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person:"Rudebusch, Glenn D."
~type_genre:"Aufsatz in Zeitschrift"
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Rudebusch, Glenn D.
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ECONIS (ZBW)
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1
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
The American economic review
110
(
2020
)
5
,
pp. 1316-1354
Persistent link: https://www.econbiz.de/10012391812
Saved in:
2
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
3
A new normal for interest rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
The review of economics and statistics
101
(
2019
)
5
,
pp. 933-949
Persistent link: https://www.econbiz.de/10012208849
Saved in:
4
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
5
Pricing deflation risk with US treasury yields
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1107-1152
Persistent link: https://www.econbiz.de/10011590714
Saved in:
6
Monetary policy expectations at the zero lower bound
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
7
,
pp. 1439-1465
Persistent link: https://www.econbiz.de/10011707930
Saved in:
7
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
8
A probability-based stress test of Federal Reserve assets and income
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of monetary economics
73
(
2015
),
pp. 26-43
Persistent link: https://www.econbiz.de/10011381692
Saved in:
9
Comment on: "A probability-based stress test of Federal Reserve assets and income"
Archer, David J.
- In:
Journal of monetary economics
73
(
2015
),
pp. 44-47
Persistent link: https://www.econbiz.de/10011381697
Saved in:
10
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; reply
Wright, Jonathan H.
- In:
The American economic review
104
(
2014
)
1
,
pp. 338-341
Persistent link: https://www.econbiz.de/10010340805
Saved in:
11
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; comment
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
The American economic review
104
(
2014
)
1
,
pp. 323-337
Persistent link: https://www.econbiz.de/10010340809
Saved in:
12
Do central bank liquidity facilities affect interbank lending rates?
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 136-151
Persistent link: https://www.econbiz.de/10010380470
Saved in:
13
The signaling channel for federal reserve bond purchases
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
International journal of central banking : IJCB
10
(
2014
)
3
,
pp. 233-289
Persistent link: https://www.econbiz.de/10010469910
Saved in:
14
The bond premium in a DSGE model with long-run real and nominal risks
Rudebusch, Glenn D.
;
Swanson, Eric T.
- In:
American economic journal : a journal of the American …
4
(
2012
)
1
,
pp. 105-143
Persistent link: https://www.econbiz.de/10009524125
Saved in:
15
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
Saved in:
16
Extracting deflation probability forecasts from treasury yields
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
International journal of central banking : IJCB
8
(
2012
)
4
,
pp. 21-60
Persistent link: https://www.econbiz.de/10009693570
Saved in:
17
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
18
Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of money, credit and banking : JMCB
42
(
2010
),
pp. 143-178
Persistent link: https://www.econbiz.de/10008757922
Saved in:
19
Macro-finance models of interest rates and the economy
Rudebusch, Glenn D.
- In:
Papers in money, macroeconomics and finance : …
78
(
2010
),
pp. 25-52
Persistent link: https://www.econbiz.de/10009632104
Saved in:
20
Forecasting recessions: the puzzle of the enduring power of the yield curve
Rudebusch, Glenn D.
;
Williams, John C.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 492-503
Persistent link: https://www.econbiz.de/10003913423
Saved in:
21
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
Saved in:
22
Examining the bond premium puzzle with a DSGE model
Rudebusch, Glenn D.
;
Swanson, Eric T.
- In:
Journal of monetary economics
55
(
2008
),
pp. 111-126
Persistent link: https://www.econbiz.de/10003790067
Saved in:
23
A macro-finance model of the term structure, monetary policy and the economy
Rudebusch, Glenn D.
;
Wu, Tao
- In:
The economic journal : the journal of the Royal …
118
(
2008
),
pp. 906-926
Persistent link: https://www.econbiz.de/10003741390
Saved in:
24
Accounting for a shift in term structure behavior with no-arbitrage and macro-finance models
Rudebusch, Glenn D.
;
Wu, Tao
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 395-422
Persistent link: https://www.econbiz.de/10003469640
Saved in:
25
Macroeconomic implications of changes in the term premium
Rudebusch, Glenn D.
;
Sack, Brian
;
Swanson, Eric T.
- In:
Review / Federal Reserve Bank of St. Louis
89
(
2007
)
4
,
pp. 241-269
Persistent link: https://www.econbiz.de/10003507759
Saved in:
26
Cracking the conundrum
Backus, David
;
Wright, Jonathan H.
- In:
Brookings papers on economic activity : BPEA
(
2007
)
1
,
pp. 293-329
Persistent link: https://www.econbiz.de/10003559480
Saved in:
27
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
28
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
- In:
Monetary and economic studies
24
(
2006
),
pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
Saved in:
29
Modeling Bond yields in finance and macroeconomics
Diebold, Francis X.
;
Piazzesi, Monika
;
Rudebusch, Glenn D.
- In:
The American economic review
95
(
2005
)
2
,
pp. 415-420
Persistent link: https://www.econbiz.de/10003214114
Saved in:
30
Term structure evidence on interest rate smoothing and monetary policy inertia
Rudebusch, Glenn D.
- In:
Journal of monetary economics
49
(
2002
)
6
,
pp. 1161-1187
Persistent link: https://www.econbiz.de/10001700850
Saved in:
31
Federal Reserve interest rate targeting, rational expectations, and the term structure
Rudebusch, Glenn D.
- In:
Journal of monetary economics
35
(
1995
)
2
,
pp. 245-274
Persistent link: https://www.econbiz.de/10001182034
Saved in:
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