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 39 1 6 7 164
A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy 0 0 0 547 6 13 13 1,380
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 0 3 48 2 4 13 143
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 86 0 4 8 315
A Probability-Based Stress Test of Federal Reserve Assets and Income 0 0 0 14 1 6 11 59
A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment 0 0 1 78 1 8 14 132
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 1 4 8 370
Accounting for Low Long-Term Interest Rates: Evidence from Canada 0 0 0 26 5 10 12 55
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 9 0 7 11 60
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 104 3 17 22 353
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model 0 0 0 188 0 7 10 539
An arbitrage-free generalized Nelson-Siegel term structure model 0 0 0 337 4 14 19 822
An empirical disequilibrium model of labor, consumption, and investment in the United States 0 0 0 0 0 2 2 206
Are productivity fluctuations due to real supply shocks? 0 0 0 0 1 5 5 166
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 1 1 242 1 9 12 787
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 9 5 9 12 99
Assessing nominal income rules for monetary policy with model and data uncertainty 0 0 0 184 1 5 7 681
Assessing the Lucas Critique in Monetary Policy Models 0 0 1 47 1 3 7 160
Can Spanned Term Structure Factors Drive Stochastic Yield Volatility? 0 0 0 43 0 2 7 153
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 1 4 4 10
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions 0 0 0 4 0 3 7 13
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 260 0 1 7 22
Climate Policy Curves: Linking Policy Choices to Climate Outcomes 0 0 0 4 0 2 8 20
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 3 1 5 8 2,395
Do central bank liquidity facilities affect interbank lending rates? 0 0 2 225 2 6 13 733
Do measures of monetary policy in a VAR make sense? 0 0 0 6 5 18 27 1,622
Does the business cycle have duration memory? 0 0 0 1 0 4 5 286
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 1 95 3 6 11 273
Estimating the Euler equation for output 0 0 0 17 6 16 21 113
Estimating the Euler equation for output 0 0 0 310 1 4 9 1,067
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 121 2 14 20 642
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 154 5 16 19 647
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 1 0 4 6 384
Eurosystem Monetary Targeting: Lessons from U.S. Data 0 0 0 123 0 7 9 587
Eurosystem Monetary Targeting: Lessons from US Data 0 0 0 85 2 11 14 424
Eurosystem monetary targeting: lessons from U.S. data 0 0 0 12 2 12 12 75
Ex ante turning point forecasting with the composite leading index 0 0 0 0 1 4 4 575
Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data 0 0 0 0 0 2 3 165
Examining the bond premium puzzle with a DSGE model 0 0 0 313 1 13 18 678
Extracting deflation probability forecasts from Treasury yields 0 0 0 89 2 4 7 188
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 9 3 12 15 3,186
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 2 5 10 1,045
Forecasting recessions: the puzzle of the enduring power of the yield curve 0 1 1 513 1 13 26 1,538
Further evidence on business cycle duration dependence 0 0 0 0 2 5 10 420
Green Stocks and Monetary Policy Shocks: Evidence from Europe 1 1 2 7 1 17 26 29
Green Stocks and Monetary Policy Shocks: Evidence from Europe 0 0 1 9 2 12 19 28
Green stocks and monetary policy shocks: Evidence from Europe 0 0 0 2 1 10 15 17
Have postwar economic fluctuations been stabilized? 0 0 1 63 3 7 10 491
Have postwar economic fluctuations been stabilized? 0 0 0 0 2 9 15 382
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields 0 0 0 166 0 5 12 445
Interest Rates Under Falling Stars 0 0 1 81 3 15 26 147
Interest Rates Under Falling Stars 1 1 3 63 10 29 41 201
Internal finance and investment: testing the role of asymmetric information and agency costs 0 0 0 1 0 5 6 574
International evidence on business cycle duration dependence 0 0 0 56 0 7 10 385
Is consumption too smooth? Long memory and the Deaton paradox 0 0 0 0 1 6 8 1,020
Is the Fed too timid? Monetary policy in an uncertain world 0 0 1 521 4 13 18 1,341
Is there a bank credit channel for monetary policy? 0 0 0 1 1 4 6 747
Is there a broad credit channel for monetary policy? 0 0 0 1 5 11 18 1,038
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 4 7 605
Long memory and persistence in aggregate output 0 0 0 1 0 2 3 867
Long-Run Inflation Risk and the Postwar Term Premium 0 0 0 17 0 5 13 97
Macro-finance models of interest rates and the economy 1 1 4 452 2 5 15 835
Macroeconomic implications of changes in the term premium 1 1 1 200 4 11 13 639
Macroeconomics and the Yield Curve 0 0 0 2 3 7 9 649
Measuring Business Cycle: A Modern Perspective 0 1 1 461 0 10 12 1,043
Measuring Business Cycles: A Modern Perspective 0 1 1 538 4 13 24 1,505
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 371 5 8 14 970
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 206 2 13 17 509
Modeling Bond Yields in Finance and Macroeconomics 0 0 0 258 2 14 18 646
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 107 0 5 11 219
Modeling bond yields in finance and macroeconomics 0 0 1 271 3 11 14 729
Monetary Policy Expectations at the Zero Lower Bound 0 0 1 184 1 6 12 354
Monetary Policy Inertia: Fact or Fiction? 0 0 0 25 1 3 7 113
New and old models of business investment: a comparison of forecasting performance 0 0 0 1 1 6 13 1,008
On the Evolution of U.S. Temperature Dynamics 0 0 0 12 1 3 7 35
On the Evolution of U.S. Temperature Dynamics 0 0 0 69 0 8 9 89
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 2 2 8 12 693
Opportunistic and deliberate disinflation under imperfect credibility 0 0 0 24 3 8 11 142
Opportunistic and deliberate disinflation under imperfect credibility 0 0 1 109 0 0 2 626
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 0 18 1 6 20 53
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach 0 0 0 5 0 2 5 30
Policy Rules for Inflation Targeting 0 0 0 530 0 3 3 1,227
Policy Rules for Inflation Targeting 0 0 0 6 3 10 12 1,224
Policy Rules for Inflation Targeting 0 1 2 1,555 1 10 12 3,522
Policy Rules for Inflation Targeting 0 0 0 1,004 53 164 179 2,731
Policy rules for inflation targeting 0 0 0 0 1 5 14 160
Pricing deflation risk with U.S. Treasury yields 0 0 0 40 1 4 10 143
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 2 9 15 16 42
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 15 2 3 5 29
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 11 1 4 8 32
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections 0 0 0 8 1 8 11 45
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 1 26 0 7 11 138
Resolving the spanning puzzle in macro-finance term structure models 0 0 0 62 2 18 23 155
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 0 232 2 7 12 696
Revealing the secrets of the temple: the value of publishing central bank interest rate projections 0 0 0 197 1 8 16 563
Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks 0 0 0 0 0 8 12 269
Scoring the leading indicators 0 0 0 1 1 8 12 1,053
Term Structure Analysis with Big Data 0 0 0 104 10 18 22 144
Term Structure Analysis with Big Data 0 0 0 12 0 6 15 68
Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia 0 0 1 47 0 11 12 198
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 0 1 1 230 2 11 24 667
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 0 0 0 152 0 5 8 431
The Bond Yield “Conundrum” from a Macro-Finance Perspective 0 0 0 416 1 6 11 1,010
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 0 1 13 5 10 21 40
The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act 0 1 2 9 3 13 23 49
The Lucas critique revisited: assessing the stability of empirical Euler equations 0 0 0 1 1 1 6 600
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 0 0 2 496 6 15 33 1,370
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 151 1 4 7 492
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 26 1 8 11 80
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 0 0 332 3 19 20 954
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective 0 0 0 104 1 11 12 301
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 2 43 8 28 80 222
The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off 0 0 2 137 0 6 8 357
The affine arbitrage-free class of Nelson-Siegel term structure models 0 0 2 200 4 12 19 597
The bond premium in a DSGE model with long-run real and nominal risks 0 0 0 343 7 15 23 709
The bond premium in a DSGE model with long-run real and nominal risks 0 0 2 240 9 14 18 508
The response of interest rates to U.S. and U.K. quantitative easing 0 2 4 285 1 10 17 799
The signaling channel for Federal Reserve bond purchases 1 1 2 186 8 13 28 662
The uncertain unit root in real GNP 0 0 0 0 0 5 9 558
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 0 6 8 1,465
Trends and random walks in macroeconomic time series: a re-examination 0 0 0 0 1 7 11 704
Unbiased estimate of dynamic term structure models 0 0 0 74 1 5 20 291
Using a Long-Term Interest Rate as the Monetary Policy Instrument 0 0 0 28 1 6 6 171
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 48 1 7 8 34
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 1 0 3 11 22
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume 0 0 0 11 0 3 9 63
Where Is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 56 0 5 8 44
Where is the Carbon Premium? Global Performance of Green and Brown Stocks 0 0 0 0 0 5 10 14
Where is the carbon premium? Global performance of green and brown stocks 0 0 0 5 1 5 6 15
Total Working Papers 5 14 54 16,095 297 1,209 1,871 68,721

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 2 8 19 1,144
A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy 1 1 5 18 3 44 54 87
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt 0 2 9 50 1 12 35 198
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 0 0 1 182 0 4 8 582
A Review of the Fed’s Unconventional Monetary Policy 0 1 6 118 1 9 22 403
A probability-based stress test of Federal Reserve assets and income 0 0 0 41 2 5 7 183
A wedge in the dual mandate: Monetary policy and long-term unemployment 0 0 0 40 1 7 12 175
Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models 0 0 0 209 0 6 7 480
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models 0 0 0 4 0 1 5 23
An Empirical Disequilibrium Model of Labor, Consumption, and Investment 0 0 0 25 0 1 4 196
An arbitrage-free generalized Nelson--Siegel term structure model 0 0 0 138 2 19 22 571
Are productivity fluctuations due to real supply shocks? 0 0 0 9 0 1 3 50
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty 0 0 0 183 3 96 115 847
Assessing the Lucas Critique in Monetary Policy Models 0 0 0 0 15 51 80 1,628
Asset prices, exchange rates, and monetary policy 0 0 0 99 0 2 3 253
Central bank inflation targeting 0 0 0 104 0 1 3 290
Climate Change Costs Rise as Interest Rates Fall 0 0 0 7 2 7 9 30
Climate Change Is a Source of Financial Risk 0 1 2 39 0 11 23 148
Climate Change and the Federal Reserve 1 2 3 131 2 11 16 382
Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions 0 0 0 2 1 5 7 17
Climate policy curves highlight key mitigation choices 0 0 0 0 3 4 7 7
Correcting Estimation Bias in Dynamic Term Structure Models 1 1 1 50 1 13 18 177
Describing Fed behavior 0 0 0 93 0 2 3 248
Disagreement about the inflation outlook 0 0 0 27 1 4 6 89
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? 0 0 2 26 3 5 14 124
Do Measures of Monetary Policy in a VAR Make Sense? 0 0 0 6 7 19 41 2,054
Do Measures of Monetary Policy in a VAR Make Sense? A Reply 0 0 0 0 4 13 17 386
Does slower growth imply lower interest rates? 0 0 0 34 0 5 9 107
Erratum 0 0 0 12 1 5 5 70
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields 0 0 0 57 3 7 18 218
Estimating the Euler equation for output 0 0 0 345 10 21 32 905
Eurosystem monetary targeting: Lessons from U.S. data 0 0 0 201 0 8 11 678
Examining the bond premium puzzle with a DSGE model 0 0 0 267 0 10 21 675
Expectations for monetary policy liftoff 0 0 0 25 0 1 8 93
Extracting Deflation Probability Forecasts from Treasury Yields 0 0 0 37 1 7 12 137
Federal Reserve interest rate targeting, rational expectations, and the term structure 0 0 0 891 2 9 15 2,004
Federal Reserve policy and the predictability of interest rates 0 0 0 68 1 4 7 260
Finance and macroeconomics 0 0 0 164 1 8 8 433
Five questions about business cycles 0 0 1 385 4 6 12 1,783
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve 1 3 4 240 2 17 30 670
Green stocks and monetary policy shocks: Evidence from Europe 0 1 7 7 3 12 37 37
Has a recession already started? 0 0 0 19 0 5 7 129
Has the Fed Fallen behind the Curve This Year? 0 0 0 9 1 4 5 45
Have Postwar Economic Fluctuations Been Stabilized? 0 0 1 55 2 12 18 398
How Much Has Job Matching Efficiency Declined? 0 0 0 2 0 9 10 40
How did the economy surprise us in 1998? 0 0 0 12 0 3 5 115
How fast can the new economy grow? 0 0 0 85 0 1 2 392
How sluggish is the Fed? 0 0 0 36 0 4 4 121
Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields 0 0 0 149 4 16 26 583
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields 0 0 6 19 0 7 30 75
Inflation: mind the gap 0 0 0 73 2 3 5 234
Interest Rates under Falling Stars 2 2 10 72 5 13 30 324
Interest rates and monetary policy 0 0 0 90 0 0 4 209
Is Consumption Too Smooth? Long Memory and the Deaton Paradox 0 0 0 157 1 8 13 540
Is The Fed Too Timid? Monetary Policy In An Uncertain World 0 0 1 294 0 4 15 790
Is opportunistic monetary policy credible? 0 0 0 48 1 5 9 164
Is there a bank lending channel for monetary policy? 0 0 0 961 1 8 12 2,069
Is there a broad credit channel for monetary policy? 0 1 6 1,066 4 54 65 2,417
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 1 7 8 899
Long memory and persistence in aggregate output 0 0 0 160 3 4 6 369
MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY 0 0 0 117 1 6 9 268
Macroeconomic implications of changes in the term premium 1 2 2 189 1 5 10 550
Macroeconomic models for monetary policy 0 0 0 149 0 5 6 389
Measuring Business Cycles: A Modern Perspective 0 2 7 506 11 24 48 1,705
Modeling Bond Yields in Finance and Macroeconomics 0 0 1 249 10 20 26 811
Monetary Policy Expectations at the Zero Lower Bound 1 2 8 74 3 13 35 270
Monetary Policy Inertia: Fact or Fiction? 0 0 0 187 1 169 186 812
Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment 0 0 3 317 0 1 7 806
Monetary policy and asset price bubbles 0 0 0 362 0 5 6 750
Monetary policy and monetary institutions 0 0 1 139 0 1 7 640
Monetary policy inertia and recent Fed actions 0 1 1 57 2 6 6 213
New Evidence for a Lower New Normal in Interest Rates 0 0 0 19 0 2 3 106
New and Old Models of Business Investment: A Comparison of Forecasting Performance 0 0 0 398 2 6 10 1,102
New estimates of the recent growth in potential output 0 0 0 17 0 2 3 89
On the power of Dickey-Fuller tests against fractional alternatives 0 0 1 154 2 11 19 403
Opportunistic and Deliberate Disinflation under Imperfect Credibility 0 0 0 0 0 4 12 545
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach 0 0 0 2 2 6 7 17
Optimal policy and market-based expectations 0 0 0 12 0 5 8 61
Pricing Deflation Risk with US Treasury Yields 0 0 0 8 3 5 6 59
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections 0 0 0 1 1 5 9 20
Publishing FOMC economic forecasts 0 0 0 24 0 1 1 126
Publishing central bank interest rate forecasts 0 0 0 93 0 6 8 348
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume 0 0 0 0 1 3 3 5
Residual seasonality and monetary policy 0 0 0 4 1 5 7 54
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models 0 0 1 16 1 6 13 88
Scoring the Leading Indicators 1 2 3 768 2 10 20 1,749
Shorter recessions and longer expansions 1 1 1 37 2 3 4 509
Signals from unconventional monetary policy 0 0 1 50 0 2 3 126
Sources of the Financing Hierarchy for Business Investment 0 0 0 382 1 2 5 1,638
Stress testing the Fed 0 0 0 10 2 7 9 70
Structural change and monetary policy 0 0 0 50 1 2 2 259
Taylor's rule and the Fed, 1970-1997 1 5 12 2,502 13 28 59 5,965
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment 0 0 1 67 3 8 13 349
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices 0 0 5 25 7 14 25 99
Term structure evidence on interest rate smoothing and monetary policy inertia 1 1 2 476 7 23 37 1,189
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model 0 0 0 32 0 3 4 150
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks 0 3 6 222 3 26 41 696
The Bond Yield "Conundrum" from a Macro-Finance Perspective 0 0 0 189 2 10 17 689
The Economics of Climate Change: A First Fed Conference 0 0 2 32 5 12 14 153
The Fed's exit strategy for monetary policy 0 0 0 79 0 2 5 202
The Fed's interest rate risk 1 1 1 30 2 8 12 90
The Fed's monetary policy response to the current crisis 0 0 1 908 0 8 21 2,103
The Lucas critique revisited assessing the stability of empirical Euler equations for investment 0 0 1 146 0 2 5 462
The Response of Interest Rates to US and UK Quantitative Easing 0 2 5 153 1 8 24 509
The Rising Cost of Climate Change: Evidence from the Bond Market 0 0 2 20 1 2 15 130
The Signaling Channel for Federal Reserve Bond Purchases 0 1 8 159 1 15 54 755
The Uncertain Unit Root in Real GNP 0 0 0 218 1 7 17 625
The affine arbitrage-free class of Nelson-Siegel term structure models 0 1 23 450 3 22 84 1,390
The goals of U.S. monetary policy 0 1 1 224 0 2 3 796
The macroeconomy and the yield curve: a dynamic latent factor approach 2 7 17 627 12 37 95 1,968
The puzzle of weak first-quarter GDP growth 0 0 0 14 1 3 5 95
Trends and Random Walks in Macroeconomic Time Series: A Re-examination 0 0 1 970 2 5 8 2,450
U.S. inflation targeting: pro and con 0 0 0 198 0 1 3 707
Using a long-term interest rate as the monetary policy instrument 0 0 0 168 0 4 5 618
What are the lags in monetary policy? 0 0 0 199 0 2 4 874
What caused the decline in long-term yields? 0 0 1 42 2 5 8 166
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume 0 0 0 2 1 8 12 22
Why Are Long-Term Interest Rates So Low? 0 0 0 44 1 4 6 260
Will the economic recovery die of old age? 0 0 0 17 0 5 8 106
Total Journal Articles 15 47 184 20,716 225 1,270 2,161 66,961
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 10 13 166
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach 0 0 0 0 4 12 42 569
Total Books 0 0 0 0 5 22 55 735

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 1 8 11 277
Further Evidence on Business-Cycle Duration Dependence 0 0 0 96 1 10 11 250
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? 0 0 1 35 1 1 9 150
On the Evolution of US Temperature Dynamics 1 1 2 4 1 5 14 25
Policy Rules for Inflation Targeting 0 0 5 501 1 8 30 1,152
Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections 0 0 2 104 2 9 22 353
Total Chapters 1 1 10 844 7 41 97 2,207

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