51
H index
78
i10 index
11335
Citations
Glenn Rudebusch : Citation Profile
Brookings Institution | RESEARCH PRODUCTION: 116 Articles 120 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 (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
| 2022 | Charging the macroeconomy with an energy sector: an agent-based model. (2022). Vergalli, Sergio ; Menoncin, Francesco ; Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:319877. Full description at Econpapers || Download paper | |
| 2022 | MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. (2022). Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022001. Full description at Econpapers || Download paper | |
| 2022 | The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008. Full description at Econpapers || Download paper | |
| 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 | |
| 2022 | Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals. (2022). Petrella, Ivan ; Hevia, Constantino ; Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:200. 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 | |
| 2022 | Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394. Full description at Econpapers || Download paper | |
| 2022 | Real-Time Fixed-Target Statistical Prediction of Arctic Sea Ice Extent. (2021). Diebold, Francis ; Gobel, Maximilian. In: Papers. RePEc:arx:papers:2101.10359. Full description at Econpapers || Download paper | |
| 2022 | One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV. (2021). Koles, Michal ; Angrist, Joshua. In: Papers. RePEc:arx:papers:2110.10556. Full description at Econpapers || Download paper | |
| 2022 | Decomposing LIBOR in Transition: Evidence from the Futures Markets. (2022). Skov, Jacob Bjerre ; Skovmand, David. In: Papers. RePEc:arx:papers:2201.06930. Full description at Econpapers || Download paper | |
| 2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
| 2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
| 2022 | Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540. Full description at Econpapers || Download paper | |
| 2022 | Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models. (2022). Hecq, Alain ; Voisin, Elisa ; Issler, Joao. In: Papers. RePEc:arx:papers:2205.00924. 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 | |
| 2022 | Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187. 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 | |
| 2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. 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 | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . 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 | |
| 2022 | Firm liquidity and the transmission of monetary policy. (2022). Schiaffi, Stefano ; Bottero, Margherita. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1378_22. 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 | |
| 2022 | Sudden Yield Reversals and Financial Intermediation in Emerging Markets. (2022). Sarmiento, Miguel. In: Borradores de Economia. RePEc:bdr:borrec:1210. 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 | |
| 2022 | The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885. 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 | |
| 2022 | Term premium dynamics and its determinants: the Mexican case. (2022). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:993. Full description at Econpapers || Download paper | |
| 2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper | |
| 2022 | Death or rebirth? How small? and medium?sized enterprises respond to responsible investment. (2022). Zhao, Rui ; Yin, Haitao ; Wang, Feng ; Sun, Junxiu. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1749-1762. Full description at Econpapers || Download paper | |
| 2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
| 2022 | Monetary policy or macroprudential policies: What can tame the cycles?. (2022). Vollmer, Uwe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1510-1538. 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 | |
| 2022 | Firm?level investment under imperfect capital markets in Ukraine. (2022). Shcherbakov, Oleksandr. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:1:p:227-255. Full description at Econpapers || Download paper | |
| 2022 | Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374. Full description at Econpapers || Download paper | |
| 2022 | The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market. (2022). Farka, Mira. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:633-693. Full description at Econpapers || Download paper | |
| 2022 | Inference in functional factor models with applications to yield curves. (2022). Horvath, Lajos ; Wang, Shixuan ; Vanderdoes, Jeremy ; Kokoszka, Piotr. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894. 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 | |
| 2022 | Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932. Full description at Econpapers || Download paper | |
| 2022 | Quantitative easing and agency MBS investment and financing choices by mortgage REITs. (2022). Frame, W ; Steiner, Eva. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:931-965. Full description at Econpapers || Download paper | |
| 2022 | Interest rate rules and inflation risks in a macro?finance model. (2022). Marsal, Ales ; Kaszab, Lorant ; Horvath, Roman. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:4:p:416-440. Full description at Econpapers || Download paper | |
| 2022 | Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0978. 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 | |
| 2022 | Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003. Full description at Econpapers || Download paper | |
| 2022 | The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299. Full description at Econpapers || Download paper | |
| 2022 | The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300. Full description at Econpapers || Download paper | |
| 2022 | A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:301. 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 | |
| 2022 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224. Full description at Econpapers || Download paper | |
| 2022 | A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05. (2022). Office, Congressional Budget. In: Working Papers. RePEc:cbo:wpaper:57582. Full description at Econpapers || Download paper | |
| 2022 | Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis. (2022). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10084. 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 | |
| 2022 | Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields. (2022). Yaya, Olaoluwa Simon ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9554. Full description at Econpapers || Download paper | |
| 2022 | A Reassessment of Monetary Policy Surprises and High-Frequency Identification. (2022). Swanson, Eric T ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9642. Full description at Econpapers || Download paper | |
| 2022 | Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure. (2022). Pesaran, Hashem M ; Nocera, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9695. Full description at Econpapers || Download paper | |
| 2022 | Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839. Full description at Econpapers || Download paper | |
| 2022 | Modelling Profitability of Private Equity: A Fractional Integration Approach. (2022). Gil-Alana, Luis ; Puertolas, Francisco ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9843. Full description at Econpapers || Download paper | |
| 2022 | Political Leaders and Macroeconomic Expectations: Evidence from a Global Survey Experiment. (2022). Ruthardt, Fabian ; Potrafke, Niklas ; Grundler, Klaus ; Boumans, Dorine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9974. 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 | |
| 2022 | Efectos de la credibilidad fiscal sobre las expectativas de inversión en Colombia: evidencia empírica para el periodo 2005-2019. (2022). Galvis, Juan Camilo ; Ramos, Cristina Isabel. In: Revista Desarrollo y Sociedad. RePEc:col:000090:020527. Full description at Econpapers || Download paper | |
| 2022 | Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078. Full description at Econpapers || Download paper | |
| 2022 | Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122. Full description at Econpapers || Download paper | |
| 2022 | Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334. Full description at Econpapers || Download paper | |
| 2022 | Fiscal Multipliers with Sovereign Risk and Fragile Banks. (2022). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Muller, Georg. In: Working Papers. RePEc:cyb:wpaper:2022-5. Full description at Econpapers || Download paper | |
| 2022 | The Signalling Channel of Negative Interest Rates. (2022). Haas, Alexander ; DeGroot, Oliver ; de Groot, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1990. 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 | |
| 2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper | |
| 2022 | Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640. Full description at Econpapers || Download paper | |
| 2022 | The relationship between central bank auctions and bill market liquidity. (2022). Bats, Joost. In: Working Paper Series. RePEc:ecb:ecbwps:20222708. Full description at Econpapers || Download paper | |
| 2022 | The effects of climate change on the natural rate of interest: a critical survey. (2022). van den End, Jan Willem ; Pointner, Wolfgang ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20222744. 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 | |
| 2022 | Interest Rate Pass-Through and Monetary Transmission Mechanism in Turkey. (2021). Soztanaci, Begum Kaya ; Ojaghlou, Mortaza. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2022-01-04. 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 | |
| 2022 | Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154. Full description at Econpapers || Download paper | |
| 2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
| 2022 | Understanding probabilistic expectations – a behavioral approach. (2022). Xiao, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001221. Full description at Econpapers || Download paper | |
| 2022 | Revisiting intertemporal elasticity of substitution in a sticky price model. (2022). Vahamaa, Oskari ; Vilmunen, Jouko ; Kilponen, Juha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002020. Full description at Econpapers || Download paper | |
| 2022 | Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238. 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 | |
| 2022 | Asymmetric effects of foreign capital on income inequality: The case of the Post-China 16 countries. (2022). Brůna, Karel ; Brna, Karel ; Kabrt, Toma. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:613-626. Full description at Econpapers || Download paper | |
| 2022 | Central bank credibility and its effect on stabilization. (2022). Bicchal, Motilal. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:73-94. 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 another 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 | 66 |
| 2020 | Interest Rates under Falling Stars In: American Economic Review. [Full Text][Citation analysis] | article | 64 |
| 2017 | Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 2019 | Interest Rates Under Falling Stars.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1992 | Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review. [Full Text][Citation analysis] | article | 74 |
| 1991 | Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section. [Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 1990 | Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | 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 another 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 | 135 |
| 2005 | Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 135 | paper | |
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| 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 another 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 another 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 another 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 | 199 |
| 1996 | Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 199 | 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 another 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 another 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 | 114 |
| 1990 | A Nonparametric Investigation of Duration Dependence in the American Business Cycle..(1990) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | 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 another 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 another 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 another version. Agregated cites: 293 | article | |
| Measuring Business Cycle: A Modern Perspective.() In: Home Pages. [Full Text][Citation analysis] This paper has another 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 | 137 |
| 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 | 132 |
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