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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
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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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The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment
Oliner, Stephen D.; Rudebusch, Glenn D.; Sichel, Daniel - In: Journal of econometrics 70 (1996) 1, pp. 291
Persistent link: https://www.econbiz.de/10006794806
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The affine arbitrage-free class of Nelson–Siegel term structure models
Christensen, Jens H.E.; Diebold, Francis X.; Rudebusch, … - In: Journal of econometrics 164 (2011) 1, pp. 4-21
Persistent link: https://www.econbiz.de/10009178486
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The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.; Rudebusch, Glenn D.; Boragˇan … - In: Journal of econometrics 131 (2006) 1, pp. 309-338
Persistent link: https://www.econbiz.de/10006747790
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Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller; Christensen, Jens H. E.; … - In: Journal of econometrics 212 (2019) 1, pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
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When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.; Rudebusch, Glenn D.; Göbel, Maximilian - In: Journal of econometrics 236 (2023) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
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Probability assessments of an ice-free Arctic : comparing statistical and climate model projections
Diebold, Francis X.; Rudebusch, Glenn D. - In: Journal of econometrics 231 (2022) 2, pp. 520-534
Persistent link: https://www.econbiz.de/10013464918