Glenn D. Rudebusch

MaRDI QIDQ292021zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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