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Economics and Finance

D-Index
80
Citations
34457
World Ranking
273
National Ranking
199

Overview

Glenn D. Rudebusch is affiliated with the Brookings Institution in the United States. Their research spans several interdisciplinary fields and has contributed to a range of topics in economics, finance, and earth sciences.

Their main fields of study include Economics, Econometrics and Finance with 44 publications, and Earth and Planetary Sciences with 24 publications. Rudebusch's subfields cover Economics and Econometrics, Atmospheric Science, Finance, Global and Planetary Change, and General Economics, Econometrics and Finance.

The key topics in their work address a variety of issues, prominently featuring Arctic and Antarctic ice dynamics, Climate Change Policy and Economics, Climate change and permafrost, Market Dynamics and Volatility, Monetary Policy and Economic Impact, Climate variability and models, and Sustainable Finance and Green Bonds.

Frequent co-authors collaborating with Rudebusch include Francis X. Diebold, Michael D. Bauer, Philippe Goulet Coulombe, Boyuan Zhang, and Maximilian Göbel.

Rudebusch has published multiple papers in well-regarded venues. Notable papers include:

  • Interest Rates under Falling Stars, 2020, American Economic Review
  • The Rising Cost of Climate Change: Evidence from the Bond Market, 2021, The Review of Economics and Statistics
  • Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections, 2021, Journal of Econometrics
  • Where is the Carbon Premium? Global Performance of Green and Brown Stocks, 2023, SSRN Electronic Journal
  • When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume, 2023, Journal of Econometrics

The most frequent publication venues for Rudebusch's work include SSRN Electronic Journal, Federal Reserve Bank of San Francisco, Working Paper Series, Journal of Econometrics, arXiv (Cornell University), and American Economic Review.

Rudebusch has also contributed to academic literature through a book titled Business Cycles, published by Princeton University Press in 2020.

Best Publications

  • Policy Rules for Inflation Targeting

    Glenn D. Rudebusch;Lars E. O. Svensson

  • The macroeconomy and the yield curve: a dynamic latent factor approach

    Francis X. Diebold;Glenn D. Rudebusch;S. Boragˇan Aruoba

  • MEASURING BUSINESS CYCLES: A MODERN PERSPECTIVE

    Francis X. Diebold;Glenn D. Rudebusch

  • Term structure evidence on interest rate smoothing and monetary policy inertia

    Glenn D. Rudebusch

  • A macro-finance model of the term structure, monetary policy, and the economy

    Glenn D. Rudebusch;Tao Wu

  • Taylor's rule and the Fed, 1970-1997

    John P. Judd;Glenn D. Rudebusch

  • A MACRO-FINANCE MODEL OF THE TERM STRUCTURE, MONETARY POLICY AND THE ECONOMY*

    Glenn D. Rudebusch;Tao Wu

  • DO MEASURES OF MONETARY POLICY IN A VAR MAKE SENSE

    Glenn D. Rudebusch

  • Federal Reserve interest rate targeting, rational expectations, and the term structure

    Glenn D. Rudebusch

  • Long memory and persistence in aggregate output

    Francis X. Diebold;Glenn D. Rudebusch

  • The Signaling Channel for Federal Reserve Bond Purchases

    Michael D. Bauer;Glenn D. Rudebusch

  • Measuring Business Cycles: A Modern Perspective

    Francis Diebold;Glenn Rudebusch

  • The affine arbitrage-free class of Nelson-Siegel term structure models

    Jens H. E. Christensen;Francis X. Diebold;Glenn D. Rudebusch

  • Monetary Policy Inertia: Fact or Fiction?

    Glenn D. Rudebusch

  • On the power of Dickey-Fuller tests against fractional alternatives

    Francis X. Diebold;Glenn D. Rudebusch

  • The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks

    Glenn D. Rudebusch;Eric T. Swanson

  • ASSESSING NOMINAL INCOME RULES FOR MONETARY POLICY WITH MODEL AND DATA UNCERTAINTY

    Glenn D. Rudebusch

  • Scoring the Leading Indicators

    Francis X. Diebold;Glenn D. Rudebusch

  • The Response of Interest Rates to US and UK Quantitative Easing

    Jens H. E. Christensen;Glenn D. Rudebusch

  • Is the Fed Too Timid? Monetary Policy in an Uncertain World

    Glenn D. Rudebusch

  • Sources of the Financing Hierarchy for Business Investment

    Stephen D. Oliner;Glenn D. Rudebusch

  • Judging Instrument Relevance in Instrumental Variables Estimation

    Alastair R. Hall;Alastair R. Hall;Glenn D. Rudebusch;David W. Wilcox

Frequent Co-Authors

Francis X. Diebold
Francis X. Diebold University of Pennsylvania
Eric T. Swanson
Eric T. Swanson University of California, Irvine
Daniel E. Sichel
Daniel E. Sichel Wellesley College
John C. Williams
John C. Williams Federal Reserve Bank of New York
Monika Piazzesi
Monika Piazzesi Stanford University
Lars E.O. Svensson
Lars E.O. Svensson Stockholm School of Economics
Brian P. Sack
Brian P. Sack D. E. Shaw group
S. Boragan Aruoba
S. Boragan Aruoba University of Maryland, College Park
Òscar Jordà
Òscar Jordà Federal Reserve Bank of San Francisco
Carl E. Walsh
Carl E. Walsh University of California, Santa Cruz

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