Glenn D Rudebusch

Measuring Business Cycles: A Modern Perspective

Year: 1994
Journal: Review of Economics and Statistics
Authors: Francis X. Diebold; Glenn D. Rudebusch

Policy Rules for Inflation Targeting

Year: 1998
Journal: No Journal Matched
Authors: Glenn D. Rudebusch; Lars E. O. Svensson

The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach

Year: 2004
Journal: Journal of Econometrics
Authors: Francis X. Diebold; Glenn D. Rudebusch; S. Boragan Aruoba

Modeling Bond Yields in Finance and Macroeconomics

Year: 2005
Journal: American Economic Review
Authors: Francis X. Diebold; Monika Piazzesi; Glenn D. Rudebusch

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

Year: 2006
Journal: No Journal Matched
Authors: Glenn D. Rudebusch; John C. Williams

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

Year: 2007
Journal: Journal of Econometrics
Authors: Jens H. E. Christensen; Francis X. Diebold; Glenn D. Rudebusch

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model

Year: 2008
Journal: Econometrics Journal
Authors: Jens He Christensen; Francis X Diebold; Glenn D Rudebusch

Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections

Year: 2020
Journal: Journal of Econometrics
Authors: Francis X. Diebold; Glenn D. Rudebusch

When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume

Year: 2022
Journal: Journal of Econometrics
Authors: Francis X. Diebold; Glenn D. Rudebusch; Maximilian Göbel; Philippe Goulet-Coulombe; Boyuan Zhang