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The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. Boragan - Center for Financial Studies - 2003

We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy). Our goal is to provide a characterization of the dynamic interactions between...

Persistent link: https://www.econbiz.de/10010958662

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. Boragan - Center for Financial Studies - 2003

Persistent link: https://www.econbiz.de/10005120771

A probability-based stress test of Federal Reserve assets and income

Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Journal of monetary economics 73 (2015), pp. 26-43

Persistent link: https://www.econbiz.de/10011381692

Comment on: "A probability-based stress test of Federal Reserve assets and income"

Archer, David J. - In: Journal of monetary economics 73 (2015), pp. 44-47

Persistent link: https://www.econbiz.de/10011381697

Term structure evidence on interest rate smoothing and monetary policy inertia

Rudebusch, Glenn D. - In: Journal of monetary economics 49 (2002) 6, pp. 1161-1187

Persistent link: https://www.econbiz.de/10001700850

Using a long-term interest rate as the monetary policy instrument

McGough, Bruce; Rudebusch, Glenn D.; Williams, John C. - In: Journal of monetary economics 52 (2005) 5, pp. 855-879

Persistent link: https://www.econbiz.de/10003174341

Comment on: "Using a long-term interest rate as the monetary policy instrument

Woodford, Micheal - In: Journal of monetary economics 52 (2005) 5, pp. 881-887

Persistent link: https://www.econbiz.de/10003174346