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Long memory and persistence in aggregate output

Diebold, Francis X.; Rudebusch, Glenn D. - In: Journal of Monetary Economics 24 (1989) 2, pp. 189-209

Persistent link: https://www.econbiz.de/10005131492

Erratum

Rudebusch, Glenn D. - In: Journal of Monetary Economics 36 (1995) 3, pp. 679-679

Persistent link: https://www.econbiz.de/10005131405

Estimating the Euler equation for output

Fuhrer, Jeffrey C.; Rudebusch, Glenn D. - In: Journal of Monetary Economics 51 (2004) 6, pp. 1133-1153

Persistent link: https://www.econbiz.de/10005131587

Examining the bond premium puzzle with a DSGE model

Rudebusch, Glenn D.; Swanson, Eric T. - In: Journal of Monetary Economics 55 (2008) Supplement 1, pp. 111-111

The basic inability of standard theoretical models to generate a sufficiently large and variable nominal bond risk premium has been termed the "bond premium puzzle." We show that the term premium on long-term bonds in the canonical dynamic stochastic general equilibrium (DSGE) model used in...

Persistent link: https://www.econbiz.de/10005180472

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/10005182473

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

Rudebusch, Glenn D. - In: Journal of Monetary Economics 35 (1995) 2, pp. 245-274

Persistent link: https://www.econbiz.de/10005182605

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/10005182767