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 0 0 0 547 1 9 22 1,389
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy 0 0 0 39 1 6 13 170
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 1 1 2 49 1 3 13 146
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 14 0 4 15 63
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 3 10 318
A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment 0 0 0 78 1 7 20 139
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 0 4 11 374
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 1 13 56
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 9 1 2 12 62
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 1 1 1 105 2 5 27 358
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 1 5 14 544
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 0 337 1 3 22 825
An empirical disequilibrium model of labor, consumption, and investment in the United States 0 0 0 0 0 1 3 207
Are productivity fluctuations due to real supply shocks? 0 0 0 0 0 4 9 170
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 9 0 3 14 102
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 1 242 0 5 17 792
Assessing nominal income rules for monetary policy with model and data uncertainty 0 0 0 184 0 2 8 683
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 47 2 3 8 163
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 1 2 8 155
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 0 0 7 13
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 0 6 10 16
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 4 0 3 10 23
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 260 1 3 10 25
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 3 1 8 16 2,403
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 225 0 3 13 736
Do measures of monetary policy in a VAR make sense? 0 0 0 6 2 10 36 1,632
Does the business cycle have duration memory? 0 0 0 1 0 1 6 287
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 0 2 11 275
Estimating the Euler equation for output 0 0 0 310 0 4 13 1,071
Estimating the Euler equation for output 0 0 0 17 0 4 25 117
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 123 2 8 17 595
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 1 0 9 15 393
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 154 3 10 29 657
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 121 0 0 19 642
Eurosystem Monetary Targeting: Lessons from US Data 0 0 0 85 0 5 19 429
Eurosystem monetary targeting: lessons from U.S. data 0 0 0 12 0 4 16 79
Ex ante turning point forecasting with the composite leading index 0 0 0 0 0 0 4 575
Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data 0 0 0 0 0 0 3 165
Examining the bond premium puzzle with a DSGE model 0 0 0 313 0 4 21 682
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 0 3 10 191
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 9 1 8 22 3,194
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 0 3 11 1,048
Forecasting recessions: the puzzle of the enduring power of the yield curve 0 0 1 513 0 1 23 1,539
Further evidence on business cycle duration dependence 0 0 0 0 0 3 13 423
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 1 7 2 9 34 38
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 1 9 2 6 22 34
Green stocks and monetary policy shocks: Evidence from Europe 0 0 0 2 0 5 20 22
Have postwar economic fluctuations been stabilized? 0 0 0 0 0 4 18 386
Have postwar economic fluctuations been stabilized? 0 0 1 63 0 1 11 492
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 3 12 24 457
Interest Rates Under Falling Stars 1 3 5 66 3 14 50 215
Interest Rates Under Falling Stars 0 0 1 81 0 2 26 149
Internal finance and investment: testing the role of asymmetric information and agency costs 0 0 0 1 0 3 9 577
International evidence on business cycle duration dependence 0 0 0 56 1 4 13 389
Is consumption too smooth? Long memory and the Deaton paradox 0 0 0 0 0 0 8 1,020
Is the Fed too timid? Monetary policy in an uncertain world 0 0 1 521 4 6 23 1,347
Is there a bank credit channel for monetary policy? 0 0 0 1 0 2 7 749
Is there a broad credit channel for monetary policy? 0 0 0 1 0 4 20 1,042
Judging instrument relevance in instrumental variables estimation 0 0 0 1 1 2 8 607
Long memory and persistence in aggregate output 0 0 0 1 0 4 7 871
Long-Run Inflation Risk and the Postwar Term Premium 0 1 1 18 0 7 19 104
Macro-finance models of interest rates and the economy 0 0 3 452 1 6 19 841
Macroeconomic implications of changes in the term premium 1 2 3 202 4 6 18 645
Macroeconomics and the Yield Curve 0 0 0 2 0 4 12 653
Measuring Business Cycle: A Modern Perspective 0 0 1 461 0 7 19 1,050
Measuring Business Cycles: A Modern Perspective 0 1 2 539 0 5 25 1,510
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 206 0 4 20 513
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 371 1 3 16 973
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 258 1 3 20 649
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 0 3 13 222
Modeling bond yields in finance and macroeconomics 0 0 0 271 1 5 18 734
Monetary Policy Expectations at the Zero Lower Bound 0 0 1 184 0 6 17 360
Monetary Policy Inertia: Fact or Fiction? 1 1 1 26 1 3 9 116
New and old models of business investment: a comparison of forecasting performance 0 0 0 1 0 2 15 1,010
On the Evolution of U.S. Temperature Dynamics 0 0 0 12 0 3 10 38
On the Evolution of U.S. Temperature Dynamics 0 0 0 69 0 2 11 91
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 2 0 0 12 693
Opportunistic and deliberate disinflation under imperfect credibility 0 0 0 24 2 5 15 147
Opportunistic and deliberate disinflation under imperfect credibility 0 0 1 109 1 2 4 628
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 0 5 0 1 6 31
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 0 18 0 1 21 54
Policy Rules for Inflation Targeting 0 0 0 6 0 8 19 1,232
Policy Rules for Inflation Targeting 0 0 1 1,555 0 9 20 3,531
Policy Rules for Inflation Targeting 0 0 0 1,004 7 42 217 2,773
Policy Rules for Inflation Targeting 0 0 0 530 0 10 13 1,237
Policy rules for inflation targeting 0 0 0 0 1 9 23 169
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 0 3 13 146
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 2 1 7 22 49
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 11 0 1 9 33
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 15 1 4 9 33
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 8 1 4 13 49
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 1 26 0 3 14 141
Resolving the spanning puzzle in macro-finance term structure models 0 0 0 62 1 3 25 158
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 232 0 5 17 701
Revealing the secrets of the temple: the value of publishing central bank interest rate projections 0 0 0 197 0 0 14 563
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 1 11 270
Scoring the leading indicators 0 0 0 1 1 3 15 1,056
Term Structure Analysis with Big Data 0 0 0 104 0 7 29 151
Term Structure Analysis with Big Data 0 0 0 12 1 2 17 70
Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia 0 0 0 47 0 8 19 206
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 2 231 1 8 25 675
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 0 6 14 437
The Bond Yield “Conundrum” from a Macro-Finance Perspective 0 0 0 416 2 9 18 1,019
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 2 9 4 12 29 61
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 1 13 3 6 23 46
The Lucas critique revisited: assessing the stability of empirical Euler equations 0 0 0 1 2 3 9 603
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 0 0 1 496 2 9 41 1,379
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 151 0 6 13 498
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 26 1 4 15 84
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 332 1 5 25 959
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective 0 0 0 104 0 6 18 307
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 2 43 2 6 64 228
The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off 0 0 2 137 0 5 13 362
The affine arbitrage-free class of Nelson-Siegel term structure models 1 1 3 201 2 8 27 605
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 343 1 9 32 718
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 240 2 8 24 516
The response of interest rates to U.S. and U.K. quantitative easing 0 0 4 285 1 6 21 805
The signaling channel for Federal Reserve bond purchases 0 0 2 186 1 7 34 669
The uncertain unit root in real GNP 0 0 0 0 1 2 11 560
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 0 0 8 1,465
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 2 2 11 706
Unbiased estimate of dynamic term structure models 0 0 0 74 0 3 22 294
Using a Long-Term Interest Rate as the Monetary Policy Instrument 0 0 0 28 1 5 11 176
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 11 0 4 11 67
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 48 2 4 12 38
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 1 0 1 10 23
Where Is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 56 2 6 13 50
Where is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 0 1 3 12 17
Where is the carbon premium? Global performance of green and brown stocks 0 0 0 5 2 6 12 21
Total Working Papers 6 12 51 16,107 100 618 2,354 69,339

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 0 0 0 469 1 8 25 1,152
A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy 0 2 6 20 1 6 59 93
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 1 8 51 1 10 37 208
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 0 0 0 182 0 2 9 584
A Review of the Fed’s Unconventional Monetary Policy 0 0 4 118 0 3 22 406
A probability-based stress test of Federal Reserve assets and income 0 0 0 41 0 4 11 187
A wedge in the dual mandate: Monetary policy and long-term unemployment 1 2 2 42 2 6 17 181
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 209 0 1 8 481
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models 0 0 0 4 1 6 11 29
An Empirical Disequilibrium Model of Labor, Consumption, and Investment 0 0 0 25 0 0 3 196
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 0 2 24 573
Are productivity fluctuations due to real supply shocks? 0 0 0 9 0 2 5 52
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 183 0 5 119 852
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 0 4 22 81 1,650
Asset prices, exchange rates, and monetary policy 0 0 0 99 0 1 4 254
Central bank inflation targeting 0 0 0 104 0 2 5 292
Climate Change Costs Rise as Interest Rates Fall 0 1 1 8 0 4 12 34
Climate Change Is a Source of Financial Risk 0 0 1 39 0 2 18 150
Climate Change and the Federal Reserve 1 2 4 133 1 6 21 388
Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions 0 0 0 2 0 2 9 19
Climate policy curves highlight key mitigation choices 0 0 0 0 0 2 9 9
Correcting Estimation Bias in Dynamic Term Structure Models 0 0 1 50 0 0 18 177
Describing Fed behavior 0 1 1 94 0 3 6 251
Disagreement about the inflation outlook 0 0 0 27 0 2 7 91
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 1 5 19 129
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 6 1 15 50 2,069
Do Measures of Monetary Policy in a VAR Make Sense? A Reply 0 0 0 0 0 2 17 388
Does slower growth imply lower interest rates? 0 0 0 34 0 1 9 108
Erratum 0 0 0 12 0 1 6 71
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 57 1 5 21 223
Estimating the Euler equation for output 0 0 0 345 1 8 37 913
Eurosystem monetary targeting: Lessons from U.S. data 0 0 0 201 0 8 17 686
Examining the bond premium puzzle with a DSGE model 0 0 0 267 1 6 24 681
Expectations for monetary policy liftoff 0 0 0 25 0 0 5 93
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 2 3 15 140
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 891 0 4 17 2,008
Federal Reserve policy and the predictability of interest rates 0 0 0 68 0 0 7 260
Finance and macroeconomics 0 1 1 165 2 3 11 436
Five questions about business cycles 0 0 1 385 0 0 12 1,783
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve 1 3 7 243 1 5 32 675
Green stocks and monetary policy shocks: Evidence from Europe 0 0 7 7 1 8 45 45
Has a recession already started? 0 0 0 19 0 4 11 133
Has the Fed Fallen behind the Curve This Year? 0 0 0 9 0 2 7 47
Have Postwar Economic Fluctuations Been Stabilized? 0 0 1 55 0 0 18 398
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 2 11 42
How did the economy surprise us in 1998? 0 0 0 12 0 1 6 116
How fast can the new economy grow? 0 0 0 85 0 1 3 393
How sluggish is the Fed? 0 0 0 36 0 2 6 123
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 1 6 30 589
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 1 5 20 2 14 37 89
Inflation: mind the gap 0 0 0 73 0 2 7 236
Interest Rates under Falling Stars 0 1 10 73 3 8 35 332
Interest rates and monetary policy 0 1 1 91 0 2 6 211
Is Consumption Too Smooth? Long Memory and the Deaton Paradox 0 0 0 157 1 8 21 548
Is The Fed Too Timid? Monetary Policy In An Uncertain World 0 0 0 294 0 3 14 793
Is opportunistic monetary policy credible? 0 0 0 48 1 5 14 169
Is there a bank lending channel for monetary policy? 0 0 0 961 1 2 13 2,071
Is there a broad credit channel for monetary policy? 0 0 3 1,066 2 7 66 2,424
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 2 10 901
Long memory and persistence in aggregate output 0 0 0 160 0 2 8 371
MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY 0 0 0 117 1 5 14 273
Macroeconomic implications of changes in the term premium 0 3 5 192 0 7 14 557
Macroeconomic models for monetary policy 0 0 0 149 0 4 10 393
Measuring Business Cycles: A Modern Perspective 0 1 6 507 1 19 60 1,724
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 249 0 5 29 816
Monetary Policy Expectations at the Zero Lower Bound 0 1 6 75 4 7 35 277
Monetary Policy Inertia: Fact or Fiction? 1 1 1 188 1 3 187 815
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment 0 0 2 317 1 2 7 808
Monetary policy and asset price bubbles 0 0 0 362 0 0 6 750
Monetary policy and monetary institutions 0 0 0 139 1 4 9 644
Monetary policy inertia and recent Fed actions 0 0 1 57 0 1 7 214
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 4 7 110
New and Old Models of Business Investment: A Comparison of Forecasting Performance 0 0 0 398 0 0 10 1,102
New estimates of the recent growth in potential output 0 0 0 17 0 1 4 90
On the power of Dickey-Fuller tests against fractional alternatives 0 0 1 154 0 3 22 406
Opportunistic and Deliberate Disinflation under Imperfect Credibility 0 0 0 0 2 3 11 548
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach 0 0 0 2 1 1 8 18
Optimal policy and market-based expectations 0 0 0 12 0 3 9 64
Pricing Deflation Risk with US Treasury Yields 0 0 0 8 0 3 9 62
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections 0 0 0 1 1 3 10 23
Publishing FOMC economic forecasts 0 0 0 24 0 1 2 127
Publishing central bank interest rate forecasts 0 0 0 93 0 7 15 355
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume 0 0 0 0 1 3 6 8
Residual seasonality and monetary policy 0 0 0 4 0 9 15 63
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 16 1 4 16 92
Scoring the Leading Indicators 0 2 4 770 0 4 22 1,753
Shorter recessions and longer expansions 0 0 1 37 0 0 4 509
Signals from unconventional monetary policy 0 0 0 50 0 0 2 126
Sources of the Financing Hierarchy for Business Investment 0 0 0 382 0 3 8 1,641
Stress testing the Fed 0 0 0 10 0 3 12 73
Structural change and monetary policy 0 0 0 50 0 0 2 259
Taylor's rule and the Fed, 1970-1997 0 2 11 2,504 3 16 66 5,981
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 2 3 69 0 6 16 355
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices 0 0 3 25 0 4 27 103
Term structure evidence on interest rate smoothing and monetary policy inertia 0 1 2 477 3 21 54 1,210
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model 0 0 0 32 0 1 5 151
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 0 4 222 6 11 48 707
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 1 1 190 1 4 20 693
The Economics of Climate Change: A First Fed Conference 0 0 1 32 0 2 15 155
The Fed's exit strategy for monetary policy 0 0 0 79 0 1 6 203
The Fed's interest rate risk 0 0 1 30 1 2 13 92
The Fed's monetary policy response to the current crisis 0 0 1 908 1 4 24 2,107
The Lucas critique revisited assessing the stability of empirical Euler equations for investment 0 0 1 146 2 5 10 467
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 2 4 25 513
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 1 20 0 6 17 136
The Signaling Channel for Federal Reserve Bond Purchases 1 2 6 161 3 13 56 768
The Uncertain Unit Root in Real GNP 0 1 1 219 0 1 17 626
The affine arbitrage-free class of Nelson-Siegel term structure models 1 4 19 454 8 26 95 1,416
The goals of U.S. monetary policy 0 0 1 224 0 0 3 796
The macroeconomy and the yield curve: a dynamic latent factor approach 3 7 22 634 3 26 105 1,994
The puzzle of weak first-quarter GDP growth 0 0 0 14 0 2 6 97
Trends and Random Walks in Macroeconomic Time Series: A Re-examination 0 1 1 971 0 4 10 2,454
U.S. inflation targeting: pro and con 0 0 0 198 0 4 7 711
Using a long-term interest rate as the monetary policy instrument 0 0 0 168 1 3 8 621
What are the lags in monetary policy? 0 0 0 199 0 1 4 875
What caused the decline in long-term yields? 0 0 1 42 0 1 9 167
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume 0 0 0 2 0 2 14 24
Why Are Long-Term Interest Rates So Low? 0 0 0 44 0 4 9 264
Will the economic recovery die of old age? 0 0 0 17 1 3 10 109
Total Journal Articles 9 45 178 20,761 83 537 2,478 67,498
3 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Cycles: Durations, Dynamics, and Forecasting 0 0 0 0 1 5 18 171
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach 0 0 0 0 8 23 59 592
Total Books 0 0 0 0 9 28 77 763

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Facts, Factors, and Questions 0 0 0 104 0 3 14 280
Further Evidence on Business-Cycle Duration Dependence 0 0 0 96 0 2 13 252
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 1 1 2 36 1 4 9 154
On the Evolution of US Temperature Dynamics 0 0 1 4 0 2 11 27
Policy Rules for Inflation Targeting 1 3 8 504 2 16 40 1,168
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 1 1 2 105 1 3 20 356
Total Chapters 3 5 13 849 4 30 107 2,237

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