Glenn D. Rudebusch - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

Term Structure Analysis with Big Data

San Francisco Fed Working Papers [View] (Paper: 2017-21, 15.09.2017)

JEL: C55, C58, G12, G17

Interest Rates Under Falling Stars

San Francisco Fed Working Papers [View] (Paper: 2017-16, 10.07.2017)

JEL: E43, E44, E47

A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt

San Francisco Fed Working Papers [View] (Paper: 2017-07, 29.03.2017)

JEL: C32, E43, E52, G12

Resolving the Spanning Puzzle in Macro-Finance Term Structure Models

San Francisco Fed Working Papers [View] (Paper: 2015-01, 14.01.2015)

JEL: E43, E44, E52

The Signaling Channel for Federal Reserve Bond Purchases

IJCB International Journal of Central Banking [View] (Paper: 14q3a7, 29.08.2014)

JEL: E43, E52

A Wedge in the Dual Mandate: Monetary Policy and Long-Term Unemployment

San Francisco Fed Working Papers [View] (Paper: 2014-14, 29.05.2014)

Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?

San Francisco Fed Working Papers [View] (Paper: 2014-03, 24.01.2014)

Monetary Policy Expectations at the Zero Lower Bound

San Francisco Fed Working Papers [View] (Paper: 2013-18, 09.08.2013)

Estimating Shadow-Rate Term Structure Models with Near-Zero Yields

San Francisco Fed Working Papers [View] (Paper: 2013-07, 17.06.2013)

Extracting Deflation Probability Forecasts from Treasurey Yields

IJCB International Journal of Central Banking [View] (Paper: 12q4a2, 30.11.2012)

Pricing Deflation Risk with U.S. Treasury Yields

San Francisco Fed Working Papers [View] (Paper: 2012-07, 30.05.2012)

JEL: E43, E47, G12, G13

The Response of Interest Rates to U.S. and U.K. Quantitative Easing

San Francisco Fed Working Papers [View] (Paper: 2012-06, 24.05.2012)

JEL: E43, E52, E58

The Signaling Channel for Federal Reserve Bond Purchases

San Francisco Fed Working Papers [View] (Paper: 2011-21, 20.09.2011)

Unbiased Estimate of Dynamic Term Structure Models

San Francisco Fed Working Papers [View] (Paper: 2011-12, 09.04.2011)

Extracting Deflation Probability Forecasts from Treasury Yields

San Francisco Fed Working Papers [View] (Paper: 2011-10, 26.02.2011)

Macro-Finance Models of Interest Rates and the Economy

San Francisco Fed Working Papers [View] (Paper: 2010-01, 06.01.2010)

Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?

San Francisco Fed Working Papers [View] (Paper: 2009-13, 09.06.2009)

Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields

San Francisco Fed Working Papers [View] (Paper: 2008-34, 18.12.2008)

The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks

San Francisco Fed Working Papers [View] (Paper: 2008-31, 11.12.2008)

The bond premium in a DSGE model with long-run real and nominal risks

National Bank of Belgium Working Papers [View] (Paper: 143, 14.10.2008)

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model

San Francisco Fed Working Papers [View] (Paper: 2008-07, 04.06.2008)

Examining the Bond Premium Puzzle with a DSGE Model

San Francisco Fed Working Papers [View] (Paper: 2007-25, 08.11.2007)

The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models

San Francisco Fed Working Papers [View] (Paper: 2007-20, 13.09.2007)

Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve

San Francisco Fed Working Papers [View] (Paper: 2007-16, 16.08.2007)

Macroeconomic Implications of Changes in the Term Premium

San Francisco Fed Working Papers [View] (Paper: 2006-46, 29.11.2006)

Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections

San Francisco Fed Working Papers [View] (Paper: 2006-31, 28.10.2006)

JEL: E43, E52

The Bond Yield "Conundrum" from a Macro-Finance Perspective

San Francisco Fed Working Papers [View] (Paper: 2006-16, 20.05.2006)

Monetary Policy Inertia: Fact or Fiction?

San Francisco Fed Working Papers [View] (Paper: 2005-19, 28.10.2005)

Modeling Bond Yields in Finance and Macroeconomics

San Francisco Fed Working Papers [View] (Paper: 2005-04, 30.03.2005)

The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective

San Francisco Fed Working Papers [View] (Paper: 2004-25, 09.01.2005)

Using a Long-Term Interest Rate as the Monetary Policy Instrument

San Francisco Fed Working Papers [View] (Paper: 2004-22, 09.01.2005)

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

San Francisco Fed Working Papers [View] (Paper: 2003-18, 21.04.2004)

JEL: C5, E4, G1

A Macro-Finance Model of the Term Structure, Monetary Policy, and the Economy

San Francisco Fed Working Papers [View] (Paper: 2003-17, 21.04.2004)

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