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MEASURING PREDICTABILITY: THEORY AND MACROECONOMIC APPLICATIONS

Diebold, Francis X.; Kilian, Lutz - 1997

Persistent link: https://www.econbiz.de/10005980289

EVALUATING DENSITY FORECASTS Technical Working Paper 215

Diebold, Francis X.; Gunther, Todd A.; Tav, Anthony S. - 1997

Persistent link: https://www.econbiz.de/10005980474

EXACT MAXIMUM LIKELIHOOD ESTIMATION OF OBSERVATION-DRIVEN ECONOMETRIC MODELS - Technical Working Paper 194

Diebold, Francis X.; Schuermann, Til - 1996

Persistent link: https://www.econbiz.de/10005987624

FORECAST EVALUATION AND COMBINATION

Diebold, Francis X.; Lopez, Jose A. - 1996

Persistent link: https://www.econbiz.de/10005987849

COINTEGRATION AND LONG-HORIZON FORECASTING Technical Working Paper 217

Christoffersen, Peter F.; Diebold, Francis X. - 1996

Persistent link: https://www.econbiz.de/10005989698

A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration

Diebold, Francis X.; Ji, Lei; Li, Canlin - In: Long-run Growth and Short-run Stabilization

There is much confusion in the economics literature on wage determination and the employmentâ€“inflation trade-off. Few model builders pay as much careful attention to the definition and meaning of long-run concepts as did Albert Ando. Expanding on years of painstaking work by Ando, the...

Persistent link: https://www.econbiz.de/10011169081

Applications and Case Studies - The Distribution of Realized Exchange Rate Volatility

Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - In: Journal of the American Statistical Association : JASA 96 (2001) 453, pp. 42-55

Persistent link: https://www.econbiz.de/10006621332

Range-Based Estimation of Stochastic Volatility Models

Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1092

Persistent link: https://www.econbiz.de/10006559609

On Cointegration and Exchange Rate Dynamics

Diebold, Francis X.; Gardeazabal, Javier; Yilmaz, Kamil - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-736

Persistent link: https://www.econbiz.de/10006600358

Applications and Case Studies - Weather Forecasting for Weather Derivatives

Campbell, Sean D.; Diebold, Francis X. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 6-16

Persistent link: https://www.econbiz.de/10006607882