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Real-Time Real Economic Activity : Exiting the Great Recession and Entering the Pandemic Recession

Diebold, Francis X. - 2020

path as of this writing (late June) indicates a return to growth in May. The trajectory of the nascent recovery, however …

Persistent link: https://www.econbiz.de/10014095638

Real-time real economic activity : exiting the Great Recession and entering the pandemic recession

Diebold, Francis X. - 2020 - This version June 26, 2020

Persistent link: https://www.econbiz.de/10012299187

Real-Time Real Economic Activity : Exiting the Great Recession and Entering the Pandemic Recession

Diebold, Francis X. - 2020

path as of this writing (late June) indicates a return to growth in May. The trajectory of the nascent recovery, however …

Persistent link: https://www.econbiz.de/10012826653

A new test for market efficiency and uncovered interest parity

Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - In: Journal of international money and finance 130 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248790

A New Test for Market Efficiency and Uncovered Interest Parity

Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - National Bureau of Economic Research - 2022

We suggest a new single-equation test for Uncovered Interest Parity (UIP) based on a dynamic regression approach. The method provides consistent and asymptotically efficient parameter estimates, and is not dependent on assumptions of strict exogeneity. This new approach is asymptotically more...

Persistent link: https://www.econbiz.de/10013462687