Working Papers by Glenn Rudebusch

Paper Number Author Title
20-001 Francis X. Diebold, Glenn Rudebusch Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
20-012 Francis X. Diebold, Maximilian Gobel, Philippe Goulet Coulombe, Glenn Rudebusch, Boyuan Zhang Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
19-012 Francis X. Diebold, Glenn Rudebusch On the Evolution of U.S. Temperature Dynamics
08-030 Jens Christensen, Francis X. Diebold, Glenn Rudebusch An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
07-029 Jens Christensen, Francis X. Diebold, Glenn Rudebusch The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
05-008 Francis X. Diebold, Monika Piazzesi, Glenn Rudebusch Modeling Bond Yields in Finance and Macroeconomics
03-024 S. Boragan Aruoba, Francis X. Diebold, Glenn Rudebusch The Macroeconomy and the Yield Curve: A Nonstructural Analysis