Glenn Rudebusch : Citation Profile

Are you Glenn Rudebusch?

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:

   35 years (1986 - 2021). See details.
   Cites by year: 253
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 97 (1.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru10
   Updated: 2021-02-20    RAS profile: 2021-01-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Diebold, Francis (8)

Bauer, Michael (7)

Christensen, Jens (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Glenn Rudebusch.

Is cited by:

Gil-Alana, Luis (144)

Svensson, Lars (88)

Williams, John (79)

Diebold, Francis (54)

Pereira, Alfredo (54)

Favero, Carlo (53)

Krippner, Leo (53)

Castelnuovo, Efrem (52)

Kozicki, Sharon (51)

Swanson, Eric (50)

Caporale, Guglielmo Maria (49)

Cites to:

Diebold, Francis (75)

Piazzesi, Monika (51)

Swanson, Eric (34)

Christensen, Jens (32)

Campbell, John (31)

Ang, Andrew (28)

Svensson, Lars (27)

Gürkaynak, Refet (25)

Fuhrer, Jeffrey (24)

Singleton, Kenneth (20)

Wu, Tao (20)

Main data

Where Glenn Rudebusch has published?

Journals with more than one article published# docs
FRBSF Economic Letter44
Journal of Monetary Economics8
The Review of Economics and Statistics6
American Economic Review6
International Economic Review5
Journal of Money, Credit and Banking5
Journal of Econometrics4
Economic Review4
Proceedings3
International Journal of Central Banking3
Journal of Money, Credit and Banking3
Economic Journal3
Journal of Business & Economic Statistics2
Review of Finance2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco41
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
Working Paper Series / Economic Activity Section / Board of Governors of the Federal Reserve System (U.S.)10
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
Papers / arXiv.org3
CESifo Working Paper Series / CESifo2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Glenn Rudebusch (2021 and 2020)

YearTitle of citing document
2020Uncertainty 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

2020Temperature 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

2021The 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

2020Optimal 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

2020Does 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

2020Exchange 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

2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

Full description at Econpapers || Download paper

2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

Full description at Econpapers || Download paper

2021Arctic 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

2020Fractional 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

2021From 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

2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2020Business Cycles as Collective Risk Fluctuations. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2012.04506.

Full description at Econpapers || Download paper

2021Predicting 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

2020Implementation 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

2020Learning, 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

2021A Non-Knotty Inflation Risk Premium Model. (2021). Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:543.

Full description at Econpapers || Download paper

2020Keeping 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

2020Break-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

2020Monetary 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

2020Forecast 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

2020Term 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

2020Does 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

2020A 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

2020Bank 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

2020Institutional 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

2020Market Price of Longevity Risk for a Multi‐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

2020Unconventional 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

2020Credit 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

2020No-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

2020A 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

2020The 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

2020The 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

2020The 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

2020A 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

2020Cointegrated 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

2020Conventional 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

2020Income 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

2020Nonlinear 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

2020The 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

2020Climate 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

2020Measuring 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

2020Uncertainty 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

2020Modelling 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

2020Non-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

2021Predictability 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

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2020Auswirkungen 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

2020The 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

2020Switching 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

2020Growth-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

2020Estimation 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

2020Monetary 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

2020Natural 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

2020Macroeconomic 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

2020Monetary 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

2020Long-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

2020Growth-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

2020Monetary 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

2020Interest 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

2020The (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

2020Trade 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

2020The 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

2020Labor 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

2020European 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

2020Time 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

2020How 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

2020Optimal 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

2020Impact 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

2020Central 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

2020Taylor 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

2020On 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

2021Mortgage 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

2020Monetary 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

2020Unconventional 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

2020Oil 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

2020Identification 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

2020Issues 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

2020GMM 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

2020On 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

2020Preferences, 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

2020Unifying 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

2020The 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

2020Global 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

2020Reference 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

2020The 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

2020Arbitrage-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

2020The 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

2020The 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

2020Modelling 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

2020The 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

2020High-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

2020Predicting 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

2021Keeping 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

2020Dissecting 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

2020Government 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

2020Estimating 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

2021Unspanned 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

2021The 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...

Works by Glenn Rudebusch:

YearTitleTypeCited
2017Term Structure Analysis with Big Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Term Structure Analysis with Big Data.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review.
[Full Text][Citation analysis]		article36
2020Interest Rates under Falling Stars In: American Economic Review.
[Full Text][Citation analysis]		article9
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Interest Rates Under Falling Stars.(2017) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
1992Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review.
[Full Text][Citation analysis]		article67
1991Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has another version. Agregated cites: 67		paper
1990Have 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
1993The Uncertain Unit Root in Real GNP. In: American Economic Review.
[Full Text][Citation analysis]		article113
1992The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has another version. Agregated cites: 113		paper
1996Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review.
[Full Text][Citation analysis]		article125
2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
[Full Text][Citation analysis]		article107
2005Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107		paper
2005Modeling 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
2005Modeling 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
2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article223
2008The 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
2008The 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
2021On the Evolution of U.S. Temperature Dynamics In: Papers.
[Full Text][Citation analysis]		paper0
2019On the Evolution of U.S. Temperature Dynamics.(2019) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections In: Papers.
[Full Text][Citation analysis]		paper1
2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Probability 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
2019Probability 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
2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers.
[Full Text][Citation analysis]		paper0
2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article127
2007Forecasting 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
2010MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY In: Manchester School.
[Full Text][Citation analysis]		article30
2010Macro-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
2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper12
2015Resolving 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
2017Resolving 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
1998Policy Rules for Inflation Targeting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper730
1998Policy rules for inflation targeting.(1998) In: Working Papers in Applied Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 730		paper
1998Policy rules for inflation targeting.(1998) In: Proceedings.
[Citation analysis]
This paper has another version. Agregated cites: 730		article
1998Policy Rules for Inflation Targeting.(1998) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has another version. Agregated cites: 730		paper
1998Policy Rules for Inflation Targeting.(1998) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 730		paper
1999Policy Rules for Inflation Targeting.(1999) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 730		chapter
1998Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 730		paper
2000Eurosystem Monetary Targeting: Lessons from US Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper188
2002Eurosystem 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
1999Eurosystem 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
1999Eurosystem Monetary Targeting: Lessons from U.S. Data..(1999) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has another version. Agregated cites: 188		paper
1999Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188		paper
1999Eurosystem 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
1999Eurosystem 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
2000Assessing nominal income rules for monetary policy with model and data uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper310
2002Assessing 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
2000Assessing 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
2000Assessing 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
2008A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal.
[Full Text][Citation analysis]		article273
2004A 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
2003A 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
2004A 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
2012The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal.
[Full Text][Citation analysis]		article138
2012The 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
2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
[Full Text][Citation analysis]		paper30
2015A 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
2013A 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
2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
[Full Text][Citation analysis]		article63
2008An 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
2008An 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
2008An 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
1988Are productivity fluctuations due to real supply shocks? In: Economics Letters.
[Full Text][Citation analysis]		article1
1987Are 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
1991On the power of Dickey-Fuller tests against fractional alternatives In: Economics Letters.
[Full Text][Citation analysis]		article216
1990On 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
2006The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article429
2004The 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
2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article155
2007The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155		paper
2007The 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
2007The 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
2019Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1996The Lucas critique revisited assessing the stability of empirical Euler equations for investment In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2016A wedge in the dual mandate: Monetary policy and long-term unemployment In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article10
2014A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1989Long memory and persistence in aggregate output In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article280
1988Long memory and persistence in aggregate output.(1988) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has another version. Agregated cites: 280		paper
1995Federal Reserve interest rate targeting, rational expectations, and the term structure In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article330
1995Federal 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
1995Erratum In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2002Term structure evidence on interest rate smoothing and monetary policy inertia In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article508
2001Term 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
2004Estimating the Euler equation for output In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article195
2002Estimating the Euler equation for output.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 195		paper
2002Estimating the Euler equation for output.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 195		paper
2005Using a long-term interest rate as the monetary policy instrument In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article25
2004Using a long-term interest rate as the monetary policy instrument.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2008Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article117
2008Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2016Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter19
2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1996Do measures of monetary policy in a VAR make sense? In: Working Papers in Applied Economic Theory.
[Citation analysis]		paper388
1996Do 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
1998Do 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
1997Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]		paper93
1998Opportunistic 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
2000Opportunistic 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
1999Is the Fed too timid? Monetary policy in an uncertain world In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]		paper262
2001Is The Fed Too Timid? Monetary Policy In An Uncertain World.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 262		article
2014Stress testing the Fed In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2014Does slower growth imply lower interest rates? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article6
2015Optimal policy and market-based expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2015The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article8
2015Residual seasonality and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2016Will the economic recovery die of old age? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2016Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2016Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2017How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2017New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2018A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2019Climate Change and the Federal Reserve In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
2019The Economics of Climate Change: A First Fed Conference In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2021Climate Change Is a Source of Financial Risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1995What are the lags in monetary policy? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article6
1995Federal Reserve policy and the predictability of interest rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article10
1995New estimates of the recent growth in potential output In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1996Is opportunistic monetary policy credible? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
1997Interest rates and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
1998Describing Fed behavior In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1998Central bank inflation targeting In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1998U.S. inflation targeting: pro and con In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article10
1999Monetary policy and monetary institutions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1999The goals of U.S. monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
1999How did the economy surprise us in 1998? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2000Structural change and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2000How fast can the new economy grow? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2001Asset prices, exchange rates, and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2001How sluggish is the Fed? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2001Has a recession already started? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2002Macroeconomic models for monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2003Finance and macroeconomics In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article12
2005Monetary policy and asset price bubbles In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article11
2007Monetary policy inertia and recent Fed actions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2008Publishing FOMC economic forecasts In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2008Publishing central bank interest rate forecasts In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2009The Feds monetary policy response to the current crisis In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article31
2009Disagreement about the inflation outlook In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2010Inflation: mind the gap In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article11
2010The Feds exit strategy for monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article9
2011The Feds interest rate risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2011Signals from unconventional monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article10
2013What caused the decline in long-term yields? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2013Expectations for monetary policy liftoff In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
1995Is there a bank lending channel for monetary policy? In: Economic Review.
[Full Text][Citation analysis]		article58
1996Is there a broad credit channel for monetary policy? In: Economic Review.
[Full Text][Citation analysis]		article108
1994Is 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
1998Taylors rule and the Fed, 1970-1997 In: Economic Review.
[Full Text][Citation analysis]		article114
2001Five questions about business cycles In: Economic Review.
[Full Text][Citation analysis]		article12
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
[Full Text][Citation analysis]		article98
2008Inflation 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
2010Inflation 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
2010Inflation Expectations and Risk Premiums in an Arbitrage‐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
2002Assessing the Lucas critique in monetary policy models In: Working Paper Series.
[Full Text][Citation analysis]		paper114
2005Assessing 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
2003The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2003The 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
2003The 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
2004The recent shift in term structure behavior from a no-arbitrage macro-finance perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper12
2005The 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
2005Monetary policy inertia: fact or fiction? In: Working Paper Series.
[Full Text][Citation analysis]		paper179
2006Monetary 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
2006The bond yield \conundrum\ from a macro-finance perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper64
2006The 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
2006Revealing the secrets of the temple: the value of publishing central bank interest rate projections In: Working Paper Series.
[Full Text][Citation analysis]		paper71
2008Revealing 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
2006Revealing 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
2006Macroeconomic implications of changes in the term premium In: Working Paper Series.
[Full Text][Citation analysis]		paper85
2007Macroeconomic implications of changes in the term premium.(2007) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		article
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
[Full Text][Citation analysis]		paper69
2014Do 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
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper15
2012Extracting 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
2011Unbiased estimate of dynamic term structure models In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2011The signaling channel for Federal Reserve bond purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper221
2014The 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
2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
[Full Text][Citation analysis]		paper42
2015Estimating 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
2013Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series.
[Full Text][Citation analysis]		paper81
2016Monetary 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
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2019A 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
2020The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Accounting for Low Long-Term Interest Rates: Evidence from Canada In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Accounting for Low Long-Term Interest Rates: Evidence from Canada.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990Trends and random walks in macroeconomic time series: a re-examination In: Finance and Economics Discussion Series.
[Citation analysis]		paper50
1990Trends 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
1992Trends 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
1988Ex ante turning point forecasting with the composite leading index In: Finance and Economics Discussion Series.
[Citation analysis]		paper0
1989Is consumption too smooth? Long memory and the Deaton paradox In: Finance and Economics Discussion Series.
[Citation analysis]		paper41
1991Is Consumption Too Smooth? Long Memory and the Deaton Paradox..(1991) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		article
1989Forecasting output with the composite leading index: an ex ante analysis In: Finance and Economics Discussion Series.
[Citation analysis]		paper68
1993Is there a bank credit channel for monetary policy? In: Finance and Economics Discussion Series.
[Citation analysis]		paper17
1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
[Citation analysis]		paper183
1996Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 183		article
1987Scoring the leading indicators In: Special Studies Papers.
[Citation analysis]		paper182
1989Scoring the Leading Indicators..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 182		article
1987Does the business cycle have duration memory? In: Special Studies Papers.
[Citation analysis]		paper3
1989Internal finance and investment: testing the role of asymmetric information and agency costs In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper1
1992The Lucas critique revisited: assessing the stability of empirical Euler equations In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper1
1993New and old models of business investment: a comparison of forecasting performance In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper99
1995New 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
1986Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper0
1987An empirical disequilibrium model of labor, consumption, and investment in the United States In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper0
1988A nonparametric investigation of duration dependence in the American business cycle In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper100
1990A 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
1990International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper5
1991Shorter recessions and longer expansions In: Business Review.
[Full Text][Citation analysis]		article0
1991Further evidence on business cycle duration dependence In: Working Papers.
[Citation analysis]		paper74
1993Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		chapter
1989An Empirical Disequilibrium Model of Labor, Consumption, and Investment. In: International Economic Review.
[Full Text][Citation analysis]		article4
1998Do Measures of Monetary Policy in a VAR Make Sense? A Reply. In: International Economic Review.
[Citation analysis]		article209
2007Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking.
[Citation analysis]		article70
2007Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models.(2007) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70		article
1994Measuring Business Cycles: A Modern Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		paper265
1996Measuring 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
2012Facts, Factors, and Questions In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
1999Business Cycles: Durations, Dynamics, and Forecasting In: Economics Books.
[Citation analysis]		book47
2012Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books.
[Citation analysis]		book8
2008Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper1
2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
[Citation analysis]		paper0
2013The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
2003Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003.
[Citation analysis]		paper16
2012Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article97
1986Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1
1992Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article118

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team