeting
by Glenn Rudebusch & Lars E. O. Svensson
edited by
-
The Fed's monetary policy response to the current crisis
by Glenn D. Rudebusch
-
Do central bank liquidity facilities affect interbank lending rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Disagreement about the inflation outlook
by Sylvain Leduc & Glenn D. Rudebusch & Justin Weidner
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An arbitrage-free generalized Nelson--Siegel term structure model
by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch
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Inflation: mind the gap
by Zheng Liu & Glenn D. Rudebusch
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The Bond Yield "Conundrum" from a Macro-Finance Perspective
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu
-
Macro-finance models of interest rates and the economy
by Glenn D. Rudebusch
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Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve
by Rudebusch, Glenn D. & Williams, John C.
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The Fed's exit strategy for monetary policy
by Glenn D. Rudebusch
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Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
by Glenn D. Rudebusch & John C. Williams
edited by
-
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields
by JENS H. E. CHRISTENSEN & JOSE A. LOPEZ & GLENN D. RUDEBUSCH
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MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY
by GLENN D. RUDEBUSCH
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Extracting deflation probability forecasts from Treasury yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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The Fed's interest rate risk
by Glenn D. Rudebusch
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Unbiased estimate of dynamic term structure models
by Michael D. Bauer & Glenn D. Rudebusch & Jing (Cynthia) Wu
-
The affine arbitrage-free class of Nelson-Siegel term structure models
by Christensen, Jens H. E. & Diebold, Francis X. & Rudebusch, Glenn D.
-
The signaling channel for Federal Reserve bond purchases
by Michael D. Bauer & Glenn D. Rudebusch
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Signals from unconventional monetary policy
by Michael D. Bauer & Glenn D. Rudebusch
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The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
by Glenn D. Rudebusch & Eric T. Swanson
-
The response of interest rates to U.S. and U.K. quantitative easing
by Jens H. E. Christensen & Glenn D. Rudebusch
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Pricing deflation risk with U.S. Treasury yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Long-Run Inflation Risk and the Postwar Term Premium
by Eric Swanson & Glenn Rudebusch
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Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks
by Eric Swanson & Glenn Rudebusch
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Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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The Response of Interest Rates to US and UK Quantitative Easing
by Jens H. E. Christensen & Glenn D. Rudebusch
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Extracting Deflation Probability Forecasts from Treasury Yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Correcting Estimation Bias in Dynamic Term Structure Models
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
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Estimating Shadow-Rate Term Structure Models with Near-Zero Yields
by Jens H. E. Christensen & Glenn D. Rudebusch
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The Macroeconomy and the Yield Curve: A Nonstructural Analysis
by Francis X. Diebold & Rudebusch, Glenn D. & Aruoba, S. Boragan
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Modeling bond yields in finance and macroeconomics
by Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D.
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What caused the decline in long-term yields?
by Michael D. Bauer & Glenn D. Rudebusch
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Monetary Policy Expectations at the Zero Lower Bound
by Michael D. Bauer & Glenn D. Rudebusch
-
Policy rules for inflation targeting
by Glenn D. Rudebusch & Lars E. O. Svensson
-
Eurosystem monetary targeting: lessons from U.S. data.
by Glenn D. Rudebusch & Lars E. O. Svensson
-
Estimating the Euler equation for output
by Jeffrey C. Fuhrer & Glenn D. Rudebusch
-
Using a long-term interest rate as the monetary policy instrument
by Bruce McGough & Glenn D. Rudebusch & John C. Williams
-
Assessing the Lucas critique in monetary policy models
by Glenn D. Rudebusch
-
Opportunistic and deliberate disinflation under imperfect credibility
by Antulio N. Bomfim & Glenn D. Rudebusch
-
Assessing nominal income rules for monetary policy with model and data uncertainty
by Glenn D. Rudebusch
-
Monetary policy inertia: fact or fiction?
by Glenn D. Rudebusch
-
A macro-finance model of the term structure, monetary policy, and the economy
by Glenn D. Rudebusch & Tao Wu
-
Term structure evidence on interest rate smoothing and monetary policy inertia
by Glenn D. Rudebusch
-
The recent shift in term structure behavior from a no-arbitrage macro-finance perspective
by Glenn D. Rudebusch & Tao Wu
-
The macroeconomy and the yield curve: a nonstructural analysis
by S. Boragan Aruoba & Francis X. Diebold & Glenn D. Rudebusch
-
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
by Jens H. E. Christensen & Glenn D. Rudebusch
-
Expectations for monetary policy liftoff
by Michael D. Bauer & Glenn D. Rudebusch
-
A Probability-Based Stress Test of Federal Reserve Assets and Income
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off
by Glenn Rudebusch & Michael Bauer
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Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
by Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu
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Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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Stress testing the Fed
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment
by Glenn D. Rudebusch & John C. Williams
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Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
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The Signaling Channel for Federal Reserve Bond Purchases
by Michael D. Bauer & Glenn D. Rudebusch
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Does slower growth imply lower interest rates?
by Sylvain Leduc & Glenn D. Rudebusch
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Resolving the spanning puzzle in macro-finance term structure models
by Michael D. Bauer & Glenn D. Rudebusch
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Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
by Michael D. Bauer & Glenn D. Rudebusch
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Optimal policy and market-based expectations
by Michael D. Bauer & Glenn D. Rudebusch
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Facts, Factors, and Questions
by Francis X. Diebold & Glenn D. Rudebusch
edited by
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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
by Francis X. Diebold & Glenn D. Rudebusch
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The puzzle of weak first-quarter GDP growth
by Tim Mahedy & Glenn D. Rudebusch & Daniel J. Wilson
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Business Cycles: Durations, Dynamics, and Forecasting
by Francis X. Diebold & Glenn D. Rudebusch
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Residual seasonality and monetary policy
by Benjamin Pyle & Glenn D. Rudebusch & Daniel J. Wilson
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A Probability-Based Stress Test of Federal Reserve Assets and Income
by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
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A probability-based stress test of Federal Reserve assets and income
by Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D.
-
Will the economic recovery die of old age?
by Glenn D. Rudebusch
-
Pricing Deflation Risk with US Treasury Yields
by Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch
-
A wedge in the dual mandate: Monetary policy and long-term unemployment
by Rudebusch, Glenn D. & Williams, John C.
-
Monetary Policy Expectations at the Zero Lower Bound
by MICHAEL D. BAUER & GLENN D. RUDEBUSCH
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Has the Fed Fallen behind the Curve This Year?
by Fernanda Nechio & Glenn D. Rudebusch
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Why Are Long-Term Interest Rates So Low?
by Michael D. Bauer & Glenn D. Rudebusch
-
New and old models of business investment: a comparison of forecasting performance
by Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. Sichel
-
Is there a broad credit channel for monetary policy?
by Stephen D. Oliner & Glenn D. Rudebusch
-
Trends and random walks in macroeconomic time series: a re-examination
by Glenn D. Rudebusch
-
The Lucas critique revisited: assessing the stability of empirical Euler equations
by Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. Sichel
-
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt
by Jens H. E. Christensen & Glenn D. Rudebusch
-
How Much Has Job Matching Efficiency Declined?
by Andreas Hornstein & Marianna Kudlyak
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Interest Rates Under Falling Stars
by Michael D. Bauer & Glenn D. Rudebusch
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Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
by Michael D. Bauer & Glenn D. Rudebusch
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Interest Rates Under Falling Stars
by Michael D. Bauer & Glenn D. Rudebusch
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New Evidence for a Lower New Normal in Interest Rates
by Jens H. E. Christensen & Glenn D. Rudebusch
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Term Structure Analysis with Big Data
by Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch
-
The bond premium in a DSGE model with long-run real and nominal risks
by Glenn D. Rudebusch & Eric T. Swanson
-
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?
by Jens H. E. Christensen & Glenn D. Rudebusch
edited by
-
Term Structure Analysis with Big Data
by Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch
-
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields
by Jens H. E. Christensen & Glenn D. Rudebusch
-
A Review of the Fed’s Unconventional Monetary Policy
by Glenn D. Rudebusch
-
Assessing nominal income rules for monetary policy with model and data uncertainty
by Rudebusch, Glenn D.
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Climate Change and the Federal Reserve
by Glenn D. Rudebusch
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On the Evolution of U.S. Temperature Dynamics
by Francis X. Diebold & Glenn D. Rudebusch
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On the Evolution of U.S. Temperature Dynamics
by Francis X. Diebold & Glenn D. Rudebusch
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Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices
by Andreasen, Martin M. & Christensen, Jens H. E. & Rudebusch, Glenn D.
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The Economics of Climate Change: A First Fed Conference
by Galina Hale & Òscar Jordà & Glenn D. Rudebusch
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Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
by Francis X. Diebold & Maximilian G.\"obel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang
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Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
by Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang
-
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
by Francis X. Diebold & Glenn D. Rudebusch
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A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt
by Jens H. E. Christensen & Glenn D. Rudebusch
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Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
by Francis X. Diebold & Glenn D. Rudebusch
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Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
by Francis X. Diebold & Glenn D. Rudebusch
-
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
-
Interest Rates under Falling Stars
by Michael D. Bauer & Glenn D. Rudebusch
-
Modeling Bond Yields in Finance and Macroeconomics
by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch
-
The Rising Cost of Climate Change: Evidence from the Bond Market
by Michael D. Bauer & Glenn D. Rudebusch
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Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
by JENS H. E. CHRISTENSEN & JOSE A. LOPEZ & GLENN D. RUDEBUSCH
-
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models
by GLENN D. RUDEBUSCH & TAO WU
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Accounting for Low Long-Term Interest Rates: Evidence from Canada
by Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz
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Accounting for Low Long-Term Interest Rates: Evidence from Canada
by Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz
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Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
by Francis X. Diebold & Glenn D. Rudebusch
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Climate Change Is a Source of Financial Risk
by Glenn D. Rudebusch