Glenn Rudebusch : Citation Profile

Brookings Institution

52

H index

86

i10 index

12413

Citations

RESEARCH PRODUCTION:

122

Articles

127

Papers

2

Books

6

Chapters

RESEARCH ACTIVITY:

   39 years (1986 - 2025). See details.
   Cites by year: 318
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 409.    Total self citations: 120 (0.96 %)

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   Permalink: http://citec.repec.org/pru10
   Updated: 2025-12-13    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 (5)

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 (196)

Svensson, Lars (115)

Williams, John (91)

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 (44)

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
International Economic Review5
Journal of Money, Credit and Banking5
Economic Review4
International Journal of Central Banking3
Economic Journal3
Proceedings3
Journal of Money, Credit and Banking3
Economics Letters2
Review of Finance2
European Economic Review2
Journal of Business & Economic Statistics2

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

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

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

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2024Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: UC3M Working papers. Economics. RePEc:cte:werepe:39546.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2024A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438.

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2024Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market. (2024). van der Straten, Yasmine ; Bun, Maurice ; Boermans, Martijn A. In: Working Papers. RePEc:dnb:dnbwpp:797.

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2024The European Carbon Bond Premium. (2024). Broeders, Dirk ; de Jonge, Marleen ; Rijsbergen, David. In: Working Papers. RePEc:dnb:dnbwpp:798.

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2025Quantitative easing and preferred habitat investors in the euro area bond market. (2025). Vermeulen, Robert ; Boermans, Martijn ; de Souza, Tomaas Carrera. In: Working Papers. RePEc:dnb:dnbwpp:826.

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

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2025Re-examination of monetary policy using a shift-share regressor and instrumental variables. (2025). Gunji, Hiroshi ; Miura, Kazuki. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00348.

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2025Persistence in real GDP: Evidence from Europe and the US. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00151.

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2024The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework in 2022 and 2023. (2024). Hudepohl, Tom ; Malderez, Suzanne. In: Occasional Paper Series. RePEc:ecb:ecbops:2024355.

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2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

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2024Measuring market-based core inflation expectations. (2024). Jorgensen, Kasper ; Schupp, Fabian ; Gronlund, Asger Munch. In: Working Paper Series. RePEc:ecb:ecbwps:20242908.

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2024Monetary asymmetries 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 ; Gürkaynak, Refet ; Altavilla, Carlo ; Gurkaynak, Refet S. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2024Inflation (de-)anchoring in the euro area. (2024). De Backer, Bruno ; Burban, Valentin ; Vladu, Andreea Liliana. In: Working Paper Series. RePEc:ecb:ecbwps:20242964.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2025Green and brown returns in a production economy. (2025). Schüler, Yves ; Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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2025Falling interest rates and credit reallocation: lessons from general equilibrium. (2025). Martin, Alberto ; Asriyan, Vladimir ; Vanasco, Victoria ; van der Ghote, Alejandro ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20253070.

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2024Navigating Energy Market Cycles: Insights from a Comprehensive Analysis. (2024). Canepa, Alessandra ; Almajali, Awon ; Alqaralleh, Huthaifa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-5.

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

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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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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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This paper has nother version. Agregated cites: 88		paper
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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2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research.
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2021On the Evolution of U.S. Temperature Dynamics In: Papers.
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2022On the Evolution of US Temperature Dynamics.(2022) In: Advances in Econometrics.
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2019On the Evolution of U.S. Temperature Dynamics.(2019) In: PIER Working Paper Archive.
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2021Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections In: Papers.
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2022Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections.(2022) In: Journal of Econometrics.
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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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This paper has nother version. Agregated cites: 16		paper
2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 16		paper
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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2021Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach.(2021) In: International Journal of Forecasting.
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2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach.(2020) In: PIER Working Paper Archive.
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2023When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume In: Papers.
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2023When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume.(2023) In: Journal of Econometrics.
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2022When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: NBER Working Papers.
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2022When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: PIER Working Paper Archive.
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2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions In: Papers.
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2023Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions.(2023) In: Energy Economics.
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2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions.(2023) In: PIER Working Paper Archive.
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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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2010Macro-finance models of interest rates and the economy.(2010) In: Working Paper Series.
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2022Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series.
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2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks In: CESifo Working Paper Series.
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2022Where is the carbon premium? Global performance of green and brown stocks.(2022) In: Other publications TiSEM.
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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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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act.(2023) In: 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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2025Green stocks and monetary policy shocks: Evidence from Europe.(2025) In: European Economic Review.
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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe.(2024) In: 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: Working Papers in Applied Economic Theory.
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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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This paper has nother version. Agregated cites: 852		chapter
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: Stockholm - International Economic Studies.
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1999Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Seminar Papers.
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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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2012The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series.
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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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2007The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series.
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2007The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers.
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2007The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive.
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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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2016A wedge in the dual mandate: Monetary policy and long-term unemployment In: Journal of Macroeconomics.
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2014A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment.(2014) In: Working Paper Series.
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1989Long memory and persistence in aggregate output In: Journal of Monetary Economics.
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1988Long memory and persistence in aggregate output.(1988) In: Finance and Economics Discussion Series.
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1995Federal Reserve interest rate targeting, rational expectations, and the term structure In: Journal of Monetary Economics.
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1995Federal Reserve interest rate targeting, rational expectations, and the term structure.(1995) In: Working Papers in Applied Economic Theory.
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1995Erratum In: Journal of Monetary Economics.
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2002Term structure evidence on interest rate smoothing and monetary policy inertia In: Journal of Monetary Economics.
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2001Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia.(2001) In: Working Paper Series.
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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 Papers.
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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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2004Using a long-term interest rate as the monetary policy instrument.(2004) In: Working Paper Series.
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2008Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics.
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2008Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series.
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2016Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Advances in Econometrics.
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2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?.(2013) In: Working Paper Series.
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1996Do measures of monetary policy in a VAR make sense? In: Working Papers in Applied Economic Theory.
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1996Do Measures of Monetary Policy in a VAR Make Sense?.(1996) In: Banca Italia - Servizio di Studi.
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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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