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 24 1,391
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy 0 0 0 39 1 2 14 172
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 1 49 1 2 12 148
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 14 1 1 15 64
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 3 4 12 322
A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment 0 0 0 78 0 0 17 139
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 2 2 13 376
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 2 2 13 64
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 337 0 3 22 828
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 1 14 545
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 1 105 0 1 28 359
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 1 2 11 172
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 1 242 0 0 16 792
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 3 10 166
Can Fiscal, AI, or Monetary News Explain the Rise in r∗? 1 1 1 1 2 2 2 2
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 2 3 10 158
Carbon Pricing and Inflation Expectations 19 24 24 24 3 4 4 4
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 1 1 11 17
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 1 2 7 15
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 260 1 1 10 26
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 4 1 1 11 24
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 1 225 2 4 17 740
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 3 1 2 17 2,405
Do measures of monetary policy in a VAR make sense? 0 0 0 6 0 0 34 1,632
Does the business cycle have duration memory? 0 0 0 1 0 1 6 288
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 95 0 2 12 277
Estimating the Euler equation for output 0 0 0 17 2 2 27 119
Estimating the Euler equation for output 0 0 0 310 1 1 13 1,072
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 1 0 0 14 393
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 123 1 1 18 596
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 154 0 1 29 658
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 1 20 430
Eurosystem monetary targeting: lessons from U.S. data 0 0 0 12 2 2 18 81
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 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 0 1 11 192
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 9 1 2 23 3,196
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve 0 0 1 513 0 0 16 1,539
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 0 2 13 1,050
Further evidence on business cycle duration dependence 0 0 0 0 1 1 12 424
Green Stocks and Monetary Policy Shocks: Evidence from Europe 1 1 1 10 3 4 23 38
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 1 7 0 0 31 38
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 0 0 2 3 3 3
Green stocks and monetary policy shocks: Evidence from Europe 0 0 0 2 1 2 20 24
Have postwar economic fluctuations been stabilized? 0 0 0 63 1 3 11 495
Have postwar economic fluctuations been stabilized? 0 0 0 0 1 2 17 388
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 1 1 167 2 3 24 460
Interest Rates Under Falling Stars 1 1 5 67 5 6 55 221
Interest Rates Under Falling Stars 0 0 0 81 1 2 27 151
Internal finance and investment: testing the role of asymmetric information and agency costs 0 0 0 1 0 0 8 577
International evidence on business cycle duration dependence 0 0 0 56 0 0 13 389
Is consumption too smooth? Long memory and the Deaton paradox 0 0 0 0 0 0 7 1,020
Is the Fed too timid? Monetary policy in an uncertain world 0 0 1 521 0 3 25 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 3 21 1,045
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 0 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 1 4 19 845
Macroeconomic Implications of Changes in the Term Premium 0 0 3 202 0 0 17 645
Macroeconomics and the Yield Curve 0 0 0 2 1 2 14 655
Measuring Business Cycle: A Modern Perspective 0 0 1 461 0 3 20 1,053
Measuring Business Cycles: A Modern Perspective 0 0 2 539 0 4 25 1,514
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 206 2 3 22 516
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 371 1 2 17 975
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 258 0 2 21 651
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 0 107 2 3 15 225
Modeling bond yields in finance and macroeconomics 0 0 0 271 2 3 20 737
Monetary Policy Expectations at the Zero Lower Bound 0 0 0 184 0 1 15 361
Monetary Policy Inertia: Fact or Fiction? 0 0 1 26 3 3 11 119
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 10 91
On the Evolution of U.S. Temperature Dynamics 0 0 0 12 1 1 10 39
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 2 2 6 630
Opportunistic and deliberate disinflation under imperfect credibility 0 0 0 24 1 1 15 148
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 3 3 24 57
Policy Rules for Inflation Targeting 0 0 0 1,004 1 3 220 2,776
Policy Rules for Inflation Targeting 0 0 0 530 3 4 17 1,241
Policy Rules for Inflation Targeting 0 0 1 1,555 1 2 21 3,533
Policy Rules for Inflation Targeting 0 0 0 6 0 1 20 1,233
Policy rules for inflation targeting 0 0 0 0 0 0 23 169
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 1 1 13 147
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 8 0 1 14 50
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 15 4 4 12 37
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 2 0 0 22 49
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 26 1 1 14 142
Resolving the spanning puzzle in macro-finance term structure models 0 0 0 62 2 3 26 161
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 197 0 3 15 566
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 232 2 4 20 705
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 0 9 270
Scoring the leading indicators 0 0 0 1 1 1 14 1,057
Term Structure Analysis with Big Data 0 0 0 12 1 1 15 71
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 1 3 22 209
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 0 2 231 1 3 27 678
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 3 202 1 4 28 609
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 1 1 153 0 2 16 439
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 1 1 241 1 3 26 519
The Bond Yield “Conundrum” from a Macro-Finance Perspective 0 0 0 416 1 3 21 1,022
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 0 0 1 1 1 1
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 1 9 1 2 28 63
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 0 13 2 3 22 49
The Lucas critique revisited: assessing the stability of empirical Euler equations 0 0 0 1 0 0 7 603
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 0 1 1 497 1 4 39 1,383
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 26 0 0 14 84
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 332 0 0 25 959
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 151 3 4 17 502
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 2 2 53 230
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 0 31 718
The response of interest rates to U.S. and U.K. quantitative easing 2 2 6 287 2 3 23 808
The signaling channel for Federal Reserve bond purchases 2 2 4 188 4 4 34 673
The uncertain unit root in real GNP 0 0 0 0 2 3 13 563
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 1 4 11 1,469
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 0 1 11 707
Unbiased estimate of dynamic term structure models 0 0 0 74 0 2 19 296
Using a Long-Term Interest Rate as the Monetary Policy Instrument 0 0 0 28 2 2 13 178
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 1 0 1 9 24
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 11 1 1 11 68
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 48 0 1 12 39
Where Is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 56 1 3 15 53
Where is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 0 1 2 13 19
Where is the carbon premium? Global performance of green and brown stocks 0 0 0 5 8 8 20 29
Total Working Papers 26 38 75 16,145 124 232 2,426 69,571

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 3 25 1,155
A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy 0 0 5 20 2 3 59 96
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 1 2 6 53 3 4 32 212
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 0 1 1 183 0 4 11 588
A Review of the Fed’s Unconventional Monetary Policy 0 0 4 118 2 2 19 408
A macro-finance model of the term structure, monetary policy, and the economy 0 0 0 716 0 1 15 2,021
A probability-based stress test of Federal Reserve assets and income 0 0 0 41 0 2 12 189
A wedge in the dual mandate: Monetary policy and long-term unemployment 0 0 2 42 0 4 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 0 2 11 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 4 27 577
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 0 3 121 855
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 0 0 2 79 1,652
Asset prices, exchange rates, and monetary policy 0 0 0 99 0 0 3 254
Central bank inflation targeting 0 0 0 104 0 0 5 292
Climate Change Costs Rise as Interest Rates Fall 0 0 1 8 1 1 12 35
Climate Change Is a Source of Financial Risk 0 1 2 40 1 2 19 152
Climate Change and the Federal Reserve 0 0 4 133 2 2 22 390
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 0 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 1 2 7 253
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 0 1 15 130
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 6 1 7 54 2,076
Do Measures of Monetary Policy in a VAR Make Sense? A Reply 0 0 0 0 0 0 16 388
Does slower growth imply lower interest rates? 0 0 0 34 0 0 8 108
Erratum 0 0 0 12 0 0 6 71
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 1 1 1 58 2 3 24 226
Estimating the Euler equation for output 0 0 0 345 1 1 38 914
Eurosystem monetary targeting: Lessons from U.S. data 0 0 0 201 0 1 18 687
Examining the bond premium puzzle with a DSGE model 0 0 0 267 2 3 25 684
Expectations for monetary policy liftoff 0 0 0 25 0 0 3 93
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 0 2 16 142
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 891 0 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 1 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 1 7 244 1 6 32 681
Green stocks and monetary policy shocks: Evidence from Europe 0 0 4 7 2 8 45 53
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 1 1 16 399
How Much Has Job Matching Efficiency Declined? 0 0 0 2 1 1 12 43
How did the economy surprise us in 1998? 0 0 0 12 0 1 6 117
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 0 2 31 591
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 1 1 4 21 3 3 33 92
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 1 42 3 3 20 159
Inflation: mind the gap 0 0 0 73 0 0 7 236
Interest Rates under Falling Stars 0 0 9 73 0 2 34 334
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 22 550
Is The Fed Too Timid? Monetary Policy In An Uncertain World 1 1 1 295 1 2 14 795
Is opportunistic monetary policy credible? 0 0 0 48 0 0 13 169
Is there a bank lending channel for monetary policy? 0 0 0 961 1 1 14 2,072
Is there a broad credit channel for monetary policy? 1 1 4 1,067 1 1 66 2,425
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 0 9 901
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 1 15 274
Macroeconomic implications of changes in the term premium 0 0 5 192 1 1 14 558
Macroeconomic models for monetary policy 0 0 0 149 0 1 10 394
Measuring Business Cycles: A Modern Perspective 0 1 5 508 0 4 58 1,728
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 249 1 3 31 819
Monetary Policy Expectations at the Zero Lower Bound 0 0 4 75 2 7 36 284
Monetary Policy Inertia: Fact or Fiction? 0 0 1 188 1 7 192 822
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment 0 1 2 318 1 2 8 810
Monetary policy and asset price bubbles 0 0 0 362 0 0 6 750
Monetary policy and monetary institutions 1 1 1 140 1 2 11 646
Monetary policy inertia and recent Fed actions 0 0 1 57 0 1 8 215
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 1 2 9 112
New and Old Models of Business Investment: A Comparison of Forecasting Performance 0 0 0 398 0 1 10 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 2 5 23 411
Opportunistic and Deliberate Disinflation under Imperfect Credibility 0 0 0 0 0 3 11 551
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach 0 0 0 2 0 0 7 18
Optimal policy and market-based expectations 0 0 0 12 0 0 9 64
Policy rules for inflation targeting 0 0 0 3 1 3 24 1,000
Pricing Deflation Risk with US Treasury Yields 0 0 0 8 0 2 11 64
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections 1 1 1 2 1 1 10 24
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 1 1 7 9
Residual seasonality and monetary policy 0 0 0 4 0 1 16 64
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 16 0 1 16 93
Scoring the Leading Indicators 0 1 5 771 1 2 22 1,755
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 9 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 1 3 13 2,507 3 10 68 5,991
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 0 2 69 1 1 15 356
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices 1 1 2 26 3 3 24 106
Term structure evidence on interest rate smoothing and monetary policy inertia 0 1 3 478 0 6 56 1,216
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model 0 0 0 32 0 2 6 153
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 0 4 222 0 3 50 710
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 1 190 2 3 21 696
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 0 13 92
The Fed's monetary policy response to the current crisis 0 1 2 909 0 5 27 2,112
The Lucas critique revisited assessing the stability of empirical Euler equations for investment 0 0 0 146 1 1 8 468
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 153 2 2 25 515
The Rising Cost of Climate Change: Evidence from the Bond Market 1 1 2 21 2 2 17 138
The Signaling Channel for Federal Reserve Bond Purchases 0 3 9 164 4 9 55 777
The Uncertain Unit Root in Real GNP 0 0 1 219 2 4 17 630
The affine arbitrage-free class of Nelson-Siegel term structure models 0 1 9 455 1 13 82 1,429
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 2 5 26 639 6 17 109 2,011
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 6 711
Using a long-term interest rate as the monetary policy instrument 0 0 0 168 2 2 10 623
What are the lags in monetary policy? 0 0 0 199 0 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 0 1 15 25
Why Are Long-Term Interest Rates So Low? 0 0 0 44 1 1 10 265
Will the economic recovery die of old age? 0 0 0 17 0 2 12 111
Total Journal Articles 12 31 171 21,553 78 246 2,555 70,917

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 0 1 18 172
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach 0 0 0 0 2 11 55 603
Total Books 0 0 0 0 2 12 73 775

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 1 2 15 254
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 36 1 3 11 157
On the Evolution of US Temperature Dynamics 0 0 1 4 0 0 10 27
Policy Rules for Inflation Targeting 1 1 6 505 1 1 31 1,169
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 1 105 0 4 21 360
Total Chapters 1 1 9 850 3 10 100 2,247

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Statistics updated 2026-09-10