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 4 545 4 5 24 1,330
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 4 43 2 3 19 113
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 5 84 4 10 31 281
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 11 1 1 6 34
A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment 0 0 2 73 1 1 9 108
A macro-finance model of the term structure, monetary policy, and the economy 0 0 5 30 0 3 18 126
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 4 5 12 352
Accounting for Low Long-Term Interest Rates: Evidence from Canada 9 9 9 9 10 10 10 10
Accounting for Low Long-Term Interest Rates: Evidence from Canada 16 16 16 16 6 7 7 7
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 103 2 4 9 318
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 2 186 2 4 9 512
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 1 333 2 4 9 782
An empirical disequilibrium model of labor, consumption, and investment in the United States 0 0 0 0 0 0 6 201
Are productivity fluctuations due to real supply shocks? 0 0 0 0 0 0 2 157
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 239 1 6 14 747
Assessing nominal income rules for monetary policy with model and data uncertainty 0 0 0 7 0 1 8 73
Assessing nominal income rules for monetary policy with model and data uncertainty 0 1 1 179 0 2 13 655
Assessing the Lucas critique in monetary policy models 0 0 6 35 0 2 17 115
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 2 39 0 0 10 130
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 3 0 7 29 2,363
Do central bank liquidity facilities affect interbank lending rates? 0 0 1 220 2 5 19 693
Do measures of monetary policy in a VAR make sense? 0 0 0 6 0 5 32 1,527
Does the business cycle have duration memory? 0 0 0 1 0 1 4 277
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 1 1 2 86 5 5 11 237
Estimating the Euler equation for output 0 0 0 15 1 2 16 86
Estimating the Euler equation for output 1 2 6 304 1 3 25 1,030
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 151 2 6 14 615
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 1 0 0 9 370
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 120 2 4 18 613
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 121 0 0 8 567
Eurosystem Monetary Targeting: Lessons from US Data 0 0 0 84 0 2 17 396
Eurosystem monetary targeting: lessons from U.S. data 0 0 0 11 0 0 8 58
Ex ante turning point forecasting with the composite leading index 0 0 0 0 0 2 7 566
Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data 0 0 0 0 0 0 0 161
Examining the bond premium puzzle with a DSGE model 0 0 3 310 1 2 14 637
Extracting deflation probability forecasts from Treasury yields 0 1 1 89 0 2 10 177
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 9 1 3 14 3,134
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 0 4 12 1,020
Forecasting recessions: the puzzle of the enduring power of the yield curve 1 1 4 487 6 15 35 1,307
Further evidence on business cycle duration dependence 0 0 0 0 1 3 9 390
Have postwar economic fluctuations been stabilized? 0 0 0 60 1 2 6 467
Have postwar economic fluctuations been stabilized? 0 0 0 0 0 1 2 360
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 1 163 0 6 13 416
Interest Rates Under Falling Stars 1 1 6 66 1 2 21 87
Interest Rates Under Falling Stars 1 1 12 42 5 10 40 89
Internal finance and investment: testing the role of asymmetric information and agency costs 0 0 0 1 1 1 9 558
International evidence on business cycle duration dependence 0 3 4 54 0 5 11 368
Is consumption too smooth? Long memory and the Deaton paradox 0 0 0 0 2 4 10 997
Is the Fed too timid? Monetary policy in an uncertain world 0 0 0 519 1 3 22 1,306
Is there a bank credit channel for monetary policy? 0 0 0 1 0 3 13 716
Is there a broad credit channel for monetary policy? 0 0 0 1 2 4 25 939
Judging instrument relevance in instrumental variables estimation 0 0 0 1 6 17 33 566
Long memory and persistence in aggregate output 0 0 0 1 1 2 5 854
Long-Run Inflation Risk and the Postwar Term Premium 0 0 2 16 0 0 7 67
Macro-finance models of interest rates and the economy 0 1 4 442 1 4 14 780
Macroeconomic implications of changes in the term premium 1 1 1 197 3 6 14 599
Macroeconomics and the Yield Curve 0 0 0 2 0 1 5 621
Measuring Business Cycle: A Modern Perspective 0 0 2 456 2 5 13 1,013
Measuring Business Cycles: A Modern Perspective 0 0 3 531 1 5 14 1,442
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 367 2 8 27 864
Modeling Bond Yields in Finance and Macroeconomics 0 0 1 202 4 7 21 475
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 4 101 1 5 14 193
Modeling bond yields in finance and macroeconomics 0 1 1 252 2 5 18 602
Modeling bond yields in finance and macroeconomics 0 0 0 264 3 7 17 656
Monetary Policy Expectations at the Zero Lower Bound 0 0 6 170 0 2 18 297
Monetary policy inertia: fact or fiction? 0 0 1 24 0 0 8 88
New and old models of business investment: a comparison of forecasting performance 0 0 0 1 2 3 17 984
On the Evolution of U.S. Temperature Dynamics 0 0 4 61 0 3 12 59
On the Evolution of U.S. Temperature Dynamics 0 0 2 5 0 2 9 18
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 2 1 3 16 676
Opportunistic and deliberate disinflation under imperfect credibility 1 1 1 23 2 3 7 102
Opportunistic and deliberate disinflation under imperfect credibility 0 2 7 101 3 6 16 603
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 4 4 1 4 7 7
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 16 16 2 6 18 18
Policy Rules for Inflation Targeting 0 0 0 6 2 5 17 1,201
Policy Rules for Inflation Targeting 1 2 3 1,538 1 7 34 3,447
Policy Rules for Inflation Targeting 1 3 3 528 6 9 33 1,204
Policy Rules for Inflation Targeting 0 1 6 991 11 21 59 2,477
Policy rules for inflation targeting 0 0 0 0 2 4 19 119
Pricing deflation risk with U.S. Treasury yields 0 0 0 38 1 1 8 124
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 7 7 4 5 20 20
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 13 13 1 7 15 15
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 8 8 0 2 6 6
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 0 2 2 2 2
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 2 24 2 5 22 109
Resolving the spanning puzzle in macro-finance term structure models 0 0 2 61 0 2 23 125
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 231 0 0 7 674
Revealing the secrets of the temple: the value of publishing central bank interest rate projections 0 0 10 193 1 3 17 522
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 1 16 197
Scoring the leading indicators 0 0 0 1 2 5 16 1,021
Term Structure Analysis with Big Data 0 0 3 101 0 1 17 106
Term Structure Analysis with Big Data 0 0 0 11 0 0 5 39
Term structure evidence on interest rate smoothing and monetary policy inertia 0 0 2 42 2 6 22 166
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 1 1 3 223 2 5 22 614
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 1 1 3 148 2 7 27 403
The Lucas critique revisited: assessing the stability of empirical Euler equations 0 0 0 1 1 2 6 584
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 1 1 10 475 4 11 43 1,266
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 2 330 0 9 18 873
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 144 1 6 11 457
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective 0 0 0 101 0 0 8 281
The Rising Cost of Climate Change: Evidence from the Bond Market 0 2 16 16 2 8 22 22
The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off 1 1 3 119 3 7 37 269
The affine arbitrage-free class of Nelson-Siegel term structure models 1 1 4 191 2 5 17 543
The bond premium in a DSGE model with long-run real and nominal risks 0 0 3 338 1 2 17 666
The bond premium in a DSGE model with long-run real and nominal risks 0 0 5 230 1 4 25 463
The bond yield \\"conundrum\\" from a macro-finance perspective 0 0 0 413 1 2 6 984
The macroeconomy and the yield curve: a nonstructural analysis 0 0 0 26 0 2 4 55
The recent shift in term structure behavior from a no-arbitrage macro-finance perspective 0 0 1 8 0 0 5 36
The response of interest rates to U.S. and U.K. quantitative easing 0 1 5 260 2 9 33 722
The signaling channel for Federal Reserve bond purchases 1 2 6 172 4 13 28 505
The uncertain unit root in real GNP 0 0 0 0 1 2 8 542
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 1 2 10 673
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 1 1 5 1,448
Unbiased estimate of dynamic term structure models 0 1 2 73 1 3 12 185
Using a long-term interest rate as the monetary policy instrument 0 0 4 25 3 4 20 103
Total Working Papers 40 59 282 15,183 181 474 1,788 63,430


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 4 469 1 1 19 1,072
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 8 8 5 12 43 46
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 0 1 5 178 14 29 38 547
A Review of the Fed’s Unconventional Monetary Policy 2 6 30 64 19 38 114 196
A macro-finance model of the term structure, monetary policy, and the economy 0 0 2 708 1 3 12 1,965
A probability-based stress test of Federal Reserve assets and income 0 0 1 34 0 1 13 140
A wedge in the dual mandate: Monetary policy and long-term unemployment 0 1 5 34 1 4 20 119
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 209 1 3 11 452
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models 0 0 0 0 2 6 6 6
An Empirical Disequilibrium Model of Labor, Consumption, and Investment 0 0 0 23 2 5 8 184
An arbitrage-free generalized Nelson--Siegel term structure model 1 1 3 136 3 6 16 516
Are productivity fluctuations due to real supply shocks? 0 0 0 9 0 0 2 47
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 1 183 1 4 14 699
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 0 9 17 56 1,456
Asset prices, exchange rates, and monetary policy 0 0 1 98 0 0 3 244
Central bank inflation targeting 0 0 0 104 0 0 6 285
Climate Change and the Federal Reserve 7 11 33 64 14 34 96 203
Correcting Estimation Bias in Dynamic Term Structure Models 0 0 0 42 0 0 6 126
Describing Fed behavior 0 0 0 92 0 1 4 237
Disagreement about the inflation outlook 0 0 0 27 1 6 16 77
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 0 23 1 1 10 89
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 6 0 9 58 1,917
Do Measures of Monetary Policy in a VAR Make Sense? A Reply 0 0 0 0 0 2 9 355
Does slower growth imply lower interest rates? 0 0 2 27 0 0 11 79
Erratum 0 0 0 12 0 0 2 61
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 1 2 4 40 2 6 27 144
Estimating the Euler equation for output 2 3 10 322 4 8 39 804
Eurosystem monetary targeting: Lessons from U.S. data 0 1 2 193 2 6 21 639
Examining the bond premium puzzle with a DSGE model 1 1 8 237 2 5 34 568
Expectations for monetary policy liftoff 0 0 1 15 0 0 6 55
Extracting Deflation Probability Forecasts from Treasury Yields 0 1 1 36 0 1 8 108
Federal Reserve interest rate targeting, rational expectations, and the term structure 1 2 10 875 4 5 32 1,933
Federal Reserve policy and the predictability of interest rates 0 0 0 66 0 0 2 238
Finance and macroeconomics 0 0 0 161 0 2 8 408
Five questions about business cycles 0 2 4 372 2 16 92 1,657
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve 1 2 12 208 4 13 45 538
Has a recession already started? 0 0 0 19 0 0 4 117
Has the Fed Fallen behind the Curve This Year? 0 0 0 6 1 1 2 32
Have Postwar Economic Fluctuations Been Stabilized? 0 0 0 49 0 2 10 363
How Much Has Job Matching Efficiency Declined? 0 0 0 2 1 3 5 19
How did the economy surprise us in 1998? 0 0 0 12 0 0 1 104
How fast can the new economy grow? 0 0 0 85 0 0 2 388
How sluggish is the Fed? 0 0 0 36 0 0 3 115
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 0 1 15 525
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 0 0 0 0 4 4 4
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 2 37 0 0 7 122
Inflation: mind the gap 0 1 3 68 0 1 13 212
Interest Rates under Falling Stars 1 4 32 32 7 29 135 135
Interest rates and monetary policy 0 0 1 88 0 1 4 200
Is Consumption Too Smooth? Long Memory and the Deaton Paradox 0 0 1 156 0 4 9 514
Is The Fed Too Timid? Monetary Policy In An Uncertain World 1 2 3 282 4 12 29 735
Is opportunistic monetary policy credible? 0 0 1 43 1 1 6 142
Is there a bank lending channel for monetary policy? 3 8 16 948 4 12 40 1,988
Is there a broad credit channel for monetary policy? 0 1 15 1,020 3 5 41 2,217
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 3 45 68 838
Long memory and persistence in aggregate output 0 2 5 154 2 6 18 340
MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY 0 0 0 112 1 1 6 235
Macroeconomic implications of changes in the term premium 0 0 5 164 4 5 19 471
Macroeconomic models for monetary policy 0 0 2 145 1 1 5 372
Measuring Business Cycles: A Modern Perspective 1 5 18 460 7 20 87 1,483
Modeling Bond Yields in Finance and Macroeconomics 0 1 4 237 4 12 33 717
Monetary Policy Expectations at the Zero Lower Bound 0 3 12 53 1 6 23 168
Monetary Policy Inertia: Fact or Fiction? 1 1 3 181 2 3 29 566
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment 0 1 8 302 3 10 37 748
Monetary policy and asset price bubbles 3 6 33 303 5 31 88 606
Monetary policy and monetary institutions 0 1 10 105 7 15 56 456
Monetary policy inertia and recent Fed actions 0 0 0 53 0 0 4 194
New Evidence for a Lower New Normal in Interest Rates 0 0 4 18 4 7 27 91
New and Old Models of Business Investment: A Comparison of Forecasting Performance 0 0 6 393 1 3 20 1,068
New estimates of the recent growth in potential output 0 0 0 16 0 0 2 83
On the power of Dickey-Fuller tests against fractional alternatives 0 0 2 148 1 4 13 368
Opportunistic and Deliberate Disinflation under Imperfect Credibility 0 0 0 0 2 3 20 467
Optimal policy and market-based expectations 0 2 2 10 0 2 8 45
Policy rules for inflation targeting 0 0 0 3 4 9 31 934
Pricing Deflation Risk with US Treasury Yields 0 0 0 6 0 1 10 47
Publishing FOMC economic forecasts 0 0 0 22 0 1 6 116
Publishing central bank interest rate forecasts 0 0 7 89 2 4 17 313
Residual seasonality and monetary policy 0 0 0 4 0 0 5 40
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 0 5 2 8 19 47
Scoring the Leading Indicators 3 5 7 737 4 11 27 1,649
Shorter recessions and longer expansions 0 1 1 36 0 2 3 497
Signals from unconventional monetary policy 0 0 0 47 1 3 8 109
Sources of the Financing Hierarchy for Business Investment 0 4 6 369 4 12 27 1,563
Stress testing the Fed 0 0 1 10 0 0 7 54
Structural change and monetary policy 0 1 2 47 0 1 5 252
Taylor's rule and the Fed, 1970-1997 0 5 28 2,441 10 24 91 5,683
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 1 1 56 0 5 15 277
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices 0 0 2 4 5 10 22 33
Term structure evidence on interest rate smoothing and monetary policy inertia 0 2 11 449 3 9 43 1,054
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model 0 0 0 30 0 2 4 142
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 1 1 6 195 5 13 39 568
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 2 180 4 6 19 619
The Economics of Climate Change: A First Fed Conference 0 3 11 11 1 12 42 42
The Fed's exit strategy for monetary policy 0 0 2 75 1 2 14 183
The Fed's interest rate risk 0 1 1 26 0 1 3 65
The Fed's monetary policy response to the current crisis 5 16 63 775 22 50 178 1,736
The Lucas critique revisited assessing the stability of empirical Euler equations for investment 0 0 2 143 0 0 7 448
The Response of Interest Rates to US and UK Quantitative Easing 0 0 5 132 5 11 38 392
The Signaling Channel for Federal Reserve Bond Purchases 1 3 10 116 11 30 80 453
The Uncertain Unit Root in Real GNP 0 1 2 213 2 4 11 580
The affine arbitrage-free class of Nelson-Siegel term structure models 3 5 12 325 6 15 61 1,032
The goals of U.S. monetary policy 0 0 3 218 2 3 19 782
The macroeconomy and the yield curve: a dynamic latent factor approach 3 9 44 551 8 26 151 1,544
The puzzle of weak first-quarter GDP growth 0 0 1 11 2 3 14 71
Trends and Random Walks in Macroeconomic Time Series: A Re-examination 1 1 1 968 1 1 6 2,433
U.S. inflation targeting: pro and con 1 1 1 197 2 2 9 681
Using a long-term interest rate as the monetary policy instrument 0 0 2 165 1 3 21 525
What are the lags in monetary policy? 0 0 0 196 1 2 8 854
What caused the decline in long-term yields? 4 4 5 37 11 12 20 138
Why Are Long-Term Interest Rates So Low? 0 1 2 40 4 7 44 226
Will the economic recovery die of old age? 0 1 3 15 1 5 16 78
Total Journal Articles 48 138 579 19,907 289 804 2,940 61,718


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 2 11 38 95
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach 0 0 0 0 6 14 62 428
Total Books 0 0 0 0 8 25 100 523


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 1 6 246
Further Evidence on Business-Cycle Duration Dependence 0 1 3 95 1 3 10 226
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 1 2 6 16 6 10 22 63
Policy Rules for Inflation Targeting 1 5 14 456 5 17 77 997
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 3 88 1 4 15 260
Total Chapters 2 8 26 759 13 35 130 1,792


Statistics updated 2021-01-03