51
H index
78
i10 index
11388
Citations
Glenn Rudebusch : Citation Profile
Brookings Institution | RESEARCH PRODUCTION: 119 Articles 123 Papers 2 Books 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1986 - 2023). 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:
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Main data
Where Glenn Rudebusch has published?
Recent works citing Glenn Rudebusch (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
| 2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
| 2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
| 2023 | Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models. (2022). Coulombe, Philippe Goulet ; Goebel, Maximilian ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2206.10721. Full description at Econpapers || Download paper | |
| 2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
| 2023 | High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996. Full description at Econpapers || Download paper | |
| 2023 | The Federal Reserves Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis. (2023). KAMKOUM, Arnaud Cedric. In: Papers. RePEc:arx:papers:2305.12318. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper | |
| 2023 | Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers || Download paper | |
| 2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper | |
| 2023 | On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853. Full description at Econpapers || Download paper | |
| 2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
| 2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
| 2023 | Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries. (2023). de Mendonça, Helder ; de Mendona, Helder Ferreira ; Tiberto, Bruno Pires. In: Working Papers Series. RePEc:bcb:wpaper:575. Full description at Econpapers || Download paper | |
| 2023 | Predicting Recessions in (almost) Real Time in a Big-data Setting. (2023). Gaglianone, Wagner ; Fialho, Artur Brasil ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:587. Full description at Econpapers || Download paper | |
| 2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
| 2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper | |
| 2023 | Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223. Full description at Econpapers || Download paper | |
| 2023 | A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander ; Sanchez-Quinto, Camilo Eduardo. In: Borradores de Economia. RePEc:bdr:borrec:1255. Full description at Econpapers || Download paper | |
| 2023 | Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915. Full description at Econpapers || Download paper | |
| 2023 | Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080. Full description at Econpapers || Download paper | |
| 2023 | Dating business cycles in the United Kingdom, 1700–2010. (2023). Lennard, Jason ; Broadberry, Stephen ; Thomas, Ryland ; Chadha, Jagjit S. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:4:p:1141-1162. Full description at Econpapers || Download paper | |
| 2023 | A prolonged period of low interest rates in Europe: Unintended consequences. (2023). Malovana, Simona ; Jank, Jan ; Ehrenbergerova, Dominika ; Bajzik, Josef. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:526-572. Full description at Econpapers || Download paper | |
| 2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper | |
| 2023 | Climate policies, macroprudential regulation, and the welfare cost of business cycles. (2023). Diluiso, Francesca ; Carli, Marco ; Annicchiarico, Barbara. In: Bank of England working papers. RePEc:boe:boeewp:1036. Full description at Econpapers || Download paper | |
| 2023 | Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.01. Full description at Econpapers || Download paper | |
| 2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
| 2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper | |
| 2023 | Explosive Temperatures. (2023). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10680. Full description at Econpapers || Download paper | |
| 2023 | Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751. Full description at Econpapers || Download paper | |
| 2023 | Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320. Full description at Econpapers || Download paper | |
| 2023 | The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788. Full description at Econpapers || Download paper | |
| 2023 | The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15. Full description at Econpapers || Download paper | |
| 2023 | Uncertain potential output: implications for monetary policy. (2001). Smets, Frank ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20010059. Full description at Econpapers || Download paper | |
| 2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
| 2023 | The Interaction between Policy Mix in Lebanon: Applications of the Nonlinear and Linear ARDL Models. (2023). Hachem, Mahmoud. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-4. Full description at Econpapers || Download paper | |
| 2023 | Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511. Full description at Econpapers || Download paper | |
| 2023 | Collateral-based monetary policy and corporate employment: Evidence from Medium-term Lending Facility in China. (2023). Zhang, Huan ; Wu, Yuhui ; Liu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001766. Full description at Econpapers || Download paper | |
| 2023 | The global savings glut and the housing boom. (2023). Jorgensen, Peter Lihn. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002664. Full description at Econpapers || Download paper | |
| 2023 | The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy inertia and the paradox of flexibility. (2023). Bonciani, Dario ; Oh, Joonseok. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300074x. Full description at Econpapers || Download paper | |
| 2023 | Price-setting heterogeneity and robust monetary policy in a two-sector DSGE model of a small open economy. (2023). Leszczyska-Paczesna, Agnieszka ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000391. Full description at Econpapers || Download paper | |
| 2023 | A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494. Full description at Econpapers || Download paper | |
| 2023 | Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility. (2023). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki ; Muller, Georg. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002237. Full description at Econpapers || Download paper | |
| 2023 | Central bank lending facility and investment efficiency of non-SOEs: evidence from China. (2023). Si, Deng-Kui ; Ding, Hui ; Xie, Pinyi ; Li, Xiao-Lin. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300233x. Full description at Econpapers || Download paper | |
| 2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper | |
| 2023 | Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451. Full description at Econpapers || Download paper | |
| 2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper | |
| 2023 | The informational effect of monetary policy and the case for policy commitment. (2023). Jia, Chengcheng. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123000971. Full description at Econpapers || Download paper | |
| 2023 | Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x. Full description at Econpapers || Download paper | |
| 2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper | |
| 2023 | Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models. (2023). Coulombe, Philippe Goulet ; Gobel, Maximilian ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003316. Full description at Econpapers || Download paper | |
| 2023 | Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328. Full description at Econpapers || Download paper | |
| 2023 | Climate events matter in the global natural gas market. (2023). Zhang, Dayong ; Ji, Qiang ; Sun, Xiaolei ; Shen, Yiran. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003857. Full description at Econpapers || Download paper | |
| 2023 | The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731. Full description at Econpapers || Download paper | |
| 2023 | Quantitative easing and credit rating agencies. (2023). Miquel-Flores, Ixart ; Falagiarda, Matteo ; Abidi, Nordine. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000054. Full description at Econpapers || Download paper | |
| 2023 | Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320. Full description at Econpapers || Download paper | |
| 2023 | Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931. Full description at Econpapers || Download paper | |
| 2023 | How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends. (2023). Niu, Linlin ; Chen, Jiazi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000405. Full description at Econpapers || Download paper | |
| 2023 | Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206. Full description at Econpapers || Download paper | |
| 2023 | Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517. Full description at Econpapers || Download paper | |
| 2023 | The impact of different types of NHS expenditure on health: Marginal cost per QALY estimates for England for 2016/17. (2023). Claxton, Karl ; Martin, Stephen ; Longo, Francesco ; Lomas, James. In: Health Policy. RePEc:eee:hepoli:v:132:y:2023:i:c:s0168851023000854. Full description at Econpapers || Download paper | |
| 2023 | Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069. Full description at Econpapers || Download paper | |
| 2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper | |
| 2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper | |
| 2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper | |
| 2023 | The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711. Full description at Econpapers || Download paper | |
| 2023 | Credit rationing prevalence for Eurozone firms. (2023). Drakos, Konstantinos ; Anastasiou, Dimitrios ; Kallandranis, Christos. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296322011055. Full description at Econpapers || Download paper | |
| 2023 | Meta-models of the Phillips curve and income distribution. (2023). Tramontana, Fabio ; Cristini, Annalisa ; Ferri, Piero. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:215-232. Full description at Econpapers || Download paper | |
| 2023 | Historical performance of rule-like monetary policy. (2023). Teryoshin, Yevgeniy. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001693. Full description at Econpapers || Download paper | |
| 2023 | Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917. Full description at Econpapers || Download paper | |
| 2023 | Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761. Full description at Econpapers || Download paper | |
| 2023 | Hysteresis, financial frictions and monetary policy. (2023). Giakas, Konstantinos. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000469. Full description at Econpapers || Download paper | |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers || Download paper | |
| 2023 | Estimates of the US Shadow-Rate. (2023). Pia, Marco ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000345. Full description at Econpapers || Download paper | |
| 2023 | Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20. Full description at Econpapers || Download paper | |
| 2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper | |
| 2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper | |
| 2023 | Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331. Full description at Econpapers || Download paper | |
| 2023 | Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286. Full description at Econpapers || Download paper | |
| 2023 | Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:347-364. Full description at Econpapers || Download paper | |
| 2023 | How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120. Full description at Econpapers || Download paper | |
| 2023 | The ECB Strategy Review - Implications for the Space of Monetary Policy. (2023). Vogel, Lukas ; onorante, luca ; Hohberger, Stefan ; Pataracchia, Beatrice ; Briciu, Lucian ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:193. Full description at Econpapers || Download paper | |
| 2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper | |
| 2023 | The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). , Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617. Full description at Econpapers || Download paper | |
| 2023 | Quantitative Easing and Safe Asset Scarcity: Evidence from International Bond Safety Premia. (2023). Zhang, Xin ; Mirkov, Nikola. In: Working Paper Series. RePEc:fip:fedfwp:96602. Full description at Econpapers || Download paper | |
| 2023 | Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance. (2023). Hetland, Simon Thinggaard. In: Working Paper Series. RePEc:fip:fedfwp:96604. Full description at Econpapers || Download paper | |
| 2023 | Breaks in the Phillips Curve: Evidence from Panel Data. (2023). Wright, Jonathan H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-15. Full description at Econpapers || Download paper | |
| 2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648. Full description at Econpapers || Download paper | |
| 2023 | Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490. Full description at Econpapers || Download paper | |
| 2023 | Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries. (2023). Papadamou, Stephanos ; Spyromitros, Eleftherios ; Oikonomou, Georgios ; Dokas, Ioannis. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:10:p:257-:d:1260178. Full description at Econpapers || Download paper | |
| 2023 | Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268. Full description at Econpapers || Download paper | |
| 2023 | . 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 | 8 |
| 2017 | Term Structure Analysis with Big Data.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2014 | Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review. [Full Text][Citation analysis] | article | 68 |
| 2020 | Interest Rates under Falling Stars In: American Economic Review. [Full Text][Citation analysis] | article | 66 |
| 2017 | Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2019 | Interest Rates Under Falling Stars.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 1992 | Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review. [Full Text][Citation analysis] | article | 75 |
| 1991 | Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
| 1990 | Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
| 1993 | The Uncertain Unit Root in Real GNP. In: American Economic Review. [Full Text][Citation analysis] | article | 121 |
| 1992 | The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
| 1996 | Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review. [Full Text][Citation analysis] | article | 159 |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review. [Full Text][Citation analysis] | article | 136 |
| 2005 | Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2005 | Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2005 | Modeling bond yields in finance and macroeconomics.(2005) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | 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 | 347 |
| 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 nother version. Agregated cites: 347 | 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 nother version. Agregated cites: 347 | paper | |
| 2021 | On the Evolution of U.S. Temperature Dynamics In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | On the Evolution of US Temperature Dynamics.(2022) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
| 2019 | On the Evolution of U.S. Temperature Dynamics.(2019) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections In: Papers. [Full Text][Citation analysis] | paper | 11 |
| 2022 | Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2020 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2019 | Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2019) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2021 | Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach.(2020) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2023 | When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions.(2023) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 180 |
| 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 nother version. Agregated cites: 180 | paper | |
| 2010 | MACRO?FINANCE MODELS OF INTEREST RATES AND THE ECONOMY In: Manchester School. [Full Text][Citation analysis] | article | 41 |
| 2010 | Macro-finance models of interest rates and the economy.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2022 | Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Where Is the Carbon Premium? Global Performance of Green and Brown Stocks In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2022 | Where is the carbon premium? Global performance of green and brown stocks.(2022) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2015 | Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2017 | Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 1998 | Policy Rules for Inflation Targeting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 915 |
| 1998 | Policy rules for inflation targeting.(1998) In: Working Papers in Applied Economic Theory. [Citation analysis] This paper has nother version. Agregated cites: 915 | paper | |
| 1998 | Policy rules for inflation targeting.(1998) In: Proceedings. [Citation analysis] This paper has nother version. Agregated cites: 915 | article | |
| 1998 | Policy Rules for Inflation Targeting.(1998) In: Stockholm - International Economic Studies. [Citation analysis] This paper has nother version. Agregated cites: 915 | paper | |
| 1998 | Policy Rules for Inflation Targeting.(1998) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 915 | paper | |
| 1999 | Policy Rules for Inflation Targeting.(1999) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 915 | chapter | |
| 1998 | Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 915 | paper | |
| 2000 | Eurosystem Monetary Targeting: Lessons from US Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 201 |
| 2002 | Eurosystem monetary targeting: Lessons from U.S. data.(2002) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | article | |
| 1999 | Eurosystem monetary targeting: lessons from U.S. data..(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data..(1999) In: Stockholm - International Economic Studies. [Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Seminar Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 1999 | Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 201 | paper | |
| 2000 | Assessing nominal income rules for monetary policy with model and data uncertainty In: Working Paper Series. [Full Text][Citation analysis] | paper | 356 |
| 2002 | Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2002) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 356 | 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 nother version. Agregated cites: 356 | 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 nother version. Agregated cites: 356 | paper | |
| 2008 | A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal. [Full Text][Citation analysis] | article | 361 |
| 2004 | A macro-finance model of the term structure, monetary policy, and the economy.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 361 | 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 nother version. Agregated cites: 361 | 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 nother version. Agregated cites: 361 | paper | |
| 2008 | A Macro?Finance Model of the Term Structure, Monetary Policy and the Economy.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 361 | article | |
| 2012 | The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal. [Full Text][Citation analysis] | article | 252 |
| 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 nother version. Agregated cites: 252 | paper | |
| 2013 | A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers. [Full Text][Citation analysis] | paper | 44 |
| 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 nother version. Agregated cites: 44 | 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 nother version. Agregated cites: 44 | paper | |
| 2009 | An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal. [Full Text][Citation analysis] | article | 73 |
| 2008 | An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2008 | An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | 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 nother version. Agregated cites: 1 | paper | |
| 1991 | On the power of Dickey-Fuller tests against fractional alternatives In: Economics Letters. [Full Text][Citation analysis] | article | 258 |
| 1990 | On the power of Dickey-Fuller tests against fractional alternatives.(1990) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 258 | paper | |
| 2006 | The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 554 |
| 2004 | The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 554 | paper | |
| 2011 | The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 208 |
| 2007 | The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | 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 nother version. Agregated cites: 208 | 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 nother version. Agregated cites: 208 | paper | |
| 2019 | Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1996 | The Lucas critique revisited assessing the stability of empirical Euler equations for investment In: Journal of Econometrics. [Full Text][Citation analysis] | article | 37 |
| 2016 | A wedge in the dual mandate: Monetary policy and long-term unemployment In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 15 |
| 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 nother version. Agregated cites: 15 | paper | |
| 1989 | Long memory and persistence in aggregate output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 305 |
| 1988 | Long memory and persistence in aggregate output.(1988) In: Finance and Economics Discussion Series. [Citation analysis] This paper has nother version. Agregated cites: 305 | paper | |
| 1995 | Federal Reserve interest rate targeting, rational expectations, and the term structure In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 380 |
| 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 nother version. Agregated cites: 380 | 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 | 585 |
| 2001 | Term structure evidence on interest rate smoothing and monetary policy inertia.(2001) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 585 | paper | |
| 2004 | Estimating the Euler equation for output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 226 |
| 2002 | Estimating the Euler equation for output.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 226 | paper | |
| 2002 | Estimating the Euler equation for output.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 226 | paper | |
| 2005 | Using a long-term interest rate as the monetary policy instrument In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 33 |
| 2004 | Using a long-term interest rate as the monetary policy instrument.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2008 | Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 160 |
| 2008 | Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
| 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 45 |
| 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 nother version. Agregated cites: 45 | paper | |
| 1996 | Do measures of monetary policy in a VAR make sense? In: Working Papers in Applied Economic Theory. [Citation analysis] | paper | 469 |
| 1996 | Do Measures of Monetary Policy in a VAR Make Sense?.(1996) In: Banca Italia - Servizio di Studi. [Citation analysis] This paper has nother version. Agregated cites: 469 | paper | |
| 1998 | Do Measures of Monetary Policy in a VAR Make Sense?.(1998) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 469 | article | |
| 1997 | Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 109 |
| 1998 | Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 109 | paper | |
| 2000 | Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 109 | 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 | 298 |
| 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 nother version. Agregated cites: 298 | 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 | 10 |
| 2015 | Optimal policy and market-based expectations In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
| 2015 | The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 8 |
| 2015 | Residual seasonality and monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2016 | Will the economic recovery die of old age? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 5 |
| 2016 | Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 2 |
| 2016 | Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
| 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 | 5 |
| 2018 | A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2019 | Climate Change and the Federal Reserve In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 19 |
| 2019 | The Economics of Climate Change: A First Fed Conference In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2021 | Climate Change Is a Source of Financial Risk In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 7 |
| 2021 | Climate Change Costs Rise as Interest Rates Fall 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 | 11 |
| 1995 | Federal Reserve policy and the predictability of interest rates In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 12 |
| 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 | 4 |
| 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 | 8 |
| 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 | 1 |
| 2003 | Finance and macroeconomics In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
| 2005 | Monetary policy and asset price bubbles In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
| 2007 | Monetary policy inertia and recent Fed actions In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
| 2008 | Publishing FOMC economic forecasts In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 1 |
| 2008 | Publishing central bank interest rate forecasts In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 4 |
| 2009 | The Feds monetary policy response to the current crisis In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 33 |
| 2009 | Disagreement about the inflation outlook In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 2010 | Inflation: mind the gap In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
| 2010 | The Feds exit strategy for monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 9 |
| 2011 | The Feds interest rate risk In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 2011 | Signals from unconventional monetary policy In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 11 |
| 2013 | What caused the decline in long-term yields? In: FRBSF Economic Letter. [Full Text][Citation analysis] | article | 3 |
| 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 | 59 |
| 1996 | Is there a broad credit channel for monetary policy? In: Economic Review. [Full Text][Citation analysis] | article | 151 |
| 1994 | Is there a broad credit channel for monetary policy?.(1994) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
| 1998 | Taylors rule and the Fed, 1970-1997 In: Economic Review. [Full Text][Citation analysis] | article | 118 |
| 2001 | Five questions about business cycles In: Economic Review. [Full Text][Citation analysis] | article | 14 |
| 2009 | Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings. [Full Text][Citation analysis] | article | 144 |
| 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 nother version. Agregated cites: 144 | paper | |
| 2010 | Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
| 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 nother version. Agregated cites: 144 | article | |
| 2002 | Assessing the Lucas critique in monetary policy models In: Working Paper Series. [Full Text][Citation analysis] | paper | 125 |
| 2005 | Assessing the Lucas Critique in Monetary Policy Models..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 125 | 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 nother 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 nother 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 | 13 |
| 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 nother version. Agregated cites: 13 | paper | |
| 2005 | Monetary policy inertia: fact or fiction? In: Working Paper Series. [Full Text][Citation analysis] | paper | 236 |
| 2006 | Monetary Policy Inertia: Fact or Fiction?.(2006) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 236 | article | |
| 2006 | The bond yield \conundrum\ from a macro-finance perspective In: Working Paper Series. [Full Text][Citation analysis] | paper | 77 |
| 2006 | The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | 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 | 144 |
| 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 nother version. Agregated cites: 144 | 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 nother version. Agregated cites: 144 | paper | |
| 2006 | Macroeconomic implications of changes in the term premium In: Working Paper Series. [Full Text][Citation analysis] | paper | 111 |
| 2007 | Macroeconomic implications of changes in the term premium.(2007) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
| 2009 | Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series. [Full Text][Citation analysis] | paper | 98 |
| 2014 | Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
| 2011 | Extracting deflation probability forecasts from Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | 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 | 350 |
| 2014 | The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 350 | article | |
| 2012 | Pricing deflation risk with U.S. Treasury yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2016 | Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 71 |
| 2015 | Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.(2015) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2013 | Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series. [Full Text][Citation analysis] | paper | 127 |
| 2016 | Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | article | |
| 2014 | Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2018 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series. [Full Text][Citation analysis] | paper | 36 |
| 2019 | A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt.(2019) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2020 | The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2023 | The Rising Cost of Climate Change: Evidence from the Bond Market.(2023) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Accounting for Low Long-Term Interest Rates: Evidence from Canada In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Trends and random walks in macroeconomic time series: a re-examination In: Finance and Economics Discussion Series. [Citation analysis] | paper | 56 |
| 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 nother version. Agregated cites: 56 | 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 nother version. Agregated cites: 56 | 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 | 48 |
| 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 nother version. Agregated cites: 48 | article | |
| 1989 | Forecasting output with the composite leading index: an ex ante analysis In: Finance and Economics Discussion Series. [Citation analysis] | paper | 67 |
| 1993 | Is there a bank credit channel for monetary policy? In: Finance and Economics Discussion Series. [Citation analysis] | paper | 16 |
| 1994 | Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series. [Citation analysis] | paper | 202 |
| 1996 | Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 202 | article | |
| 1987 | Scoring the leading indicators In: Special Studies Papers. [Citation analysis] | paper | 197 |
| 1989 | Scoring the Leading Indicators..(1989) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | 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 | 4 |
| 1992 | The Lucas critique revisited: assessing the stability of empirical Euler equations In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 2 |
| 1993 | New and old models of business investment: a comparison of forecasting performance In: Working Paper Series / Economic Activity Section. [Citation analysis] | paper | 120 |
| 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 nother version. Agregated cites: 120 | 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 | 116 |
| 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 nother version. Agregated cites: 116 | article | |
| 1990 | International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 7 |
| 1991 | Shorter recessions and longer expansions In: Business Review. [Full Text][Citation analysis] | article | 1 |
| 1991 | Further evidence on business cycle duration dependence In: Working Papers. [Citation analysis] | paper | 102 |
| 1993 | Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | chapter | |
| 1989 | An Empirical Disequilibrium Model of Labor, Consumption, and Investment. In: International Economic Review. [Full Text][Citation analysis] | article | 3 |
| 1998 | Do Measures of Monetary Policy in a VAR Make Sense? A Reply. In: International Economic Review. [Citation analysis] | article | 397 |
| 2007 | Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking. [Citation analysis] | article | 77 |
| 2007 | Accounting for a Shift in Term Structure Behavior with No?Arbitrage and Macro?Finance Models.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
| 1994 | Measuring Business Cycles: A Modern Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 293 |
| 1996 | Measuring Business Cycles: A Modern Perspective..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 293 | article | |
| Measuring Business Cycle: A Modern Perspective.() In: Home Pages. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 293 | 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 | 65 |
| 2012 | Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books. [Citation analysis] | book | 11 |
| 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 | 1 |
| 2013 | The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 139 |
| 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 | 2 |
| 1992 | Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 131 |
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