Glenn Rudebusch : Citation Profile

Brookings Institution

54

H index

87

i10 index

12734

Citations

RESEARCH PRODUCTION:

122

Articles

130

Papers

2

Books

6

Chapters

RESEARCH ACTIVITY:

   39 years (1986 - 2025). See details.
   Cites by year: 326
   Journals where Glenn Rudebusch has often published
   Relations with other researchers
   Recent citing documents: 425.    Total self citations: 121 (0.94 %)

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   Permalink: http://citec.repec.org/pru10
   Updated: 2026-08-08    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Diebold, Francis (16)

Bauer, Michael (16)

Goulet Coulombe, Philippe (8)

ZHANG, BOYUAN (7)

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 (200)

Svensson, Lars (115)

Williams, John (92)

Christensen, Jens (89)

Pereira, Alfredo (79)

Swanson, Eric (78)

Caporale, Guglielmo Maria (75)

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 (45)

Gürkaynak, Refet (40)

Williams, John (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
Economic Journal3
Proceedings3
International Journal of Central Banking3
Journal of Money, Credit and Banking3
Review of Finance2
Journal of Business & Economic Statistics2
Economics Letters2
European Economic Review2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of San Francisco42
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
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
CESifo Working Paper Series / CESifo6
Working Papers in Applied Economic Theory / Federal Reserve Bank of San Francisco5
CEPR Discussion Papers / Centre for Economic Policy Research5
Papers / arXiv.org5
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
CFS Working Paper Series / Center for Financial Studies (CFS)2

Recent works citing Glenn Rudebusch (2026 and 2025)

YearTitle of citing document
2025“It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264.

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2025Easing Financial Constraints Reduce Carbon Emissions? Evidence from a Large Sample of French Companies. (2025). Marin, Giovanni ; Guerini, Mattia ; Vona, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:376272.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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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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2026A Sectoral Approach to Inflation Expectations in the Turkish Economy: The Vector Error Correction Model (VECM) and Time-Varying LA-VAR Granger Causality Analysis. (2026). Atasever, Glbahar ; Ssl, Bora. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2026:i:4:p:1419-1445.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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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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2025Pricing and hedging of SOFR derivatives. (2025). Bickersteth, Matthew ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2112.14033.

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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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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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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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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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2026Forecasting 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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2025Learning to Hedge Swaptions. (2025). Ahmadi, Zaniar ; Fr'ed'eric Godin, . In: Papers. RePEc:arx:papers:2512.06639.

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2025Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets. (2025). Lee, Ting-Jung ; Rachev, Svetlozar T ; Lindquist, Brent W ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2512.10823.

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2025Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective. (2025). Hong, YI ; Du, Jiawei. In: Papers. RePEc:arx:papers:2601.00011.

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2026Nonlinear Dynamic Factor Analysis With a Transformer Network. (2026). Snellman, Oliver. In: Papers. RePEc:arx:papers:2601.12039.

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2026At-Risk Transformation for U.S. Recession Prediction. (2026). Shin, Minchul ; Billakanti, Rahul. In: Papers. RePEc:arx:papers:2603.07813.

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2026Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage. (2026). Geman, H'Elyette ; Luo, Fusheng. In: Papers. RePEc:arx:papers:2605.12764.

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2026Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning. (2026). Zagst, Rudi ; Vuolo, Joao Eduardo ; Lausser, Tobias. In: Papers. RePEc:arx:papers:2606.26815.

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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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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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2024Green Energy Consumption and Stock Performance: Evidence from the German Market. (2024). Lupu, Radu ; Anghel, Bogdan Ionut. In: BASIQ Conference Proceedings. RePEc:bat:basiq1:2024:055.

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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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2025Monetary policy with persistent supply shocks. (2025). Nuo, Galo ; Scheidegger, Simon ; Renner, Philipp. In: Working Papers. RePEc:bde:wpaper:2529.

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2025Survey-based daily estimates of inflation expectations and risk premia in the euro area. (2025). Zinna, Gabriele ; Lilla, Francesca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_991_25.

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2026Macroeconomic shocks and the term premium in the US. (2026). Rossi, Luca ; Venditti, Fabrizio ; Pallara, Kevin. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1520_26.

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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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2025German Inflation-Linked Bonds: Overpriced, yet Undervalued. (2025). Mouabbi, Sarah ; Paulson, Caroline ; Christensen, Jens. In: Working papers. RePEc:bfr:banfra:1012.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2025Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018.

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2026Inflation and Growth Risk: Balancing the Scales with Surveys. (2026). Tschopp, Adrien ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:1036.

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2026Re-estimated FR-BDF: New Features and an Assessment of Monetary Policy Tightening in France. (2026). Turunen, Harri ; Thubin, Camille ; Seghini, Caterina ; Petronevich, Anna ; Martin, Raphal ; Ducoudr, Bruno ; Dubois, Ugo. In: Working papers. RePEc:bfr:banfra:1044.

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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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2025Monetary policy decision-making and communication under high uncertainty: insights from a survey of central banks in the Americas and beyond. (2025). Ehlers, Torsten ; Shim, Ilhyock ; Amaral, Eduardo ; Tombini, Alexandre. In: BIS Papers chapters. RePEc:bis:bisbpc:163-02.

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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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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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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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2025Who Deserves the Credit for Lower Unemployment? Structural Monetary Policy Tools and Corporate Labour Employment in China. (2025). Li, Xue ; Wang, Jenny Jing ; Yang, Hexiang. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:4:p:3829-3843.

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2026La vulnérabilité au changement climatique entrave‐t‐elle la stabilité financière des économies de lAfrique subsaharienne?. (2026). Boris, Kounagb Odilon ; Pilo, Mikmina ; Gbegnon, Komlan Olakossan. In: African Development Review. RePEc:bla:afrdev:v:38:y:2026:i:1:n:e70049.

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2026The Time‐Varying Anchoring of Inflation Expectations in Australia. (2026). Duong, Thuy Hang. In: Australian Economic Review. RePEc:bla:ausecr:v:59:y:2026:i:1:p:59-74.

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2025A new look at the finance–environment nexus: How yield spread affects environmental quality in the United States. (2025). Işık, cem ; Bulut, Umit ; Apergis, Nicholas ; Ongan, Serdar ; Isik, Cem. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:1:p:749-761.

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2025Measuring the U.S. monetary noise shocks. (2025). Lai, Chingchong ; Wu, Yihua. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:1:p:98-124.

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2025Optimal Monetary Policy Under Inflation Targeting in Tunisia: New Keynesian Model. (2025). Turki, Dorra ; Gabsi, Foued Badr. In: Economic Notes. RePEc:bla:ecnote:v:54:y:2025:i:1:n:e70005.

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2025Longer‐run equilibrium interest rates: evidence from the United Kingdom. (2025). Kaykhusraw, Omar. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:457-482.

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2025The role of consumer sentiment in the transmission of monetary policy to consumer expenditure. (2025). Dinh, Viet Hoang. In: Economica. RePEc:bla:econom:v:92:y:2025:i:367:p:823-847.

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2025Propagation of Geopolitical Risks to the Federal Reserves Policy Toolkit. (2025). Zhou, Langfeng. In: Economic Papers. RePEc:bla:econpa:v:44:y:2025:i:1:p:15-48.

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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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2025Risk price decomposition and the output gap. (2025). Sakemoto, Ryuta. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:121-146.

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2025Carbon risk and equity prices. (2025). Enders, Arthur ; Lontzek, Thomas ; Thalhammer, Marco ; Schmedders, Karl. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:13-32.

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2026Yield Curve and Time‐Varying Debt Concentration. (2026). Baek, Seungho ; Ji, Shuangshuang ; Kang, Moonsoo. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:3:p:979-1009.

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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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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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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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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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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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2026Deciphering Delphic Guidance: The Bank of England and Geopolitical Uncertainty. (2026). Macchiarelli, Corrado ; Chadha, Jagjit ; Hantzsche, A ; Mellina, S ; Goel, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2606.

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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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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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2025Climate Policy Uncertainty and Firms and Investors Behavior. (2025). Dechezleprêtre, Antoine ; Berestycki, Clara ; Dechezleprtre, Antoine ; Basaglia, Piero ; Carattini, Stefano ; Kruse, Tobias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11782.

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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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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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2026Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK. (2026). McNeil, James ; Lütkepohl, Helmut ; Luetkepohl, Helmut ; Bruns, Martin. In: Working Papers. RePEc:dal:wpaper:daleconwp2026-01.

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2026Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK. (2026). McNeil, James ; Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2163.

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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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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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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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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.
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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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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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2020Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections.(2020) In: NBER Working Papers.
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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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2008Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve.(2008) 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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2024The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act.(2024) In: CEPR Discussion Papers.
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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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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe.(2024) In: CEPR Discussion Papers.
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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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1998Policy Rules for Inflation Targeting.(1998) In: NBER Working Papers.
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2026Carbon Pricing and Inflation Expectations In: CEPR Discussion 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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2010The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models.(2010) 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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2001Is The Fed Too Timid? Monetary Policy In An Uncertain World.(2001) In: The Review of Economics and Statistics.
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2014Stress testing the Fed In: FRBSF Economic Letter.
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2014Does slower growth imply lower interest rates? In: FRBSF Economic Letter.
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2015Optimal policy and market-based expectations In: FRBSF Economic Letter.
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2015The puzzle of weak first-quarter GDP growth In: FRBSF Economic Letter.
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2015Residual seasonality and monetary policy In: FRBSF Economic Letter.
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2016Has the Fed Fallen behind the Curve This Year? In: FRBSF Economic Letter.
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2016Why Are Long-Term Interest Rates So Low? In: FRBSF Economic Letter.
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2017How Much Has Job Matching Efficiency Declined? In: FRBSF Economic Letter.
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2017New Evidence for a Lower New Normal in Interest Rates In: FRBSF Economic Letter.
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2018A Review of the Fed’s Unconventional Monetary Policy In: FRBSF Economic Letter.
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2019Climate Change and the Federal Reserve In: FRBSF Economic Letter.
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2019The Economics of Climate Change: A First Fed Conference In: FRBSF Economic Letter.
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2021Climate Change Is a Source of Financial Risk In: FRBSF Economic Letter.
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1995Federal Reserve policy and the predictability of interest rates In: FRBSF Economic Letter.
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1995New estimates of the recent growth in potential output In: FRBSF Economic Letter.
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1996Is opportunistic monetary policy credible? In: FRBSF Economic Letter.
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1997Interest rates and monetary policy In: FRBSF Economic Letter.
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1998Describing Fed behavior In: FRBSF Economic Letter.
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1998Central bank inflation targeting In: FRBSF Economic Letter.
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1998U.S. inflation targeting: pro and con In: FRBSF Economic Letter.
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1999Monetary policy and monetary institutions In: FRBSF Economic Letter.
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1999The goals of U.S. monetary policy In: FRBSF Economic Letter.
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1999How did the economy surprise us in 1998? In: FRBSF Economic Letter.
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2000Structural change and monetary policy In: FRBSF Economic Letter.
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2000How fast can the new economy grow? In: FRBSF Economic Letter.
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2001Asset prices, exchange rates, and monetary policy In: FRBSF Economic Letter.
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2001How sluggish is the Fed? In: FRBSF Economic Letter.
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2001Has a recession already started? In: FRBSF Economic Letter.
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2002Macroeconomic models for monetary policy In: FRBSF Economic Letter.
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2005Monetary policy and asset price bubbles In: FRBSF Economic Letter.
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2007Monetary policy inertia and recent Fed actions In: FRBSF Economic Letter.
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2009Disagreement about the inflation outlook In: FRBSF Economic Letter.
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2010The Feds exit strategy for monetary policy In: FRBSF Economic Letter.
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1994Is there a broad credit channel for monetary policy?.(1994) In: Working Paper Series / Economic Activity Section.
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1998Taylors rule and the Fed, 1970-1997 In: Economic Review.
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2006Monetary Policy Inertia: Fact or Fiction?.(2006) In: International Journal of Central Banking.
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2006The Bond Yield “Conundrum” from a Macro-Finance Perspective In: Working Paper Series.
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2006Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections In: Working Paper Series.
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2006Macroeconomic Implications of Changes in the Term Premium In: Working Paper Series.
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2008Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields In: Working Paper Series.
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2010Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields.(2010) In: Journal of Money, Credit and Banking.
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2009Do central bank liquidity facilities affect interbank lending rates? In: Working Paper Series.
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2011Extracting deflation probability forecasts from Treasury yields In: Working Paper Series.
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2012Extracting Deflation Probability Forecasts from Treasury Yields.(2012) In: International Journal of Central Banking.
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2011Unbiased estimate of dynamic term structure models In: Working Paper Series.
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2014The Signaling Channel for Federal Reserve Bond Purchases.(2014) In: International Journal of Central Banking.
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2012Pricing deflation risk with U.S. Treasury yields In: Working Paper Series.
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2016Pricing Deflation Risk with US Treasury Yields.(2016) In: Review of Finance.
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2013Estimating Shadow-Rate Term Structure Models with Near-Zero Yields In: Working Paper Series.
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2015Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.(2015) In: Journal of Financial Econometrics.
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2013Monetary Policy Expectations at the Zero Lower Bound In: Working Paper Series.
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2018A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt In: Working Paper Series.
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1992Trends and Random Walks in Macroeconomic Time Series: A Re-examination..(1992) In: International Economic Review.
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1988Ex ante turning point forecasting with the composite leading index In: Finance and Economics Discussion Series.
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1991Is Consumption Too Smooth? Long Memory and the Deaton Paradox..(1991) In: The Review of Economics and Statistics.
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1989Forecasting output with the composite leading index: an ex ante analysis In: Finance and Economics Discussion Series.
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1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
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1986Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data In: Working Paper Series / Economic Activity Section.
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1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle..(1990) In: Journal of Political Economy.
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1990International evidence on business cycle duration dependence In: Discussion Paper / Institute for Empirical Macroeconomics.
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1993Further Evidence on Business-Cycle Duration Dependence.(1993) In: NBER Chapters.
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1996Measuring Business Cycles: A Modern Perspective..(1996) In: The Review of Economics and Statistics.
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2012Facts, Factors, and Questions In: Introductory Chapters.
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2009Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks In: 2009 Meeting Papers.
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