Access Statistics for Glenn Rudebusch

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy 4 13 48 357 13 32 102 757
A macro-finance model of the term structure, monetary policy, and the economy 1 8 31 347 4 18 79 852
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 2 5 16 234
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 1 3 52 52 8 23 81 81
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 12 25 52 52 23 65 139 139
An arbitrage-free generalized Nelson-Siegel term structure model 4 19 129 137 10 39 260 261
An empirical disequilibrium model of labor, consumption, and investment in the United States 0 0 0 0 0 0 3 181
Are productivity fluctuations due to real supply shocks? 0 0 0 0 1 2 10 131
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 3 5 25 172 8 11 49 490
Assessing nominal income rules for monetary policy with model and data uncertainty 3 13 19 103 12 28 51 352
Assessing nominal income rules for monetary policy with model and data uncertainty 0 3 19 143 2 8 46 433
Assessing the Lucas critique in monetary policy models 3 8 62 678 4 14 96 2,525
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 3 9 32 126 1,805
Do measures of monetary policy in a VAR make sense? 0 0 0 6 6 24 114 928
Does the business cycle have duration memory? 0 0 0 1 0 2 13 240
Estimating the Euler equation for output 4 6 23 145 9 16 58 509
Estimating the Euler equation for output 1 9 22 197 5 22 65 628
Eurosystem Monetary Targeting: Lessons from U.S. Data 1 2 7 122 3 8 27 470
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 5 101 1 5 24 429
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 1 2 9 21 232
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 1 5 99 2 5 25 472
Eurosystem Monetary Targeting: Lessons from US Data 3 5 8 58 6 11 27 218
Eurosystem monetary targeting: lessons from U.S. data 0 5 21 103 2 12 42 386
Ex ante turning point forecasting with the composite leading index 0 0 0 0 2 3 13 513
Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data 0 0 0 0 0 2 5 138
Examining the bond premium puzzle with a DSGE model 6 11 47 138 9 19 142 271
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 9 11 43 205 2,418
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 7 20 80 795
Forecasting recessions: the puzzle of the enduring power of the yield curve 5 24 76 183 11 47 137 284
Further evidence on business cycle duration dependence 0 0 0 0 3 14 48 249
Have postwar economic fluctuations been stabilized? 0 1 7 29 1 5 39 328
Have postwar economic fluctuations been stabilized? 0 0 0 0 1 3 10 303
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 4 15 35 35 10 33 54 54
Internal finance and investment: testing the role of asymmetric information and agency costs 0 0 0 1 0 2 17 450
International evidence on business cycle duration dependence 0 0 2 16 0 1 6 249
Is consumption too smooth? Long memory and the Deaton paradox 0 0 0 0 0 11 27 474
Is the Fed too timid? Monetary policy in an uncertain world 4 14 49 368 10 28 85 816
Is there a bank credit channel for monetary policy? 0 0 0 1 2 15 43 372
Is there a broad credit channel for monetary policy? 0 0 0 1 0 17 40 534
Judging instrument relevance in instrumental variables estimation 0 0 0 1 2 11 21 271
Long memory and persistence in aggregate output 0 0 0 1 2 12 46 644
Macroeconomic implications of changes in the term premium 2 3 26 109 5 10 62 229
Macroeconomics and the Yield Curve 0 0 0 2 1 11 39 430
Measuring Business Cycle: A Modern Perspective 0 7 43 355 3 18 96 675
Measuring Business Cycles: A Modern Perspective 2 6 33 436 8 21 77 1,161
Modeling Bond Yields in Finance and Macroeconomics 3 6 20 150 10 15 47 281
Modeling Bond Yields in Finance and Macroeconomics 3 5 24 231 8 14 49 463
Modeling Bond Yields in Finance and Macroeconomics 5 12 44 234 11 27 97 468
Modeling bond yields in finance and macroeconomics 3 14 44 177 7 24 99 374
Monetary policy inertia: fact or fiction? 3 5 21 138 7 18 64 262
New and old models of business investment: a comparison of forecasting performance 0 0 0 1 2 7 21 675
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 2 1 5 17 479
Opportunistic and deliberate disinflation under imperfect credibility 2 5 13 109 4 12 34 680
Opportunistic and deliberate disinflation under imperfect credibility 0 1 5 50 2 3 16 444
Policy Rules for Inflation Targeting 9 39 174 1,090 20 73 310 2,451
Policy Rules for Inflation Targeting 4 12 50 399 7 26 119 783
Policy Rules for Inflation Targeting 10 22 63 626 14 34 109 1,372
Policy Rules for Inflation Targeting 0 0 0 6 6 24 88 893
Policy rules for inflation targeting 0 0 0 60 5 24 69 813
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 2 2 17 89 3 16 56 225
Revealing the secrets of the temple: the value of publishing central bank interest rate projections 1 6 36 104 4 13 82 263
Scoring the leading indicators 0 0 0 1 8 23 69 683
Term structure evidence on interest rate smoothing and monetary policy inertia 7 16 46 446 13 33 89 981
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 3 11 51 111 12 35 130 256
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 1 4 26 58 5 16 64 145
The Lucas critique revisited: assessing the stability of empirical Euler equations 0 0 0 1 2 2 6 519
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 1 10 38 245 13 31 108 571
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 1 15 275 2 6 45 674
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 5 20 111 3 15 58 317
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective 2 2 11 71 5 8 24 154
The affine arbitrage-free class of Nelson-Siegel term structure models 3 7 35 105 10 20 123 272
The bond premium in a DSGE model with long-run real and nominal risks 3 12 47 47 3 24 55 55
The bond premium in a DSGE model with long-run real and nominal risks 6 16 57 57 14 41 79 79
The bond yield "conundrum" from a macro-finance perspective 5 12 45 268 10 23 105 561
The macroeconomy and the yield curve: a nonstructural analysis 0 2 15 175 1 8 60 434
The recent shift in term structure behavior from a no-arbitrage macro-finance perspective 0 1 13 151 1 2 32 302
The uncertain unit root in real GNP 0 0 0 0 0 5 28 311
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 8 33 137 1,192
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 2 5 49 428
Using a long-term interest rate as the monetary policy instrument 7 13 50 179 11 25 93 400
Total Working Papers 146 447 1,826 10,330 454 1,427 5,397 43,671

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy 9 25 97 98 14 47 232 235
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 3 10 25 88 4 16 47 313
A macro-finance model of the term structure, monetary policy, and the economy 3 14 85 359 19 55 250 1,034
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 2 8 39 81 4 22 101 179
An Empirical Disequilibrium Model of Labor, Consumption, and Investment 0 0 1 13 1 3 10 77
Are productivity fluctuations due to real supply shocks? 1 1 4 7 1 1 4 20
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 2 5 15 119 6 17 36 441
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 0 6 33 219 720
Asset prices, exchange rates, and monetary policy 0 1 3 70 1 4 8 188
Central bank inflation targeting 1 3 5 89 1 3 5 246
Describing Fed behavior 0 1 8 63 0 1 10 162
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 6 12 36 178 1,208
Do Measures of Monetary Policy in a VAR Make Sense? A Reply 0 0 0 0 2 4 16 253
Erratum 0 0 0 5 0 0 0 25
Estimating the Euler equation for output 0 2 21 86 5 15 69 278
Eurosystem monetary targeting: Lessons from U.S. data 1 1 6 91 5 6 20 276
Examining the bond premium puzzle with a DSGE model 7 15 28 28 13 36 61 61
Federal Reserve interest rate targeting, rational expectations, and the term structure 4 11 68 444 6 19 102 912
Federal Reserve policy and the predictability of interest rates 0 0 5 45 0 1 7 187
Finance and macroeconomics 0 0 2 48 0 0 10 148
Five questions about business cycles 4 9 30 181 7 22 93 480
Has a recession already started? 0 0 3 17 0 1 11 89
Have Postwar Economic Fluctuations Been Stabilized? 0 0 0 28 0 2 9 246
How did the economy surprise us in 1998? 0 1 2 12 0 3 7 94
How fast can the new economy grow? 0 0 1 77 1 1 3 342
How sluggish is the Fed? 0 1 2 31 1 4 5 98
Interest rates and monetary policy 0 0 4 74 0 0 5 165
Is Consumption Too Smooth? Long Memory and the Deaton Paradox 0 2 13 112 0 4 33 368
Is The Fed Too Timid? Monetary Policy In An Uncertain World 1 8 24 193 4 14 39 466
Is opportunistic monetary policy credible? 1 1 1 25 1 1 3 96
Is there a bank lending channel for monetary policy? 9 51 147 490 21 91 314 1,071
Is there a broad credit channel for monetary policy? 4 17 69 544 6 30 116 1,086
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 3 9 46 442
Long memory and persistence in aggregate output 3 7 30 87 4 9 40 151
Macroeconomic implications of changes in the term premium 3 8 18 37 8 23 50 100
Macroeconomic models for monetary policy 0 0 9 102 0 4 15 278
Measuring Business Cycles: A Modern Perspective 3 11 34 209 9 20 76 712
Modeling Bond Yields in Finance and Macroeconomics 1 5 29 74 5 14 63 210
Monetary Policy Inertia: Fact or Fiction? 3 6 18 52 7 15 48 143
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment 1 6 49 138 2 8 123 334
Monetary policy and asset price bubbles 2 4 27 87 3 8 38 131
Monetary policy and monetary institutions 0 0 1 34 0 0 3 133
Monetary policy inertia and recent Fed actions 0 3 10 33 3 10 35 130
New and Old Models of Business Investment: A Comparison of Forecasting Performance 1 7 21 223 2 11 56 648
New estimates of the recent growth in potential output 0 0 0 9 0 0 1 55
On the power of Dickey-Fuller tests against fractional alternatives 2 4 15 94 3 5 16 208
Opportunistic and Deliberate Disinflation under Imperfect Credibility 0 0 0 0 1 6 21 238
Policy rules for inflation targeting 0 0 0 3 4 19 100 418
Publishing FOMC economic forecasts 0 0 10 14 4 13 53 72
Publishing central bank interest rate forecasts 1 2 18 26 1 3 61 106
Scoring the Leading Indicators 8 23 82 473 11 30 112 1,099
Shorter recessions and longer expansions 0 0 0 2 9 23 27 313
Sources of the Financing Hierarchy for Business Investment 5 9 40 201 10 23 189 1,024
Structural change and monetary policy 0 0 1 36 0 0 2 229
Taylor's rule and the Fed, 1970-1997 12 45 197 1,524 23 79 317 3,726
Term structure evidence on interest rate smoothing and monetary policy inertia 5 12 29 175 7 19 46 386
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model 0 0 3 15 0 1 11 86
The Bond Yield "Conundrum" from a Macro-Finance Perspective 2 4 24 66 5 11 49 207
The Lucas critique revisited assessing the stability of empirical Euler equations for investment 3 5 24 89 5 14 69 266
The Uncertain Unit Root in Real GNP 0 2 13 150 0 3 29 449
The goals of U.S. monetary policy 1 8 34 137 1 25 90 551
The macroeconomy and the yield curve: a dynamic latent factor approach 1 4 25 96 6 18 76 223
Trends and Random Walks in Macroeconomic Time Series: A Re-examination 9 25 105 746 17 68 246 1,870
U.S. inflation targeting: pro and con 3 5 15 153 4 13 53 519
Using a long-term interest rate as the monetary policy instrument 3 3 13 72 6 9 33 217
What are the lags in monetary policy? 1 5 23 139 7 19 58 602
Total Journal Articles 125 400 1,625 8,822 311 1,024 4,275 27,840

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Further Evidence on Business-Cycle Duration Dependence 0 4 4 4 0 5 5 5
Policy Rules for Inflation Targeting 0 0 0 0 0 0 0 0
Revealing the Secrets of the Temple: The Value of Publishing Interest Rate Projections 1 2 2 2 1 2 2 2
Total Chapters 1 6 6 6 1 7 7 7

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Statistics updated 2009-07-03