Glenn D. Rudebusch

Available identifiers

Publication	Date of Publication	Type
Correcting Estimation Bias in Dynamic Term Structure Models	2025-01-20	Paper
Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?	2025-01-20	Paper
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume	2024-03-06	Paper
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume	2023-09-28	Paper
Probability assessments of an ice-free Arctic: comparing statistical and climate model projections	2022-12-14	Paper
Term structure analysis with big data: one-step estimation using bond prices	2019-09-02	Paper
Resolving the spanning puzzle in macro-finance term structure models	2018-11-20	Paper
Pricing deflation risk with US treasury yields	2018-11-20	Paper
The affine arbitrage-free class of Nelson-Siegel term structure models	2016-08-12	Paper
The macroeconomy and the yield curve: a dynamic latent factor approach	2016-06-10	Paper
Yield curve modeling and forecasting. The dynamic Nelson-Siegel approach	2013-01-28	Paper
An arbitrage‐free generalized Nelson–Siegel term structure model	2009-12-22	Paper
Judging Instrument Relevance in Instrumental Variables Estimation	1997-01-09	Paper
The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment	1996-04-08	Paper
Trends and Random Walks in Macroeconomic Time Series: A Re-Examination	1993-01-16	Paper

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