Glenn Rudebusch : Citation Profile


Are you Glenn Rudebusch?

Federal Reserve Bank of San Francisco

47

H index

67

i10 index

8156

Citations

RESEARCH PRODUCTION:

105

Articles

104

Papers

2

Books

5

Chapters

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 254
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 598.    Total self citations: 91 (1.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru10
   Updated: 2019-10-15    RAS profile: 2019-08-05    
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Relations with other researchers


Works with:

Bauer, Michael (11)

Christensen, Jens (9)

Lopez, Jose (7)

Wilson, Daniel (2)

Williams, John (2)

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 (134)

Svensson, Lars (88)

Williams, John (79)

Favero, Carlo (55)

Castelnuovo, Efrem (54)

Diebold, Francis (54)

Krippner, Leo (51)

Kozicki, Sharon (49)

Swanson, Eric (49)

Pereira, Alfredo (48)

Thornton, Daniel (46)

Cites to:

Diebold, Francis (68)

Piazzesi, Monika (51)

Campbell, John (34)

Swanson, Eric (34)

Svensson, Lars (30)

Christensen, Jens (30)

Ang, Andrew (28)

Shiller, Robert (22)

Gürkaynak, Refet (22)

Fuhrer, Jeffrey (21)

Wu, Tao (19)

Main data


Where Glenn Rudebusch has published?


Journals with more than one article published# docs
FRBSF Economic Letter42
Journal of Monetary Economics8
International Economic Review5
Journal of Money, Credit and Banking5
The Review of Economics and Statistics5
American Economic Review5
Economic Review4
Economic Journal3
International Journal of Central Banking3
Proceedings3
Journal of Econometrics3
Journal of Business & Economic Statistics2
Economics Letters2
Review of Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco37
Working Paper Series / Economic Activity Section / Board of Governors of the Federal Reserve System (U.S.)10
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)10
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
CFS Working Paper Series / Center for Financial Studies (CFS)2
CESifo Working Paper Series / CESifo Group Munich2
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2

Recent works citing Glenn Rudebusch (2019 and 2018)


YearTitle of citing document
2017The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Kronborg, Anders ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-14.

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2018A Parametric Factor Model of the Term Structure of Mortality. (2018). , Carsten ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2018-06.

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2018Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan. In: CREATES Research Papers. RePEc:aah:create:2018-31.

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2019Estimating the Price Markup in the New Keynesian Model. (2019). Dang, Mads ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-03.

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2019Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10.

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2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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2017Targeting Long Rates in a Model with Segmented Markets. (2017). Paustian, Matthias ; Fuerst, Timothy S ; Carlstrom, Charles T. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:205-42.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Dufrenot, Gilles ; Rhouzlane, Meryem. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2018Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises. (2018). Schmukler, Sergio ; Didier, Tatiana ; Cortina, Juan J. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:149.

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2018Arbitrage-Free Regularization. (2018). Kratsios, Anastasis ; Hyndman, Cody B. In: Papers. RePEc:arx:papers:1710.05114.

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2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. In: Papers. RePEc:arx:papers:1801.06677.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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

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2019Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander . In: Papers. RePEc:arx:papers:1903.03202.

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2018Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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2017Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey. (2017). Verstraete, Matthieu ; Suchanek, Lena. In: Staff Working Papers. RePEc:bca:bocawp:17-24.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2018Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Goldstein, Itay ; Yang, Jing ; Witmer, Jonathan . In: Staff Working Papers. RePEc:bca:bocawp:18-33.

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2019Firm-level Investment Under Imperfect Capital Markets in Ukraine. (2019). Shcherbakov, Oleksandr. In: Staff Working Papers. RePEc:bca:bocawp:19-14.

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2019The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11.

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2019Le taux neutre au Canada : mise à jour de 2019. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11fr.

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2019Can survey-based information help assess investment gaps in the eu?. (2019). Maurin, Laurent ; Dejuan, Daniel ; Alves, Pana. In: Occasional Papers. RePEc:bde:opaper:1908.

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2017Making room for the needy: the credit-reallocation effects of the ECB’s corporate QE. (2017). Mayordomo, Sergio ; Gimeno, Ricardo ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1743.

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2018Term structure and real-time learning. (2018). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Working Papers. RePEc:bde:wpaper:1803.

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2017Monetary policy in a low interest rate environment. (2017). Neri, Stefano ; Ferrero, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_392_17.

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2018Labour market conditions and wage inflation in CEE economies. (2018). Auer, Simone. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_460_18.

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2018Consumption volatility risk and the inversion of the yield curve. (2018). Natoli, Filippo ; Grasso, Adriana. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1169_18.

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2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2018On the Costs of Deflation: A Consumption-Based Approach. (2018). Garcia-Verdu, Santiago ; Manuel, Ramos Francia. In: Working Papers. RePEc:bdm:wpaper:2018-20.

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2017The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty.. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Working papers. RePEc:bfr:banfra:622.

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2017Corporate Debt Structure and Economic Recoveries. (2017). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working papers. RePEc:bfr:banfra:646.

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2018International Spillovers of Monetary Policy: Evidence from France and Italy. (2018). Marinelli, Giuseppe ; Carpinelli, Luisa ; Caccavaio, Marianna ; Schmidt, Julia. In: Working papers. RePEc:bfr:banfra:689.

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2018Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697.

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2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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2019Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082.

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2019Comments on Determinants of Asia-pacific government bond yields. (2019). Wei, Min. In: BIS Papers chapters. RePEc:bis:bisbpc:102-06.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2018The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

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2019The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699.

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2018The negative interest rate policy and the yield curve. (2018). Wu, Jing Cynthia ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:703.

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2018Monetary policy in the grip of a pincer movement. (2018). Rungcharoenkitkul, Phurichai ; Juselius, John ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:706.

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2018The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723.

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2018Residential investment and economic activity: evidence from the past five decades. (2018). Mihaljek, Dubravko ; Mehrotra, Aaron ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:726.

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2018Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761.

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2019Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Agénor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Working Papers. RePEc:bis:biswps:764.

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2019Risk endogeneity at the lender/investor-of-last-resort. (2019). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd ; Caballero, Diego. In: BIS Working Papers. RePEc:bis:biswps:766.

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2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

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2019Do SVARs with sign restrictions not identify unconventional monetary policy shocks?. (2019). Peersman, Gert ; Dossche, Maarten ; Hofmann, Boris ; Galesi, Alessandro ; Boeckx, Jef . In: BIS Working Papers. RePEc:bis:biswps:788.

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2018The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107.

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2018Corporate governance and the sensitivity of investments to cash flows. (2018). Bhabra, Gurmeet Singh ; Seoungpil, Ahn ; Kaur, Parvinder. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:367-396.

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2019GOVERNMENT BOND YIELDS AT THE EFFECTIVE LOWER BOUND: INTERNATIONAL EVIDENCE. (2019). Siklos, Pierre ; st Amand, Samantha ; Lombardi, Domenico. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:102-120.

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2017MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS. (2017). Brissimis, Sophocles ; Magginas, Nicholas S. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1400-1415.

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2018FINANCIAL MARKETS SHUTDOWN AND REACCESS. (2018). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:562-571.

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2018A Rotated Dynamic Nelson†Siegel Model. (2018). Nyholm, Ken. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:113-124.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Inflation Target Credibility: Do the Financial Markets Find the Targets Believable?. (2017). Tas, Bedri ; Peker, Mustafa ; Onur, Bedri Kamil. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1125-1147.

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2017Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique. (2017). Nhapulo, Gerson ; Nicolau, Joo. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:28-51.

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2018Seasonal adjustment subject to accounting constraints. (2018). McElroy, Tucker . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:574-589.

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2017How Could the South Respond to Secular Stagnation in the North?. (2017). Mayer, Joerg. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:314-335.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

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2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657.

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2018Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763.

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2018The information in the joint term structures of bond yields. (2018). Meldrum, Andrew ; Spencer, Peter ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0772.

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2019Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2018Measuring the effects of conventional and unconventional monetary policy in the euro area. (2018). Anttila, Juho. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_012.

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2018Quantitative easing and sovereign bond yields: a global perspective. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:253.

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2019Optimal Monetary Policy under Bounded Rationality. (2019). Bounader, Lahcen ; Benchimol, Jonathan . In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.07.

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2017Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702.

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2018Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries. (2018). Do, IN. In: Working Papers. RePEc:bok:wpaper:1814.

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2018Central Bank Credibility and Monetary Policy. (2018). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1845.

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2017The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1.

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2018Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market. (2018). Hardik, Marfatia. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:18:y:2018:i:1:p:18:n:5.

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2019Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information. (2019). LINTON, OLIVER ; la Vecchia, D ; Koo, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1916.

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2019Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2017Liquidity & Risk Management: Results of a Survey of Large Irish-Domiciled Funds. (2017). Moloney, Kitty ; Daly, Pierce . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:48-62.

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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.
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paper0
2017Term Structure Analysis with Big Data.(2017) In: Working Paper Series.
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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]
article28
1992Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review.
[Full Text][Citation analysis]
article66
1991Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has another version. Agregated cites: 66
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: 66
paper
1993The Uncertain Unit Root in Real GNP. In: American Economic Review.
[Full Text][Citation analysis]
article110
1992The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has another version. Agregated cites: 110
paper
1996Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review.
[Full Text][Citation analysis]
article118
2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
[Full Text][Citation analysis]
article100
2005Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
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2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
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2008Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers.
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2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
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2013The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers.
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2003Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003.
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2012Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics.
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1986Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. In: The Review of Economics and Statistics.
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1992Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics.
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