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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Evaluating density forecasts of inflation : the survey of professional forecasters
Diebold, Francis X.; Tay, Anthony S. A.; Wallis, … - 1997
Persistent link: https://www.econbiz.de/10000642829
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Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
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The past, present, and future of macroeconomic forecasting
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000648504
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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - 2016
Persistent link: https://www.econbiz.de/10011545886
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Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.; Shin, Minchul - 2016
Persistent link: https://www.econbiz.de/10011538857
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Real-time measurement of business conditions
Aruoba, S. Borağan; Diebold, Francis X.; Scotti, Chiara - 2008
Persistent link: https://www.econbiz.de/10003761106
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2005
Persistent link: https://www.econbiz.de/10003217674
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10001806479
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Unit root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001365329