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Glenn D. Rudebusch

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Personal Details

First Name: Glenn
Middle Name: D.
Last Name: Rudebusch
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RePEc Short-ID: pru10

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Homepage: http://www.frbsf.org/economists/grudebusch
Postal Address: Economic Research, MS 1130 Federal Reserve Bank of San Francisco 101 Market Street San Francisco, CA 94105
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Affiliation

Works


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Working papers

  1. Michael D. Bauer & Glenn D. Rudebusch & Jing (Cynthia) Wu, 2011. "Unbiased estimate of dynamic term structure models," Working Paper Series 2011-12, Federal Reserve Bank of San Francisco.
  2. Michael D. Bauer & Glenn D. Rudebusch, 2011. "The signaling channel for Federal Reserve bond purchases," Working Paper Series 2011-21, Federal Reserve Bank of San Francisco.
  3. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2011. "Extracting deflation probability forecasts from Treasury yields," Working Paper Series 2011-10, Federal Reserve Bank of San Francisco.
  4. Glenn D. Rudebusch, 2010. "Macro-finance models of interest rates and the economy," Working Paper Series 2010-01, Federal Reserve Bank of San Francisco.
  5. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Do central bank liquidity facilities affect interbank lending rates?," Working Paper Series 2009-13, Federal Reserve Bank of San Francisco.
  6. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Research 143, National Bank of Belgium.
  7. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series 2008-07, Federal Reserve Bank of San Francisco.
  8. Glenn D. Rudebusch & Eric T. Swanson, 2008. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco.
  9. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2008. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Working Paper Series 2008-34, Federal Reserve Bank of San Francisco.
  10. Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The affine arbitrage-free class of Nelson-Siegel term structure models," Working Paper Series 2007-20, Federal Reserve Bank of San Francisco.
  11. Glenn D. Rudebusch & John C. Williams, 2007. "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series 2007-16, Federal Reserve Bank of San Francisco.
  12. Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Working Papers 12638, National Bureau of Economic Research, Inc.
  13. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield "conundrum" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco.
  14. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2006. "Macroeconomic implications of changes in the term premium," Working Paper Series 2006-46, Federal Reserve Bank of San Francisco.
  15. Glenn D. Rudebusch, 2005. "Monetary policy inertia: fact or fiction?," Working Papers in Applied Economic Theory 2005-19, Federal Reserve Bank of San Francisco.
  16. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," PIER Working Paper Archive 05-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  17. Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2004. "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach," NBER Working Papers 10616, National Bureau of Economic Research, Inc.
  18. Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004. "Using a long-term interest rate as the monetary policy instrument," Working Papers in Applied Economic Theory 2004-22, Federal Reserve Bank of San Francisco.
  19. Glenn D. Rudebusch & Tao Wu, 2004. "The recent shift in term structure behavior from a no-arbitrage macro-finance perspective," Working Papers in Applied Economic Theory 2004-25, Federal Reserve Bank of San Francisco.
  20. Tao Wu & Glenn Rudebusch, 2003. "Macroeconomics and the Yield Curve," Computing in Economics and Finance 2003 206, Society for Computational Economics.
  21. Glenn D. Rudebusch & Tao Wu, 2003. "A macro-finance model of the term structure, monetary policy, and the economy," Working Papers in Applied Economic Theory 2003-17, Federal Reserve Bank of San Francisco.
  22. Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2003. "The macroeconomy and the yield curve: a nonstructural analysis," Working Papers in Applied Economic Theory 2003-18, Federal Reserve Bank of San Francisco.
  23. Glenn D. Rudebusch, 2002. "Assessing the Lucas critique in monetary policy models," Working Papers in Applied Economic Theory 2002-02, Federal Reserve Bank of San Francisco.
  24. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston.
  25. Glenn D. Rudebusch, 2001. "Term structure evidence on interest rate smoothing and monetary policy inertia," Working Papers in Applied Economic Theory 2001-02, Federal Reserve Bank of San Francisco.
  26. Rudebusch, Glenn D & Svensson, Lars E O, 2000. "Eurosystem Monetary Targeting: Lessons from US Data," CEPR Discussion Papers 2522, C.E.P.R. Discussion Papers.
  27. Glenn Rudebusch, 2000. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Econometric Society World Congress 2000 Contributed Papers 0065, Econometric Society.
  28. Glenn D. Rudebusch, 1999. "Is the Fed too timid? Monetary policy in an uncertain world," Working Papers in Applied Economic Theory 99-05, Federal Reserve Bank of San Francisco.
  29. Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
  30. Antulio N. Bomfim & Glenn D. Rudebusch, 1997. "Opportunistic and deliberate disinflation under imperfect credibility," Working Papers in Applied Economic Theory and Econometrics 97-07, Federal Reserve Bank of San Francisco.
  31. Glenn D. Rudebusch, 1996. "Do measures of monetary policy in a VAR make sense?," Working Papers in Applied Economic Theory 96-05, Federal Reserve Bank of San Francisco.
  32. Glenn D. Rudebusch, 1995. "Federal Reserve interest rate targeting, rational expectations, and the term structure," Working Papers in Applied Economic Theory 95-02, Federal Reserve Bank of San Francisco.
  33. Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox, 1994. "Judging instrument relevance in instrumental variables estimation," Finance and Economics Discussion Series 94-3, Board of Governors of the Federal Reserve System (U.S.).
  34. Stephen D. Oliner & Glenn D. Rudebusch, 1994. "Is there a broad credit channel for monetary policy?," Working Paper Series / Economic Activity Section 146, Board of Governors of the Federal Reserve System (U.S.).
  35. Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc.
  36. Stephen Oliner & Glenn Rudebusch & Daniel Sichel, 1993. "New and old models of business investment: a comparison of forecasting performance," Working Paper Series / Economic Activity Section 141, Board of Governors of the Federal Reserve System (U.S.).
  37. Stephen D. Oliner & Glenn D. Rudebusch, 1993. "Is there a bank credit channel for monetary policy?," Finance and Economics Discussion Series 93-8, Board of Governors of the Federal Reserve System (U.S.).
  38. Glenn D. Rudebusch, 1992. "The uncertain unit root in real GNP," Finance and Economics Discussion Series 193, Board of Governors of the Federal Reserve System (U.S.).
  39. Stephen Oliner & Glenn Rudebusch & Daniel Sichel, 1992. "The Lucas critique revisited: assessing the stability of empirical Euler equations," Working Paper Series / Economic Activity Section 130, Board of Governors of the Federal Reserve System (U.S.).
  40. Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1991. "Further evidence on business cycle duration dependence," Working Papers 91-11, Federal Reserve Bank of Philadelphia.
  41. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Have postwar economic fluctuations been stabilized?," Working Paper Series / Economic Activity Section 116, Board of Governors of the Federal Reserve System (U.S.).
  42. Glenn D. Rudebusch, 1990. "Trends and random walks in macroeconomic time series: a re-examination," Finance and Economics Discussion Series 139, Board of Governors of the Federal Reserve System (U.S.).
  43. Francis X. Diebold & Glenn D. Rudebusch, 1990. "On the power of Dickey-Fuller tests against fractional alternatives," Finance and Economics Discussion Series 119, Board of Governors of the Federal Reserve System (U.S.).
  44. Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1990. "International evidence on business cycle duration dependence," Discussion Paper / Institute for Empirical Macroeconomics 31, Federal Reserve Bank of Minneapolis.
  45. Francis X. Diebold & Glenn D. Rudebusch, 1989. "Is consumption too smooth? Long memory and the Deaton paradox," Finance and Economics Discussion Series 57, Board of Governors of the Federal Reserve System (U.S.).
  46. Francis X. Diebold & Glenn D. Rudebusch, 1989. "Forecasting output with the composite leading index: an ex ante analysis," Finance and Economics Discussion Series 90, Board of Governors of the Federal Reserve System (U.S.).
  47. Stephen D. Oliner & Glenn D. Rudebusch, 1989. "Internal finance and investment: testing the role of asymmetric information and agency costs," Working Paper Series / Economic Activity Section 101, Board of Governors of the Federal Reserve System (U.S.).
  48. Francis X. Diebold & Glenn D. Rudebusch, 1988. "Ex ante turning point forecasting with the composite leading index," Finance and Economics Discussion Series 40, Board of Governors of the Federal Reserve System (U.S.).
  49. Francis X. Diebold & Glenn D. Rudebusch, 1988. "A nonparametric investigation of duration dependence in the American business cycle," Working Paper Series / Economic Activity Section 90, Board of Governors of the Federal Reserve System (U.S.).
  50. Francis X. Diebold & Glenn D. Rudebusch, 1988. "Long memory and persistence in aggregate output," Finance and Economics Discussion Series 7, Board of Governors of the Federal Reserve System (U.S.).
  51. Francis X. Diebold & Glenn D. Rudebusch, 1987. "Scoring the leading indicators," Special Studies Papers 206, Board of Governors of the Federal Reserve System (U.S.).
  52. Glenn D. Rudebusch, 1987. "An empirical disequilibrium model of labor, consumption, and investment in the United States," Working Paper Series / Economic Activity Section 72, Board of Governors of the Federal Reserve System (U.S.).
  53. Francis X. Diebold & Glenn D. Rudebusch, 1987. "Does the business cycle have duration memory?," Special Studies Papers 223, Board of Governors of the Federal Reserve System (U.S.).
  54. Glenn D. Rudebusch, 1987. "Are productivity fluctuations due to real supply shocks?," Working Paper Series / Economic Activity Section 76, Board of Governors of the Federal Reserve System (U.S.).
  55. Glenn D. Rudebusch, 1986. "Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data," Working Paper Series / Economic Activity Section 64, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Glenn D. Rudebusch & Eric T. Swanson, 2012. "The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 105-43, January.
  2. Michael Bauer & Glenn Rudebusch, 2011. "Signals from unconventional monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov. 21.
  3. Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. "The affine arbitrage-free class of Nelson-Siegel term structure models," Journal of Econometrics, Elsevier, vol. 164(1), pages 4-20, September.
  4. Glenn D. Rudebusch, 2011. "The Fed's interest rate risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 11.
  5. Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2010. "Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 143-178, 09.
  6. Zheng Liu & Glenn Rudebusch, 2010. "Inflation: mind the gap," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 19.
  7. Glenn D. Rudebusch, 2010. "Macro-Finance Models Of Interest Rates And The Economy," Manchester School, University of Manchester, vol. 78(s1), pages 25-52, 09.
  8. Glenn D. Rudebusch, 2010. "The Fed's exit strategy for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 14.
  9. Sylvain Leduc & Glenn D. Rudebusch & Justin Weidner, 2009. "Disagreement about the inflation outlook," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 5.
  10. Rudebusch, Glenn D. & Williams, John C., 2009. "Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 492-503.
  11. Glenn D. Rudebusch, 2009. "The Fed's monetary policy response to the current crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 22.
  12. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2009. "An arbitrage-free generalized Nelson--Siegel term structure model," Econometrics Journal, Royal Economic Society, vol. 12(3), pages C33-C64, November.
  13. Glenn D. Rudebusch, 2008. "Publishing central bank interest rate forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 25.
  14. Rudebusch, Glenn D. & Swanson, Eric T., 2008. "Examining the bond premium puzzle with a DSGE model," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages S111-S126, October.
  15. Glenn D. Rudebusch, 2008. "Publishing FOMC economic forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 18.
  16. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 241-270.
  17. Glenn D. Rudebusch & Tao Wu, 2007. "Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 395-422, 03.
  18. Glenn D. Rudebusch, 2007. "Monetary policy inertia and recent Fed actions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 26.
  19. Glenn D. Rudebusch, 2006. "Monetary Policy Inertia: Fact or Fiction?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
  20. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December.
  21. Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006. "The macroeconomy and the yield curve: a dynamic latent factor approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 309-338.
  22. Glenn D. Rudebusch, 2005. "Monetary policy and asset price bubbles," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 5.
  23. Rudebusch, Glenn D, 2005. "Assessing the Lucas Critique in Monetary Policy Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 245-72, April.
  24. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," American Economic Review, American Economic Association, vol. 95(2), pages 415-420, May.
  25. McGough, Bruce & Rudebusch, Glenn D. & Williams, John C., 2005. "Using a long-term interest rate as the monetary policy instrument," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 855-879, July.
  26. Glenn Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  27. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September.
  28. Richard Dennis & Glenn D. Rudebusch, 2003. "Finance and macroeconomics," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 2.
  29. Glenn D. Rudebusch, 2002. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Economic Journal, Royal Economic Society, vol. 112(479), pages 402-432, April.
  30. Rudebusch, Glenn D. & Svensson, Lars E. O., 2002. "Eurosystem monetary targeting: Lessons from U.S. data," European Economic Review, Elsevier, vol. 46(3), pages 417-442, March.
  31. Glenn D. Rudebusch & Tao Wu, 2002. "Macroeconomic models for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 19.
  32. Rudebusch, Glenn D., 2002. "Term structure evidence on interest rate smoothing and monetary policy inertia," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1161-1187, September.
  33. Glenn D. Rudebusch, 2001. "How sluggish is the Fed?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Mar. 2.
  34. Glenn D. Rudebusch, 2001. "Is The Fed Too Timid? Monetary Policy In An Uncertain World," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 203-217, May.
  35. Glenn D. Rudebusch, 2001. "Asset prices, exchange rates, and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 15.
  36. Glenn D. Rudebusch, 2001. "Has a recession already started?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 19.
  37. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15.
  38. Glenn D. Rudebusch, 2000. "How fast can the new economy grow?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 25.
  39. Glenn D. Rudebusch, 2000. "Structural change and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 28.
  40. Bomfim, Antulio N & Rudebusch, Glenn D, 2000. "Opportunistic and Deliberate Disinflation under Imperfect Credibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 707-21, November.
  41. Glenn D. Rudebusch, 1999. "Monetary policy and monetary institutions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 16.
  42. John P. Judd & Glenn D. Rudebusch, 1999. "The goals of U.S. monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 29.
  43. Glenn D. Rudebusch, 1999. "How did the economy surprise us in 1998?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Mar 5.
  44. Glenn D. Rudebusch & Carl E. Walsh, 1998. "U.S. inflation targeting: pro and con," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 29.
  45. Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 907-31, November.
  46. Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  47. John P. Judd & Glenn D. Rudebusch, 1998. "Describing Fed behavior," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Dec 25.
  48. John P. Judd & Glenn D. Rudebusch, 1998. "Taylor's rule and the Fed, 1970-1997," Economic Review, Federal Reserve Bank of San Francisco, pages 3-16.
  49. Glenn D. Rudebusch & Carl E. Walsh, 1998. "Central bank inflation targeting," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 22.
  50. Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense? A Reply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 943-48, November.
  51. Glenn Rudebusch, 1997. "Interest rates and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 13.
  52. Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February.
  53. Glenn Rudebusch, 1996. "Is opportunistic monetary policy credible?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 4.
  54. Stephen D. Oliner & Glenn D. Rudebusch, 1996. "Is there a broad credit channel for monetary policy?," Economic Review, Federal Reserve Bank of San Francisco, pages 3-13.
  55. Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W, 1996. "Judging Instrument Relevance in Instrumental Variables Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 283-98, May.
  56. Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel, 1996. "The Lucas critique revisited assessing the stability of empirical Euler equations for investment," Journal of Econometrics, Elsevier, vol. 70(1), pages 291-316, January.
  57. Oliner, Stephen D & Rudebusch, Glenn D, 1996. "Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment," American Economic Review, American Economic Association, vol. 86(1), pages 300-309, March.
  58. Rudebusch, Glenn D., 1995. "Federal Reserve interest rate targeting, rational expectations, and the term structure," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 245-274, April.
  59. Glenn Rudebusch, 1995. "Federal Reserve policy and the predictability of interest rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 23.
  60. Oliner, Stephen & Rudebusch, Glenn & Sichel, Daniel, 1995. "New and Old Models of Business Investment: A Comparison of Forecasting Performance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 806-26, August.
  61. Glenn Rudebusch, 1995. "New estimates of the recent growth in potential output," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 24.
  62. Stephen D. Oliner & Glenn D. Rudebusch, 1995. "Is there a bank lending channel for monetary policy?," Economic Review, Federal Reserve Bank of San Francisco, pages 1-20.
  63. Glenn Rudebusch, 1995. "What are the lags in monetary policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 3.
  64. Rudebusch, Glenn D., 1995. "Erratum," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 679-679, December.
  65. Rudebusch, Glenn D, 1993. "The Uncertain Unit Root in Real GNP," American Economic Review, American Economic Association, vol. 83(1), pages 264-72, March.
  66. Rudebusch, Glenn D, 1992. "Trends and Random Walks in Macroeconomic Time Series: A Re-examination," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 661-80, August.
  67. Diebold, Francis X & Rudebusch, Glenn D, 1992. "Have Postwar Economic Fluctuations Been Stabilized?," American Economic Review, American Economic Association, vol. 82(4), pages 993-1005, September.
  68. Oliner, Stephen D & Rudebusch, Glenn D, 1992. "Sources of the Financing Hierarchy for Business Investment," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 643-54, November.
  69. Diebold, Francis X. & Rudebusch, Glenn D., 1991. "On the power of Dickey-Fuller tests against fractional alternatives," Economics Letters, Elsevier, vol. 35(2), pages 155-160, February.
  70. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Shorter recessions and longer expansions," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 13-20.
  71. Diebold, Francis X & Rudebusch, Glenn D, 1991. "Is Consumption Too Smooth? Long Memory and the Deaton Paradox," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 1-9, February.
  72. Diebold, Francis X & Rudebusch, Glenn D, 1990. "A Nonparametric Investigation of Duration Dependence in the American Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 596-616, June.
  73. Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," The Journal of Business, University of Chicago Press, vol. 62(3), pages 369-91, July.
  74. Diebold, Francis X. & Rudebusch, Glenn D., 1989. "Long memory and persistence in aggregate output," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 189-209, September.
  75. Rudebusch, Glenn D, 1989. "An Empirical Disequilibrium Model of Labor, Consumption, and Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 633-54, August.
  76. Rudebusch, Glenn D., 1988. "Are productivity fluctuations due to real supply shocks?," Economics Letters, Elsevier, vol. 27(4), pages 327-331.
  77. Rudebusch, Glenn D, 1986. "Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 468-76, August.

Chapters

  1. Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289 National Bureau of Economic Research, Inc.
  2. Glenn Rudebusch & Lars E.O. Svensson, 1999. "Policy Rules for Inflation Targeting," NBER Chapters, in: Monetary Policy Rules, pages 203-262 National Bureau of Economic Research, Inc.
  3. Francis X. Diebold & Glenn Rudebusch & Daniel Sichel, 1993. "Further Evidence on Business-Cycle Duration Dependence," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 255-284 National Bureau of Economic Research, Inc.

NEP Fields

43 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2006-11-04 2006-11-25
  2. NEP-BEC: Business Economics (4) 2005-05-23 2005-08-13 2006-05-27 2009-07-11
  3. NEP-CBA: Central Banking (18) 2001-10-16 2004-08-02 2005-05-23 2005-11-05 2006-05-27 2006-11-04 2006-11-25 2006-12-16 2007-08-27 2007-11-24 2008-11-11 2009-01-10 2009-01-10 2009-07-11 2010-01-16 2011-03-26 2011-04-16 2011-10-09 Author is listed
  4. NEP-CDM: Collective Decision-Making (1) 1998-08-31
  5. NEP-DGE: Dynamic General Equilibrium (4) 2002-04-25 2007-11-24 2008-11-11 2009-01-10
  6. NEP-ECM: Econometrics (1) 2011-04-16
  7. NEP-EEC: European Economics (2) 1999-07-28 2001-10-16
  8. NEP-ETS: Econometric Time Series (1) 2004-07-18
  9. NEP-FIN: Finance (4) 2005-02-01 2005-05-23 2005-07-18 2005-11-19
  10. NEP-FMK: Financial Markets (5) 2005-07-18 2005-08-13 2006-05-27 2007-11-24 2008-11-11 Author is listed
  11. NEP-FOR: Forecasting (4) 2006-12-16 2007-08-27 2007-10-13 2011-03-26
  12. NEP-IFN: International Finance (2) 1999-10-20 2001-10-16
  13. NEP-MAC: Macroeconomics (26) 2002-04-25 2003-10-28 2003-11-30 2004-03-07 2004-08-02 2005-02-01 2005-02-01 2005-05-23 2005-05-23 2005-05-23 2005-07-18 2005-08-13 2005-11-05 2005-11-19 2006-05-27 2006-11-04 2006-11-25 2007-08-27 2007-09-24 2007-10-13 2007-11-24 2009-01-10 2009-01-10 2010-01-16 2011-03-26 2011-10-09 Author is listed
  14. NEP-MON: Monetary Economics (28) 1999-06-08 1999-07-28 1999-10-20 2000-07-11 2001-04-02 2001-10-16 2002-04-25 2003-10-28 2003-11-30 2004-02-23 2004-08-02 2005-02-01 2005-02-01 2005-05-23 2005-05-23 2005-07-18 2005-08-13 2005-11-05 2005-11-19 2006-05-27 2006-11-04 2006-11-25 2007-08-27 2008-06-27 2009-01-10 2009-07-11 2010-01-16 2011-10-09 Author is listed
  15. NEP-POL: Positive Political Economics (2) 1998-04-27 1998-08-31
  16. NEP-RMG: Risk Management (3) 2003-11-30 2004-03-07 2005-05-23

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Wu-Index

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

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