← All authors Glenn D. Rudebusch Federal Reserve Bank of San Francisco (from arXiv:2003.14276, 2020) · ORCID · OpenAlex
106 papers in scope · 105 published · 4 on the econ.EM arXiv · 13,214 citations · h-index 49 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
B. Cooper Boniece Lajos Horváth Lorenzo Trapani Gaétan de Rassenfosse Atin Aboutorabi Maximilian Göbel Alessandro Casini Fabrizio Ghezzi Eduardo Rossi Philippe Goulet Coulombe Pierre Perrón Shixuan Wang Francis X. Diebold Idris A. Eckley Luke M. Mosley Alex Gibberd Anton Skrobotov Maximilian Goebel Taosong Deng Boyuan Zhang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 106)
Why the Fed and ECB parted ways on climate change: The politics of divergence in the global central banking community
published 2025 · The British Journal of Politics and International Relations
with Monica DiLeo, Jens van ’t Klooster
Green stocks and monetary policy shocks: Evidence from Europe
published 2025 · European Economic Review · 5 citations · first circulated 2024
with Michael D. Bauer, Eric Offner
Accounting for Changes in Long-Term Interest Rates: Evidence from Canada
published 2025 · Journal of Financial Econometrics · 8 citations · first circulated 2020
with Jens H. E. Christensen, Patrick Shultz
Climate policy curves highlight key mitigation choices
published 2024 · Climate Policy · 1 citations
with Martin Hänsel, Michael D. Bauer, Moritz A. Drupp, Gernot Wagner
published 2023 · Energy Economics · 10 citations
published 2023 · Journal of Econometrics · 24 citations · first circulated 2022
US benefit-cost analysis requires revision
published 2023 · Science · 4 citations
with Peter H. Howard, Max Sarinsky, Michael D. Bauer, Caroline Cecot, Maureen Cropper, Moritz A. Drupp, Mark Freeman, Kenneth Gillingham, Christian Gollier, Ben Groom, Qingran Li, Michael A. Livermore, …
Where is the carbon premium? Global performance of green and brown stocks
published 2022 · Journal of Climate Finance · 101 citations
with Michael D. Bauer, Daniel Huber, Ole Wilms
The Rising Cost of Climate Change: Evidence from the Bond Market
published 2021 · The Review of Economics and Statistics · 44 citations · first circulated 2020
with Michael D. Bauer
Climate Change Is a Source of Financial Risk
published 2021 · FRB SF weekly letter · 39 citations
no link
published 2021 · Journal of Econometrics · 38 citations · first circulated 2019
Climate Change Costs Rise as Interest Rates Fall
published 2021 · FRB SF weekly letter
with Michael D. Bauer
no link
published 2020 · International Journal of Forecasting · 14 citations
Interest Rates under Falling Stars
published 2020 · American Economic Review · 193 citations · first circulated 2017
with Michael D. Bauer
The Economics of Climate Change: A First Fed Conference
published 2019 · FRB SF weekly letter · 2 citations
no link
Climate Change and the Federal Reserve
published 2019 · FRB SF weekly letter · 36 citations
no link
Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices
published 2019 · Journal of Econometrics · 56 citations · first circulated 2017
with Martin Møller Andreasen, Jens H. E. Christensen
A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt
published 2019 · The Review of Economics and Statistics · 103 citations · first circulated 2017
with Jens H. E. Christensen
A Review of the Fed’s Unconventional Monetary Policy
published 2018 · FRB SF weekly letter · 33 citations
no link
New Evidence for a Lower New Normal in Interest Rates
published 2017 · FRB SF weekly letter · 3 citations
with Jens H. E. Christensen
no link
Resolving the Spanning Puzzle in Macro-Finance Term Structure Models
published 2016 · European Finance Review · 85 citations · first circulated 2015
with Michael D. Bauer
Monetary Policy Expectations at the Zero Lower Bound
published 2016 · Journal of money credit and banking · 177 citations · first circulated 2013
with Michael D. Bauer
Will the economic recovery die of old age
published 2016 · FRB SF weekly letter · 5 citations
no link
Has the Fed Fallen behind the Curve This Year
published 2016 · FRB SF weekly letter · 5 citations
with Fernanda Nechio
no link
Why Are Long-Term Interest Rates So Low?
published 2016 · FRB SF weekly letter · 4 citations
with Michael D. Bauer
no link
Pricing Deflation Risk with US Treasury Yields
published 2015 · European Finance Review · 29 citations · first circulated 2011
with Jens H. E. Christensen, Jose A. Lopez
A wedge in the dual mandate: Monetary policy and long-term unemployment
published 2015 · Journal of Macroeconomics · 23 citations · first circulated 2014
with John C. Williams
A probability-based stress test of Federal Reserve assets and income
published 2015 · Journal of Monetary Economics · 70 citations · first circulated 2013
with Jens H. E. Christensen, Jose A. Lopez
Optimal Policy and Market-Based Expectations
published 2015 · FRB SF weekly letter · 9 citations
with Michael D. Bauer
no link
The puzzle of weak first-quarter GDP growth
published 2015 · FRB SF weekly letter · 9 citations
with Daniel J. Wilson, Tim Mahedy
no link
Residual seasonality and monetary policy
published 2015 · FRB SF weekly letter · 3 citations
with Daniel J. Wilson, Benjamin Pyle
no link
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields
published 2014 · Journal of Financial Econometrics · 173 citations · first circulated 2013
with Jesper Heile Christensen, Jens H. E. Christensen
Does slower growth imply lower interest rates
published 2014 · FRB SF weekly letter · 11 citations
with Sylvain Leduc
no link
Stress testing the Fed
published 2014 · FRB SF weekly letter · 2 citations
with Jens H. E. Christensen, Jose A. Lopez
no link
Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment
published 2013 · American Economic Review · 132 citations
with Michael D. Bauer, Jing Cynthia Wu
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?
published 2013 · Journal of Business and Economic Statistics · 106 citations · first circulated 2009
with Jens H. E. Christensen, Jose A. Lopez
Expectations for monetary policy liftoff
published 2013 · FRB SF weekly letter · 8 citations
with Michael D. Bauer
no link
The Response of Interest Rates to US and UK Quantitative Easing
published 2012 · The Economic Journal · 330 citations
with Jens H. E. Christensen
Correcting Estimation Bias in Dynamic Term Structure Models
published 2012 · Journal of Business and Economic Statistics · 242 citations
with Michael D. Bauer, Jing Cynthia Wu, Cynthia Wu
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
published 2012 · Economics Books · 95 citations
The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks
published 2012 · American Economic Journal Macroeconomics · 313 citations · first circulated 2008
with Eric T. Swanson
The affine arbitrage-free class of Nelson–Siegel term structure models
published 2011 · Journal of Econometrics · 438 citations · first circulated 2007
The Fed's Interest Rate Risk
published 2011 · FRB SF weekly letter · 14 citations
no link
Signals from unconventional monetary policy
published 2011 · FRB SF weekly letter · 11 citations
with Michael D. Bauer
no link
Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields
published 2010 · Journal of money credit and banking · 264 citations
with Jens H. E. Christensen, Jose A. Lopez
MACRO‐FINANCE MODELS OF INTEREST RATES AND THE ECONOMY
published 2010 · Manchester School · 68 citations
The Fed's exit strategy for monetary policy
published 2010 · FRB SF weekly letter · 37 citations
no link
Inflation: mind the gap
published 2010 · FRB SF weekly letter · 16 citations
with Zheng Liu
no link
An arbitrage‐free generalized Nelson–Siegel term structure model
published 2009 · Econometrics Journal · 160 citations · first circulated 2008
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve
published 2009 · Journal of Business and Economic Statistics · 303 citations · first circulated 2007
with John C. Williams
The Fed's monetary policy response to the current crisis
published 2009 · FRB SF weekly letter · 90 citations
no link
Disagreement about the Inflation Outlook
published 2009 · FRB SF weekly letter · 13 citations
with Sylvain Leduc, Justin Weidner
no link
Examining the bond premium puzzle with a DSGE model
published 2008 · Journal of Monetary Economics · 153 citations
with Eric T. Swanson
A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy
published 2008 · The Economic Journal · 577 citations · first circulated 2003
with Tao Wu
Publishing central bank interest rate forecasts
published 2008 · FRB SF weekly letter · 14 citations
no link
Publishing FOMC economic forecasts
published 2008 · FRB SF weekly letter · 2 citations
no link
Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models
published 2007 · Journal of money credit and banking · 148 citations · first circulated 2005
with Tao Wu
Monetary policy inertia and recent Fed actions
published 2007 · FRB SF weekly letter · 17 citations
no link
Comment and Discussion
published 2007 · Brookings Papers on Economic Activity · 3 citations
Using a long-term interest rate as the monetary policy instrument
published 2005 · Journal of Monetary Economics · 53 citations · first circulated 2004
with Bruce McGough, John C. Williams
Modeling Bond Yields in Finance and Macroeconomics
published 2005 · American Economic Review · 244 citations
The macroeconomy and the yield curve: a dynamic latent factor approach
published 2005 · Journal of Econometrics · 989 citations · first circulated 2004
Assessing the Lucas Critique in Monetary Policy Models
published 2005 · Journal of money credit and banking · 135 citations · first circulated 2002
Monetary policy and asset price bubbles
published 2005 · FRB SF weekly letter · 29 citations
no link
The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective
published 2005 · Computing in Economics and Finance · 26 citations · first circulated 2004
with Tao Wu
Estimating the Euler equation for output
published 2004 · Journal of Monetary Economics · 172 citations · first circulated 2002
with Jeffrey C. Fuhrer
Finance and macroeconomics
published 2003 · FRB SF weekly letter · 3 citations
with Richard Dennis
no link
Term structure evidence on interest rate smoothing and monetary policy inertia
published 2002 · Journal of Monetary Economics · 798 citations · first circulated 2001
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
published 2002 · The Economic Journal · 376 citations · first circulated 2000
Eurosystem monetary targeting: Lessons from U.S. data
published 2002 · European Economic Review · 169 citations · first circulated 1999
with Lars E.O. Svensson
Macroeconomic models for monetary policy
published 2002 · FRB SF weekly letter · 6 citations
with Tao Wu
no link
Is the Fed Too Timid? Monetary Policy in an Uncertain World
published 2001 · The Review of Economics and Statistics · 391 citations · first circulated 1999
Five questions about business cycles
published 2001 · Econometric Reviews · 19 citations
no link
Asset prices, exchange rates, and monetary policy
published 2001 · FRB SF weekly letter · 8 citations
no link
Has a recession already started
published 2001 · FRB SF weekly letter · 6 citations
no link
How sluggish is the Fed
published 2001 · FRB SF weekly letter
no link
Opportunistic and Deliberate Disinflation under Imperfect Credibility
published 2000 · Journal of money credit and banking · 131 citations · first circulated 1998
with Antúlio N. Bomfim
How fast can the new economy grow
published 2000 · FRB SF weekly letter · 10 citations
no link
Structural change and monetary policy
published 2000 · FRB SF weekly letter · 2 citations
no link
Monetary policy and monetary institutions
published 1999 · FRB SF weekly letter · 1 citations
no link
How did the economy surprise us in 1998
published 1999 · FRB SF weekly letter
no link
Do Measures of Monetary Policy in a Var Make Sense?
published 1998 · International Economic Review · 642 citations
with D. Rudebusch
Do Measures of Monetary Policy in a Var Make Sense? A Reply to Christopher A. Sims
published 1998 · International Economic Review · 62 citations
Judging Instrument Relevance in Instrumental Variables Estimation
published 1996 · International Economic Review · 341 citations · first circulated 1994
with Alastair R. Hall, David Wilcox
Measuring Business Cycles: A Modern Perspective
published 1996 · The Review of Economics and Statistics · 343 citations · first circulated 1994
The Lucas critique revisited assessing the stability of empirical Euler equations for investment
published 1996 · Journal of Econometrics · 59 citations · first circulated 1992
with Stephen D. Oliner, Daniel E. Sichel
Is opportunistic monetary policy credible
published 1996 · FRB SF weekly letter · 9 citations
no link
Erratum
published 1995 · Journal of Monetary Economics · 11 citations
New Estimates of the Recent Growth in Potential Output
published 1995 · FRB SF weekly letter · 1 citations
no link
New and Old Models of Business Investment: A Comparison of Forecasting Performance
published 1995 · Journal of money credit and banking · 160 citations
with Stephen D. Oliner, Daniel E. Sichel
Federal Reserve Policy and the Predictability of Interest Rates
published 1995 · FRB SF weekly letter
no link
Federal Reserve interest rate targeting, rational expectations, and the term structure
published 1995 · Journal of Monetary Economics · 388 citations
Is there a bank lending channel for monetary policy
published 1995 · Econometric Reviews · 134 citations
with Stephen D. Oliner
no link
Sources of the Financing Hierarchy for Business Investment
published 1992 · The Review of Economics and Statistics · 313 citations
with Stephen D. Oliner
Trends and Random Walks in Macroeconomic Time Series: A Re-Examination
published 1992 · International Economic Review · 154 citations
Forecasting Output with the Composite Leading Index: A Real-Time Analysis
published 1991 · Journal of the American Statistical Association · 356 citations
On the power of Dickey-Fuller tests against fractional alternatives
published 1991 · Economics Letters · 515 citations
Is Consumption Too Smooth? Long Memory and the Deaton Paradox
published 1991 · The Review of Economics and Statistics · 127 citations
A Nonparametric Investigation of Duration Dependence in the American Business Cycle
published 1990 · Journal of Political Economy · 232 citations
Long memory and persistence in aggregate output
published 1989 · Journal of Monetary Economics · 552 citations
An Empirical Disequilibrium Model of Labor, Consumption, and Investment
published 1989 · International Economic Review · 4 citations · first circulated 1987
Scoring the Leading Indicators
published 1989 · The Journal of Business · 358 citations
Are productivity fluctuations due to real supply shocks?
published 1988 · Economics Letters · 1 citations · first circulated 1987
Does the business cycle have duration memory
published 1987 · Special Studies Papers · 1 citations
no link
Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model
published 1986 · The Review of Economics and Statistics · 10 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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