47
H index
67
i10 index
8156
Citations
Glenn Rudebusch : Citation Profile
Federal Reserve Bank of San Francisco | RESEARCH PRODUCTION: 105 Articles 104 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 (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | A Parametric Factor Model of the Term Structure of Mortality. (2018). , Carsten ; 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 | |
| 2019 | Estimating the Price Markup in the New Keynesian Model. (2019). Dang, Mads ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-03. Full description at Econpapers || Download paper | |
| 2019 | Bond Risk Premiums at the Zero Lower Bound. (2019). Meldrum, Andrew ; Jorgensen, Kasper ; Andreasen, Martin Moller. In: CREATES Research Papers. RePEc:aah:create:2019-10. Full description at Econpapers || Download paper | |
| 2019 | Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11. Full description at Econpapers || Download paper | |
| 2017 | Targeting 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. 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 | |
| 2019 | Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Dufrenot, Gilles ; Rhouzlane, Meryem. In: AMSE Working Papers. RePEc:aim:wpaimx:1912. 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 | |
| 2019 | 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 | |
| 2019 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
| 2019 | Nowcasting Recessions using the SVM Machine Learning Algorithm. (2019). Qiao, Xiao ; Abu-Mostafa, Yaser S ; James, Alexander . In: Papers. RePEc:arx:papers:1903.03202. 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 | |
| 2019 | Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106. 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 | |
| 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 | |
| 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 | |
| 2019 | Firm-level Investment Under Imperfect Capital Markets in Ukraine. (2019). Shcherbakov, Oleksandr. In: Staff Working Papers. RePEc:bca:bocawp:19-14. Full description at Econpapers || Download paper | |
| 2019 | The Neutral Rate in Canada: 2019 Update. (2019). Carter, Thomas ; Dorich, Jose ; Chen, Xin Scott. In: Staff Analytical Notes. RePEc:bca:bocsan:19-11. Full description at Econpapers || Download paper | |
| 2019 | Le 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. Full description at Econpapers || Download paper | |
| 2019 | Can survey-based information help assess investment gaps in the eu?. (2019). Maurin, Laurent ; Dejuan, Daniel ; Alves, Pana. In: Occasional Papers. RePEc:bde:opaper:1908. 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 | |
| 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 | |
| 2019 | Evaluating the macroeconomic effects of the ECB’s unconventional monetary policies. (2019). Sahuc, Jean-Guillaume ; Mouabbi, Sarah. In: Working papers. RePEc:bfr:banfra:708. Full description at Econpapers || Download paper | |
| 2019 | Identifying 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. Full description at Econpapers || Download paper | |
| 2019 | The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082. Full description at Econpapers || Download paper | |
| 2019 | Comments on Determinants of Asia-pacific government bond yields. (2019). Wei, Min. In: BIS Papers chapters. RePEc:bis:bisbpc:102-06. 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 | |
| 2019 | The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h. 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 | |
| 2019 | Risk 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. Full description at Econpapers || Download paper | |
| 2019 | What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777. Full description at Econpapers || Download paper | |
| 2019 | Do 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. 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 | |
| 2019 | Official demand for US debt: implications for US real rates. (2019). Zinna, Gabriele ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0796. Full description at Econpapers || Download paper | |
| 2019 | Back 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. 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 | |
| 2019 | Optimal Monetary Policy under Bounded Rationality. (2019). Bounader, Lahcen ; Benchimol, Jonathan . In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.07. 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 | |
| 2019 | Nonparametric 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. Full description at Econpapers || Download paper | |
| 2019 | 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 | |
| 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 | 28 |
| 1992 | Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review. [Full Text][Citation analysis] | article | 66 |
| 1991 | Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 66 | 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: 66 | paper | |
| 1993 | The Uncertain Unit Root in Real GNP. In: American Economic Review. [Full Text][Citation analysis] | article | 110 |
| 1992 | The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
| 1996 | Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 118 |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review. [Full Text][Citation analysis] | article | 100 |
| 2005 | Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2005 | Modeling bond yields in finance and macroeconomics.(2005) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2012 | The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 189 |
| 2008 | The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
| 2008 | The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 189 | paper | |
| 2009 | Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 102 |
| 2007 | Forecasting recessions: the puzzle of the enduring power of the yield curve.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 102 | paper | |
| 2010 | MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY In: Manchester School. [Full Text][Citation analysis] | article | 29 |
| 2010 | Macro-finance models of interest rates and the economy.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2015 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2017 | Interest Rates Under Falling Stars In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Interest Rates Under Falling Stars.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1998 | Policy Rules for Inflation Targeting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 715 |
| 1998 | Policy rules for inflation targeting.(1998) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
| 1998 | Policy rules for inflation targeting.(1998) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 715 | article | |
| 1998 | Policy Rules for Inflation Targeting.(1998) In: Stockholm - International Economic Studies. [Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
| 1998 | Policy Rules for Inflation Targeting.(1998) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
| 1999 | Policy Rules for Inflation Targeting.(1999) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 715 | chapter | |
| 1998 | Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
| 2000 | Eurosystem Monetary Targeting: Lessons from US Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 182 |
| 2002 | Eurosystem monetary targeting: Lessons from U.S. data.(2002) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | article | |
| 1999 | Eurosystem monetary targeting: lessons from U.S. data..(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data..(1999) In: Stockholm - International Economic Studies. [Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Seminar Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 2000 | Assessing nominal income rules for monetary policy with model and data uncertainty In: Working Paper Series. [Full Text][Citation analysis] | paper | 295 |
| 2002 | Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2002) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 295 | article | |
| 2000 | Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 295 | paper | |
| 2000 | Assessing nominal income rules for monetary policy with model and data uncertainty.(2000) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 295 | paper | |
| 2008 | A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal. [Full Text][Citation analysis] | article | 265 |
| 2004 | A macro-finance model of the term structure, monetary policy, and the economy.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | article | |
| 2003 | A macro-finance model of the term structure, monetary policy, and the economy.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | paper | |
| 2004 | A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | paper | |
| 2012 | The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal. [Full Text][Citation analysis] | article | 117 |
| 2012 | The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
| 2013 | A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2015 | A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2013 | A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2009 | An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal. [Full Text][Citation analysis] | article | 57 |
| 2008 | An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
| 1988 | Are productivity fluctuations due to real supply shocks? In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1987 | Are productivity fluctuations due to real supply shocks?.(1987) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1991 | On the power of Dickey-Fuller tests against fractional alternatives In: Economics Letters. [Full Text][Citation analysis] | article | 200 |
| 1990 | On the power of Dickey-Fuller tests against fractional alternatives.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 200 | paper | |
| 2006 | The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 381 |
| 2004 | The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 381 | paper | |
| 2011 | The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 128 |
| 2007 | The 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: 128 | paper | |
| 2007 | The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2007 | The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 1996 | The Lucas critique revisited assessing the stability of empirical Euler equations for investment In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
| 2016 | A wedge in the dual mandate: Monetary policy and long-term unemployment In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 7 |
| 2014 | A 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: 7 | paper | |
| 1989 | Long memory and persistence in aggregate output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 264 |
| 1988 | Long memory and persistence in aggregate output.(1988) In: Finance and Economics Discussion Series. [Citation analysis] This paper has another version. Agregated cites: 264 | paper | |
| 1995 | Federal Reserve interest rate targeting, rational expectations, and the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 316 |
| 1995 | Federal Reserve interest rate targeting, rational expectations, and the term structure.(1995) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has another version. Agregated cites: 316 | paper | |
| 1995 | Erratum In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Term structure evidence on interest rate smoothing and monetary policy inertia In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 470 |
| 2001 | Term structure evidence on interest rate smoothing and monetary policy inertia.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 470 | paper | |
| 2004 | Estimating the Euler equation for output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 182 |
| 2002 | Estimating the Euler equation for output.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 2002 | Estimating the Euler equation for output.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
| 2005 | Using a long-term interest rate as the monetary policy instrument In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 24 |
| 2004 | Using 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: 24 | paper | |
| 2008 | Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 104 |
| 2008 | Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
| 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 11 |
| 2013 | Modeling 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: 11 | paper | |
| 1996 | Do measures of monetary policy in a VAR make sense? In: Working Papers in Applied Economic Theory. [Citation analysis] | paper | 367 |
| 1996 | Do Measures of Monetary Policy in a VAR Make Sense?.(1996) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
| 1998 | Do Measures of Monetary Policy in a VAR Make Sense?.(1998) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 367 | article | |
| 1997 | Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 85 |
| 1998 | Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
| 2000 | Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 85 | article | |
| 1999 | Is the Fed too timid? Monetary policy in an uncertain world In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 249 |
| 2001 | Is 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: 249 | article | |
| 2014 | Stress testing the Fed In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2014 | Does slower growth imply lower interest rates? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
| 2015 | Optimal policy and market-based expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2015 | The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 7 |
| 2015 | Residual seasonality and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2016 | Will the economic recovery die of old age? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2016 | Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2016 | Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2017 | How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2017 | New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2018 | A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2019 | Climate Change and the Federal Reserve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 1995 | What are the lags in monetary policy? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 6 |
| 1995 | Federal Reserve policy and the predictability of interest rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
| 1995 | New estimates of the recent growth in potential output In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 1996 | Is opportunistic monetary policy credible? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 1997 | Interest rates and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
| 1998 | Describing Fed behavior In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 1998 | Central bank inflation targeting In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 1998 | U.S. inflation targeting: pro and con In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 10 |
| 1999 | Monetary policy and monetary institutions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 1999 | The goals of U.S. monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 1999 | How did the economy surprise us in 1998? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2000 | Structural change and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2000 | How fast can the new economy grow? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2001 | Asset prices, exchange rates, and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2001 | How sluggish is the Fed? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2001 | Has a recession already started? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2002 | Macroeconomic models for monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2003 | Finance and macroeconomics In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 12 |
| 2005 | Monetary policy and asset price bubbles In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 9 |
| 2007 | Monetary policy inertia and recent Fed actions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
| 2008 | Publishing FOMC economic forecasts In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2008 | Publishing central bank interest rate forecasts In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
| 2009 | The Feds monetary policy response to the current crisis In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 29 |
| 2009 | Disagreement about the inflation outlook In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
| 2010 | Inflation: mind the gap In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
| 2010 | The Feds exit strategy for monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 7 |
| 2011 | The Feds interest rate risk In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 2011 | Signals from unconventional monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 8 |
| 2013 | What caused the decline in long-term yields? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2013 | Expectations for monetary policy liftoff In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
| 1995 | Is there a bank lending channel for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 57 |
| 1996 | Is there a broad credit channel for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 107 |
| 1994 | Is there a broad credit channel for monetary policy?.(1994) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
| 1998 | Taylors rule and the Fed, 1970-1997 In: Economic Review. [Full Text][Citation analysis] | article | 110 |
| 2001 | Five questions about business cycles In: Economic Review. [Full Text][Citation analysis] | article | 12 |
| 2009 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings. [Full Text][Citation analysis] | article | 87 |
| 2008 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2010 | Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | article | |
| 2002 | Assessing the Lucas critique in monetary policy models In: Working Paper Series. [Full Text][Citation analysis] | paper | 110 |
| 2005 | Assessing the Lucas Critique in Monetary Policy Models..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 110 | article | |
| 2003 | The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2003 | The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2004 | The recent shift in term structure behavior from a no-arbitrage macro-finance perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2005 | The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2005 | Monetary policy inertia: fact or fiction? In: Working Paper Series. [Full Text][Citation analysis] | paper | 161 |
| 2006 | Monetary Policy Inertia: Fact or Fiction?.(2006) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | article | |
| 2006 | The bond yield conundrum from a macro-finance perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2006 | The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
| 2006 | Revealing the secrets of the temple: the value of publishing central bank interest rate projections In: Working Paper Series. [Full Text][Citation analysis] | paper | 67 |
| 2008 | Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2008) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | chapter | |
| 2006 | Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
| 2006 | Macroeconomic implications of changes in the term premium In: Working Paper Series. [Full Text][Citation analysis] | paper | 80 |
| 2007 | Macroeconomic implications of changes in the term premium.(2007) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | article | |
| 2009 | Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series. [Full Text][Citation analysis] | paper | 66 |
| 2014 | Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
| 2011 | Extracting deflation probability forecasts from Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2011 | Unbiased estimate of dynamic term structure models In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2011 | The signaling channel for Federal Reserve bond purchases In: Working Paper Series. [Full Text][Citation analysis] | paper | 181 |
| 2014 | The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 181 | article | |
| 2012 | Pricing deflation risk with U.S. Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2013 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 31 |
| 2015 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 2015 | Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 57 |
| 2016 | Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | article | |
| 2014 | Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2017 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 1990 | Trends and random walks in macroeconomic time series: a re-examination In: Finance and Economics Discussion Series. [Citation analysis] | paper | 50 |
| 1990 | Trends and random walks in macroeconomic time series: a re-examination.(1990) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1992 | Trends and Random Walks in Macroeconomic Time Series: A Re-examination..(1992) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 1988 | Ex ante turning point forecasting with the composite leading index In: Finance and Economics Discussion Series. [Citation analysis] | paper | 0 |
| 1989 | Is consumption too smooth? Long memory and the Deaton paradox In: Finance and Economics Discussion Series. [Citation analysis] | paper | 41 |
| 1991 | Is 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 | |
| 1989 | Forecasting output with the composite leading index: an ex ante analysis In: Finance and Economics Discussion Series. [Citation analysis] | paper | 68 |
| 1993 | Is there a bank credit channel for monetary policy? In: Finance and Economics Discussion Series. [Citation analysis] | paper | 17 |
| 1994 | Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series. [Citation analysis] | paper | 169 |
| 1996 | Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 169 | article | |
| 1987 | Scoring the leading indicators In: Special Studies Papers. [Citation analysis] | paper | 170 |
| 1989 | Scoring the Leading Indicators..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 170 | article | |
| 1987 | Does the business cycle have duration memory? In: Special Studies Papers. [Citation analysis] | paper | 3 |
| 1989 | Internal finance and investment: testing the role of asymmetric information and agency costs In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 1 |
| 1992 | The Lucas critique revisited: assessing the stability of empirical Euler equations In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 1 |
| 1993 | New and old models of business investment: a comparison of forecasting performance In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 88 |
| 1995 | New and Old Models of Business Investment: A Comparison of Forecasting Performance..(1995) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
| 1986 | Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 0 |
| 1987 | An empirical disequilibrium model of labor, consumption, and investment in the United States In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 0 |
| 1988 | A nonparametric investigation of duration dependence in the American business cycle In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 90 |
| 1990 | A Nonparametric Investigation of Duration Dependence in the American Business Cycle..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | article | |
| 1990 | International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 5 |
| 1991 | Shorter recessions and longer expansions In: Business Review. [Full Text][Citation analysis] | article | 0 |
| 1991 | Further evidence on business cycle duration dependence In: Working Papers. [Citation analysis] | paper | 67 |
| 1993 | Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | 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 | 188 |
| 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 | 68 |
| 1994 | Measuring Business Cycles: A Modern Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 248 |
| 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: 248 | article | |
| Measuring Business Cycle: A Modern Perspective.() In: Home Pages. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | 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 | 42 |
| 2012 | Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books. [Citation analysis] | book | 8 |
| 2008 | Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
| 2013 | The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 16 |
| 2012 | Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 81 |
| 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 | 111 |
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