Glenn Rudebusch
Personal Details
First Name: | Glenn |
Middle Name: | D. |
Last Name: | Rudebusch |
Suffix: | |
RePEc Short-ID: | pru10 |
[This author has chosen not to make the email address public] | |
http://glennrudebusch.com/ | |
Terminal Degree: | 1986 Department of Economics; University of Pennsylvania (from RePEc Genealogy) |
Affiliation
Economic Studies
Brookings Institution
Washington, District of Columbia (United States)http://www.brookings.edu/economics.aspx
RePEc:edi:esbrous (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023.
"Where Is the Carbon Premium? Global Performance of Green and Brown Stocks,"
CESifo Working Paper Series
10246, CESifo.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023. "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers 17824, C.E.P.R. Discussion Papers.
- Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022. "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM 6b117156-316d-440a-9fa5-b, Tilburg University, School of Economics and Management.
- Michael D. Bauer & Eric A. Offner & Glenn D. Rudebusch, 2023.
"The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act,"
CESifo Working Paper Series
10739, CESifo.
- Michael D. Bauer & Eric Offner & Glenn D. Rudebusch, 2023. "The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act," Working Paper Series 2023-30, Federal Reserve Bank of San Francisco.
- Francis X. Diebold & Glenn D. Rudebusch, 2023.
"Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions,"
Papers
2307.03552, arXiv.org.
- Diebold, Francis X. & Rudebusch, Glenn D., 2023. "Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions," Energy Economics, Elsevier, vol. 126(C).
- Francis X. Diebold & Glenn D. Rudebusch, 2023. "Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions," PIER Working Paper Archive 24-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Martin C. Hänsel & Michael D. Bauer & Moritz A. Drupp & Gernot Wagner & Glenn D. Rudebusch, 2022.
"Climate Policy Curves: Linking Policy Choices to Climate Outcomes,"
CESifo Working Paper Series
10113, CESifo.
- Hänsel, Martin & Bauer, Michael & Drupp, Moritz & Wagner, Gernot & Rudebusch, Glenn, 2022. "Climate Policy Curves: Linking Policy Choices to Climate Outcomes," CEPR Discussion Papers 17703, C.E.P.R. Discussion Papers.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022.
"When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume,"
Papers
2203.04040, arXiv.org, revised May 2023.
- Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020.
"Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach,"
Papers
2003.14276, arXiv.org, revised Aug 2020.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021. "Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Michael D. Bauer & Glenn D. Rudebusch, 2020.
"The Rising Cost of Climate Change: Evidence from the Bond Market,"
Working Paper Series
2020-25, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2023. "The Rising Cost of Climate Change: Evidence from the Bond Market," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
- Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz, 2020. "Accounting for Low Long-Term Interest Rates: Evidence from Canada," Working Paper Series 2020-35, Federal Reserve Bank of San Francisco.
- Francis X. Diebold & Glenn D. Rudebusch, 2019.
"On the Evolution of U.S. Temperature Dynamics,"
Papers
1907.06303, arXiv.org, revised Jan 2021.
- Francis X. Diebold & Glenn D. Rudebusch, 2022. "On the Evolution of US Temperature Dynamics," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 9-28, Emerald Group Publishing Limited.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "On the Evolution of U.S. Temperature Dynamics," PIER Working Paper Archive 19-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch, 2019.
"Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections,"
Papers
1912.10774, arXiv.org, revised Jul 2021.
- Diebold, Francis X. & Rudebusch, Glenn D., 2022. "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
- Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2018.
"A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt,"
Working Paper Series
2017-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2019. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 933-949, December.
- Michael D. Bauer & Glenn D. Rudebusch, 2017.
"Interest Rates Under Falling Stars,"
CESifo Working Paper Series
6571, CESifo.
- Michael D. Bauer & Glenn D. Rudebusch, 2020. "Interest Rates under Falling Stars," American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
- Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
- Martin M. Andreasen & Jens H.E. Christensen & Glenn D. Rudebusch, 2017.
"Term Structure Analysis with Big Data,"
CREATES Research Papers
2017-31, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2015.
"Resolving the Spanning Puzzle in Macro-Finance Term Structure Models,"
CESifo Working Paper Series
5187, CESifo.
- Michael D. Bauer & Glenn D. Rudebusch, 2017. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," Review of Finance, European Finance Association, vol. 21(2), pages 511-553.
- Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the spanning puzzle in macro-finance term structure models," Working Paper Series 2015-1, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch & John C. Williams, 2014.
"A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment,"
Working Paper Series
2014-14, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D. & Williams, John C., 2016. "A wedge in the dual mandate: Monetary policy and long-term unemployment," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 5-18.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2013.
"Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?,"
Working Paper Series
2013-39, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2016. "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 75-125, Emerald Group Publishing Limited.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013.
"A Probability-Based Stress Test of Federal Reserve Assets and Income,"
Working Papers
14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015. "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2013.
"Estimating Shadow-Rate Term Structure Models with Near-Zero Yields,"
Working Paper Series
2013-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2015. "Estimating Shadow-Rate Term Structure Models with Near-Zero Yields," Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 226-259.
- Glenn Rudebusch & Michael Bauer, 2013. "The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off," 2013 Meeting Papers 691, Society for Economic Dynamics.
- Michael D. Bauer & Glenn D. Rudebusch, 2013.
"Monetary Policy Expectations at the Zero Lower Bound,"
Working Paper Series
2013-18, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2016. "Monetary Policy Expectations at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1439-1465, October.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012.
"Pricing deflation risk with U.S. Treasury yields,"
Working Paper Series
2012-07, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2016. "Pricing Deflation Risk with US Treasury Yields," Review of Finance, European Finance Association, vol. 20(3), pages 1107-1152.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2012.
"The response of interest rates to U.S. and U.K. quantitative easing,"
Working Paper Series
2012-06, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2012. "The Response of Interest Rates to US and UK Quantitative Easing," Economic Journal, Royal Economic Society, vol. 122(564), pages 385-414, November.
- 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.
- 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.
- Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
- 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.
- Michael D. Bauer & Glenn D. Rudebusch, 2014. "The Signaling Channel for Federal Reserve Bond Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 233-289, September.
- Glenn D. Rudebusch, 2010.
"Macro-finance models of interest rates and the economy,"
Working Paper Series
2010-01, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2010. "Macro‐Finance Models Of Interest Rates And The Economy," Manchester School, University of Manchester, vol. 78(s1), pages 25-52, September.
- 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.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 136-151, January.
- Eric Swanson & Glenn Rudebusch, 2009. "Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks," 2009 Meeting Papers 29, Society for Economic Dynamics.
- Glenn D. Rudebusch & Eric T. Swanson, 2008.
"The bond premium in a DSGE model with long-run real and nominal risks,"
Working Paper Series
2008-31, Federal Reserve Bank of San Francisco.
- 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 105-143, January.
- 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.
- 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.
- 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 33-64, November.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," PIER Working Paper Archive 08-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," NBER Working Papers 14463, National Bureau of Economic Research, Inc.
- 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.
- 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, September.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009. "Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- 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, September.
- 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.
- 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 111-126, October.
- Eric Swanson & Glenn Rudebusch, 2008. "Long-Run Inflation Risk and the Postwar Term Premium," 2008 Meeting Papers 988, Society for Economic Dynamics.
- 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.
- 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.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models," NBER Working Papers 13611, National Bureau of Economic Research, Inc.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," PIER Working Paper Archive 07-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
- 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.
- 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.
- 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.
- Glenn D. Rudebusch & John C. Williams, 2006.
"Revealing the secrets of the temple: the value of publishing central bank interest rate projections,"
Working Paper Series
2006-31, Federal Reserve Bank of San Francisco.
- 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.
- 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.
- 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.
- 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, vol. 89(Jul), pages 241-270.
- Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005.
"Modeling bond yields in finance and macroeconomics,"
Working Paper Series
2005-04, Federal Reserve Bank of San Francisco.
- 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.
- Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D., 2005. "Modeling bond yields in finance and macroeconomics," CFS Working Paper Series 2005/03, Center for Financial Studies (CFS).
- Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers 11089, National Bureau of Economic Research, Inc.
- 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.
- Glenn D. Rudebusch, 2005.
"Monetary policy inertia: fact or fiction?,"
Working Paper Series
2005-19, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2006. "Monetary Policy Inertia: Fact or Fiction?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
- 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.
- 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.
- Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004.
"Using a long-term interest rate as the monetary policy instrument,"
Working Paper Series
2004-22, Federal Reserve Bank of San Francisco.
- 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.
- Glenn D. Rudebusch & Tao Wu, 2004.
"The recent shift in term structure behavior from a no-arbitrage macro-finance perspective,"
Working Paper Series
2004-25, Federal Reserve Bank of San Francisco.
- Tao Wu & Glenn Rudebusch, 2005. "The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective," Computing in Economics and Finance 2005 3, Society for Computational Economics.
- Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan, 2003.
"The Macroeconomy and the Yield Curve: A Nonstructural Analysis,"
CFS Working Paper Series
2003/31, Center for Financial Studies (CFS).
- Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2003. "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," PIER Working Paper Archive 03-024, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Glenn D. Rudebusch, 2003. "The macroeconomy and the yield curve: a nonstructural analysis," Working Paper Series 2003-18, Federal Reserve Bank of San Francisco.
- Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan, 2003.
"The Macroeconomy and the Yield Curve: A Nonstructural Analysis,"
CFS Working Paper Series
2003/31, Center for Financial Studies (CFS).
- Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2003. "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," PIER Working Paper Archive 03-024, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. Boragan Aruoba & Francis X. Diebold & Glenn D. Rudebusch, 2003. "The macroeconomy and the yield curve: a nonstructural analysis," Working Paper Series 2003-18, Federal Reserve Bank of San Francisco.
- Tao Wu & Glenn Rudebusch, 2003. "Macroeconomics and the Yield Curve," Computing in Economics and Finance 2003 206, Society for Computational Economics.
- Glenn D. Rudebusch & Tao Wu, 2003.
"A macro-finance model of the term structure, monetary policy, and the economy,"
Working Paper Series
2003-17, Federal Reserve Bank of San Francisco.
- Glenn D. 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.
- Glenn D. Rudebusch & Tao Wu, 2008. "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
- GlennD. Rudebusch & Tao Wu, 2008. "A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
- Tao Wu & Glenn Rudebusch, 2004. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers 104, Society for Economic Dynamics.
- Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002.
"Estimating the Euler equation for output,"
Working Papers
02-3, Federal Reserve Bank of Boston.
- 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.
- Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Paper Series 2002-12, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2002.
"Assessing the Lucas critique in monetary policy models,"
Working Paper Series
2002-02, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D, 2005. "Assessing the Lucas Critique in Monetary Policy Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 245-272, April.
- Glenn D. Rudebusch, 2001.
"Term structure evidence on interest rate smoothing and monetary policy inertia,"
Working Paper Series
2001-02, Federal Reserve Bank of San Francisco.
- 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.
- Rudebusch, Glenn D., 2000.
"Assessing nominal income rules for monetary policy with model and data uncertainty,"
Working Paper Series
14, European Central Bank.
- 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.
- Glenn D. Rudebusch, 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 2000-03, Federal Reserve Bank of San Francisco.
- 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.
- Svensson, Lars E.O. & Rudebusch, Glenn, 2000.
"Eurosystem Monetary Targeting: Lessons from US Data,"
CEPR Discussion Papers
2522, C.E.P.R. Discussion Papers.
- 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.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1999. "Eurosystem monetary targeting: lessons from U.S. data," Working Paper Series 99-13, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D. & Svensson, Lars E. O., 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Working Paper Series 92, Sveriges Riksbank (Central Bank of Sweden).
- Glenn D. Rudebusch & Lars E.O. Svensson, 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," NBER Working Papers 7179, National Bureau of Economic Research, Inc.
- Rudebusch, Glenn & Svensson, Lars, 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Seminar Papers 672, Stockholm University, Institute for International Economic Studies.
- Rudebusch, G. & Svensson, L.E.O., 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Papers 672, Stockholm - International Economic Studies.
- 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.
- 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.
- Rudebusch, Glenn D & Svensson, Lars E O, 1998.
"Policy Rules for Inflation Targeting,"
CEPR Discussion Papers
1999, C.E.P.R. Discussion Papers.
- 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.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Svensson, Lars E.O. & Rudebusch , Glenn, 1998. "Policy Rules for Inflation Targeting," Seminar Papers 637, Stockholm University, Institute for International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Working Papers in Applied Economic Theory 98-03, Federal Reserve Bank of San Francisco.
- Rudebusch, G.D. & Svensson, L.E.O., 1998. "Policy Rules for Inflation Targeting," Papers 637, Stockholm - International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc.
- Antulio N. Bomfim & Glenn D. Rudebusch, 1997.
"Opportunistic and deliberate disinflation under imperfect credibility,"
Working Papers in Applied Economic Theory
97-07, Federal Reserve Bank of San Francisco.
- 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 707-721, November.
- Antulio N. Bomfim & Glenn D. Rudebusch, 1998. "Opportunistic and deliberate disinflation under imperfect credibility," Finance and Economics Discussion Series 1998-01, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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 907-931, November.
- Rudebusch, G.D., 1996. "Do Measures of Monetary Policy in a VAR Make Sense?," Papers 269, Banca Italia - Servizio di Studi.
- 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.
- 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.
- 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.).
- 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 283-298, May.
- 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.).
- 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.
- Francis X. Diebold & Glenn D. Rudebusch, 1994.
"Measuring Business Cycles: A Modern Perspective,"
NBER Working Papers
4643, National Bureau of Economic Research, Inc.
- 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.
- Diebold & Rudebusch, "undated". "Measuring Business Cycle: A Modern Perspective," Home Pages _061, University of Pennsylvania.
- 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.).
- Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. 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.).
- 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 806-826, August.
- 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.).
- Rudebusch, Glenn D, 1993. "The Uncertain Unit Root in Real GNP," American Economic Review, American Economic Association, vol. 83(1), pages 264-272, March.
- Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. 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.).
- 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.).
- 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.
- Francis X. Diebold & Glenn D. Rudebusch, 1990. "Have postwar economic fluctuations been stabilized?," Discussion Paper / Institute for Empirical Macroeconomics 33, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- 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.).
- 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.
- 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.
- 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.).
- 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 661-680, August.
- Glenn D. Rudebusch, 1990. "Trends and random walks in macroeconomic time series: a re-examination," Working Paper Series / Economic Activity Section 105, Board of Governors of the Federal Reserve System (U.S.).
- 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.).
- 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.
- 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.).
- 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.).
- 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.).
- 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.
- 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.).
- 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.
- 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.).
- 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.).
- Rudebusch, Glenn D., 1988. "Are productivity fluctuations due to real supply shocks?," Economics Letters, Elsevier, vol. 27(4), pages 327-331.
- 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.).
- 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.).
- 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.).
- Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," The Journal of Business, University of Chicago Press, vol. 62(3), pages 369-391, July.
- 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.).
repec:cfs:cfswop:wp200503 is not listed on IDEAS
Articles
- Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024. "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 239(1).
- Diebold, Francis X. & Rudebusch, Glenn D., 2023.
"Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions,"
Energy Economics, Elsevier, vol. 126(C).
- Francis X. Diebold & Glenn D. Rudebusch, 2023. "Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions," Papers 2307.03552, arXiv.org.
- Francis X. Diebold & Glenn D. Rudebusch, 2023. "Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions," PIER Working Paper Archive 24-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023.
"When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers 2203.04040, arXiv.org, revised May 2023.
- Michael D. Bauer & Glenn D. Rudebusch, 2023.
"The Rising Cost of Climate Change: Evidence from the Bond Market,"
The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1255-1270, September.
- Michael D. Bauer & Glenn D. Rudebusch, 2020. "The Rising Cost of Climate Change: Evidence from the Bond Market," Working Paper Series 2020-25, Federal Reserve Bank of San Francisco.
- Diebold, Francis X. & Rudebusch, Glenn D., 2022.
"Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
- Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2021. "Climate Change Costs Rise as Interest Rates Fall," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(28), pages 1-05, October.
- Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021.
"Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1509-1519.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," PIER Working Paper Archive 20-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020. "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," Papers 2003.14276, arXiv.org, revised Aug 2020.
- Glenn D. Rudebusch, 2021. "Climate Change Is a Source of Financial Risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2021(03), pages 01-06, February.
- Michael D. Bauer & Glenn D. Rudebusch, 2020.
"Interest Rates under Falling Stars,"
American Economic Review, American Economic Association, vol. 110(5), pages 1316-1354, May.
- Michael D. Bauer & Glenn D. Rudebusch, 2017. "Interest Rates Under Falling Stars," CESifo Working Paper Series 6571, CESifo.
- Michael D. Bauer & Glenn D. Rudebusch, 2019. "Interest Rates Under Falling Stars," Working Paper Series 2017-16, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2019.
"A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt,"
The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 933-949, December.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2018. "A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt," Working Paper Series 2017-07, Federal Reserve Bank of San Francisco.
- Andreasen, Martin M. & Christensen, Jens H.E. & Rudebusch, Glenn D., 2019. "Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices," Journal of Econometrics, Elsevier, vol. 212(1), pages 26-46.
- Glenn D. Rudebusch, 2019. "Climate Change and the Federal Reserve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Galina Hale & Òscar Jordà & Glenn D. Rudebusch, 2019. "The Economics of Climate Change: A First Fed Conference," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2019(31), pages 1-5, December.
- Glenn D. Rudebusch, 2018. "A Review of the Fed’s Unconventional Monetary Policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2017.
"Resolving the Spanning Puzzle in Macro-Finance Term Structure Models,"
Review of Finance, European Finance Association, vol. 21(2), pages 511-553.
- Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the spanning puzzle in macro-finance term structure models," Working Paper Series 2015-1, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2015. "Resolving the Spanning Puzzle in Macro-Finance Term Structure Models," CESifo Working Paper Series 5187, CESifo.
- Andreas Hornstein & Marianna Kudlyak, 2017. "How Much Has Job Matching Efficiency Declined?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "New Evidence for a Lower New Normal in Interest Rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2016. "Why Are Long-Term Interest Rates So Low?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D. & Williams, John C., 2016.
"A wedge in the dual mandate: Monetary policy and long-term unemployment,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 5-18.
- Glenn D. Rudebusch & John C. Williams, 2014. "A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment," Working Paper Series 2014-14, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2016.
"Pricing Deflation Risk with US Treasury Yields,"
Review of Finance, European Finance Association, vol. 20(3), pages 1107-1152.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Pricing deflation risk with U.S. Treasury yields," Working Paper Series 2012-07, Federal Reserve Bank of San Francisco.
- Fernanda Nechio & Glenn D. Rudebusch, 2016. "Has the Fed Fallen behind the Curve This Year?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2016. "Will the economic recovery die of old age?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2016.
"Monetary Policy Expectations at the Zero Lower Bound,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1439-1465, October.
- Michael D. Bauer & Glenn D. Rudebusch, 2013. "Monetary Policy Expectations at the Zero Lower Bound," Working Paper Series 2013-18, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2015. "Optimal policy and market-based expectations," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2015.
"Estimating Shadow-Rate Term Structure Models with Near-Zero Yields,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(2), pages 226-259.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2013. "Estimating Shadow-Rate Term Structure Models with Near-Zero Yields," Working Paper Series 2013-07, Federal Reserve Bank of San Francisco.
- Benjamin Pyle & Glenn D. Rudebusch & Daniel J. Wilson, 2015. "Residual seasonality and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015.
"A probability-based stress test of Federal Reserve assets and income,"
Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series 2013-38, Federal Reserve Bank of San Francisco.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Tim Mahedy & Glenn D. Rudebusch & Daniel J. Wilson, 2015. "The puzzle of weak first-quarter GDP growth," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014.
"Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 136-151, January.
- 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.
- Michael D. Bauer & Glenn D. Rudebusch, 2014.
"The Signaling Channel for Federal Reserve Bond Purchases,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 233-289, September.
- 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.
- Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2014. "Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment," American Economic Review, American Economic Association, vol. 104(1), pages 323-337, January.
- Sylvain Leduc & Glenn D. Rudebusch, 2014. "Does slower growth imply lower interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014. "Stress testing the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch, 2013. "What caused the decline in long-term yields?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue july8.
- Michael D. Bauer & Glenn D. Rudebusch, 2013. "Expectations for monetary policy liftoff," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov18.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2012.
"The Response of Interest Rates to US and UK Quantitative Easing,"
Economic Journal, Royal Economic Society, vol. 122(564), pages 385-414, November.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2012. "The response of interest rates to U.S. and U.K. quantitative easing," Working Paper Series 2012-06, Federal Reserve Bank of San Francisco.
- Michael D. Bauer & Glenn D. Rudebusch & Jing Cynthia Wu, 2012. "Correcting Estimation Bias in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 454-467, April.
- Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012.
"Extracting Deflation Probability Forecasts from Treasury Yields,"
International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
- 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.
- 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 105-143, January.
- Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco.
- 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.
- Michael D. Bauer & Glenn D. Rudebusch, 2011. "Signals from unconventional monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.21.
- 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.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models," NBER Working Papers 13611, National Bureau of Economic Research, Inc.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," PIER Working Paper Archive 07-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- 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.
- Glenn D. Rudebusch, 2011. "The Fed's interest rate risk," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr11.
- Zheng Liu & Glenn D. Rudebusch, 2010. "Inflation: mind the gap," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan19.
- Glenn D. Rudebusch, 2010.
"Macro‐Finance Models Of Interest Rates And The Economy,"
Manchester School, University of Manchester, vol. 78(s1), pages 25-52, September.
- Glenn D. Rudebusch, 2010. "Macro-finance models of interest rates and the economy," Working Paper Series 2010-01, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2010. "The Fed's exit strategy for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun14.
- Sylvain Leduc & Glenn D. Rudebusch & Justin Weidner, 2009. "Disagreement about the inflation outlook," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct5.
- 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.
- 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.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2009.
"Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields,"
Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- 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, September.
- 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, September.
- 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.
- 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 33-64, November.
- 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.
- Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," PIER Working Paper Archive 08-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," NBER Working Papers 14463, National Bureau of Economic Research, Inc.
- Glenn D. Rudebusch, 2009. "The Fed's monetary policy response to the current crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may22.
- Glenn D. Rudebusch, 2008. "Publishing central bank interest rate forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan25.
- 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 111-126, October.
- 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.
- GlennD. Rudebusch & Tao Wu, 2008.
"A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy,"
Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
- Glenn D. 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.
- Glenn D. Rudebusch & Tao Wu, 2008. "A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy," Economic Journal, Royal Economic Society, vol. 118(530), pages 906-926, July.
- Tao Wu & Glenn Rudebusch, 2004. "A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy," 2004 Meeting Papers 104, Society for Economic Dynamics.
- Glenn D. Rudebusch & Tao Wu, 2003. "A macro-finance model of the term structure, monetary policy, and the economy," Working Paper Series 2003-17, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2008. "Publishing FOMC economic forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan18.
- Glenn D. Rudebusch, 2007. "Monetary policy inertia and recent Fed actions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan26.
- 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, vol. 89(Jul), pages 241-270.
- 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.
- 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, March.
- 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, March.
- Glenn D. Rudebusch, 2006.
"Monetary Policy Inertia: Fact or Fiction?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
- Glenn D. Rudebusch, 2005. "Monetary policy inertia: fact or fiction?," Working Paper Series 2005-19, Federal Reserve Bank of San Francisco.
- 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.
- 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.
- 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.
- Tom Doan, "undated". "RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model," Statistical Software Components RTZ00047, Boston College Department of Economics.
- 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.
- 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.
- Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D., 2005. "Modeling bond yields in finance and macroeconomics," CFS Working Paper Series 2005/03, Center for Financial Studies (CFS).
- Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling bond yields in finance and macroeconomics," Working Paper Series 2005-04, Federal Reserve Bank of San Francisco.
- Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers 11089, National Bureau of Economic Research, Inc.
- 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.
- Glenn D. Rudebusch, 2005. "Monetary policy and asset price bubbles," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug5.
- 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.
- Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004. "Using a long-term interest rate as the monetary policy instrument," Working Paper Series 2004-22, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D, 2005.
"Assessing the Lucas Critique in Monetary Policy Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 245-272, April.
- Glenn D. Rudebusch, 2002. "Assessing the Lucas critique in monetary policy models," Working Paper Series 2002-02, Federal Reserve Bank of San Francisco.
- 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.
- Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Paper Series 2002-12, Federal Reserve Bank of San Francisco.
- Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston.
- Richard Dennis & Glenn D. Rudebusch, 2003. "Finance and macroeconomics," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may2.
- 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.
- Rudebusch, Glenn D., 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 14, European Central Bank.
- Glenn D. Rudebusch, 2000. "Assessing nominal income rules for monetary policy with model and data uncertainty," Working Paper Series 2000-03, Federal Reserve Bank of San Francisco.
- 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.
- 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.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1999. "Eurosystem monetary targeting: lessons from U.S. data," Working Paper Series 99-13, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D. & Svensson, Lars E. O., 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Working Paper Series 92, Sveriges Riksbank (Central Bank of Sweden).
- Svensson, Lars E.O. & Rudebusch, Glenn, 2000. "Eurosystem Monetary Targeting: Lessons from US Data," CEPR Discussion Papers 2522, C.E.P.R. Discussion Papers.
- Glenn D. Rudebusch & Lars E.O. Svensson, 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," NBER Working Papers 7179, National Bureau of Economic Research, Inc.
- Rudebusch, Glenn & Svensson, Lars, 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Seminar Papers 672, Stockholm University, Institute for International Economic Studies.
- Rudebusch, G. & Svensson, L.E.O., 1999. "Eurosystem Monetary Targeting: Lessons from U.S. Data," Papers 672, Stockholm - International Economic Studies.
- Glenn D. Rudebusch & Tao Wu, 2002. "Macroeconomic models for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr19.
- 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.
- Glenn D. Rudebusch, 2001. "Term structure evidence on interest rate smoothing and monetary policy inertia," Working Paper Series 2001-02, Federal Reserve Bank of San Francisco.
- Glenn D. Rudebusch, 2001. "How sluggish is the Fed?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar.2.
- Glenn D. Rudebusch, 2001. "Has a recession already started?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct19.
- 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.
- 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.
- Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15.
- Glenn D. Rudebusch, 2001. "Asset prices, exchange rates, and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun15.
- Glenn D. Rudebusch, 2000. "Structural change and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr28.
- 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 707-721, November.
- Antulio N. Bomfim & Glenn D. Rudebusch, 1997. "Opportunistic and deliberate disinflation under imperfect credibility," Working Papers in Applied Economic Theory 97-07, Federal Reserve Bank of San Francisco.
- Antulio N. Bomfim & Glenn D. Rudebusch, 1998. "Opportunistic and deliberate disinflation under imperfect credibility," Finance and Economics Discussion Series 1998-01, Board of Governors of the Federal Reserve System (U.S.).
- Glenn D. Rudebusch, 2000. "How fast can the new economy grow?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb25.
- John P. Judd & Glenn D. Rudebusch, 1999. "The goals of U.S. monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan29.
- Glenn D. Rudebusch, 1999. "Monetary policy and monetary institutions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr16.
- Glenn D. Rudebusch, 1999. "How did the economy surprise us in 1998?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar5.
- 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.
- Glenn D. Rudebusch & Carl E. Walsh, 1998. "U.S. inflation targeting: pro and con," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may29.
- Glenn D. Rudebusch & Carl E. Walsh, 1998. "Central bank inflation targeting," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may22.
- 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 907-931, November.
- Rudebusch, G.D., 1996. "Do Measures of Monetary Policy in a VAR Make Sense?," Papers 269, Banca Italia - Servizio di Studi.
- 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.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998.
"Policy rules for inflation targeting,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- 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.
- Svensson, Lars E.O. & Rudebusch , Glenn, 1998. "Policy Rules for Inflation Targeting," Seminar Papers 637, Stockholm University, Institute for International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Working Papers in Applied Economic Theory 98-03, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
- Rudebusch, G.D. & Svensson, L.E.O., 1998. "Policy Rules for Inflation Targeting," Papers 637, Stockholm - International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc.
- John P. Judd & Glenn D. Rudebusch, 1998. "Describing Fed behavior," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec25.
- 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 943-948, November.
- Glenn D. Rudebusch, 1997. "Interest rates and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun13.
- 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.
- Diebold & Rudebusch, "undated". "Measuring Business Cycle: A Modern Perspective," Home Pages _061, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc.
- Glenn D. Rudebusch, 1996. "Is opportunistic monetary policy credible?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct4.
- 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.
- 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.).
- 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 283-298, May.
- 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.).
- 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.
- 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.
- 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.
- 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.
- 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 806-826, August.
- Stephen D. Oliner & Glenn D. Rudebusch & Daniel E. 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.).
- Glenn D. Rudebusch, 1995. "New estimates of the recent growth in potential output," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov24.
- 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.
- Glenn D. Rudebusch, 1995. "Federal Reserve policy and the predictability of interest rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun23.
- Glenn D. Rudebusch, 1995. "What are the lags in monetary policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb3.
- Rudebusch, Glenn D., 1995. "Erratum," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 679-679, December.
- Rudebusch, Glenn D, 1993.
"The Uncertain Unit Root in Real GNP,"
American Economic Review, American Economic Association, vol. 83(1), pages 264-272, March.
- 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.).
- 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.
- 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.).
- Francis X. Diebold & Glenn D. Rudebusch, 1990. "Have postwar economic fluctuations been stabilized?," Discussion Paper / Institute for Empirical Macroeconomics 33, Federal Reserve Bank of Minneapolis.
- 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 643-654, November.
- 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 661-680, August.
- 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.).
- Glenn D. Rudebusch, 1990. "Trends and random walks in macroeconomic time series: a re-examination," Working Paper Series / Economic Activity Section 105, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.).
- Francis X. Diebold & Glenn D. Rudebusch, 1991. "Shorter recessions and longer expansions," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 13-20.
- 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.
- 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.).
- 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.
- 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.).
- Diebold, Francis X & Rudebusch, Glenn D, 1989.
"Scoring the Leading Indicators,"
The Journal of Business, University of Chicago Press, vol. 62(3), pages 369-391, July.
- 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.).
- 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.
- 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.).
- 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 633-654, August.
- Rudebusch, Glenn D., 1988.
"Are productivity fluctuations due to real supply shocks?,"
Economics Letters, Elsevier, vol. 27(4), pages 327-331.
- 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.).
- 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 468-476, August.
Chapters
- Francis X. Diebold & Glenn D. Rudebusch, 2022.
"On the Evolution of US Temperature Dynamics,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 9-28,
Emerald Group Publishing Limited.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "On the Evolution of U.S. Temperature Dynamics," Papers 1907.06303, arXiv.org, revised Jan 2021.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "On the Evolution of U.S. Temperature Dynamics," PIER Working Paper Archive 19-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2016.
"Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 75-125,
Emerald Group Publishing Limited.
- Jens H. E. Christensen & Glenn D. Rudebusch, 2013. "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Working Paper Series 2013-39, Federal Reserve Bank of San Francisco.
- Francis X. Diebold & Glenn D. Rudebusch, 2012. "Facts, Factors, and Questions [Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach]," Introductory Chapters,, Princeton University Press.
- 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.
- Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the secrets of the temple: the value of publishing central bank interest rate projections," Working Paper Series 2006-31, Federal Reserve Bank of San Francisco.
- 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.
- 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.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Svensson, Lars E.O. & Rudebusch , Glenn, 1998. "Policy Rules for Inflation Targeting," Seminar Papers 637, Stockholm University, Institute for International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Working Papers in Applied Economic Theory 98-03, Federal Reserve Bank of San Francisco.
- Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
- Rudebusch, G.D. & Svensson, L.E.O., 1998. "Policy Rules for Inflation Targeting," Papers 637, Stockholm - International Economic Studies.
- Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy Rules for Inflation Targeting," NBER Working Papers 6512, National Bureau of Economic Research, Inc.
- 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.
- 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.
Books
- Francis X. Diebold & Glenn D. Rudebusch, 2012. "Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach," Economics Books, Princeton University Press, edition 1, volume 1, number 9895.
- Francis X. Diebold & Glenn D. Rudebusch, 1999. "Business Cycles: Durations, Dynamics, and Forecasting," Economics Books, Princeton University Press, edition 1, number 6636.
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- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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- Euclidian citation score
- Breadth of citations across fields
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 65 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (34) 2004-03-07 2004-08-02 2005-02-01 2005-02-01 2005-05-23 2005-07-18 2005-08-13 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 2012-06-13 2012-06-13 2013-08-16 2013-12-29 2014-01-10 2014-01-10 2014-02-15 2014-06-07 2015-02-05 2015-09-05 2017-08-13 2017-11-12 2020-07-27 2020-12-07. Author is listed
- NEP-MON: Monetary Economics (33) 1999-06-08 1999-07-28 2001-10-16 2004-02-23 2004-08-02 2005-02-01 2005-02-01 2005-05-23 2005-07-18 2005-08-13 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 2012-06-13 2012-06-13 2013-04-06 2013-08-16 2013-12-29 2014-01-10 2014-01-10 2014-06-07 2015-02-05 2015-09-05 2017-08-13 2017-11-12 2020-12-07. Author is listed
- NEP-CBA: Central Banking (23) 2001-10-16 2004-08-02 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 2012-06-13 2013-08-16 2013-12-29 2014-06-07 2015-09-05 2017-04-23 2020-12-07. Author is listed
- NEP-ENV: Environmental Economics (18) 2019-07-15 2019-07-29 2020-01-20 2020-01-27 2020-02-03 2020-04-13 2020-04-13 2020-07-27 2021-02-08 2022-05-02 2023-01-09 2023-01-09 2023-03-06 2023-07-31 2023-10-30 2023-12-11 2023-12-18 2024-04-15. Author is listed
- NEP-ENE: Energy Economics (8) 2020-07-27 2023-01-09 2023-03-06 2023-07-31 2023-10-30 2023-12-11 2023-12-18 2024-04-15. Author is listed
- NEP-FMK: Financial Markets (7) 2005-07-18 2005-08-13 2006-05-27 2007-11-24 2008-11-11 2017-10-15 2023-03-06. Author is listed
- NEP-FOR: Forecasting (6) 2006-12-16 2007-08-27 2007-10-13 2011-03-26 2013-08-16 2020-02-03. Author is listed
- NEP-BEC: Business Economics (3) 2005-08-13 2006-05-27 2009-07-11
- NEP-DGE: Dynamic General Equilibrium (3) 2007-11-24 2008-11-11 2009-01-10
- NEP-ETS: Econometric Time Series (3) 2004-07-18 2019-07-15 2020-04-13
- NEP-FIN: Finance (3) 2005-02-01 2005-07-18 2005-11-19
- NEP-BAN: Banking (2) 2006-11-04 2006-11-25
- NEP-ECM: Econometrics (2) 2011-04-16 2017-10-15
- NEP-EEC: European Economics (2) 1999-07-28 2001-10-16
- NEP-IFN: International Finance (2) 2001-10-16 2023-01-09
- NEP-ORE: Operations Research (2) 2014-02-15 2019-07-15
- NEP-RMG: Risk Management (2) 2004-03-07 2014-01-10
- NEP-AGR: Agricultural Economics (1) 2023-01-09
- NEP-BIG: Big Data (1) 2017-10-15
- NEP-POL: Positive Political Economics (1) 1998-04-27
- NEP-SOG: Sociology of Economics (1) 2014-02-15
- NEP-SPO: Sports and Economics (1) 2013-08-16
Corrections
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