Francis X. Diebold
1959
Books
- The known, the unknown, and the unknowable
- The known, the unknown, and the unknowable in financial risk management
- Elements of Forecasting with Economic Applications Card and InfoTrac College Edition
- Evaluating density forecasts of inflation
- On the correlation structure of microstructure noise
- Yield curve modeling and forecasting
- A nonparametric investigation of duration dependence in the American business cycle
- Deterministic vs. stochastic trend in U.S. GNP, yet again
- Elements of Forecasting (with InfoTrac 1-Semester, Economic Applications Online Product, Data Sets Printed Access Card)
- Measuring financial asset return and volatility spillovers, with application to global equity markets
- The Nobel Memorial Prize for Robert F. Engle
- The use of prior information in forecast combination
- Elements of forecasting
- On the network topology of variance decompositions
- On the correlation structure of microstructure noise
- Empirical modeling of exchange rate dynamics
- Forecasting the term structure of government bond yields
- The macroeconomy and the yield curve
- On the network topology of variance decompositions
- Global yield curve dynamics and interactions
- Measuring business cycles
- Real-time multivariate density forecast evaluation and calibration
- Job stability in the United States
- Yield curve modeling and forecasting
- Business cycles
- Elementos de Pronosticos
- Measuring predictability
- Unit root tests are useful for selecting forecasting models
- Modeling bond yields in finance and macroeconomics
Author data: Open Library