Glenn Rudebusch : Citation Profile

Brookings Institution

51

H index

79

i10 index

11737

Citations

RESEARCH PRODUCTION:

120

Articles

125

Papers

2

Books

6

Chapters

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 308
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 267.    Total self citations: 118 (1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru10
   Updated: 2025-03-22    RAS profile: 2023-12-21    
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Relations with other researchers

Works with:

Diebold, Francis (16)

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 (185)

Svensson, Lars (93)

Williams, John (89)

Christensen, Jens (89)

Pereira, Alfredo (79)

Swanson, Eric (77)

Diebold, Francis (70)

Castelnuovo, Efrem (67)

Caporale, Guglielmo Maria (66)

Favero, Carlo (62)

GUPTA, RANGAN (60)

Cites to:

Diebold, Francis (88)

Piazzesi, Monika (65)

Campbell, John (50)

Swanson, Eric (50)

Gürkaynak, Refet (37)

Christensen, Jens (37)

Williams, John (35)

Ang, Andrew (34)

Svensson, Lars (32)

Fuhrer, Jeffrey (30)

Singleton, Kenneth (28)

Main data

Production by document typebookarticlechapterpaper19861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 51Most cited documents123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525305001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030255075h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Glenn Rudebusch has published?

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

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco42
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
NBER Working Papers / National Bureau of Economic Research, Inc10
Working Paper Series / Economic Activity Section / Board of Governors of the Federal Reserve System (U.S.)10
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
Papers / arXiv.org5
CESifo Working Paper Series / CESifo5
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
CFS Working Paper Series / Center for Financial Studies (CFS)2
Discussion Paper / Institute for Empirical Macroeconomics / Federal Reserve Bank of Minneapolis2
Special Studies Papers / Board of Governors of the Federal Reserve System (U.S.)2
Seminar Papers / Stockholm University, Institute for International Economic Studies2

Recent works citing Glenn Rudebusch (2025 and 2024)

Year  ↓Title 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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2024.

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2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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

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

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

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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). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024.

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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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2025.

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2025.

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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). , Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:606.

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2025.

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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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2024.

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

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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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2024.

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

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

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

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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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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). Benjamin, Lochner. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:249-304:n:5.

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

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

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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe. (2024). Rudebusch, Glenn D ; Offner, Eric A ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11552.

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

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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 ; Žáček, Jan ; Zacek, Jan ; Solc, Jan ; Snobl, Radek ; Musil, Karel ; Keseliova, Tatiana ; Brazdik, Frantisek. In: Working Papers. RePEc:cnb:wpaper:2024/3.

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

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

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

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

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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). Schler, Yves ; Jaccard, Ivan ; Kockerols, Thore. In: Working Paper Series. RePEc:ecb:ecbwps:20253030.

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

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

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

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

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2024A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988.

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

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2024Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies. (2024). Gil-Alana, Luis ; Carmona-Gonzalez, Nieves ; Martin-Valmayor, Miguel A ; Sanchez-Martin, Maria-Pilar. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:390-403.

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

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2024Modeling the macroeconomic consequences of natural disasters: Capital stock, recovery dynamics, and monetary policy. (2024). Jooste, Charl ; Hallegatte, Stephane ; McIsaac, Florent. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001433.

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

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

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Do investors benefit from investing in stocks of green bond issuers?. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Badia, Guillermo. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003434.

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2024Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464.

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2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024One instrument to rule them all: The bias and coverage of just-ID IV. (2024). Kolesar, Michal ; Angrist, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000295.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946.

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2024Carbon taxes and tariffs, financial frictions, and international spillovers. (2024). Kim, Giseong ; Carattini, Stefano ; Pommeret, Aude ; Melkadze, Givi. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002125.

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2024Climate change concerns and mortgage lending. (2024). Li, Frank Weikai ; Duan, Tinghua. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001123.

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2024Climate governance and carbon risk in the global energy sector: Insights into corporate environmental initiatives. (2024). Trinh, Vu Quang ; Dao, Thuy ; Nguyen, Tam Huy ; Lieu, Minh-Lý, . In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004900.

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2024Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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

Works by Glenn Rudebusch:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Term Structure Analysis with Big Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2017Term Structure Analysis with Big Data.(2017) In: Working Paper Series.
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This paper has nother version. Agregated cites: 8		paper
2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment In: American Economic Review.
[Full Text][Citation analysis]		article72
2020Interest Rates under Falling Stars In: American Economic Review.
[Full Text][Citation analysis]		article77
2017Interest Rates Under Falling Stars.(2017) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 77		paper
2019Interest Rates Under Falling Stars.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 77		paper
1992Have Postwar Economic Fluctuations Been Stabilized? In: American Economic Review.
[Full Text][Citation analysis]		article77
1991Have postwar economic fluctuations been stabilized?.(1991) In: Working Paper Series / Economic Activity Section.
[Citation analysis]
This paper has nother version. Agregated cites: 77		paper
1990Have postwar economic fluctuations been stabilized?.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
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This paper has nother version. Agregated cites: 77		paper
1993The Uncertain Unit Root in Real GNP. In: American Economic Review.
[Full Text][Citation analysis]		article124
1992The uncertain unit root in real GNP.(1992) In: Finance and Economics Discussion Series.
[Citation analysis]
This paper has nother version. Agregated cites: 124		paper
1996Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. In: American Economic Review.
[Full Text][Citation analysis]		article160
2005Modeling Bond Yields in Finance and Macroeconomics In: American Economic Review.
[Full Text][Citation analysis]		article141
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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This paper has nother version. Agregated cites: 141		paper
2012The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article369
2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Series.
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This paper has nother version. Agregated cites: 369		paper
2008The bond premium in a DSGE model with long-run real and nominal risks.(2008) In: Working Paper Research.
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This paper has nother version. Agregated cites: 369		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.
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This paper has nother version. Agregated cites: 2		chapter
2019On the Evolution of U.S. Temperature Dynamics.(2019) In: PIER Working Paper Archive.
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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.
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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.
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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.
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