47
H index
71
i10 index
8858
Citations
Federal Reserve Bank of San Francisco | 47 H index 71 i10 index 8858 Citations RESEARCH PRODUCTION: 112 Articles 115 Papers 2 Books 5 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Glenn Rudebusch. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11. Full description at Econpapers || Download paper | |
2020 | Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16. Full description at Econpapers || Download paper | |
2021 | The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01. Full description at Econpapers || Download paper | |
2020 | Optimal Taylor rule in the new era central banking perspective. (2020). Sumer, Ayegul Ladin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:159-170. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
2020 | Exchange Rates, Stock Prices, and Stock Market Uncertainty. (2020). Salimi Namin, Fatemeh. In: AMSE Working Papers. RePEc:aim:wpaimx:2037. Full description at Econpapers || Download paper | |
2020 | (Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018. Full description at Econpapers || Download paper | |
2020 | State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2021 | Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535. Full description at Econpapers || Download paper | |
2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
2021 | From the Black-Karasinski to the Verhulst model to accommodate the unconventional Feds policy. (2020). Lipton, A ; Itkin, A ; Muravey, D. In: Papers. RePEc:arx:papers:2006.11976. Full description at Econpapers || Download paper | |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | Business Cycles as Collective Risk Fluctuations. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2012.04506. Full description at Econpapers || Download paper | |
2021 | Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Ge, Desheng ; Sohn, Sungbin. In: Papers. RePEc:arx:papers:2101.09394. Full description at Econpapers || Download paper | |
2020 | Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. Full description at Econpapers || Download paper | |
2021 | A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543. Full description at Econpapers || Download paper | |
2020 | Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019. Full description at Econpapers || Download paper | |
2020 | Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20. Full description at Econpapers || Download paper | |
2020 | Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20. Full description at Econpapers || Download paper | |
2020 | Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01. Full description at Econpapers || Download paper | |
2020 | Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18. Full description at Econpapers || Download paper | |
2020 | Does it pay to cooperate? The case of cooperatives in the Mexican manufacturing sector. (2020). Cotler, Pablo. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:91:y:2020:i:4:p:497-517. Full description at Econpapers || Download paper | |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293. Full description at Econpapers || Download paper | |
2020 | Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502. Full description at Econpapers || Download paper | |
2020 | Institutional characteristics, investment sensitivity to cash flow and Tobins q: Evidence from the Middle East and North Africa region. (2020). Abdallah, Wissam ; Saad, Mohsen. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:324-339. Full description at Econpapers || Download paper | |
2020 | Market Price of Longevity Risk for a Multiâ€Cohort Mortality Model With Application to Longevity Bond Option Pricing. (2020). Ziveyi, Jonathan ; Sherris, Michael ; Xu, Yajing. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:571-595. Full description at Econpapers || Download paper | |
2020 | Unconventional economic policies and sentiment: An international assessment. (2020). Gimet, Celine ; Gagnon, Mariehelene. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1544-1591. Full description at Econpapers || Download paper | |
2020 | Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848. Full description at Econpapers || Download paper | |
2020 | No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0849. Full description at Econpapers || Download paper | |
2020 | A shadow rate without a lower bound constraint. (2020). Ristiniemi, Annukka ; De Rezende, Rafael. In: Bank of England working papers. RePEc:boe:boeewp:0864. Full description at Econpapers || Download paper | |
2020 | The central bank balance sheet as a policy tool: past, present and future. (2020). Harrison, Richard ; Bailey, Andrew ; Mankodi, Aakash ; Jones, Josh ; Bridges, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0899. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003. Full description at Econpapers || Download paper | |
2020 | The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029. Full description at Econpapers || Download paper | |
2020 | A Class of Jump-Diffusion Stochastic Differential System Under Markovian Switching and Analytical Properties of Solutions. (2020). Huida, Chen ; Zeyu, MI ; Xiangdong, Liu. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:1:p:17-32:n:2. Full description at Econpapers || Download paper | |
2020 | Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2. Full description at Econpapers || Download paper | |
2020 | Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4. Full description at Econpapers || Download paper | |
2020 | Income Tax Evasion: Recovery from Economic Disasters. (2020). Ćorić, Bruno ; Skrabic, Blanka Peric. In: CERGE-EI Working Papers. RePEc:cer:papers:wp676. Full description at Econpapers || Download paper | |
2020 | Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060. Full description at Econpapers || Download paper | |
2020 | The Feds Response to Economic News Explains the Fed Information Effect. (2020). Swanson, Eric T ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8151. Full description at Econpapers || Download paper | |
2020 | Climate Actions and Stranded Assets: The Role of Financial Regulation and Monetary Policy. (2020). Annicchiarico, Barbara ; Minx, Jan C ; Kalkuhl, Matthias ; Diluiso, Francesca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8486. Full description at Econpapers || Download paper | |
2020 | Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8558. Full description at Econpapers || Download paper | |
2020 | Uncertainty and Monetary Policy during Extreme Events. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8561. Full description at Econpapers || Download paper | |
2020 | Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674. Full description at Econpapers || Download paper | |
2020 | Non-Linearities and Persistence in US Long-Run Interest Rates. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Martin-Valmayor, Miguel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8744. Full description at Econpapers || Download paper | |
2021 | Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Auswirkungen möglicher Währungskonflikte auf die deutsche und europäische Wirtschaft. (2020). Wollmershauser, Timo ; Auer, Radek ; Grimme, Christian. In: ifo Forschungsberichte. RePEc:ces:ifofob:109. Full description at Econpapers || Download paper | |
2020 | The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494. Full description at Econpapers || Download paper | |
2020 | Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060. Full description at Econpapers || Download paper | |
2020 | Growth-and-Risk Trade-off. (2020). Gadea, Maria Dolores ; Laeven, Luc ; Perez-Quiros, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14492. Full description at Econpapers || Download paper | |
2020 | Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07. Full description at Econpapers || Download paper | |
2020 | Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666. Full description at Econpapers || Download paper | |
2020 | Macroeconomic reversal rate: evidence from a nonlinear IS-curve. (2020). Samarina, Anna ; End, Jan Willem ; Stanga, Irina ; Konietschke, Paul ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:684. Full description at Econpapers || Download paper | |
2020 | Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018. Full description at Econpapers || Download paper | |
2020 | Long-term Inflation Expectations and Central Bank Credibility. (2020). Gwak, Bopjun. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00364. Full description at Econpapers || Download paper | |
2020 | Growth-and-risk trade-off. (2020). Perez Quiros, Gabriel ; Laeven, Luc ; Gadea, Maria Dolores ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202397. Full description at Econpapers || Download paper | |
2020 | Monetary policy transmission over the leverage cycle: evidence for the euro area. (2020). Bräuer, Leonie ; Brauer, Leonie ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202421. Full description at Econpapers || Download paper | |
2020 | Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443. Full description at Econpapers || Download paper | |
2020 | The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476. Full description at Econpapers || Download paper | |
2020 | Trade effects of silver price fluctuations in 19th-century China: A macro approach. (2020). Zhang, Lin ; El-Shagi, Makram. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x2030119x. Full description at Econpapers || Download paper | |
2020 | The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x. Full description at Econpapers || Download paper | |
2020 | Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671. Full description at Econpapers || Download paper | |
2020 | European spreads at the interest rate lower bound. (2020). Coroneo, Laura ; Pastorello, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470. Full description at Econpapers || Download paper | |
2020 | Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925. Full description at Econpapers || Download paper | |
2020 | How has empirical monetary policy analysis in the U.S. changed after the financial crisis?. (2020). Jackson Young, Laura ; Owyang, Michael T ; Francis, Neville R. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:309-321. Full description at Econpapers || Download paper | |
2020 | Optimal targeted reduction in reserve requirement ratio in China. (2020). Wei, Xiaoyun ; Han, Liyan ; Li, Jie. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:1-15. Full description at Econpapers || Download paper | |
2020 | Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209. Full description at Econpapers || Download paper | |
2020 | Central banks liquidity provision and firms financial constraints. (2020). Sasidharan, Subash ; Chundakkadan, Radeef. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:245-255. Full description at Econpapers || Download paper | |
2020 | Taylor Rule implementation of the optimal policy at the zero lower bound: Does the cost channel matter?. (2020). Ghosh, Taniya ; Chattopadhyay, Siddhartha. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:351-366. Full description at Econpapers || Download paper | |
2020 | On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2020). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:502-533. Full description at Econpapers || Download paper | |
2021 | Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500. Full description at Econpapers || Download paper | |
2020 | Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055. Full description at Econpapers || Download paper | |
2020 | Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844. Full description at Econpapers || Download paper | |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper | |
2020 | Identification of triggers of U.S. yield curve movements. (2020). Kučera, Adam ; Kuera, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301789. Full description at Econpapers || Download paper | |
2020 | Issues in the estimation of mis-specified models of fractionally integrated processes. (2020). Poskitt, D S ; Nadarajah, K ; Martin, Gael M. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:559-573. Full description at Econpapers || Download paper | |
2020 | GMM estimation of affine term structure models. (2020). Hlouskova, Jaroslava ; Sogner, Leopold. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:2-15. Full description at Econpapers || Download paper | |
2020 | On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898. Full description at Econpapers || Download paper | |
2020 | Preferences, inflation, and welfare. (2020). Dressler, Scott J ; Curran, Michael. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302245. Full description at Econpapers || Download paper | |
2020 | Unifying Gaussian dynamic term structure models from a Heath–Jarrow–Morton perspective. (2020). Yu, Fan ; Ye, Xiaoxia ; Li, Haitao. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1153-1167. Full description at Econpapers || Download paper | |
2020 | The information content of the term structure of risk-neutral skewness. (2020). Wu, Yangru ; Chang, Hao ; Borochin, Paul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:247-274. Full description at Econpapers || Download paper | |
2020 | Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases. (2020). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302024. Full description at Econpapers || Download paper | |
2020 | Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761. Full description at Econpapers || Download paper | |
2020 | The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148. Full description at Econpapers || Download paper | |
2020 | Arbitrage-free relative Nelson–Siegel model. (2020). Ishii, Hokuto. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304507. Full description at Econpapers || Download paper | |
2020 | The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x. Full description at Econpapers || Download paper | |
2020 | The shifting drivers of global liquidity. (2020). Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946. Full description at Econpapers || Download paper | |
2020 | Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Papadamou, Stephanos ; Zopounidis, Constantin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304093. Full description at Econpapers || Download paper | |
2020 | The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901. Full description at Econpapers || Download paper | |
2020 | High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372. Full description at Econpapers || Download paper | |
2020 | Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850. Full description at Econpapers || Download paper | |
2021 | Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236. Full description at Econpapers || Download paper | |
2020 | Dissecting long-term Bund yields in the run-up to the ECB’s public sector purchase programme. (2020). Lemke, Wolfgang ; Werner, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302560. Full description at Econpapers || Download paper | |
2020 | Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301693. Full description at Econpapers || Download paper | |
2020 | Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771. Full description at Econpapers || Download paper | |
2021 | Unspanned stochastic volatility from an empirical and practical perspective. (2021). Backwell, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302557. Full description at Econpapers || Download paper | |
2021 | The impact of quantitative easing on liquidity creation. (2021). Peia, Oana ; Kapoor, Supriya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302600. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2017 | Term Structure Analysis with Big Data In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Term Structure Analysis with Big Data.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 36 |
2020 | Interest Rates under Falling Stars In: American Economic Review. [Full Text][Citation analysis] | article | 9 |
2017 | Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
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1992 | Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review. [Full Text][Citation analysis] | article | 67 |
1991 | Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
1990 | Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
1993 | The Uncertain Unit Root in Real GNP. In: American Economic Review. [Full Text][Citation analysis] | article | 113 |
1992 | The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
1996 | Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 125 |
2005 | Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review. [Full Text][Citation analysis] | article | 107 |
2005 | Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2005 | Modeling bond yields in finance and macroeconomics.(2005) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
2012 | The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 223 |
2008 | The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
2008 | The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 223 | paper | |
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2020 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections In: Papers. [Full Text][Citation analysis] | paper | 1 |
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2020 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2019) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
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2009 | Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 127 |
2007 | Forecasting recessions: the puzzle of the enduring power of the yield curve.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
2010 | MACROâ€FINANCE MODELS OF INTEREST RATES AND THE ECONOMY In: Manchester School. [Full Text][Citation analysis] | article | 30 |
2010 | Macro-finance models of interest rates and the economy.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2015 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2017 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
1998 | Policy Rules for Inflation Targeting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 730 |
1998 | Policy rules for inflation targeting.(1998) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has another version. Agregated cites: 730 | paper | |
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1998 | Policy Rules for Inflation Targeting.(1998) In: Stockholm - International Economic Studies. [Citation analysis] This paper has another version. Agregated cites: 730 | paper | |
1998 | Policy Rules for Inflation Targeting.(1998) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 730 | paper | |
1999 | Policy Rules for Inflation Targeting.(1999) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 730 | chapter | |
1998 | Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 730 | paper | |
2000 | Eurosystem Monetary Targeting: Lessons from US Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 188 |
2002 | Eurosystem monetary targeting: Lessons from U.S. data.(2002) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | article | |
1999 | Eurosystem monetary targeting: lessons from U.S. data..(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data..(1999) In: Stockholm - International Economic Studies. [Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 188 | paper | |
2000 | Assessing nominal income rules for monetary policy with model and data uncertainty In: Working Paper Series. [Full Text][Citation analysis] | paper | 310 |
2002 | Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2002) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 310 | article | |
2000 | Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 310 | paper | |
2000 | Assessing nominal income rules for monetary policy with model and data uncertainty.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 310 | paper | |
2008 | A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal. [Full Text][Citation analysis] | article | 273 |
2004 | A macro-finance model of the term structure, monetary policy, and the economy.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | article | |
2003 | A macro-finance model of the term structure, monetary policy, and the economy.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
2004 | A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
2012 | The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal. [Full Text][Citation analysis] | article | 138 |
2012 | The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2013 | A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2015 | A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2013 | A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2009 | An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal. [Full Text][Citation analysis] | article | 63 |
2008 | An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
1988 | Are productivity fluctuations due to real supply shocks? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1987 | Are productivity fluctuations due to real supply shocks?.(1987) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1991 | On the power of Dickey-Fuller tests against fractional alternatives In: Economics Letters. [Full Text][Citation analysis] | article | 216 |
1990 | On the power of Dickey-Fuller tests against fractional alternatives.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 216 | paper | |
2006 | The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 429 |
2004 | The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 429 | paper | |
2011 | The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 155 |
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2007 | The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
2007 | The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
2019 | Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1996 | The Lucas critique revisited assessing the stability of empirical Euler equations for investment In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
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1989 | Long memory and persistence in aggregate output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 280 |
1988 | Long memory and persistence in aggregate output.(1988) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 280 | paper | |
1995 | Federal Reserve interest rate targeting, rational expectations, and the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 330 |
1995 | Federal Reserve interest rate targeting, rational expectations, and the term structure.(1995) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has another version. Agregated cites: 330 | paper | |
1995 | Erratum In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Term structure evidence on interest rate smoothing and monetary policy inertia In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 508 |
2001 | Term structure evidence on interest rate smoothing and monetary policy inertia.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 508 | paper | |
2004 | Estimating the Euler equation for output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 195 |
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2002 | Estimating the Euler equation for output.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 195 | paper | |
2005 | Using a long-term interest rate as the monetary policy instrument In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 25 |
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2008 | Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 117 |
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2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 19 |
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1996 | Do measures of monetary policy in a VAR make sense? In: Working Papers in Applied Economic Theory. [Citation analysis] | paper | 388 |
1996 | Do Measures of Monetary Policy in a VAR Make Sense?.(1996) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has another version. Agregated cites: 388 | paper | |
1998 | Do Measures of Monetary Policy in a VAR Make Sense?.(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 388 | article | |
1997 | Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 93 |
1998 | Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
2000 | Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 93 | article | |
1999 | Is the Fed too timid? Monetary policy in an uncertain world In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 262 |
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2014 | Stress testing the Fed In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2014 | Does slower growth imply lower interest rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
2015 | Optimal policy and market-based expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2015 | The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 8 |
2015 | Residual seasonality and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2016 | Will the economic recovery die of old age? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2016 | Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2016 | Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2017 | How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2017 | New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2018 | A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2019 | Climate Change and the Federal Reserve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
2019 | The Economics of Climate Change: A First Fed Conference In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2021 | Climate Change Is a Source of Financial Risk In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
1995 | What are the lags in monetary policy? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
1995 | Federal Reserve policy and the predictability of interest rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
1995 | New estimates of the recent growth in potential output In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
1996 | Is opportunistic monetary policy credible? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
1997 | Interest rates and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
1998 | Describing Fed behavior In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
1998 | Central bank inflation targeting In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
1998 | U.S. inflation targeting: pro and con In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
1999 | Monetary policy and monetary institutions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
1999 | The goals of U.S. monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
1999 | How did the economy surprise us in 1998? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2000 | Structural change and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2000 | How fast can the new economy grow? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2001 | Asset prices, exchange rates, and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2001 | How sluggish is the Fed? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
2001 | Has a recession already started? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2002 | Macroeconomic models for monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
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2005 | Monetary policy and asset price bubbles In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
2007 | Monetary policy inertia and recent Fed actions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
2008 | Publishing FOMC economic forecasts In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
2008 | Publishing central bank interest rate forecasts In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2009 | The Feds monetary policy response to the current crisis In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 31 |
2009 | Disagreement about the inflation outlook In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2010 | Inflation: mind the gap In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
2010 | The Feds exit strategy for monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 9 |
2011 | The Feds interest rate risk In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
2011 | Signals from unconventional monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
2013 | What caused the decline in long-term yields? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
2013 | Expectations for monetary policy liftoff In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
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1996 | Is there a broad credit channel for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 108 |
1994 | Is there a broad credit channel for monetary policy?.(1994) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
1998 | Taylors rule and the Fed, 1970-1997 In: Economic Review. [Full Text][Citation analysis] | article | 114 |
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2009 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings. [Full Text][Citation analysis] | article | 98 |
2008 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | paper | |
2010 | Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 98 | article | |
2010 | Inflation Expectations and Risk Premiums in an Arbitrageâ€Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 98 | article | |
2002 | Assessing the Lucas critique in monetary policy models In: Working Paper Series. [Full Text][Citation analysis] | paper | 114 |
2005 | Assessing the Lucas Critique in Monetary Policy Models..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 114 | article | |
2003 | The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2004 | The recent shift in term structure behavior from a no-arbitrage macro-finance perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2005 | The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2005 | Monetary policy inertia: fact or fiction? In: Working Paper Series. [Full Text][Citation analysis] | paper | 179 |
2006 | Monetary Policy Inertia: Fact or Fiction?.(2006) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 179 | article | |
2006 | The bond yield \conundrum\ from a macro-finance perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
2006 | The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
2006 | Revealing the secrets of the temple: the value of publishing central bank interest rate projections In: Working Paper Series. [Full Text][Citation analysis] | paper | 71 |
2008 | Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2008) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | chapter | |
2006 | Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
2006 | Macroeconomic implications of changes in the term premium In: Working Paper Series. [Full Text][Citation analysis] | paper | 85 |
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2009 | Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series. [Full Text][Citation analysis] | paper | 69 |
2014 | Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
2011 | Extracting deflation probability forecasts from Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2012 | Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2011 | Unbiased estimate of dynamic term structure models In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2011 | The signaling channel for Federal Reserve bond purchases In: Working Paper Series. [Full Text][Citation analysis] | paper | 221 |
2014 | The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | article | |
2012 | Pricing deflation risk with U.S. Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2016 | Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2013 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 42 |
2015 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2013 | Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 81 |
2016 | Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2014 | Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2019 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt.(2019) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2020 | The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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1990 | Trends and random walks in macroeconomic time series: a re-examination In: Finance and Economics Discussion Series. [Citation analysis] | paper | 50 |
1990 | Trends and random walks in macroeconomic time series: a re-examination.(1990) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
1992 | Trends and Random Walks in Macroeconomic Time Series: A Re-examination..(1992) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
1988 | Ex ante turning point forecasting with the composite leading index In: Finance and Economics Discussion Series. [Citation analysis] | paper | 0 |
1989 | Is consumption too smooth? Long memory and the Deaton paradox In: Finance and Economics Discussion Series. [Citation analysis] | paper | 41 |
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1993 | Is there a bank credit channel for monetary policy? In: Finance and Economics Discussion Series. [Citation analysis] | paper | 17 |
1994 | Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series. [Citation analysis] | paper | 183 |
1996 | Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 183 | article | |
1987 | Scoring the leading indicators In: Special Studies Papers. [Citation analysis] | paper | 182 |
1989 | Scoring the Leading Indicators..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | article | |
1987 | Does the business cycle have duration memory? In: Special Studies Papers. [Citation analysis] | paper | 3 |
1989 | Internal finance and investment: testing the role of asymmetric information and agency costs In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 1 |
1992 | The Lucas critique revisited: assessing the stability of empirical Euler equations In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 1 |
1993 | New and old models of business investment: a comparison of forecasting performance In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 99 |
1995 | New and Old Models of Business Investment: A Comparison of Forecasting Performance..(1995) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | article | |
1986 | Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 0 |
1987 | An empirical disequilibrium model of labor, consumption, and investment in the United States In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 0 |
1988 | A nonparametric investigation of duration dependence in the American business cycle In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 100 |
1990 | A Nonparametric Investigation of Duration Dependence in the American Business Cycle..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
1990 | International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 5 |
1991 | Shorter recessions and longer expansions In: Business Review. [Full Text][Citation analysis] | article | 0 |
1991 | Further evidence on business cycle duration dependence In: Working Papers. [Citation analysis] | paper | 74 |
1993 | Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | chapter | |
1989 | An Empirical Disequilibrium Model of Labor, Consumption, and Investment. In: International Economic Review. [Full Text][Citation analysis] | article | 4 |
1998 | Do Measures of Monetary Policy in a VAR Make Sense? A Reply. In: International Economic Review. [Citation analysis] | article | 209 |
2007 | Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking. [Citation analysis] | article | 70 |
2007 | Accounting for a Shift in Term Structure Behavior with Noâ€Arbitrage and Macroâ€Finance Models.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
1994 | Measuring Business Cycles: A Modern Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 265 |
1996 | Measuring Business Cycles: A Modern Perspective..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | article | |
Measuring Business Cycle: A Modern Perspective.() In: Home Pages. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | paper | ||
2012 | Facts, Factors, and Questions In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
1999 | Business Cycles: Durations, Dynamics, and Forecasting In: Economics Books. [Citation analysis] | book | 47 |
2012 | Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books. [Citation analysis] | book | 8 |
2008 | Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
2013 | The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 16 |
2012 | Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 97 |
1986 | Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
1992 | Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 118 |
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