Glenn D. Rudebusch
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Glenn D. Rudebuscheconomics Degrees
Economics
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#3074
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Monetary Economics
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#55
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Macroeconomics
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#224
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Economics
Glenn D. Rudebusch's Degrees
- PhD Economics University of California, Berkeley
- Bachelors Economics University of California, Santa Cruz
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(Suggest an Edit or Addition)Glenn D. Rudebusch's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Policy Rules for Inflation Targeting (1998) (1255)
- The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach (2004) (978)
- Term Structure Evidence on Interest Rate Smoothing and Monetary Policy Inertia (2001) (822)
- Do Measures of Monetary Policy in a VAR Make Sense (1998) (707)
- Taylor's rule and the Fed, 1970-1997 (1998) (678)
- A Macro-Finance Model of the Term Structure, Monetary Policy and the Economy (2008) (615)
- Federal Reserve interest rate targeting, rational expectations, and the term structure (1995) (583)
- Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty (2000) (529)
- The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2008) (500)
- The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models (2007) (487)
- The Signaling Channel for Federal Reserve Bond Purchases (2013) (447)
- Is the Fed Too Timid? Monetary Policy in an Uncertain World (2001) (416)
- Judging Instrument Relevance in Instrumental Variables Estimation (1996) (366)
- Sources of the Financing Hierarchy for Business Investment (1992) (345)
- Is there a broad credit channel for monetary policy (1996) (336)
- Monetary Policy Inertia: Fact or Fiction? (2005) (332)
- Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991) (315)
- The Response of Interest Rates to US and UK Quantitative Easing (2012) (313)
- Trends and Random Walks in Macroeconomic Time Series: A Re-examination (1992) (288)
- Estimating the Euler Equation for Output (2002) (285)
- Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (2007) (262)
- On the Power of Dickey-Fuller Tests against Fractional Alternatives (1991) (238)
- Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields † (2010) (238)
- Monetary Policy Expectations at the Zero Lower Bound (2015) (235)
- Examining the bond premium puzzle with a DSGE model (2008) (234)
- Eurosystem Monetary Targeting: Lessons from U.S. Data (1999) (233)
- A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990) (223)
- Long Memory and Persistence in Aggregate Output (1989) (223)
- Macroeconomic Implications of Changes in the Term Premium (2006) (203)
- Correcting Estimation Bias in Dynamic Term Structure Models (2011) (196)
- Is there a bank lending channel for monetary policy (1995) (189)
- Estimating Shadow-Rate Term Structure Models with Near-Zero Yields (2013) (181)
- An Arbitrage-Free Generalized Nelson–Siegel Term Structure Model (2009) (177)
- New and Old Models of Business Investment: A Comparison of Forecasting Performance (1995) (174)
- Opportunistic and deliberate disinflation under imperfect credibility (2000) (169)
- Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections (2006) (168)
- Assessing the Lucas Critique in Monetary Policy Models (2002) (167)
- A Macro-Finance Model of the Term Structure (2004) (164)
- A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy (2003) (160)
- The Bond Yield 'Conundrum' from a Macro-Finance Perspective (2006) (159)
- Policy Rules for In ation Targeting ¤ (1998) (154)
- Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models (2005) (143)
- The Uncertain Unit Root in Real GNP (1992) (129)
- Is consumption too smooth? Long memory and the Deaton paradox (1991) (128)
- Scoring the Leading Indicators (2020) (127)
- Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (2013) (127)
- Further Evidence on Business Cycle Duration Dependence (1993) (126)
- The Fed's monetary policy response to the current crisis (2009) (108)
- Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? (2013) (104)
- Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment (2014) (102)
- The Macroeconomy and the Yield Curve: A Nonstructural Analysis (2003) (99)
- Do Measures of Monetary Policy in a VAR Make Sense? A Reply (1998) (99)
- The response of interest rates to U.S. and U.K. quantitative easing (2012) (95)
- Interest Rates Under Falling Stars (2017) (94)
- Using a Long-Term Interest Rate as the Monetary Policy Instrument (2004) (86)
- Business Cycles: Durations, Dynamics, and Forecasting (1999) (86)
- Resolving the Spanning Puzzle in Macro-Finance Term Structure Models (2015) (85)
- Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? (2014) (75)
- Have Postwar Economic Fluctuations Been Stabilized? (1990) (75)
- Macro-Finance Models of Interest Rates and the Economy (2010) (72)
- Macro Factors and the Affine Term Structure of Interest Rates (2006) (70)
- The Lucas critique revisited: assessing the stability of empirical Euler equations (1992) (69)
- Do Central Bank Liquidity Facilities Affect Interbank Lending Rates (2009) (69)
- A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt (2017) (67)
- Leading economic indicators: Turning point prediction with the composite leading index: An ex ante analysis (1991) (63)
- Trends and Random Walks in Macroeconomic Time Series: (2020) (62)
- A Probability-Based Stress Test of Federal Reserve Assets and Income (2013) (61)
- Revealing the Secrets of the Temple: The Value of Publishing Interest Rate Projections∗ (2006) (43)
- The Fed's exit strategy for monetary policy (2010) (43)
- Extracting Deflation Probability Forecasts from Treasury Yields (2011) (39)
- Forecasting output with the composite leading index: an ex ante analysis (1989) (38)
- Climate Change and the Federal Reserve (2019) (34)
- A social network analysis of research collaboration in the economics community (2006) (30)
- Can spanned term structure factors drive stochastic yield volatility (2014) (29)
- A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment (2014) (29)
- The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective (2004) (28)
- The Rising Cost of Climate Change: Evidence from the Bond Market (2020) (26)
- Revealing the Secrets of the Temple (2008) (26)
- Inflation: mind the gap (2010) (25)
- Five questions about business cycles (2001) (24)
- Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices (2019) (22)
- Monetary policy and asset price bubbles (2005) (21)
- Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections (2019) (21)
- Structural change and monetary policy (2000) (17)
- Internal finance and investment: testing the role of asymmetric information and agency costs (1989) (17)
- The Fed's Interest Rate Risk (2011) (17)
- Disagreement about the inflation outlook (2009) (17)
- The Goals of U.S. Monetary Policy (1999) (17)
- Signals from unconventional monetary policy (2011) (16)
- Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models (2005) (16)
- Will the economic recovery die of old age (2016) (16)
- Publishing central bank interest rate forecasts (2008) (15)
- Pricing Deflation Risk with US Treasury Yields (2016) (14)
- Does slower growth imply lower interest rates (2014) (14)
- How fast can the new economy grow (2000) (14)
- A Review of the Fed’s Unconventional Monetary Policy (2018) (13)
- Is opportunistic monetary policy credible (1996) (12)
- Pricing Deflation Risk with U.S. Treasury Yields (2014) (12)
- A No-Arbitrage Model of the Term Structure and the Macroeconomy ∗ (2003) (12)
- What caused the decline in long-term yields? (2013) (12)
- Unbiased estimate of dynamic term structure models (2011) (12)
- Optimal policy and market-based expectations (2015) (11)
- U.S. inflation targeting: pro and con (1998) (11)
- Expectations for monetary policy liftoff (2013) (11)
- The puzzle of weak first-quarter GDP growth (2015) (11)
- Do Central Bank Liquidity Operations Affect Interbank Lending Rates? (2009) (10)
- Macroeconomics and the Yield Curve (2003) (10)
- International evidence on business cycle duration dependence (1990) (10)
- Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model (1986) (10)
- Finance and macroeconomics (2003) (10)
- Why Are Long-Term Interest Rates So Low? (2016) (10)
- Discussion of “ The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2009) (9)
- Term Structure Analysis with Big Data (2017) (9)
- Has the Fed Fallen behind the Curve This Year (2016) (8)
- An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model (2008) (8)
- Monetary Policy and the Term Structure of Interest Rates: An Overview of Some Recent Research (1998) (8)
- What Are the Lags in Monetary Policy? (1995) (8)
- Comment on 'Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset' (2013) (8)
- New Evidence for a Lower New Normal in Interest Rates (2017) (7)
- Taylor’s Rule and the Fed (2020) (7)
- Monetary policy inertia and recent Fed actions (2007) (6)
- Does the business cycle have duration memory (1987) (6)
- Has a recession already started (2001) (6)
- Describing Fed Behavior (1998) (5)
- Shorter Recessions and Longer Expansions (1991) (5)
- Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach (2020) (5)
- Macroeconomic models for monetary policy (2002) (5)
- Publishing FOMC economic forecasts (2008) (4)
- Asset prices, exchange rates, and monetary policy (2001) (4)
- Discussion of “ Complexity and Monetary Policy ” ∗ (2010) (3)
- Can Spanned Term Structure Factors Drive Stochastic Volatility ? † (2010) (3)
- Comment and Discussion (2007) (3)
- Stress testing the Fed (2014) (3)
- An empirical disequilibrium model of labor, consumption, and investment in the United States (1989) (3)
- Federal Reserve Policy and the Predictability of Interest Rates (1995) (3)
- On the Evolution of U.S. Temperature Dynamics (2019) (3)
- The estimation of macroeconomic disequilibrium models with regime classification information (1987) (2)
- Central Bank Inflation Targeting (1998) (2)
- Where is the Carbon Premium? Global Performance of Green and Brown Stocks (2023) (2)
- The Shadow Rate, Taylor Rules, and Monetary Policy Lift-off (2013) (2)
- Residual seasonality and monetary policy (2015) (2)
- New estimates of the recent growth in potential output (1995) (1)
- Measuring Business Cycles: (2020) (1)
- Ex ante turning point forecasting with the composite leading index (1988) (1)
- Long-Run Inflation Risk and the Postwar Term Premium (2008) (1)
- SHOULD THE ECB ADOPT A FLEXIBLE INFLATION TARGETING ? (2008) (1)
- Monetary policy and monetary institutions (1999) (1)
- The Economics of Climate Change: A First Fed Conference (2019) (1)
- Analytical Formulas for the Second Moment in Affine Models with Stochastic Volatility (2015) (1)
- Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields (2010) (1)
- Accounting for Low Long-Term Interest Rates: Evidence from Canada (2020) (1)
- Central Bank In ation Targeting (2017) (1)
- Discounting Future Climate Change and the Equilibrium Real Interest Rate (2020) (1)
- Risk Premia on Equity and Debt in a DSGE Model with Long-Run Real and Nominal Risks (2009) (1)
- Appendix A: Two-Factor AFNS Calculations (2013) (0)
- Excess Demand Indicators (1987) (0)
- How sluggish is the Fed (2001) (0)
- FEDERAL RESERVE BANK OF SAN FRANCISCO WORKING PAPER SERIES Extracting Deflation Probability Forecasts from Treasury Yields (2011) (0)
- Questions about Business Cycles (2020) (0)
- Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data (1986) (0)
- U.S. In ation Targeting: Pro and Con (2017) (0)
- Working Paper wrapper page (2006) (0)
- Climate Policy Curves: Linking Policy Choices to Climate Outcomes (2022) (0)
- Are productivity fluctuations due to real supply shocks (1987) (0)
- Facts, Factors, and Questions (2012) (0)
- Model Structure — Labor Demand and Labor Supply (1987) (0)
- Some Recent Research (2017) (0)
- Turning Point Prediction with the Composite Leading Index: (2020) (0)
- Eva L U a T Ing No N -structural Me a S U R Es of the Bu S I N Ess Cycle (0)
- Online Appendix for “Interest Rates Under Falling Stars” (2019) (0)
- Excess Labor Demand Indicators (1987) (0)
- U.S. Inflation Targeting (2020) (0)
- 5. Macro-Finance (2013) (0)
- Business Cycles (2020) (0)
- HOW SHOULD POLICYMAKERS REACT TO CHANGING TERM PREMIUMS ? (2007) (0)
- Forecasting Output with the Composite Leading Index: (2020) (0)
- When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume (2022) (0)
- ASSESSING NOMINAL I NCOME R ULES FOR M ONETARY POLICY W ITH M ODEL AND D ATA U NCERTAINTY (2002) (0)
- CFS Working Paper No . 2005 / 03 Modeling Bond Yields in Finance and Macroeconomics (2005) (0)
- Appendix C: The AFGNS Yield-Adjustment Term (2013) (0)
- Estimation and Results (1987) (0)
- Economic Review: 1995, Number 2 (2015) (0)
- New and Old Models of Business Investment: (2020) (0)
- Forecasting Yield Volatility with Arbitrage-Free Nelson-Siegel Models (2009) (0)
- Appendix B: Details of AFNS Restrictions (2013) (0)
- Interest Rates and Monetary Policy (2020) (0)
- Model Structure I — Behavior of Agents (1987) (0)
- How did the economy surprise us in 1998 (1999) (0)
- Evaluating the Exact Excess Demand Specification (1987) (0)
- An Arbitrage-Free Generalized Nelson-Siege Term Structure Model (2008) (0)
- Overview and Summary (1987) (0)
- Model Structure II — Market Interaction (1987) (0)
- Rules for In ation Targeting ¤ (1998) (0)
- Is Consumption Too Smooth? (2020) (0)
- The Exact Excess Demand Specification (1987) (0)
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