Similar Search Results - EconBiz

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - 2003

We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy). Our goal is to provide a characterization of the dynamic interactions between...

Persistent link: https://www.econbiz.de/10009764768

The Macroeconomy and the Yield Curve : A Nonstructural Analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - 2003

We estimate a model with latent factors that summarize the yield curve (namely, level, slope, and curvature) as well as observable macroeconomic variables (real activity, inflation, and the stance of monetary policy). Our goal is to provide a characterization of the dynamic interactions between...

Persistent link: https://www.econbiz.de/10014074794

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X.; Rudebusch, Glenn D.; Aruoba, S. … - 2003

Persistent link: https://www.econbiz.de/10001846832

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868248

The macroeconomy and the yield curve : a nonstructural analysis

Diebold, Francis X. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899608

Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange

Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - In: The review of economics and statistics 81 (1999) 4, pp. 661-673

Persistent link: https://www.econbiz.de/10001437391

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. A. - 1999

Persistent link: https://www.econbiz.de/10001426216

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. A. - 1998

Persistent link: https://www.econbiz.de/10000998139

Endogenous risk in a portfolio-balance rational-expectations model of the deutschemark-dollar rate

Diebold, Francis X. - In: European economic review : EER 32 (1988) 1, pp. 27-53

Persistent link: https://www.econbiz.de/10001036445

Modeling and forecasting realized volatility

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625

Persistent link: https://www.econbiz.de/10001750369

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