47
H index
69
i10 index
7981
Citations
Glenn Rudebusch : Citation Profile
Federal Reserve Bank of San Francisco | RESEARCH PRODUCTION: 104 Articles 105 Papers 2 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1986 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Glenn Rudebusch. | Is cited by:
| Cites to:
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Main data
Where Glenn Rudebusch has published?
Recent works citing Glenn Rudebusch (2018 and 2017)
| Year | Title of citing document | ||
|---|---|---|---|
| 2017 | The Extended Perturbation Method: New Insights on the New Keynesian Model. (2017). Andreasen, Martin M ; Kronborg, Anders . In: CREATES Research Papers. RePEc:aah:create:2017-14. Full description at Econpapers || Download paper | ||
| 2017 | The TIPS Liquidity Premium. (2017). Andreasen, Martin M ; Riddell, Simon . In: CREATES Research Papers. RePEc:aah:create:2017-27. Full description at Econpapers || Download paper | ||
| 2018 | A Parametric Factor Model of the Term Structure of Mortality. (2018). Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2018-06. Full description at Econpapers || Download paper | ||
| 2018 | Transition 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. Full description at Econpapers || Download paper | ||
| 2017 | On the Marginal Excess Burden of Taxation in an Overlapping Generations Model. (2017). Wende, Sebastian ; Tran, Chung. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2017-652. Full description at Econpapers || Download paper | ||
| 2017 | Targeting Long Rates in a Model with Segmented Markets. (2017). Carlstrom, Charles T ; Paustian, Matthias ; Fuerst, Timothy S. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:205-42. Full description at Econpapers || Download paper | ||
| 2017 | Twenty 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. Full description at Econpapers || Download paper | ||
| 2017 | Yields 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. Full description at Econpapers || Download paper | ||
| 2018 | International Capital Market Frictions and Spillovers from Quantitative Easing. (2018). MacDonald, Margaux. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274672. Full description at Econpapers || Download paper | ||
| 2018 | Corporate 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. Full description at Econpapers || Download paper | ||
| 2018 | Arbitrage-Free Regularization. (2018). Kratsios, Anastasis ; Hyndman, Cody B. In: Papers. RePEc:arx:papers:1710.05114. Full description at Econpapers || Download paper | ||
| 2018 | Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. In: Papers. RePEc:arx:papers:1801.06677. Full description at Econpapers || Download paper | ||
| 2018 | Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721. Full description at Econpapers || Download paper | ||
| 2018 | Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647. Full description at Econpapers || Download paper | ||
| 2018 | State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | ||
| 2018 | Structural 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. Full description at Econpapers || Download paper | ||
| 2017 | Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701. Full description at Econpapers || Download paper | ||
| 2017 | Tests of Policy Interventions in DSGE Models. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1706. Full description at Econpapers || Download paper | ||
| 2018 | Measuring 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. Full description at Econpapers || Download paper | ||
| 2017 | Understanding 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. Full description at Econpapers || Download paper | ||
| 2017 | Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26. Full description at Econpapers || Download paper | ||
| 2017 | Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:17-60. Full description at Econpapers || Download paper | ||
| 2018 | Could 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. Full description at Econpapers || Download paper | ||
| 2018 | Following 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. Full description at Econpapers || Download paper | ||
| 2017 | Making 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. Full description at Econpapers || Download paper | ||
| 2018 | Term structure and real-time learning. (2018). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Working Papers. RePEc:bde:wpaper:1803. Full description at Econpapers || Download paper | ||
| 2017 | Monetary 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. Full description at Econpapers || Download paper | ||
| 2018 | Labour 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. Full description at Econpapers || Download paper | ||
| 2018 | Consumption 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. Full description at Econpapers || Download paper | ||
| 2018 | Nearly 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. Full description at Econpapers || Download paper | ||
| 2017 | Identifying 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. Full description at Econpapers || Download paper | ||
| 2017 | Early Warning Systems with Real-Time Data. (2017). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd ; Alberto, Romero ; Gerard, Kuper ; Tjeerd, Boonman. In: Working Papers. RePEc:bdm:wpaper:2017-16. Full description at Econpapers || Download paper | ||
| 2018 | On the Costs of Deflation: A Consumption-Based Approach. (2018). Garcia-Verdu, Santiago ; Manuel, Ramos Francia. In: Working Papers. RePEc:bdm:wpaper:2018-20. Full description at Econpapers || Download paper | ||
| 2017 | The 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. Full description at Econpapers || Download paper | ||
| 2017 | Corporate Debt Structure and Economic Recoveries. (2017). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working papers. RePEc:bfr:banfra:646. Full description at Econpapers || Download paper | ||
| 2018 | International 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. Full description at Econpapers || Download paper | ||
| 2018 | Monetary Policy and Corporate Debt Structure. (2018). Szczerbowicz, Urszula ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:697. Full description at Econpapers || Download paper | ||
| 2018 | Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701. Full description at Econpapers || Download paper | ||
| 2018 | Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702. Full description at Econpapers || Download paper | ||
| 2017 | Staying at zero with affine processes : an application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Rue de la Banque. RePEc:bfr:rueban:2017:52. Full description at Econpapers || Download paper | ||
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | ||
| 2018 | Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h. Full description at Econpapers || Download paper | ||
| 2018 | The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g. Full description at Econpapers || Download paper | ||
| 2017 | Global impact of US and euro area unconventional monetary policies: a comparison. (2017). Lombardi, Marco ; Ross, Alex ; Chen, Qianying ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:610. Full description at Econpapers || Download paper | ||
| 2017 | The shifting drivers of global liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:644. Full description at Econpapers || Download paper | ||
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | ||
| 2018 | Deflation expectations. (2018). Mehrotra, Aaron ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:699. Full description at Econpapers || Download paper | ||
| 2018 | The negative interest rate policy and the yield curve. (2018). Wu, Jing Cynthia ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:703. Full description at Econpapers || Download paper | ||
| 2018 | Monetary 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. Full description at Econpapers || Download paper | ||
| 2018 | Could 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. Full description at Econpapers || Download paper | ||
| 2018 | The cross-border credit channel and lending standards surveys. (2018). Siklos, Pierre ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:723. Full description at Econpapers || Download paper | ||
| 2018 | Residential 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. Full description at Econpapers || Download paper | ||
| 2018 | Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761. Full description at Econpapers || Download paper | ||
| 2019 | Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Agénor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Working Papers. RePEc:bis:biswps:764. Full description at Econpapers || Download paper | ||
| 2018 | The 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. Full description at Econpapers || Download paper | ||
| 2018 | Corporate 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. Full description at Econpapers || Download paper | ||
| 2019 | GOVERNMENT 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. Full description at Econpapers || Download paper | ||
| 2017 | MONETARY 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. Full description at Econpapers || Download paper | ||
| 2018 | FINANCIAL 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. Full description at Econpapers || Download paper | ||
| 2018 | A Rotated Dynamic Nelson†Siegel Model. (2018). Nyholm, Ken. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:113-124. Full description at Econpapers || Download paper | ||
| 2017 | Revisiting 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. Full description at Econpapers || Download paper | ||
| 2018 | Change 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. Full description at Econpapers || Download paper | ||
| 2017 | Inflation 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. Full description at Econpapers || Download paper | ||
| 2017 | Assessing 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. Full description at Econpapers || Download paper | ||
| 2018 | Seasonal adjustment subject to accounting constraints. (2018). McElroy, Tucker . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:574-589. Full description at Econpapers || Download paper | ||
| 2017 | How 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. Full description at Econpapers || Download paper | ||
| 2017 | RESPONSES 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. Full description at Econpapers || Download paper | ||
| 2017 | Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057. Full description at Econpapers || Download paper | ||
| 2017 | Multi 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. Full description at Econpapers || Download paper | ||
| 2017 | The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657. Full description at Econpapers || Download paper | ||
| 2018 | Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763. Full description at Econpapers || Download paper | ||
| 2018 | The 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. Full description at Econpapers || Download paper | ||
| 2018 | Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006. Full description at Econpapers || Download paper | ||
| 2018 | Measuring the effects of conventional and unconventional monetary policy in the euro area. (2018). Anttila, Juho. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_012. Full description at Econpapers || Download paper | ||
| 2018 | Quantitative easing and sovereign bond yields: a global perspective. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:253. Full description at Econpapers || Download paper | ||
| 2017 | Do Term Premiums Matter? Transmission via Exchange Rate Dynamics. (2017). Katagiri, Mitsuru ; Takahashi, Koji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e07. Full description at Econpapers || Download paper | ||
| 2017 | Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702. Full description at Econpapers || Download paper | ||
| 2018 | Central 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. Full description at Econpapers || Download paper | ||
| 2018 | Central Bank Credibility and Monetary Policy. (2018). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1845. Full description at Econpapers || Download paper | ||
| 2017 | The 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. Full description at Econpapers || Download paper | ||
| 2018 | Estimating 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. Full description at Econpapers || Download paper | ||
| 2017 | Linear Model IV Estimation When Instruments Are Many or Weak. (2017). Murray, Michael ; Michael, Murray . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:1. Full description at Econpapers || Download paper | ||
| 2017 | Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1735. Full description at Econpapers || Download paper | ||
| 2017 | Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers || Download paper | ||
| 2017 | Liquidity & 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. Full description at Econpapers || Download paper | ||
| 2017 | Consolidated Banking Data: Introducing Enhanced Statistics for Ireland. (2017). Devine, Kenneth ; Menton, Aisling ; Meehan, Ciaran ; Dooley, Jennifer . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:63-78. Full description at Econpapers || Download paper | ||
| 2017 | Non-standard Monetary Policy Measures and the Balance Sheets of Eurosystem Central Banks. (2017). Donnery, Sharon ; Carroll, Konstantina ; Gleeson, Ruth ; Doran, David . In: Quarterly Bulletin Articles. RePEc:cbi:qtbart:y:2017:m:07:p:79-94. Full description at Econpapers || Download paper | ||
| 2017 | The Portfolio Rebalancing Effects of the ECBs Asset Purchase Programme. (2017). Dunne, Peter ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/17. Full description at Econpapers || Download paper | ||
| 2018 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21. Full description at Econpapers || Download paper | ||
| 2017 | Bank Credit, Liquidity Shocks and Firm Performance: Evidence from the Financial Crisis of 2007-2009. (2017). Vovchak, Tamara . In: CERGE-EI Working Papers. RePEc:cer:papers:wp584. Full description at Econpapers || Download paper | ||
| 2017 | Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389. Full description at Econpapers || Download paper | ||
| 2017 | Regulation, Institutions and Aggregate Investment: New Evidence from OECD Countries. (2017). Ãgert, Balázs ; Egert, Balazs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6415. Full description at Econpapers || Download paper | ||
| 2017 | Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457. Full description at Econpapers || Download paper | ||
| 2017 | (Why) Do Central Banks Care About Their Profits?. (2017). Schmalz, Martin ; Ioannidou, Vasso ; Goncharov, Igor . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6546. Full description at Econpapers || Download paper | ||
| 2018 | Home Ownership and Monetary Policy Transmission. (2018). Koeniger, Winfried ; Ramelet, Marc-Antoine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7361. Full description at Econpapers || Download paper | ||
| 2018 | The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy. (2018). Weber, Michael ; Pasten, Ernesto ; Schoenle, Raphael S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7376. Full description at Econpapers || Download paper | ||
| 2017 | ifo Konjunkturprognose 2017/2018: Deutsche Wirtschaft stark und stabil. (2017). Zeiner, Christoph ; Wohlrabe, Klaus ; Wollmershäuser, Timo ; Stöckli, Marc ; Wolf, Anna ; Schuler, Tobias ; Schröter, Felix ; Reif, Magnus ; Peichl, Andreas ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Boumans, Dorine ; Lauterbacher, S ; Gottert, M ; Hristov, N ; Wollmershauser, T ; Stockli, M ; Schroter, F. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:12:p:30-83. Full description at Econpapers || Download 2018 | ifo Konjunkturprognose Sommer 2018: Gewitterwolken am deutschen Konjunkturhimmel. (2018). Wohlrabe, Klaus ; Wollmershäuser, Timo ; Stöckli, Marc ; Wolf, Anna ; Reif, Magnus ; Nierhaus, Wolfgang ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Güntner, Jochen ; Šauer, Radek ; Delrio, Silvia ; Wollmershauser, Timo ; Stockli, Marc ; Schuler, Tobias ; Link, Sebastian ; Lautenbacher, Stefan ; Krolage, Carla ; Guntner, Jochen ; Gottert, Marcell. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:71:y:2018:i:12:p:33-87. Full description at Econpapers || Download 2018 | Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in Asia-Pacific Financial Markets. ). (2018). Nishimura, Kiyohiko G ; Takahashi, Akihiko ; Sato, Seisho. In: CARF F-Series. RePEc:cfi:fseres:cf446. Full description at Econpapers || Download paper |
| 2017 | The Macroeconomic Shock with the Highest Price of Risk. (2017). Pinter, Gabor. In: Discussion Papers. RePEc:cfm:wpaper:1623. Full description at Econpapers || Download paper | ||
| More than 100 citations found, this list is not complete... |
Works by Glenn Rudebusch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Term Structure Analysis with Big Data In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Term Structure Analysis with Big Data.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 25 |
| 1992 | Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review. [Full Text][Citation analysis] | article | 64 |
| 1991 | Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1990 | Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1993 | The Uncertain Unit Root in Real GNP. In: American Economic Review. [Full Text][Citation analysis] | article | 110 |
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| 1993 | Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | chapter | |
| 1989 | An Empirical Disequilibrium Model of Labor, Consumption, and Investment. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
| 1998 | Do Measures of Monetary Policy in a VAR Make Sense? A Reply. In: International Economic Review. [Citation analysis] | article | 181 |
| 2007 | Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 66 |
| 1994 | Measuring Business Cycles: A Modern Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 237 |
| 1996 | Measuring Business Cycles: A Modern Perspective..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 237 | article | |
| Measuring Business Cycle: A Modern Perspective.() In: Home Pages. [Full Text][Citation analysis] This paper has another version. Agregated cites: 237 | paper | ||
| 2012 | Facts, Factors, and Questions In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1999 | Business Cycles: Durations, Dynamics, and Forecasting In: Economics Books. [Citation analysis] | book | 38 |
| 2012 | Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books. [Citation analysis] | book | 6 |
| 2008 | Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
| 2013 | The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 16 |
| 2012 | Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 74 |
| 1986 | Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1992 | Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 108 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team