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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Forecasting the term structure of government bond yields
Diebold, Francis X.; Li, Canlin - In: Journal of econometrics 130 (2006) 2, pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
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The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - In: Journal of econometrics 131 (2006) 1/2, pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
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Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
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On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong - In: Journal of econometrics 62 (1994) 2, pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - In: Journal of econometrics 201 (2017) 2, pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.; Diebold, Francis X.; … - In: Journal of econometrics 164 (2011) 1, pp. 4-20
Persistent link: https://www.econbiz.de/10009270418