Glenn Rudebusch : Citation Profile

Are you Glenn Rudebusch?

Brookings Institution

51

H index

79

i10 index

11667

Citations

RESEARCH PRODUCTION:

118

Articles

124

Papers

2

Books

6

Chapters

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 307
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 393.    Total self citations: 117 (0.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru10
   Updated: 2024-12-03    RAS profile: 2023-12-21    
   Missing citations? Add them    Incorrect content? Let us know

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 (183)

Svensson, Lars (93)

Christensen, Jens (89)

Williams, John (89)

Pereira, Alfredo (79)

Swanson, Eric (77)

Castelnuovo, Efrem (67)

Diebold, Francis (65)

Caporale, Guglielmo Maria (65)

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
Journal of Econometrics7
The Review of Economics and Statistics7
American Economic Review6
Journal of Money, Credit and Banking5
International Economic Review5
Economic Review4
Economic Journal3
Proceedings3
International Journal of Central Banking3
Journal of Business & Economic Statistics2
Economics Letters2
Review of Finance2
Journal of Money, Credit and Banking2

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A 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

2023Estimation 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

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.

Full description at Econpapers || Download paper

2023Cointegration 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

2024High-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

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.

Full description at Econpapers || Download paper

2023Macroeconomic 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Central 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Did 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Monetary policy and long?term interest rates: Evidence from the U.S. economy. (2021). levrero, enrico ; Deleidi, Matteo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:1:p:121-147.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Quantitative 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023ROC 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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Interest 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Assessing nominal income rules for monetary policy with model and data uncertainty. (2000). Rudebusch, Glenn. In: Working Paper Series. RePEc:ecb:ecbwps:20000014.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
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]		article75
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2019Interest Rates Under Falling Stars.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		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.
[Full Text][Citation analysis]
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]		article161
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2005Modeling Bond Yields in Finance and Macroeconomics.(2005) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2005Modeling bond yields in finance and macroeconomics.(2005) In: CFS Working Paper Series.
[Full Text][Citation analysis]
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]		article366
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: 366		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: 366		paper
2021On the Evolution of U.S. Temperature Dynamics In: Papers.
[Full Text][Citation analysis]		paper2
2022On the Evolution of US Temperature Dynamics.(2022) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		chapter
2019On the Evolution of U.S. Temperature Dynamics.(2019) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections In: Papers.
[Full Text][Citation analysis]		paper13
2022Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2019Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2019) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach In: Papers.
[Full Text][Citation analysis]		paper9
2021Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach.(2021) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2020Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume In: Papers.
[Full Text][Citation analysis]		paper2
2023When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume.(2022) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions In: Papers.
[Full Text][Citation analysis]		paper3
2023Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions.(2023) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions.(2023) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2009Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article193
2007Forecasting recessions: the puzzle of the enduring power of the yield curve.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		paper
2022Climate Policy Curves: Linking Policy Choices to Climate Outcomes In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper17
2022Where is the carbon premium? Global performance of green and brown stocks.(2022) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act.(2023) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Resolving the Spanning Puzzle in Macro-Finance Term Structure Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper36
2015Resolving the spanning puzzle in macro-finance term structure models.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models.(2017) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
1998Policy Rules for Inflation Targeting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper917
1998Policy rules for inflation targeting.(1998) In: Working Papers in Applied Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 917		paper
1998Policy rules for inflation targeting.(1998) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 917		article
1998Policy Rules for Inflation Targeting.(1998) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 917		paper
1998Policy Rules for Inflation Targeting.(1998) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 917		paper
1999Policy Rules for Inflation Targeting.(1999) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 917		chapter
1998Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 917		paper
2000Eurosystem Monetary Targeting: Lessons from US Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper201
2002Eurosystem monetary targeting: Lessons from U.S. data.(2002) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		article
1999Eurosystem monetary targeting: lessons from U.S. data..(1999) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
1999Eurosystem Monetary Targeting: Lessons from U.S. Data..(1999) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 201		paper
1999Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Seminar Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
1999Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
1999Eurosystem Monetary Targeting: Lessons from U.S. Data.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		paper
2000Assessing nominal income rules for monetary policy with model and data uncertainty In: Working Paper Series.
[Full Text][Citation analysis]		paper359
2002Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2002) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 359		article
2000Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 359		paper
2000Assessing nominal income rules for monetary policy with model and data uncertainty.(2000) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 359		paper
2008A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy In: Economic Journal.
[Full Text][Citation analysis]		article365
2004A macro-finance model of the term structure, monetary policy, and the economy.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		article
2003A macro-finance model of the term structure, monetary policy, and the economy.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		paper
2004A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		paper
2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 365		article
2012The Response of Interest Rates to US and UK Quantitative Easing In: Economic Journal.
[Full Text][Citation analysis]		article265
2012The response of interest rates to U.S. and U.K. quantitative easing.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		paper
2013A Probability-Based Stress Test of Federal Reserve Assets and Income In: Working Papers.
[Full Text][Citation analysis]		paper46
2015A probability-based stress test of Federal Reserve assets and income.(2015) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		article
2013A Probability-Based Stress Test of Federal Reserve Assets and Income.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2009An arbitrage-free generalized Nelson--Siegel term structure model In: Econometrics Journal.
[Full Text][Citation analysis]		article78
2008An arbitrage-free generalized Nelson-Siegel term structure model.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model.(2008) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
1988Are productivity fluctuations due to real supply shocks? In: Economics Letters.
[Full Text][Citation analysis]		article1
1987Are productivity fluctuations due to real supply shocks?.(1987) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1991On the power of Dickey-Fuller tests against fractional alternatives In: Economics Letters.
[Full Text][Citation analysis]		article267
1990On the power of Dickey-Fuller tests against fractional alternatives.(1990) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has nother version. Agregated cites: 267		paper
2006The macroeconomy and the yield curve: a dynamic latent factor approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article579
2004The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 579		paper
2011The affine arbitrage-free class of Nelson-Siegel term structure models In: Journal of Econometrics.
[Full Text][Citation analysis]		article219
2007The affine arbitrage-free class of Nelson-Siegel term structure models.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2007The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2007The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2019Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2024Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1996The Lucas critique revisited assessing the stability of empirical Euler equations for investment In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
2016A wedge in the dual mandate: Monetary policy and long-term unemployment In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article15
2014A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
1989Long memory and persistence in aggregate output In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article307
1988Long memory and persistence in aggregate output.(1988) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has nother version. Agregated cites: 307		paper
1995Federal Reserve interest rate targeting, rational expectations, and the term structure In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article380
1995Federal Reserve interest rate targeting, rational expectations, and the term structure.(1995) In: Working Papers in Applied Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 380		paper
1995Erratum In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2002Term structure evidence on interest rate smoothing and monetary policy inertia In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article588
2001Term structure evidence on interest rate smoothing and monetary policy inertia.(2001) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 588		paper
2004Estimating the Euler equation for output In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article227
2002Estimating the Euler equation for output.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 227		paper
2002Estimating the Euler equation for output.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 227		paper
2005Using a long-term interest rate as the monetary policy instrument In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article34
2004Using a long-term interest rate as the monetary policy instrument.(2004) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2008Examining the bond premium puzzle with a DSGE model In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article165
2008Examining the bond premium puzzle with a DSGE model.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165		paper
2016Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter46
2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
1996Do measures of monetary policy in a VAR make sense? In: Working Papers in Applied Economic Theory.
[Citation analysis]		paper473
1996Do Measures of Monetary Policy in a VAR Make Sense?.(1996) In: Banca Italia - Servizio di Studi.
[Citation analysis]
This paper has nother version. Agregated cites: 473		paper
1998Do Measures of Monetary Policy in a VAR Make Sense?.(1998) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 473		article
1997Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]		paper115
1998Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 115		paper
2000Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 115		article
1999Is the Fed too timid? Monetary policy in an uncertain world In: Working Papers in Applied Economic Theory.
[Full Text][Citation analysis]		paper302
2001Is The Fed Too Timid? Monetary Policy In An Uncertain World.(2001) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 302		article
2014Stress testing the Fed In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2014Does slower growth imply lower interest rates? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article10
2015Optimal policy and market-based expectations In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2015The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article8
2015Residual seasonality and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2016Will the economic recovery die of old age? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
2016Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2016Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2017How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2017New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
2018A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
2019Climate Change and the Federal Reserve In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article22
2019The Economics of Climate Change: A First Fed Conference In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2021Climate Change Is a Source of Financial Risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article7
2021Climate Change Costs Rise as Interest Rates Fall In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1995What are the lags in monetary policy? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article11
1995Federal Reserve policy and the predictability of interest rates In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article12
1995New estimates of the recent growth in potential output In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1996Is opportunistic monetary policy credible? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
1997Interest rates and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article2
1998Describing Fed behavior In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1998Central bank inflation targeting In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1998U.S. inflation targeting: pro and con In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article8
1999Monetary policy and monetary institutions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
1999The goals of U.S. monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
1999How did the economy surprise us in 1998? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2000Structural change and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2000How fast can the new economy grow? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2001Asset prices, exchange rates, and monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2001How sluggish is the Fed? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2001Has a recession already started? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2002Macroeconomic models for monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2003Finance and macroeconomics In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article11
2005Monetary policy and asset price bubbles In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article11
2007Monetary policy inertia and recent Fed actions In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2008Publishing FOMC economic forecasts In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2008Publishing central bank interest rate forecasts In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article4
2009The Feds monetary policy response to the current crisis In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article33
2009Disagreement about the inflation outlook In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2010Inflation: mind the gap In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article11
2010The Feds exit strategy for monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article9
2011The Feds interest rate risk In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2011Signals from unconventional monetary policy In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article12
2013What caused the decline in long-term yields? In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article3
2013Expectations for monetary policy liftoff In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article5
1995Is there a bank lending channel for monetary policy? In: Economic Review.
[Full Text][Citation analysis]		article59
1996Is there a broad credit channel for monetary policy? In: Economic Review.
[Full Text][Citation analysis]		article153
1994Is there a broad credit channel for monetary policy?.(1994) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has nother version. Agregated cites: 153		paper
1998Taylors rule and the Fed, 1970-1997 In: Economic Review.
[Full Text][Citation analysis]		article118
2001Five questions about business cycles In: Economic Review.
[Full Text][Citation analysis]		article14
2009Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Proceedings.
[Full Text][Citation analysis]		article155
2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields.(2008) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2010Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 155		article
2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		article
2002Assessing the Lucas critique in monetary policy models In: Working Paper Series.
[Full Text][Citation analysis]		paper125
2005Assessing the Lucas Critique in Monetary Policy Models..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 125		article
2003The macroeconomy and the yield curve: a nonstructural analysis In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2003The Macroeconomy and the Yield Curve: A Nonstructural Analysis.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2004The recent shift in term structure behavior from a no-arbitrage macro-finance perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2005The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective.(2005) In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2005Monetary policy inertia: fact or fiction? In: Working Paper Series.
[Full Text][Citation analysis]		paper241
2006Monetary Policy Inertia: Fact or Fiction?.(2006) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 241		article
2006The bond yield \conundrum\ from a macro-finance perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper76
2006The Bond Yield Conundrum from a Macro-Finance Perspective.(2006) In: Monetary and Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2006Revealing the secrets of the temple: the value of publishing central bank interest rate projections In: Working Paper Series.
[Full Text][Citation analysis]		paper144
2008Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2008) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		chapter
2006Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
2006Macroeconomic implications of changes in the term premium In: Working Paper Series.
[Full Text][Citation analysis]		paper113
2007Macroeconomic implications of changes in the term premium.(2007) In: Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		article
2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
[Full Text][Citation analysis]		paper102
2014Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		article
2010Macro-finance models of interest rates and the economy In: Working Paper Series.
[Full Text][Citation analysis]		paper39
2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper25
2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2011Unbiased estimate of dynamic term structure models In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2011The signaling channel for Federal Reserve bond purchases In: Working Paper Series.
[Full Text][Citation analysis]		paper360
2014The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 360		article
2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
[Full Text][Citation analysis]		paper75
2015Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		article
2013Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series.
[Full Text][Citation analysis]		paper136
2016Monetary Policy Expectations at the Zero Lower Bound.(2016) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 136		article
2014Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2018A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
[Full Text][Citation analysis]		paper45
2019A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt.(2019) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2020The Rising Cost of Climate Change: Evidence from the Bond Market In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2023The Rising Cost of Climate Change: Evidence from the Bond Market.(2023) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2020Accounting for Low Long-Term Interest Rates: Evidence from Canada In: Working Paper Series.
[Full Text][Citation analysis]		paper0
1990Trends and random walks in macroeconomic time series: a re-examination In: Finance and Economics Discussion Series.
[Citation analysis]		paper57
1990Trends and random walks in macroeconomic time series: a re-examination.(1990) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has nother version. Agregated cites: 57		paper
1992Trends and Random Walks in Macroeconomic Time Series: A Re-examination..(1992) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		article
1988Ex ante turning point forecasting with the composite leading index In: Finance and Economics Discussion Series.
[Citation analysis]		paper0
1989Is consumption too smooth? Long memory and the Deaton paradox In: Finance and Economics Discussion Series.
[Citation analysis]		paper48
1991Is Consumption Too Smooth? Long Memory and the Deaton Paradox..(1991) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
1989Forecasting output with the composite leading index: an ex ante analysis In: Finance and Economics Discussion Series.
[Citation analysis]		paper67
1993Is there a bank credit channel for monetary policy? In: Finance and Economics Discussion Series.
[Citation analysis]		paper16
1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
[Citation analysis]		paper204
1996Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 204		article
1987Scoring the leading indicators In: Special Studies Papers.
[Citation analysis]		paper200
1989Scoring the Leading Indicators..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		article
1987Does the business cycle have duration memory? In: Special Studies Papers.
[Citation analysis]		paper3
1989Internal finance and investment: testing the role of asymmetric information and agency costs In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper4
1992The Lucas critique revisited: assessing the stability of empirical Euler equations In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper2
1993New and old models of business investment: a comparison of forecasting performance In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper121
1995New and Old Models of Business Investment: A Comparison of Forecasting Performance..(1995) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		article
1986Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper0
1987An empirical disequilibrium model of labor, consumption, and investment in the United States In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper0
1988A nonparametric investigation of duration dependence in the American business cycle In: Working Paper Series / Economic Activity Section.
[Citation analysis]		paper118
1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle..(1990) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		article
1990International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper7
1991Shorter recessions and longer expansions In: Business Review.
[Full Text][Citation analysis]		article1
1991Further evidence on business cycle duration dependence In: Working Papers.
[Citation analysis]		paper102
1993Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 102		chapter
1989An Empirical Disequilibrium Model of Labor, Consumption, and Investment. In: International Economic Review.
[Full Text][Citation analysis]		article3
1998Do Measures of Monetary Policy in a VAR Make Sense? A Reply. In: International Economic Review.
[Citation analysis]		article400
2007Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models In: Journal of Money, Credit and Banking.
[Citation analysis]		article78
1994Measuring Business Cycles: A Modern Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		paper301
1996Measuring Business Cycles: A Modern Perspective..(1996) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 301		article
Measuring Business Cycle: A Modern Perspective.() In: Home Pages.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 301		paper
2012Facts, Factors, and Questions In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
1999Business Cycles: Durations, Dynamics, and Forecasting In: Economics Books.
[Citation analysis]		book68
2012Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach In: Economics Books.
[Citation analysis]		book11
2008Long-Run Inflation Risk and the Postwar Term Premium In: 2008 Meeting Papers.
[Full Text][Citation analysis]		paper1
2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
[Citation analysis]		paper1
2013The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper1
2003Macroeconomics and the Yield Curve In: Computing in Economics and Finance 2003.
[Citation analysis]		paper16
2012Correcting Estimation Bias in Dynamic Term Structure Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article143
1986Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article2
1992Sources of the Financing Hierarchy for Business Investment. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article133

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team