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Rudebusch, Glenn D.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,249 |
Total
Citations
1,288 |
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1.
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The Macroeconomy and the Yield Curve: A Nonstructural Analysis
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Diebold, Francis X.
University of Pennsylvania - Department of Economics Aruoba, S. Boragan
University of Maryland - Department of Economics
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Posted:
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28 Oct 03
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Last Revised:
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14 Dec 03
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582
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24
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Diebold, Francis X.
University of Pennsylvania - Department of Economics Aruoba, S. Boragan
University of Maryland - Department of Economics
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206
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23
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Yield curve, term structure, interest rates, macroeconomic fundamentals, factor model, state-space model
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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376
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24
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Yield curve, term structure, interest rates, macroeconomic fundamentals, factor model, statespace model
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2.
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A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Wu, Tao
Federal Reserve Bank of San Francisco
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Posted:
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02 Mar 04
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Last Revised:
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23 Dec 08
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505
(25,176)
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137
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Wu, Tao
Federal Reserve Bank of San Francisco
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2
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136
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Wu, Tao
Federal Reserve Bank of San Francisco
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503
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137
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No-arbitrage, yield curve, new-Keynesian
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3.
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Modeling Bond Yields in Finance and Macroeconomics
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Piazzesi, Monika
University of Chicago - Booth School of Business Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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Posted:
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21 Jan 05
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Last Revised:
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23 Feb 05
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424
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53
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Piazzesi, Monika
University of Chicago - Booth School of Business Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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38
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53
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Piazzesi, Monika
University of Chicago - Booth School of Business Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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386
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53
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term structure, yield curve, Nelson-Siegel model, affine equilibrium model
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4.
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The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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Posted:
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01 Oct 07
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Last Revised:
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11 Sep 10
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390
(35,139)
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36
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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47
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36
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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109
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36
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interest rates, econometric models
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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234
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36
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arbitrage, Nelson-Siegel, term structure, factor models, forecast accuracy
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5.
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The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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Posted:
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08 Jul 04
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Last Revised:
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06 Jul 10
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284
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115
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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57
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115
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Aruoba, S. Boragan
University of Maryland - Department of Economics
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227
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115
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Term structure, interest rates, macroeconomic fundamentals, factor model, state-space model
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6.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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221
(67,522)
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37
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Monetary policy, vector autoregression
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7.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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184
(81,132)
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30
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Interest rates, Economic forecasting
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8.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco Wu, Tao
Federal Reserve Bank of San Francisco
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180
(82,722)
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28
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Treasury bonds, Federal funds rate
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9.
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Bauer, Michael D.
Federal Reserve Banks - Federal Reserve Bank of San Francisco Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Wu, Jing Cynthia
University of Chicago - Booth School of Business
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18 Mar 11
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Last Revised:
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10 Aug 11
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151
(97,324)
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5
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small-sample bias correction, vector autoregression, dynamic term structure models, term premium
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10.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Williams, John C.
Federal Reserve Bank of San Francisco
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143
(102,098)
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17
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forecasting, recessions
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11.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Wu, Tao
Federal Reserve Bank of San Francisco
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138
(105,231)
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8
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12.
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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122
(116,445)
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7
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Yield Curve, Interest Rate, Bond Market, Svensson Model
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13.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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120
(118,052)
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155
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Monetary policy, interest rates, Taylor rule
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14.
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The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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22 Mar 09
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Last Revised:
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02 Oct 10
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109
(127,153)
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30
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco
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27
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Swanson, Eric T.
Federal Reserve Bank of San Francisco
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82
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30
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yield curve, term premium, bond pricing, long-run risk
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15.
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Policy Rules for Inflation Targeting
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Svensson, Lars E. O.
Sveriges Riksbank
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Posted:
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10 Feb 99
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Last Revised:
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20 Sep 00
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109
(127,153)
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253
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Svensson, Lars E. O.
Sveriges Riksbank
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109
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253
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Svensson, Lars E. O.
Sveriges Riksbank Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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0
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16.
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Eurosystem Monetary Targeting: Lessons from U.S. Data
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Svensson, Lars E. O.
Sveriges Riksbank
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Posted:
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31 Aug 99
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Last Revised:
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13 Oct 10
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108
(127,997)
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50
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Svensson, Lars E. O.
Sveriges Riksbank
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3
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50
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Svensson, Lars E. O.
Sveriges Riksbank
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15
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50
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Svensson, Lars E. O.
Sveriges Riksbank
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90
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17.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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101
(134,244)
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37
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interest rate smoothing, term structure, partial adjustment
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18.
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Fuhrer, Jeffrey C.
Federal Reserve Bank of Boston Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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96
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64
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Consumption, Keynesian Economics
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19.
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McGough, Bruce
Oregon State University - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Williams, John C.
Federal Reserve Bank of San Francisco
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83
(152,784)
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10
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20.
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Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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Posted:
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10 Dec 02
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Last Revised:
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16 Mar 04
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78
(158,757)
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95
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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64
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95
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Real-time Data, Optimal Policy
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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14
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95
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21.
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Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Williams, John C.
Federal Reserve Bank of San Francisco
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Posted:
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20 Nov 06
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Last Revised:
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03 Sep 10
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63
(179,238)
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17
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Williams, John C.
Federal Reserve Bank of San Francisco
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44
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monetary policy
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Williams, John C.
Federal Reserve Bank of San Francisco
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19
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22.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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29
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51
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23.
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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23
(264,861)
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7
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24.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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4
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13
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25.
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Diebold, Francis X.
University of Pennsylvania - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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2
(335,836)
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7
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26.
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Christensen, Jens Henrik Eggert
FRB of San Francisco - Financial Research Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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0
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1
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27.
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Hall, Alastair R.
North Carolina State University - Department of Economics Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Wilcox, David W.
Federal Reserve Board - Division of Research and Statistics
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28.
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Bomfim, Antulio N.
affiliation not provided to SSRN Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco
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