NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Glenn Rudebusch

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

November 2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
with Jens H.E. Christensen, Francis X. Diebold: w14463
September 2008Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
with John C. Williams
in Asset Prices and Monetary Policy, John Y. Campbell, editor
November 2007The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models
with Jens H. E. Christensen, Francis X. Diebold: w13611
October 2006Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections
with John C. Williams: w12638
January 2005Modeling Bond Yields in Finance and Macroeconomics
with Francis X. Diebold, Monika Piazzesi: w11089
July 2004The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach
with Francis X. Diebold, S. Boragan Aruoba: w10616
June 1999Eurosystem Monetary Targeting: Lessons from U.S. Data
with Lars E.O. Svensson: w7179
January 1999Policy Rules for Inflation Targeting
with Lars E.O. Svensson
in Monetary Policy Rules, John B. Taylor, editor
April 1998Policy Rules for Inflation Targeting
with Lars E. O. Svensson: w6512
February 1994Measuring Business Cycles: A Modern Perspective
with Francis X. Diebold: w4643
January 1993Further Evidence on Business-Cycle Duration Dependence
with Francis X. Diebold, Daniel Sichel
in Business Cycles, Indicators and Forecasting, James H. Stock and Mark W. Watson, editors

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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