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Information about:
Glenn D. Rudebusch

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Personal Details

First Name: Glenn
Middle Name: D.
Last Name: Rudebusch
Suffix:

RePEc Short-ID: pru10

Email:
Homepage: http://www.frbsf.org/economists/grudebusch
Postal Address: Economic Research, MS 1130 Federal Reserve Bank of San Francisco 101 Market Street San Francisco, CA 94105
Phone:

Affiliation

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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Research series 200810-18, National Bank of Belgium. [Downloadable!]

  2. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series 2008-07, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  3. Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The affine arbitrage-free class of Nelson-Siegel term structure models," Working Paper Series 2007-20, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  4. Glenn D. Rudebusch & John C. Williams, 2007. "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series 2007-16, Federal Reserve Bank of San Francisco. [Downloadable!]

  5. Glenn D. Rudebusch & Eric T. Swanson, 2007. "Examining the bond premium puzzle with a DSGE model," Working Paper Series 2007-25, Federal Reserve Bank of San Francisco. [Downloadable!]

  6. Glenn D. Rudebusch & John C. Williams, 2006. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Working Papers 12638, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  7. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The bond yield "conundrum" from a macro-finance perspective," Working Paper Series 2006-16, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  8. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2006. "Macroeconomic implications of changes in the term premium," Working Paper Series 2006-46, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  9. Glenn D. Rudebusch, 2005. "Monetary policy inertia: fact or fiction?," Working Papers in Applied Economic Theory 2005-19, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  10. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," PIER Working Paper Archive 05-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:
    Published as:

  11. Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2004. "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach," NBER Working Papers 10616, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  12. Bruce McGough & Glenn D. Rudebusch & John C. Williams, 2004. "Using a long-term interest rate as the monetary policy instrument," Working Papers in Applied Economic Theory 2004-22, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  13. Glenn D. Rudebusch & Tao Wu, 2004. "The recent shift in term structure behavior from a no-arbitrage macro-finance perspective," Working Papers in Applied Economic Theory 2004-25, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  14. Tao Wu & Glenn Rudebusch, 2003. "Macroeconomics and the Yield Curve," Computing in Economics and Finance 2003 206, Society for Computational Economics.

  15. Glenn D. Rudebusch & Tao Wu, 2003. "A macro-finance model of the term structure, monetary policy, and the economy," Working Papers in Applied Economic Theory 2003-17, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
    Published as:

  16. Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2003. "The macroeconomy and the yield curve: a nonstructural analysis," Working Papers in Applied Economic Theory 2003-18, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  17. Glenn D. Rudebusch, 2002. "Assessing the Lucas critique in monetary policy models," Working Papers in Applied Economic Theory 2002-02, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  18. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
    Published as:

  19. Glenn D. Rudebusch, 2001. "Term structure evidence on interest rate smoothing and monetary policy inertia," Working Papers in Applied Economic Theory 2001-02, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  20. Rudebusch, Glenn D & Svensson, Lars E O, 2000. "Eurosystem Monetary Targeting: Lessons from US Data," CEPR Discussion Papers 2522, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  21. Glenn Rudebusch, 2000. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Econometric Society World Congress 2000 Contributed Papers 0065, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  22. Glenn D. Rudebusch, 1999. "Is the Fed too timid? Monetary policy in an uncertain world," Working Papers in Applied Economic Theory 99-05, Federal Reserve Bank of San Francisco. [Downloadable!]
    Published as:

  23. Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  24. Antulio N. Bomfim & Glenn D. Rudebusch, 1997. "Opportunistic and deliberate disinflation under imperfect credibility," Working Papers in Applied Economic Theory and Econometrics 97-07, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
    Published as:

  25. Glenn D. Rudebusch, 1996. "Do measures of monetary policy in a VAR make sense?," Working Papers in Applied Economic Theory 96-05, Federal Reserve Bank of San Francisco.
    Other versions:
    Published as:

  26. Glenn D. Rudebusch, 1995. "Federal Reserve interest rate targeting, rational expectations, and the term structure," Working Papers in Applied Economic Theory 95-02, Federal Reserve Bank of San Francisco.
    Published as:

  27. Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox, 1994. "Judging instrument relevance in instrumental variables estimation," Finance and Economics Discussion Series 94-3, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  28. Stephen D. Oliner & Glenn D. Rudebusch, 1994. "Is there a broad credit channel for monetary policy?," Working Paper Series / Economic Activity Section 146, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  29. Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  30. Stephen Oliner & Glenn Rudebusch & Daniel Sichel, 1993. "New and old models of business investment: a comparison of forecasting performance," Working Paper Series / Economic Activity Section 141, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  31. Stephen D. Oliner & Glenn D. Rudebusch, 1993. "Is there a bank credit channel for monetary policy?," Finance and Economics Discussion Series 93-8, Board of Governors of the Federal Reserve System (U.S.).

  32. Glenn D. Rudebusch, 1992. "The uncertain unit root in real GNP," Finance and Economics Discussion Series 193, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  33. Stephen Oliner & Glenn Rudebusch & Daniel Sichel, 1992. "The Lucas critique revisited: assessing the stability of empirical Euler equations," Working Paper Series / Economic Activity Section 130, Board of Governors of the Federal Reserve System (U.S.).

  34. Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1991. "Further evidence on business cycle duration dependence," Working Papers 91-11, Federal Reserve Bank of Philadelphia.

  35. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Have postwar economic fluctuations been stabilized?," Working Paper Series / Economic Activity Section 116, Board of Governors of the Federal Reserve System (U.S.).
    Other versions:
    Published as:

  36. Glenn D. Rudebusch, 1990. "Trends and random walks in macroeconomic time series: a re-examination," Finance and Economics Discussion Series 139, Board of Governors of the Federal Reserve System (U.S.).
    Other versions:
    Published as:

  37. Francis X. Diebold & Glenn D. Rudebusch, 1990. "On the power of Dickey-Fuller tests against fractional alternatives," Finance and Economics Discussion Series 119, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  38. Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1990. "International evidence on business cycle duration dependence," Discussion Paper / Institute for Empirical Macroeconomics 31, Federal Reserve Bank of Minneapolis. [Downloadable!]

  39. Francis X. Diebold & Glenn D. Rudebusch, 1989. "Is consumption too smooth? Long memory and the Deaton paradox," Finance and Economics Discussion Series 57, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  40. Francis X. Diebold & Glenn D. Rudebusch, 1989. "Forecasting output with the composite leading index: an ex ante analysis," Finance and Economics Discussion Series 90, Board of Governors of the Federal Reserve System (U.S.).

  41. Stephen D. Oliner & Glenn D. Rudebusch, 1989. "Internal finance and investment: testing the role of asymmetric information and agency costs," Working Paper Series / Economic Activity Section 101, Board of Governors of the Federal Reserve System (U.S.).

  42. Francis X. Diebold & Glenn D. Rudebusch, 1988. "Ex ante turning point forecasting with the composite leading index," Finance and Economics Discussion Series 40, Board of Governors of the Federal Reserve System (U.S.).

  43. Francis X. Diebold & Glenn D. Rudebusch, 1988. "A nonparametric investigation of duration dependence in the American business cycle," Working Paper Series / Economic Activity Section 90, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  44. Francis X. Diebold & Glenn D. Rudebusch, 1988. "Long memory and persistence in aggregate output," Finance and Economics Discussion Series 7, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  45. Francis X. Diebold & Glenn D. Rudebusch, 1987. "Scoring the leading indicators," Special Studies Papers 206, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  46. Glenn D. Rudebusch, 1987. "An empirical disequilibrium model of labor, consumption, and investment in the United States," Working Paper Series / Economic Activity Section 72, Board of Governors of the Federal Reserve System (U.S.).

  47. Francis X. Diebold & Glenn D. Rudebusch, 1987. "Does the business cycle have duration memory?," Special Studies Papers 223, Board of Governors of the Federal Reserve System (U.S.).

  48. Glenn D. Rudebusch, 1987. "Are productivity fluctuations due to real supply shocks?," Working Paper Series / Economic Activity Section 76, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  49. Glenn D. Rudebusch, 1986. "Examining alternative econometric specifications of the disequilibrium model: an empirical study with labor market data," Working Paper Series / Economic Activity Section 64, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Glenn D. Rudebusch, 2008. "Publishing central bank interest rate forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 25. [Downloadable!]

  2. Glenn D. Rudebusch, 2008. "Publishing FOMC economic forecasts," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 18. [Downloadable!]

  3. Glenn D. Rudebusch & Brian P. Sack & Eric T. Swanson, 2007. "Macroeconomic implications of changes in the term premium," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 241-270. [Downloadable!]
    Other versions:

  4. Glenn D. Rudebusch & Tao Wu, 2007. "Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 395-422, 03. [Downloadable!] (restricted)

  5. Glenn D. Rudebusch, 2007. "Monetary policy inertia and recent Fed actions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 26. [Downloadable!]

  6. Glenn D. Rudebusch, 2006. "Monetary Policy Inertia: Fact or Fiction?," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December. [Downloadable!]
    Other versions:

  7. Glenn D. Rudebusch & Eric T. Swanson & Tao Wu, 2006. "The Bond Yield "Conundrum" from a Macro-Finance Perspective," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(S1), pages 83-109, December. [Downloadable!]
    Other versions:

  8. Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006. "The macroeconomy and the yield curve: a dynamic latent factor approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 309-338. [Downloadable!] (restricted)
    Other versions:

  9. Glenn D. Rudebusch, 2005. "Monetary policy and asset price bubbles," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 5. [Downloadable!]

  10. Rudebusch, Glenn D, 2005. "Assessing the Lucas Critique in Monetary Policy Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(2), pages 245-72, April.
    Other versions:

  11. McGough, Bruce & Rudebusch, Glenn D. & Williams, John C., 2005. "Using a long-term interest rate as the monetary policy instrument," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 855-879, July. [Downloadable!] (restricted)
    Other versions:

  12. Glenn Rudebusch & Tao Wu, 2004. "A macro-finance model of the term structure, monetary policy, and the economy," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    Other versions:
    Published as:

  13. Fuhrer, Jeffrey C. & Rudebusch, Glenn D., 2004. "Estimating the Euler equation for output," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1133-1153, September. [Downloadable!] (restricted)
    Other versions:

  14. Richard Dennis & Glenn D. Rudebusch, 2003. "Finance and macroeconomics," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 2. [Downloadable!]

  15. Glenn D. Rudebusch, 2002. "Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty," Economic Journal, Royal Economic Society, vol. 112(479), pages 402-432, April. [Downloadable!] (restricted)
    Other versions:

  16. Rudebusch, Glenn D. & Svensson, Lars E. O., 2002. "Eurosystem monetary targeting: Lessons from U.S. data," European Economic Review, Elsevier, vol. 46(3), pages 417-442, March. [Downloadable!] (restricted)
    Other versions:

  17. Glenn D. Rudebusch & Tao Wu, 2002. "Macroeconomic models for monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 19. [Downloadable!]

  18. Rudebusch, Glenn D., 2002. "Term structure evidence on interest rate smoothing and monetary policy inertia," Journal of Monetary Economics, Elsevier, vol. 49(6), pages 1161-1187, September. [Downloadable!] (restricted)
    Other versions:

  19. Glenn D. Rudebusch, 2001. "How sluggish is the Fed?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Mar. 2. [Downloadable!]

  20. Glenn D. Rudebusch, 2001. "Is The Fed Too Timid? Monetary Policy In An Uncertain World," The Review of Economics and Statistics, MIT Press, vol. 83(2), pages 203-217, May. [Downloadable!] (restricted)
    Other versions:

  21. Glenn D. Rudebusch, 2001. "Asset prices, exchange rates, and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 15. [Downloadable!]

  22. Glenn D. Rudebusch, 2001. "Has a recession already started?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 19. [Downloadable!]

  23. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15. [Downloadable!]

  24. Glenn D. Rudebusch, 2000. "How fast can the new economy grow?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 25. [Downloadable!]

  25. Glenn D. Rudebusch, 2000. "Structural change and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 28. [Downloadable!]

  26. Bomfim, Antulio N & Rudebusch, Glenn D, 2000. "Opportunistic and Deliberate Disinflation under Imperfect Credibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 707-21, November.
    Other versions:

  27. Glenn D. Rudebusch, 1999. "Monetary policy and monetary institutions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 16. [Downloadable!]

  28. John P. Judd & Glenn D. Rudebusch, 1999. "The goals of U.S. monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jan 29. [Downloadable!]

  29. Glenn D. Rudebusch, 1999. "How did the economy surprise us in 1998?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Mar 5. [Downloadable!]

  30. Glenn D. Rudebusch & Carl E. Walsh, 1998. "U.S. inflation targeting: pro and con," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 29. [Downloadable!]

  31. Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 907-31, November.
    Other versions:

  32. Glenn D. Rudebusch & Lars E. O. Svensson, 1998. "Policy rules for inflation targeting," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
    Other versions:

  33. John P. Judd & Glenn D. Rudebusch, 1998. "Describing Fed behavior," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Dec 25. [Downloadable!]

  34. John P. Judd & Glenn D. Rudebusch, 1998. "Taylor's rule and the Fed, 1970-1997," Economic Review, Federal Reserve Bank of San Francisco, pages 3-16. [Downloadable!]

  35. Glenn D. Rudebusch & Carl E. Walsh, 1998. "Central bank inflation targeting," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 22. [Downloadable!]

  36. Rudebusch, Glenn D, 1998. "Do Measures of Monetary Policy in a VAR Make Sense? A Reply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 943-48, November.

  37. Glenn Rudebusch, 1997. "Interest rates and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 13. [Downloadable!]

  38. Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February. [Downloadable!] (restricted)
    Other versions:

  39. Glenn Rudebusch, 1996. "Is opportunistic monetary policy credible?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Oct 4. [Downloadable!]

  40. Stephen D. Oliner & Glenn D. Rudebusch, 1996. "Is there a broad credit channel for monetary policy?," Economic Review, Federal Reserve Bank of San Francisco, pages 3-13. [Downloadable!]
    Other versions:

  41. Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W, 1996. "Judging Instrument Relevance in Instrumental Variables Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 283-98, May.
    Other versions:

  42. Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel, 1996. "The Lucas critique revisited assessing the stability of empirical Euler equations for investment," Journal of Econometrics, Elsevier, vol. 70(1), pages 291-316, January. [Downloadable!] (restricted)

  43. Oliner, Stephen D & Rudebusch, Glenn D, 1996. "Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment," American Economic Review, American Economic Association, vol. 86(1), pages 300-309, March. [Downloadable!] (restricted)

  44. Rudebusch, Glenn D., 1995. "Federal Reserve interest rate targeting, rational expectations, and the term structure," Journal of Monetary Economics, Elsevier, vol. 35(2), pages 245-274, April. [Downloadable!] (restricted)
    Other versions:

  45. Glenn Rudebusch, 1995. "Federal Reserve policy and the predictability of interest rates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 23. [Downloadable!]

  46. Oliner, Stephen & Rudebusch, Glenn & Sichel, Daniel, 1995. "New and Old Models of Business Investment: A Comparison of Forecasting Performance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 806-26, August. [Downloadable!] (restricted)
    Other versions:

  47. Glenn Rudebusch, 1995. "New estimates of the recent growth in potential output," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 24. [Downloadable!]

  48. Stephen D. Oliner & Glenn D. Rudebusch, 1995. "Is there a bank lending channel for monetary policy?," Economic Review, Federal Reserve Bank of San Francisco, pages 1-20. [Downloadable!]

  49. Glenn Rudebusch, 1995. "What are the lags in monetary policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 3. [Downloadable!]

  50. Rudebusch, Glenn D., 1995. "Erratum," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 679-679, December. [Downloadable!] (restricted)

  51. Rudebusch, Glenn D, 1993. "The Uncertain Unit Root in Real GNP," American Economic Review, American Economic Association, vol. 83(1), pages 264-72, March. [Downloadable!] (restricted)
    Other versions:

  52. Rudebusch, Glenn D, 1992. "Trends and Random Walks in Macroeconomic Time Series: A Re-examination," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 661-80, August. [Downloadable!] (restricted)
    Other versions:

  53. Diebold, Francis X & Rudebusch, Glenn D, 1992. "Have Postwar Economic Fluctuations Been Stabilized?," American Economic Review, American Economic Association, vol. 82(4), pages 993-1005, September. [Downloadable!] (restricted)
    Other versions:

  54. Oliner, Stephen D & Rudebusch, Glenn D, 1992. "Sources of the Financing Hierarchy for Business Investment," The Review of Economics and Statistics, MIT Press, vol. 74(4), pages 643-54, November. [Downloadable!] (restricted)

  55. Diebold, Francis X. & Rudebusch, Glenn D., 1991. "On the power of Dickey-Fuller tests against fractional alternatives," Economics Letters, Elsevier, vol. 35(2), pages 155-160, February. [Downloadable!] (restricted)
    Other versions:

  56. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Shorter recessions and longer expansions," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 13-20.

  57. Diebold, Francis X & Rudebusch, Glenn D, 1991. "Is Consumption Too Smooth? Long Memory and the Deaton Paradox," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 1-9, February. [Downloadable!] (restricted)
    Other versions:

  58. Diebold, Francis X & Rudebusch, Glenn D, 1990. "A Nonparametric Investigation of Duration Dependence in the American Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 596-616, June. [Downloadable!] (restricted)
    Other versions:

  59. Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," Journal of Business, University of Chicago Press, vol. 62(3), pages 369-91, July. [Downloadable!] (restricted)
    Other versions:

  60. Diebold, Francis X. & Rudebusch, Glenn D., 1989. "Long memory and persistence in aggregate output," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 189-209, September. [Downloadable!] (restricted)
    Other versions:

  61. Rudebusch, Glenn D, 1989. "An Empirical Disequilibrium Model of Labor, Consumption, and Investment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 633-54, August. [Downloadable!] (restricted)

  62. Rudebusch, Glenn D., 1988. "Are productivity fluctuations due to real supply shocks?," Economics Letters, Elsevier, vol. 27(4), pages 327-331. [Downloadable!] (restricted)
    Other versions:

  63. Rudebusch, Glenn D, 1986. "Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 468-76, August. [Downloadable!] (restricted)

NEP Fields

36 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2006-11-04 2006-11-25
  2. NEP-BEC: Business Economics (3) 2005-05-23 2005-08-13 2006-05-27
  3. NEP-CBA: Central Banking (11) 2001-10-16 2004-08-02 2005-05-23 2005-11-05 2006-05-27 2006-11-04 2006-11-25 2006-12-16 2007-08-27 2007-11-24 2008-11-11 Author is listed
  4. NEP-CDM: Collective Decision-Making (1) 1998-08-31
  5. NEP-DGE: Dynamic General Equilibrium (3) 2002-04-25 2007-11-24 2008-11-11
  6. NEP-EEC: European Economics (2) 1999-07-28 2001-10-16
  7. NEP-ETS: Econometric Time Series (1) 2004-07-18
  8. NEP-FIN: Finance (4) 2005-02-01 2005-05-23 2005-07-18 2005-11-19
  9. NEP-FMK: Financial Markets (5) 2005-07-18 2005-08-13 2006-05-27 2007-11-24 2008-11-11 Author is listed
  10. NEP-FOR: Forecasting (3) 2006-12-16 2007-08-27 2007-10-13
  11. NEP-IFN: International Finance (2) 1999-10-20 2001-10-16
  12. NEP-MAC: Macroeconomics (21) 2002-04-25 2003-10-28 2003-11-30 2004-03-07 2004-08-02 2005-02-01 2005-02-01 2005-05-23 2005-05-23 2005-05-23 2005-07-18 2005-08-13 2005-11-05 2005-11-19 2006-05-27 2006-11-04 2006-11-25 2007-08-27 2007-09-24 2007-10-13 2007-11-24 Author is listed
  13. NEP-MON: Monetary Economics (24) 1999-06-08 1999-07-28 1999-10-20 2000-07-11 2001-04-02 2001-10-16 2002-04-25 2003-10-28 2003-11-30 2004-02-23 2004-08-02 2005-02-01 2005-02-01 2005-05-23 2005-05-23 2005-07-18 2005-08-13 2005-11-05 2005-11-19 2006-05-27 2006-11-04 2006-11-25 2007-08-27 2008-06-27 Author is listed
  14. NEP-POL: Positive Political Economics (2) 1998-04-27 1998-08-31
  15. NEP-RMG: Risk Management (3) 2003-11-30 2004-03-07 2005-05-23
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This page was last updated on 2008-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.