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 2 23 1,390
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy 0 0 0 39 0 2 13 171
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 1 1 49 0 2 12 147
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 1 1 9 319
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 14 0 0 14 63
A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment 0 0 0 78 0 1 19 139
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 0 0 11 374
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 0 0 13 56
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 9 0 1 12 62
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 1 1 105 0 3 28 359
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 2 15 545
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 337 0 4 23 828
An empirical disequilibrium model of labor, consumption, and investment in the United States 0 0 0 0 0 1 4 208
Are productivity fluctuations due to real supply shocks? 0 0 0 0 0 1 10 171
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 1 242 0 0 17 792
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 9 0 0 14 102
Assessing nominal income rules for monetary policy with model and data uncertainty 0 0 0 184 0 0 8 683
Assessing the Lucas Critique in Monetary Policy Models 0 1 1 48 0 5 10 166
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 0 2 8 156
Carbon Pricing and Inflation Expectations 5 5 5 5 1 1 1 1
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 0 1 8 14
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 0 0 10 16
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 260 0 1 10 25
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 4 0 0 10 23
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 3 0 2 17 2,404
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 225 1 2 15 738
Do measures of monetary policy in a VAR make sense? 0 0 0 6 0 2 35 1,632
Does the business cycle have duration memory? 0 0 0 1 1 1 6 288
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 95 1 2 12 277
Estimating the Euler equation for output 0 0 0 310 0 0 13 1,071
Estimating the Euler equation for output 0 0 0 17 0 0 25 117
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 1 0 0 15 393
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 154 0 4 29 658
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 121 0 0 19 642
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 123 0 2 17 595
Eurosystem Monetary Targeting: Lessons from US Data 0 0 0 85 1 1 20 430
Eurosystem monetary targeting: lessons from U.S. data 0 0 0 12 0 0 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 1 2 5 167
Examining the Bond Premium Puzzle with a DSGE Model 0 0 0 313 0 0 21 682
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 1 1 11 192
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 9 0 2 22 3,195
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve 0 0 1 513 0 0 18 1,539
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 1 2 13 1,050
Further evidence on business cycle duration dependence 0 0 0 0 0 0 12 423
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 1 7 0 2 31 38
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 0 9 0 3 20 35
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 0 0 0 1 1 1
Green stocks and monetary policy shocks: Evidence from Europe 0 0 0 2 0 1 20 23
Have postwar economic fluctuations been stabilized? 0 0 0 0 0 1 17 387
Have postwar economic fluctuations been stabilized? 0 0 0 63 0 2 11 494
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 1 1 167 0 4 24 458
Interest Rates Under Falling Stars 0 1 5 66 0 4 51 216
Interest Rates Under Falling Stars 0 0 1 81 0 1 27 150
Internal finance and investment: testing the role of asymmetric information and agency costs 0 0 0 1 0 0 9 577
International evidence on business cycle duration dependence 0 0 0 56 0 1 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 1 7 26 1,350
Is there a bank credit channel for monetary policy? 0 0 0 1 0 0 7 749
Is there a broad credit channel for monetary policy? 0 0 0 1 1 2 21 1,044
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 1 8 607
Long memory and persistence in aggregate output 0 0 0 1 0 0 7 871
Long-Run Inflation Risk and the Postwar Term Premium 0 0 1 18 0 0 18 104
Macro-finance models of interest rates and the economy 0 0 2 452 0 4 20 844
Macroeconomic Implications of Changes in the Term Premium 0 1 3 202 0 4 17 645
Macroeconomics and the Yield Curve 0 0 0 2 0 1 13 654
Measuring Business Cycle: A Modern Perspective 0 0 1 461 0 3 21 1,053
Measuring Business Cycles: A Modern Perspective 0 0 2 539 0 4 26 1,514
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 258 0 3 21 651
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 206 0 1 20 514
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 371 0 2 17 974
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 0 1 14 223
Modeling bond yields in finance and macroeconomics 0 0 0 271 0 2 18 735
Monetary Policy Expectations at the Zero Lower Bound 0 0 0 184 1 1 15 361
Monetary Policy Inertia: Fact or Fiction? 0 1 1 26 0 1 9 116
New and old models of business investment: a comparison of forecasting performance 0 0 0 1 0 0 15 1,010
On the Evolution of U.S. Temperature Dynamics 0 0 0 69 0 0 11 91
On the Evolution of U.S. Temperature Dynamics 0 0 0 12 0 0 10 38
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 2 0 0 11 693
Opportunistic and deliberate disinflation under imperfect credibility 0 0 1 109 0 1 4 628
Opportunistic and deliberate disinflation under imperfect credibility 0 0 0 24 0 2 14 147
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 0 5 0 0 6 31
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 0 18 0 0 21 54
Policy Rules for Inflation Targeting 0 0 0 530 0 1 14 1,238
Policy Rules for Inflation Targeting 0 0 1 1,555 0 1 21 3,532
Policy Rules for Inflation Targeting 0 0 0 1,004 0 9 219 2,775
Policy Rules for Inflation Targeting 0 0 0 6 0 1 20 1,233
Policy rules for inflation targeting 0 0 0 0 0 1 23 169
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 0 0 13 146
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 15 0 1 9 33
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 11 0 1 10 34
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 8 0 2 14 50
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 2 0 1 22 49
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 26 0 0 13 141
Resolving the spanning puzzle in macro-finance term structure models 0 0 0 62 0 2 25 159
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 197 1 3 17 566
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 232 1 2 19 703
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 0 10 270
Scoring the leading indicators 0 0 0 1 0 1 14 1,056
Term Structure Analysis with Big Data 0 0 0 12 0 1 16 70
Term Structure Analysis with Big Data 0 0 0 104 0 0 28 151
Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia 0 1 1 48 0 2 21 208
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 2 231 1 3 27 677
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 2 4 202 0 5 30 608
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 1 1 153 0 2 16 439
The Bond Yield “Conundrum” from a Macro-Finance Perspective 0 0 0 416 0 4 20 1,021
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 1 9 0 5 28 62
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 0 0 0 0 0 0
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 0 13 1 4 21 47
The Lucas critique revisited: assessing the stability of empirical Euler equations 0 0 0 1 0 2 9 603
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 0 1 1 497 0 5 39 1,382
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 151 0 1 14 499
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 26 0 1 14 84
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 332 0 1 25 959
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective 0 0 0 104 0 0 18 307
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 2 43 0 2 51 228
The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off 0 0 1 137 0 0 12 362
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 343 0 1 32 718
The bond premium in a DSGE model with long-run real and nominal risks 0 1 1 241 1 4 26 518
The response of interest rates to U.S. and U.K. quantitative easing 0 0 4 285 0 2 21 806
The signaling channel for Federal Reserve bond purchases 0 0 2 186 0 1 32 669
The uncertain unit root in real GNP 0 0 0 0 1 2 11 561
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 0 3 12 707
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 0 3 10 1,468
Unbiased estimate of dynamic term structure models 0 0 0 74 1 2 19 296
Using a Long-Term Interest Rate as the Monetary Policy Instrument 0 0 0 28 0 1 11 176
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 48 1 3 12 39
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 1 0 1 10 24
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 11 0 0 10 67
Where Is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 56 0 4 14 52
Where is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 0 0 2 12 18
Where is the carbon premium? Global performance of green and brown stocks 0 0 0 5 0 2 12 21
Total Working Papers 5 18 52 16,119 21 208 2,365 69,447

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 0 4 26 1,155
A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy 0 0 5 20 0 2 58 94
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 1 7 52 0 2 31 209
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 1 1 1 183 3 4 12 588
A Review of the Fed’s Unconventional Monetary Policy 0 0 4 118 0 0 19 406
A probability-based stress test of Federal Reserve assets and income 0 0 0 41 1 2 12 189
A wedge in the dual mandate: Monetary policy and long-term unemployment 0 1 2 42 2 6 20 185
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 209 0 0 8 481
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models 0 0 0 4 1 3 12 31
An Empirical Disequilibrium Model of Labor, Consumption, and Investment 0 0 0 25 0 1 4 197
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 1 3 26 576
Are productivity fluctuations due to real supply shocks? 0 0 0 9 0 0 4 52
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 183 1 3 122 855
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 0 0 6 79 1,652
Asset prices, exchange rates, and monetary policy 0 0 0 99 0 0 4 254
Central bank inflation targeting 0 0 0 104 0 0 5 292
Climate Change Costs Rise as Interest Rates Fall 0 0 1 8 0 0 11 34
Climate Change Is a Source of Financial Risk 0 1 2 40 0 1 18 151
Climate Change and the Federal Reserve 0 1 4 133 0 1 20 388
Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions 0 0 0 2 0 0 7 19
Climate policy curves highlight key mitigation choices 0 0 0 0 1 1 9 10
Correcting Estimation Bias in Dynamic Term Structure Models 0 0 1 50 0 1 17 178
Describing Fed behavior 0 0 1 94 0 1 6 252
Disagreement about the inflation outlook 0 0 0 27 0 0 7 91
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 0 26 1 2 15 130
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 6 2 7 54 2,075
Do Measures of Monetary Policy in a VAR Make Sense? A Reply 0 0 0 0 0 0 17 388
Does slower growth imply lower interest rates? 0 0 0 34 0 0 9 108
Erratum 0 0 0 12 0 0 6 71
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 57 1 2 22 224
Estimating the Euler equation for output 0 0 0 345 0 1 37 913
Eurosystem monetary targeting: Lessons from U.S. data 0 0 0 201 1 1 18 687
Examining the bond premium puzzle with a DSGE model 0 0 0 267 0 2 23 682
Expectations for monetary policy liftoff 0 0 0 25 0 0 3 93
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 2 4 17 142
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 891 1 3 18 2,011
Federal Reserve policy and the predictability of interest rates 0 0 0 68 0 0 6 260
Finance and macroeconomics 0 0 1 165 0 3 12 437
Five questions about business cycles 0 0 1 385 0 0 11 1,783
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve 0 2 7 244 1 6 33 680
Green stocks and monetary policy shocks: Evidence from Europe 0 0 6 7 2 7 49 51
Has a recession already started? 0 0 0 19 0 0 11 133
Has the Fed Fallen behind the Curve This Year? 0 0 0 9 0 0 6 47
Have Postwar Economic Fluctuations Been Stabilized? 0 0 0 55 0 0 15 398
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 0 11 42
How did the economy surprise us in 1998? 0 0 0 12 0 1 7 117
How fast can the new economy grow? 0 0 0 85 0 0 3 393
How sluggish is the Fed? 0 0 0 36 0 0 6 123
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 1 3 31 591
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 0 3 20 0 2 31 89
Inflation: mind the gap 0 0 0 73 0 0 7 236
Interest Rates under Falling Stars 0 0 10 73 1 5 36 334
Interest rates and monetary policy 0 0 1 91 0 0 5 211
Is Consumption Too Smooth? Long Memory and the Deaton Paradox 0 0 0 157 1 2 22 549
Is The Fed Too Timid? Monetary Policy In An Uncertain World 0 0 0 294 0 1 15 794
Is opportunistic monetary policy credible? 0 0 0 48 0 1 14 169
Is there a bank lending channel for monetary policy? 0 0 0 961 0 1 13 2,071
Is there a broad credit channel for monetary policy? 0 0 3 1,066 0 2 65 2,424
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 0 10 901
Long memory and persistence in aggregate output 0 0 0 160 0 1 8 372
MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY 0 0 0 117 0 2 15 274
Macroeconomic implications of changes in the term premium 0 0 5 192 0 0 13 557
Macroeconomic models for monetary policy 0 0 0 149 1 1 10 394
Measuring Business Cycles: A Modern Perspective 1 1 5 508 1 5 59 1,728
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 249 0 2 30 818
Monetary Policy Expectations at the Zero Lower Bound 0 0 5 75 5 9 36 282
Monetary Policy Inertia: Fact or Fiction? 0 1 1 188 6 7 193 821
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment 0 1 2 318 0 2 7 809
Monetary policy and asset price bubbles 0 0 0 362 0 0 6 750
Monetary policy and monetary institutions 0 0 0 139 0 2 10 645
Monetary policy inertia and recent Fed actions 0 0 1 57 1 1 8 215
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 1 8 111
New and Old Models of Business Investment: A Comparison of Forecasting Performance 0 0 0 398 1 1 11 1,103
New estimates of the recent growth in potential output 0 0 0 17 0 1 5 91
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 154 3 3 23 409
Opportunistic and Deliberate Disinflation under Imperfect Credibility 0 0 0 0 3 5 12 551
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach 0 0 0 2 0 1 7 18
Optimal policy and market-based expectations 0 0 0 12 0 0 9 64
Pricing Deflation Risk with US Treasury Yields 0 0 0 8 2 2 11 64
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections 0 0 0 1 0 1 9 23
Publishing FOMC economic forecasts 0 0 0 24 0 0 2 127
Publishing central bank interest rate forecasts 0 0 0 93 0 1 16 356
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume 0 0 0 0 0 1 6 8
Residual seasonality and monetary policy 0 0 0 4 1 1 16 64
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 16 1 2 17 93
Scoring the Leading Indicators 1 1 5 771 1 1 23 1,754
Shorter recessions and longer expansions 0 0 1 37 0 1 5 510
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 2 10 1,643
Stress testing the Fed 0 0 0 10 0 0 12 73
Structural change and monetary policy 0 0 0 50 0 0 2 259
Taylor's rule and the Fed, 1970-1997 2 2 12 2,506 2 10 67 5,988
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 0 2 69 0 0 14 355
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices 0 0 1 25 0 0 21 103
Term structure evidence on interest rate smoothing and monetary policy inertia 0 1 3 478 1 9 56 1,216
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model 0 0 0 32 2 2 6 153
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 0 4 222 2 9 50 710
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 1 190 0 2 19 694
The Economics of Climate Change: A First Fed Conference 0 0 1 32 0 0 15 155
The Fed's exit strategy for monetary policy 0 0 0 79 0 0 5 203
The Fed's interest rate risk 0 0 1 30 0 1 13 92
The Fed's monetary policy response to the current crisis 1 1 2 909 1 6 28 2,112
The Lucas critique revisited assessing the stability of empirical Euler equations for investment 0 0 1 146 0 2 8 467
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 0 2 24 513
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 1 20 0 0 16 136
The Signaling Channel for Federal Reserve Bond Purchases 2 4 9 164 3 8 55 773
The Uncertain Unit Root in Real GNP 0 0 1 219 1 2 16 628
The affine arbitrage-free class of Nelson-Siegel term structure models 0 2 14 455 1 20 95 1,428
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 6 25 637 6 14 110 2,005
The puzzle of weak first-quarter GDP growth 0 0 0 14 0 0 6 97
Trends and Random Walks in Macroeconomic Time Series: A Re-examination 0 1 2 972 0 2 12 2,456
U.S. inflation targeting: pro and con 0 0 0 198 0 0 7 711
Using a long-term interest rate as the monetary policy instrument 0 0 0 168 0 1 8 621
What are the lags in monetary policy? 0 0 0 199 1 1 5 876
What caused the decline in long-term yields? 0 0 0 42 0 0 8 167
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume 0 0 0 2 1 1 15 25
Why Are Long-Term Interest Rates So Low? 0 0 0 44 0 0 9 264
Will the economic recovery die of old age? 0 0 0 17 2 3 12 111
Total Journal Articles 11 28 171 20,780 73 248 2,499 67,663
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 2 19 172
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach 0 0 0 0 6 17 59 601
Total Books 0 0 0 0 7 19 78 773

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 0 12 280
Further Evidence on Business-Cycle Duration Dependence 0 0 0 96 0 1 14 253
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 1 1 36 2 3 10 156
On the Evolution of US Temperature Dynamics 0 0 1 4 0 0 11 27
Policy Rules for Inflation Targeting 0 1 6 504 0 2 33 1,168
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 1 1 105 1 5 23 360
Total Chapters 0 3 9 849 3 11 103 2,244

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Statistics updated 2026-08-07