Glenn Rudebusch : Citation Profile

Brookings Institution

54

H index

87

i10 index

12593

Citations

RESEARCH PRODUCTION:

122

Articles

127

Papers

2

Books

6

Chapters

RESEARCH ACTIVITY:

   39 years (1986 - 2025). See details.
   Cites by year: 322
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 497.    Total self citations: 121 (0.95 %)

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   Permalink: http://citec.repec.org/pru10
   Updated: 2026-04-11    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Diebold, Francis (16)

Bauer, Michael (14)

Goulet Coulombe, Philippe (8)

ZHANG, BOYUAN (7)

Drupp, Moritz (2)

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

Is cited by:

Gil-Alana, Luis (198)

Svensson, Lars (115)

Williams, John (92)

Christensen, Jens (89)

Pereira, Alfredo (79)

Swanson, Eric (78)

Caporale, Guglielmo Maria (74)

Diebold, Francis (70)

Castelnuovo, Efrem (68)

Kozicki, Sharon (65)

Favero, Carlo (63)

Cites to:

Diebold, Francis (101)

Piazzesi, Monika (70)

Campbell, John (53)

Swanson, Eric (52)

Christensen, Jens (45)

Williams, John (40)

Gürkaynak, Refet (40)

Ang, Andrew (39)

Svensson, Lars (36)

Fuhrer, Jeffrey (35)

Orphanides, Athanasios (32)

Main data

Where Glenn Rudebusch has published?

Journals with more than one article published# docs
FRBSF Economic Letter45
Journal of Monetary Economics8
Journal of Econometrics7
The Review of Economics and Statistics7
American Economic Review6
Journal of Money, Credit and Banking5
International Economic Review5
Economic Review4
Proceedings3
International Journal of Central Banking3
Economic Journal3
Journal of Money, Credit and Banking3
European Economic Review2
Review of Finance2
Journal of Business & Economic Statistics2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco42
NBER Working Papers / National Bureau of Economic Research, Inc10
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
Working Paper Series / Economic Activity Section / Board of Governors of the Federal Reserve System (U.S.)10
CESifo Working Paper Series / CESifo6
Papers / arXiv.org5
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Seminar Papers / Stockholm University, Institute for International Economic Studies2

Recent works citing Glenn Rudebusch (2025 and 2024)

YearTitle of citing document
2024La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros. (2024). Temperley, Patricio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4766.

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2025“It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264.

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2025Easing Financial Constraints Reduce Carbon Emissions? Evidence from a Large Sample of French Companies. (2025). Marin, Giovanni ; Guerini, Mattia ; Vona, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:376272.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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2025Economic Damages from Climate Change to U.S. Populations: Integrating Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Griffiths, Charles ; Parthum, Bryan ; Rennels, Lisa ; Spink, Elizabeth ; Perla, Joseph ; Burns, Nshan ; Howerton, Michael ; Smith, David ; Kraynak, Daniel. In: National Center for Environmental Economics-NCEE Working Papers. RePEc:ags:nceewp:368258.

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2024A Time Trend and Persistence Analysis of Sunflower Oil and Olive Oil Prices in the Context of the Russia-Ukraine War. (2024). Monge, Manuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348135.

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2026A Sectoral Approach to Inflation Expectations in the Turkish Economy: The Vector Error Correction Model (VECM) and Time-Varying LA-VAR Granger Causality Analysis. (2026). Atasever, Glbahar ; Ssl, Bora. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2026:i:4:p:1419-1445.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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2024Stress Testing of the Central Bank of Costa Rica: Risk Assessment of Fixed-Income Instruments. (2024). Gómez-Rodríguez, Fabio ; Corrales-Quesada, Adriana ; Segura-Rodriguez, Carlos ; Gmez-Rodrguez, Fabio. In: Notas Técnicas. RePEc:apk:nottec:2401.

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2025Ecosystem Services Accounting in Costa Rica: Regulation, Provision, and Cultural Services. (2025). Vega-Araya, Mauricio ; Aguilar-Madrigal, Jhonny ; Rivera, Luis. In: Notas Técnicas. RePEc:apk:nottec:2501.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2025Pricing and hedging of SOFR derivatives. (2025). Bickersteth, Matthew ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2112.14033.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024High-Dimensional Granger Causality for Climatic Attribution. (2024). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024Towards a representative social cost of carbon. (2024). Tol, Richard ; Dong, Jinchi ; Wang, Fangzhi. In: Papers. RePEc:arx:papers:2404.04989.

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2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2025Income, health, and cointegration. (2024). Ionides, Edward L. In: Papers. RePEc:arx:papers:2407.15755.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024Unveiling True Talent: The Soccer Factor Model for Skill Evaluation. (2024). Andorra, Alexandre ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2412.05911.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2026Forecasting Climate Policy Uncertainty: Evidence from the United States. (2025). Besher, Donia ; Gupta, Anirban Sen ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2507.12276.

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2025Economic Impacts of Climate Change in the United States: Integrating and Harmonizing Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Burns, Nshan ; Perla, Joseph ; Spink, Elizabeth ; Smith, David ; Rennels, Lisa ; Parthum, Bryan ; Kraynak, Daniel. In: Papers. RePEc:arx:papers:2509.00212.

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2025Dynamics of Liquidity Surfaces in Uniswap v3. (2025). Risk, Jimmy ; Wang, Tai-Ho ; Tung, Shen-Ning. In: Papers. RePEc:arx:papers:2509.05013.

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2025Learning to Hedge Swaptions. (2025). Ahmadi, Zaniar ; Fr'ed'eric Godin, . In: Papers. RePEc:arx:papers:2512.06639.

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2025Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets. (2025). Lee, Ting-Jung ; Rachev, Svetlozar T ; Lindquist, Brent W ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2512.10823.

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2025Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective. (2025). Hong, YI ; Du, Jiawei. In: Papers. RePEc:arx:papers:2601.00011.

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2026Nonlinear Dynamic Factor Analysis With a Transformer Network. (2026). Snellman, Oliver. In: Papers. RePEc:arx:papers:2601.12039.

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2026At-Risk Transformation for U.S. Recession Prediction. (2026). Shin, Minchul ; Billakanti, Rahul. In: Papers. RePEc:arx:papers:2603.07813.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2024Taylor Rule and Shadow Rates: theory and empirical analysis. (2024). Lupiani, Camilla. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24218.

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2025Impact of COVID-19 Pandemic and Macroeconomics on Long-term Government Bond Yields Interest Rate in Emerging Markets: ARDL Approach. (2025). Yulianita, Anna ; Robiani, Bernadette ; Shodrokova, Xenaneira. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:1:p:113-132.

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2025Time-Varying Inflation Target and Unbiased Taylor Rule Estimation. (2025). Haque, Qazi ; Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-01.

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2025What Drives Low and Stable Inflation?. (2025). Phaneuf, Louis ; Brault, Joshua. In: Working Papers. RePEc:bbh:wpaper:25-02.

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2024Central Bank Liquidity Policy in Modern Times. (2024). Brooks, Skylar. In: Discussion Papers. RePEc:bca:bocadp:24-06.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2024Smoothing the New-Keynesian Capital Puzzle. (2024). Amaral, Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:606.

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2025Monetary policy with persistent supply shocks. (2025). Nuo, Galo ; Scheidegger, Simon ; Renner, Philipp. In: Working Papers. RePEc:bde:wpaper:2529.

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2025Survey-based daily estimates of inflation expectations and risk premia in the euro area. (2025). Zinna, Gabriele ; Lilla, Francesca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_991_25.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2025Asymmetric Inflation Target Credibility. (2025). Nautz, Dieter ; Coleman, Winnie. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0060.

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2025Policy implications of losing credibility: Lessons from Colombia’s post-pandemic inflationary surge. (2025). Pulido, Jose ; Grajales-Olarte, Anderson ; Naranjo-Saldarriaga, Sara ; Hamann, Franz. In: Borradores de Economia. RePEc:bdr:borrec:1304.

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2025German Inflation-Linked Bonds: Overpriced, yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:1012.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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2024The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds. (2024). Mouabbi, Sarah ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:948.

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2024Unwinding Quantitative Easing: State Dependency and Household Heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: Working papers. RePEc:bfr:banfra:955.

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2024Inflation (De-)Anchoring in the Euro Area. (2024). De Backer, Bruno ; Vladu, Andreea Liliana ; Burban, Valentin. In: Working papers. RePEc:bfr:banfra:965.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2024What does an inversion of the yield curve tell us?. (2024). Lhuissier, Stéphane ; Bussiere, Matthieu. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2024:250:03.

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2025Monetary policy decision-making and communication under high uncertainty: insights from a survey of central banks in the Americas and beyond. (2025). Ehlers, Torsten ; Shim, Ilhyock ; Amaral, Eduardo ; Tombini, Alexandre. In: BIS Papers chapters. RePEc:bis:bisbpc:163-02.

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2025Open-sourced central bank macroeconomic models. (2025). Godoy, Douglas Kiarelly. In: IFC Bulletins chapters. RePEc:bis:bisifc:64-17.

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2024Targeted Taylor rules: some evidence and theory. (2024). Mojon, Benoit ; Hofmann, Boris ; Manea, Cristina. In: BIS Working Papers. RePEc:bis:biswps:1234.

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2025Integrating balance sheet policy into monetary policy conditions. (2025). Rungcharoenkitkul, Phurichai ; Mojon, Benoit ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:1281.

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2025The capital puzzle. (2025). Amaral, Eduardo. In: BIS Working Papers. RePEc:bis:biswps:1288.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2025Estimation and Forecasting of Russian Money Market Yield Curves. (2025). Magzhanov, Timur ; Fedorov, Dmitry ; Kartaev, Philipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:36-64.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390.

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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Huang, Kershen ; Shang, Chenguang. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under. (2024). Wright, Jonathan ; Lucca, David O. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1055-1085.

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2025Inflation Persistence in the G7: The Effects of the Covid‐19 Pandemic and of the Russia‐Ukraine War. (2025). Usman, Nuruddeen ; Gilalana, Luis Alberiko. In: Manchester School. RePEc:bla:manchs:v:93:y:2025:i:3:p:281-288.

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2024Pass‐through of shocks into different U.S. prices. (2024). YILMAZKUDAY, HAKAN. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1300-1315.

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2024Geopolitical volatility and subsidiary investments. (2024). Zilja, Flladina ; Sabel, Christopher Albert ; Dorobantu, Sinziana ; Adarkwah, Gilbert Kofi. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:11:p:2275-2306.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2025QT versus QE: who is in when the central bank is out?. (2025). Kontoghiorghes, Alex ; Kaminska, Iryna ; Ray, Walker. In: Bank of England working papers. RePEc:boe:boeewp:1108.

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2024Central Bank Objectives, Monetary Policy Rules, and Limited Information. (2024). Benchimol, Jonathan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.04.

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2024Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach. (2024). Kaihatsu, Sohei ; Kasai, Yoshiyasu ; Yamamoto, Hiroki ; Hirata, Atsuki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e21.

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2024Employment Protection in Dual Labor Markets: Any Amplification of Macroeconomic Shocks?. (2024). Lochner, Benjamin ; Benjamin, Lochner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:249-304:n:5.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519.

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2026Deciphering Delphic Guidance: The Bank of England and Geopolitical Uncertainty. (2026). Macchiarelli, Corrado ; Chadha, Jagjit ; Hantzsche, A ; Mellina, S ; Goel, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2606.

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2025The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511.

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2025The Conduct of LTV Policy under Inflationary Shocks. (2025). Yao, Fang ; Rubio, Margarita. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/25.

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2025Star-struck; Monetary Policy and the Neutral Rate. (2025). Garabedian, Garo. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/25.

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2025A Survey-Based Shifting-Endpoint Dynamic Term Structure Model of Interest Rates: Working Paper 2025-03. (2025). McGrane, Michael. In: Working Papers. RePEc:cbo:wpaper:60888.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Carmona-Gonzlez, Nieves ; Martin-Valmayor, Miguel A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11409.

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2024Corporate Green Pledges. (2024). Bauer, Michael ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11507.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2025Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764.

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2025Climate Policy Uncertainty and Firms and Investors Behavior. (2025). Dechezleprêtre, Antoine ; Berestycki, Clara ; Dechezleprtre, Antoine ; Basaglia, Piero ; Carattini, Stefano ; Kruse, Tobias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11782.

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2025Three Theories of Natural Rate Dynamics. (2025). Nuño Barrau, Galo ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11878.

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2025Persistence and Nonlinearities in the US Federal Funds Rate. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11913.

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2025A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle. (2025). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11983.

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2024A general theory of tax-smoothing. (2024). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2444.

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2024Understanding Inflation Expectations: Data, Drivers and Policy Implications. (2024). Tvrz, Stanislav ; Šolc, Jan ; Šnobl, Radek ; Žáček, Jan ; Brázdik, František ; Snobl, Radek ; Musil, Karel ; Zacek, Jan ; Solc, Jan ; Brazdik, Frantisek ; Keseliova, Tatiana. In: Working Papers. RePEc:cnb:wpaper:2024/3.

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2024Business cycles in Colombia: stylized facts. (2024). Hidalgo, Mario Eduard. In: Revista Tendencias. RePEc:col:000520:021174.

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2024Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081.

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More than 100 citations found, this list is not complete...

Works by Glenn Rudebusch:

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2017Term Structure Analysis with Big Data In: CREATES Research Papers.
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2017Term Structure Analysis with Big Data.(2017) In: Working Paper Series.
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2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review.
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2020Interest Rates under Falling Stars In: American Economic Review.
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2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
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2019Interest Rates Under Falling Stars.(2019) In: Working Paper Series.
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1992Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review.
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1991Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section.
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1990Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
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1993The Uncertain Unit Root in Real GNP. In: American Economic Review.
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1992The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series.
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1996Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review.
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2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
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2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: Working Paper Series.
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2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
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2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive.
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2005Modeling bond yields in finance and macroeconomics.(2005) In: CFS Working Paper Series.
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2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
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2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series.
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2021On the Evolution of U.S. Temperature Dynamics In: Papers.
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2021Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections In: Papers.
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2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: Working Paper Series.
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2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: NBER Working Papers.
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2019Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2019) In: PIER Working Paper Archive.
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2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers.
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2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions In: Papers.
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2009Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve In: Journal of Business & Economic Statistics.
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2007Forecasting recessions: the puzzle of the enduring power of the yield curve.(2007) In: Working Paper Series.
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2010MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY In: Manchester School.
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2022Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series.
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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act In: CESifo Working Paper Series.
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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe In: CESifo Working Paper Series.
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2024Green stocks and monetary policy shocks: Evidence from Europe.(2024) In: IMFS Working Paper Series.
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2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
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2015Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series.
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2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance.
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1998Policy Rules for Inflation Targeting In: CEPR Discussion Papers.
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1998Policy Rules for Inflation Targeting.(1998) In: Stockholm - International Economic Studies.
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1998Policy Rules for Inflation Targeting.(1998) In: Seminar Papers.
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1999Policy Rules for Inflation Targeting.(1999) In: NBER Chapters.
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1998Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers.
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2000Eurosystem Monetary Targeting: Lessons from US Data In: CEPR Discussion Papers.
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2002Eurosystem monetary targeting: Lessons from U.S. data.(2002) In: European Economic Review.
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1999Eurosystem monetary targeting: lessons from U.S. data..(1999) In: Working Paper Series.
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1999Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: NBER Working Papers.
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2000Assessing nominal income rules for monetary policy with model and data uncertainty In: Working Paper Series.
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2002Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2002) In: Economic Journal.
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2000Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2000Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2000) In: Working Paper Series.
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2008A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal.
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2003A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2003) In: Working Paper Series.
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2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2004) In: 2004 Meeting Papers.
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2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy.(2008) In: Economic Journal.
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2012The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal.
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2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
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2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
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2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
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2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
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2008An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series.
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2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers.
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2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive.
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1988Are productivity fluctuations due to real supply shocks? In: Economics Letters.
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1987Are productivity fluctuations due to real supply shocks?.(1987) In: Working Paper Series / Economic Activity Section.
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1991On the power of Dickey-Fuller tests against fractional alternatives In: Economics Letters.
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1990On the power of Dickey-Fuller tests against fractional alternatives.(1990) In: Finance and Economics Discussion Series.
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2006The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics.
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2004The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers.
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2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
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2019Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices In: Journal of Econometrics.
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2024Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume In: Journal of Econometrics.
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1996The Lucas critique revisited assessing the stability of empirical Euler equations for investment In: Journal of Econometrics.
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1995Erratum In: Journal of Monetary Economics.
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2004Estimating the Euler equation for output In: Journal of Monetary Economics.
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2002Estimating the Euler equation for output.(2002) In: Working Paper Series.
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2005Using a long-term interest rate as the monetary policy instrument In: Journal of Monetary Economics.
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1998Do Measures of Monetary Policy in a VAR Make Sense?.(1998) In: International Economic Review.
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1997Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory.
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1998Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series.
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2000Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking.
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1999Is the Fed too timid? Monetary policy in an uncertain world In: Working Papers in Applied Economic Theory.
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2001Is The Fed Too Timid? Monetary Policy In An Uncertain World.(2001) In: The Review of Economics and Statistics.
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2014Stress testing the Fed In: FRBSF Economic Letter.
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2014Does slower growth imply lower interest rates? In: FRBSF Economic Letter.
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2015Optimal policy and market-based expectations In: FRBSF Economic Letter.
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2015The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter.
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2015Residual seasonality and monetary policy In: FRBSF Economic Letter.
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2016Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter.
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2016Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter.
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2017How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter.
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2018A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter.
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2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
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2002Assessing the Lucas Critique in Monetary Policy Models In: Working Paper Series.
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2005Assessing the Lucas Critique in Monetary Policy Models..(2005) In: Journal of Money, Credit and Banking.
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2004The Macroeconomy and the Yield Curve: A Nonstructural Analysis In: Working Paper Series.
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2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive.
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2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series.
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2005Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Working Paper Series.
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2007Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models.(2007) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 96		article
2007Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models.(2007) In: Journal of Money, Credit and Banking.
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2005Monetary Policy Inertia: Fact or Fiction? In: Working Paper Series.
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2006Monetary Policy Inertia: Fact or Fiction?.(2006) In: International Journal of Central Banking.
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2006The Bond Yield “Conundrum” from a Macro-Finance Perspective In: Working Paper Series.
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2006The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies.
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2006Revealing the secrets of the temple: the value of publishing central bank interest rate projections In: Working Paper Series.
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2008Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2008) In: NBER Chapters.
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2006Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2006) In: NBER Working Papers.
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2006Macroeconomic implications of changes in the term premium In: Working Paper Series.
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2007Macroeconomic implications of changes in the term premium.(2007) In: Review.
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2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Working Paper Series.
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2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
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2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
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2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
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2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
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2011Unbiased estimate of dynamic term structure models In: Working Paper Series.
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2011The signaling channel for Federal Reserve bond purchases In: Working Paper Series.
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2014The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking.
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2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
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2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
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2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
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2015Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.(2015) In: Journal of Financial Econometrics.
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2013Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series.
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2016Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking.
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2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
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2018A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
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2019A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt.(2019) In: The Review of Economics and Statistics.
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2020The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series.
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2023The Rising Cost of Climate Change: Evidence from the Bond Market.(2023) In: The Review of Economics and Statistics.
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2020Accounting for Low Long-Term Interest Rates: Evidence from Canada In: Working Paper Series.
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1990Trends and random walks in macroeconomic time series: a re-examination In: Finance and Economics Discussion Series.
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1990Trends and random walks in macroeconomic time series: a re-examination.(1990) In: Working Paper Series / Economic Activity Section.
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1992Trends and Random Walks in Macroeconomic Time Series: A Re-examination..(1992) In: International Economic Review.
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1988Ex ante turning point forecasting with the composite leading index In: Finance and Economics Discussion Series.
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1989Is consumption too smooth? Long memory and the Deaton paradox In: Finance and Economics Discussion Series.
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1991Is Consumption Too Smooth? Long Memory and the Deaton Paradox..(1991) In: The Review of Economics and Statistics.
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1989Forecasting output with the composite leading index: an ex ante analysis In: Finance and Economics Discussion Series.
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1993Is there a bank credit channel for monetary policy? In: Finance and Economics Discussion Series.
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1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
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1996Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review.
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1987Scoring the leading indicators In: Special Studies Papers.
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1989Scoring the Leading Indicators..(1989) In: The Journal of Business.
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1987Does the business cycle have duration memory? In: Special Studies Papers.
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1989Internal finance and investment: testing the role of asymmetric information and agency costs In: Working Paper Series / Economic Activity Section.
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1992The Lucas critique revisited: assessing the stability of empirical Euler equations In: Working Paper Series / Economic Activity Section.
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1993New and old models of business investment: a comparison of forecasting performance In: Working Paper Series / Economic Activity Section.
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1995New and Old Models of Business Investment: A Comparison of Forecasting Performance..(1995) In: Journal of Money, Credit and Banking.
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1986Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data In: Working Paper Series / Economic Activity Section.
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1987An empirical disequilibrium model of labor, consumption, and investment in the United States In: Working Paper Series / Economic Activity Section.
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1988A nonparametric investigation of duration dependence in the American business cycle In: Working Paper Series / Economic Activity Section.
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1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle..(1990) In: Journal of Political Economy.
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1990International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics.
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1991Shorter recessions and longer expansions In: Business Review.
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1991Further evidence on business cycle duration dependence In: Working Papers.
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1993Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters.
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1989An Empirical Disequilibrium Model of Labor, Consumption, and Investment. In: International Economic Review.
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1998Do Measures of Monetary Policy in a VAR Make Sense? A Reply. In: International Economic Review.
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1994Measuring Business Cycles: A Modern Perspective In: NBER Working Papers.
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1996Measuring Business Cycles: A Modern Perspective..(1996) In: The Review of Economics and Statistics.
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2012Facts, Factors, and Questions In: Introductory Chapters.
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1999Business Cycles: Durations, Dynamics, and Forecasting In: Economics Books.
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2012Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books.
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2008Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers.
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2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
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2013The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers.
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2003Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003.
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2005The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective In: Computing in Economics and Finance 2005.
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2012Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics.
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1986Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. In: The Review of Economics and Statistics.
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1992Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics.
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