Frank Diebold's paper with K. Yilmaz, On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms, Journal of Econometrics, 182, 119-134, 2014, will be one of five papers reprinted, with commentary, in the "Fiftieth Jubilee Special Issue" of J Econometrics, 2023, containing the five most influential J Econometrics papers published in the past fifty years (one for each of its five decades). Journal of Econometrics will also host an associated Fiftieth Jubilee reception at the January ASSA meetings in New Orleans.
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