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Glenn Rudebusch

Global rank #439 99%

Institution: Brookings Institution

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://glennrudebusch.com/

First Publication: 1986

Most Recent: 2025

RePEc ID: pru10 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.82 1.07 0.00 8.71
Last 10 Years 1.01 5.50 3.75 0.00 18.77
All Time 7.37 27.28 10.12 0.00 95.68

Publication Statistics

Raw Publications 46
Coauthorship-Adjusted Count 48.00

Publications (46)

Year Article Journal Tier Authors
2025 Green stocks and monetary policy shocks: Evidence from Europe European Economic Review B 3
2024 Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume Journal of Econometrics A 5
2023 The Rising Cost of Climate Change: Evidence from the Bond Market Review of Economics and Statistics A 2
2023 When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume Journal of Econometrics A 5
2023 Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions Energy Economics A 2
2022 Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections Journal of Econometrics A 2
2021 Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach International Journal of Forecasting B 5
2020 Interest Rates under Falling Stars American Economic Review S 2
2019 Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices Journal of Econometrics A 3
2019 A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt Review of Economics and Statistics A 2
2017 Resolving the Spanning Puzzle in Macro-Finance Term Structure Models Review of Finance B 2
2016 Monetary Policy Expectations at the Zero Lower Bound Journal of Money, Credit, and Banking B 2
2016 Pricing Deflation Risk with US Treasury Yields Review of Finance B 3
2015 A probability-based stress test of Federal Reserve assets and income Journal of Monetary Economics A 3
2014 Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment American Economic Review S 3
2014 The Signaling Channel for Federal Reserve Bond Purchases International Journal of Central Banking B 2
2014 Do Central Bank Liquidity Facilities Affect Interbank Lending Rates? Journal of Business & Economic Statistics A 3
2012 Correcting Estimation Bias in Dynamic Term Structure Models Journal of Business & Economic Statistics A 3
2012 Extracting Deflation Probability Forecasts from Treasury Yields International Journal of Central Banking B 3
2012 The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks American Economic Journal: Macroeconomics A 2
2011 The affine arbitrage-free class of Nelson-Siegel term structure models Journal of Econometrics A 3
2010 Inflation Expectations and Risk Premiums in an Arbitrage‐Free Model of Nominal and Real Bond Yields Journal of Money, Credit, and Banking B 3
2008 Examining the bond premium puzzle with a DSGE model Journal of Monetary Economics A 2
2007 Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models Journal of Money, Credit, and Banking B 2
2006 The macroeconomy and the yield curve: a dynamic latent factor approach Journal of Econometrics A 3
2006 Monetary Policy Inertia: Fact or Fiction? International Journal of Central Banking B 1
2005 Modeling Bond Yields in Finance and Macroeconomics American Economic Review S 3
2005 Using a long-term interest rate as the monetary policy instrument Journal of Monetary Economics A 3
2004 Estimating the Euler equation for output Journal of Monetary Economics A 2
2002 Eurosystem monetary targeting: Lessons from U.S. data European Economic Review B 2
2002 Term structure evidence on interest rate smoothing and monetary policy inertia Journal of Monetary Economics A 1
2001 Is The Fed Too Timid? Monetary Policy In An Uncertain World Review of Economics and Statistics A 1
1996 Measuring Business Cycles: A Modern Perspective. Review of Economics and Statistics A 2
1996 Monetary Policy and Credit Conditions: Evidence from the Composition of External Finance: Comment. American Economic Review S 2
1996 The Lucas critique revisited assessing the stability of empirical Euler equations for investment Journal of Econometrics A 3
1995 Federal Reserve interest rate targeting, rational expectations, and the term structure Journal of Monetary Economics A 1
1995 Erratum Journal of Monetary Economics A 1
1993 The Uncertain Unit Root in Real GNP. American Economic Review S 1
1992 Have Postwar Economic Fluctuations Been Stabilized? American Economic Review S 2
1992 Sources of the Financing Hierarchy for Business Investment. Review of Economics and Statistics A 2
1991 On the power of Dickey-Fuller tests against fractional alternatives Economics Letters C 2
1991 Is Consumption Too Smooth? Long Memory and the Deaton Paradox. Review of Economics and Statistics A 2
1990 A Nonparametric Investigation of Duration Dependence in the American Business Cycle. Journal of Political Economy S 2
1989 Long memory and persistence in aggregate output Journal of Monetary Economics A 2
1988 Are productivity fluctuations due to real supply shocks? Economics Letters C 1
1986 Testing for Labor Market Equilibrium with an Exact Excess Demand Disequilibrium Model. Review of Economics and Statistics A 1