NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Glenn Rudebusch

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Working Papers

November 2008An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
with Jens H.E. Christensen, Francis X. Diebold: w14463
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
April 1998Policy Rules for Inflation Targeting
with Lars E. O. Svensson: w6512
February 1994Measuring Business Cycles: A Modern Perspective
with Francis X. Diebold: w4643

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

 
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