Glenn Rudebusch : Citation Profile

Are you Glenn Rudebusch?

Brookings Institution

51

H index

79

i10 index

11611

Citations

RESEARCH PRODUCTION:

116

Articles

124

Papers

2

Books

6

Chapters

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 305
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 357.    Total self citations: 117 (1 %)

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   Permalink: http://citec.repec.org/pru10
   Updated: 2024-11-04    RAS profile: 2023-12-21    
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Relations with other researchers

Works with:

Diebold, Francis (13)

Bauer, Michael (10)

ZHANG, BOYUAN (5)

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 (182)

Svensson, Lars (93)

Williams, John (89)

Christensen, Jens (89)

Pereira, Alfredo (79)

Swanson, Eric (77)

Castelnuovo, Efrem (67)

Diebold, Francis (65)

Caporale, Guglielmo Maria (64)

Favero, Carlo (62)

GUPTA, RANGAN (60)

Cites to:

Diebold, Francis (91)

Piazzesi, Monika (64)

Campbell, John (51)

Swanson, Eric (50)

Christensen, Jens (41)

Williams, John (35)

Ang, Andrew (34)

Svensson, Lars (32)

Gürkaynak, Refet (31)

Fuhrer, Jeffrey (30)

Singleton, Kenneth (28)

Main data

Where Glenn Rudebusch has published?

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

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco41
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
NBER Working Papers / National Bureau of Economic Research, Inc10
Working Paper Series / Economic Activity Section / Board of Governors of the Federal Reserve System (U.S.)10
Papers / arXiv.org5
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
CESifo Working Paper Series / CESifo5
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2
Seminar Papers / Stockholm University, Institute for International Economic Studies2
CFS Working Paper Series / Center for Financial Studies (CFS)2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Glenn Rudebusch (2024 and 2023)

YearTitle of citing document
2023Oil 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.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023Dynamic 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.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Assessing 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.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2023The 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.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023Noise reduction for functional time series. (2023). Wouters, Bram ; Diks, Cees. In: Papers. RePEc:arx:papers:2307.02154.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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

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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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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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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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2023Effects 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.

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2023Predicting 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.

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2023Effects 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.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Do 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.

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2023A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo ; Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander. In: Borradores de Economia. RePEc:bdr:borrec:1255.

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2023Fiscal 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.

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2023Did interest rate guidance in emerging markets work?. (2023). Gadanecz, Blaise ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1080.

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2023Dating 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.

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

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2023A 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.

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2024Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2023Forecasting 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.

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2023The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations. (2008). Valkanov, Rossen ; Plazzi, Alberto ; Torous, Walter . In: Real Estate Economics. RePEc:bla:reesec:v:36:y:2008:i:3:p:403-439.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2023Climate 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.

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2023Quantitative Easing, Bank Lending, and Aggregate Fluctuations. (2023). Segev, Nimrod ; Schaffer, Matthew. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.01.

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2024Employment Protection in Dual Labor Markets: Any Amplification of Macroeconomic Shocks?. (2024). 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). Florian, Huber ; Gary, Koop ; 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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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Functional 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.

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2023Explosive Temperatures. (2023). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10680.

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2023Long-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.

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2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320.

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

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2023The 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.

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2023The 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.

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2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2023The 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.

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2024Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982.

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2023A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382.

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2023Herding in the non-fungible token (NFT) market. (2023). Bao, Te ; Wen, Yonggang ; Ma, Mengzhong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000515.

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2023Chinas 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.

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2023Collateral-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.

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2023The 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.

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2023The 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.

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2023Monetary 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.

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2023Monetary 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.

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2023The risk premium in New Keynesian DSGE models: The cost of inflation channel. (2023). Tretiakov, Pavel ; Wouters, Rafael ; Iania, Leonardo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001380.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2024Shadow banking, investment and interest rate transmission: Evidence from macroprudential policy in China. (2024). Xu, Changsheng ; Cheung, Adrian ; Wang, Sipei ; Li, Weixue. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:115-133.

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2023Price-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.

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2023A 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.

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2023Fiscal 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.

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2023Central 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.

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2023Sovereign 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.

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2023News and noise in crime politics: The role of announcements and risk attitudes. (2023). Maennig, Wolfgang ; Wilhelm, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003723.

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2024Examining business cycles and optimal monetary policy in a regional DSGE model. (2024). Gelfer, Sacha. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001068.

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2023Coordination 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.

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2023Who 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.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718.

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

Works by Glenn Rudebusch:

YearTitleTypeCited
2017Term Structure Analysis with Big Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2017Term Structure Analysis with Big Data.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 8		paper
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review.
[Full Text][Citation analysis]		article70
2020Interest Rates under Falling Stars In: American Economic Review.
[Full Text][Citation analysis]		article74
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 74		paper
2019Interest Rates Under Falling Stars.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 74		paper
1992Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review.
[Full Text][Citation analysis]		article76
1991Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has nother version. Agregated cites: 76		paper
1990Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
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This paper has nother version. Agregated cites: 76		paper
1993The Uncertain Unit Root in Real GNP. In: American Economic Review.
[Full Text][Citation analysis]		article124
1992The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has nother version. Agregated cites: 124		paper
1996Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review.
[Full Text][Citation analysis]		article160
2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
[Full Text][Citation analysis]		article139
2005Modeling bond yields in finance and macroeconomics.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 139		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 139		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 139		paper
2005Modeling bond yields in finance and macroeconomics.(2005) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 139		paper
2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article363
2008The 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: 363		paper
2008The 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: 363		paper
2021On the Evolution of U.S. Temperature Dynamics In: Papers.
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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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2007Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking.
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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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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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