| 25-008 |
Francis X. Diebold, Aaron Mora, Minchul Shin |
On the Wisdom of Crowds (of Economists) |
| 25-009 |
Bastien Buchwalter, Francis X. Diebold, Kamil Yilmaz |
Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets |
| 24-010 |
Francis X. Diebold, Glenn Rudebusch |
Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions |
| 24-028 |
Siyu Bie, Francis X. Diebold, Jingyu He, Junye Li |
Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching |
| 22-001 |
Francis X. Diebold |
Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 |
| 22-002 |
Francis X. Diebold, Maximilian Gobel |
A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting |
| 22-011 |
Francis X. Diebold, Glenn Rudebusch, Maximilian Gobel, Boyuan Zhang |
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume |
| 22-012 |
Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim, Aaron Mora |
On Robust Inference in Time Series Regression |
| 22-028 |
Francis X. Diebold, Maximilian Gobel, Philippe Goulet Coulombe |
Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models |
| 22-029 |
Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim |
A New Test for Market Efficiency and Uncovered Interest Parity |
| 21-002 |
Francis X. Diebold, Minchul Shin, Boyuan Zhang |
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates |
| 20-001 |
Francis X. Diebold, Glenn Rudebusch |
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections |
| 20-012 |
Francis X. Diebold, Maximilian Gobel, Glenn Rudebusch, Boyuan Zhang |
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach |
| 20-023 |
Francis X. Diebold |
Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession |
| 19-012 |
Francis X. Diebold, Glenn Rudebusch |
On the Evolution of U.S. Temperature Dynamics |
| 18-013 |
Ross Askanazi, Francis X. Diebold, Frank Schorfheide, Minchul Shin |
On the Comparison of Interval Forecasts |
| 18-014 |
Francis X. Diebold, Minchul Shin |
Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives |
| 17-003 |
Francis X. Diebold, Laura Liu, Kamil Yilmaz |
Commodity Connectedness |
| 17-017 |
Francis X. Diebold, Minchul Shin |
Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts |
| 15-025 |
Mert Demirer, Francis X. Diebold, Laura Liu, Kamil Yilmaz |
Estimating Global Bank Network Connectedness |
| 15-018 |
Francis X. Diebold, Frank Schorfheide, Minchul Shin |
Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility |
| 14-038 |
Francis X. Diebold, Minchul Shin |
Assessing Point Forecast Accuracy by Stochastic Error Distance |
| 13-003 |
Francis X. Diebold |
A Personal Perspective on the Origin(s) and Development of “Big Data": The Phenomenon, the Term, and the Discipline, Second Version |
| 13-016 |
S. Boragan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide, Dongho Song |
Improving GDP Measurement: A Measurement-Error Perspective |
| 13-070 |
Francis X. Diebold, Kamil Yilmaz |
Measuring the Dynamics of Global Business Cycle Connectedness |
| 12-020 |
Fei Chen, Francis X. Diebold, Frank Schorfheide |
A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities |
| 12-035 |
Francis X. Diebold |
Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests |
| 12-037 |
Francis X. Diebold |
On the Origin(s) and Development of the Term “Big Data |
| 11-028 |
S. Boragan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide, Dongho Song |
Improving GDP Measurement: A Forecast Combination Perspective |
| 11-031 |
Francis X. Diebold, Kamil Yilmaz |
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms |
| 11-037 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Financial Risk Measurement for Financial Risk Management |
| 10-002 |
S. Boragan Aruoba, Francis X. Diebold |
Real-Time Macroeconomic Monitoring, Real Activity, Inflation, and Interactions |
| 08-038 |
Francis X. Diebold, Georg Strasser |
On the Correlation Structure of Microstructure Noise in Theory and Practice |
| 08-031 |
Francis X. Diebold, Kamil Yilmaz |
Macroeconomic Volatility and Stock Market Volatility, World-Wide |
| 08-030 |
Jens Christensen, Francis X. Diebold, Glenn Rudebusch |
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model |
| 08-011 |
S. Boragan Aruoba, Francis X. Diebold, Chiara Scotti |
Real Time Measurement of Business Conditions, Second Version |
| 07-030 |
Francis X. Diebold, Canlin Li, Vivian Yue |
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach |
| 07-029 |
Jens Christensen, Francis X. Diebold, Glenn Rudebusch |
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models |
| 07-028 |
S. Boragan Aruoba, Francis X. Diebold, Chiara Scotti |
Real-Time Measurement of Business Conditions |
| 07-002 |
Francis X. Diebold, Kamil Yilmaz |
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets |
| 06-019 |
Francis X. Diebold, L. Kilian, M. Nerlove |
Time Series Analysis |
| 06-017 |
Francis X. Diebold, Lei Ji, Canlin Li |
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalizd Duration |
| 06-016 |
Peter Christoffersen, Francis X. Diebold, Roberto Mariano, Anthony Tay, Yiu Tse |
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence |
| 05-025 |
Sean Campbell, Francis X. Diebold |
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence |
| 05-011 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Volatility Forecasting |
| 05-009 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu |
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
| 05-008 |
Francis X. Diebold, Monika Piazzesi, Glenn Rudebusch |
Modeling Bond Yields in Finance and Macroeconomics |
| 05-007 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Practical Volatility and Correlation Modeling for Financial Market Risk Management |
| 04-028 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega |
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
| 04-018 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu |
Realized Beta: Persistence and Predictability |
| 04-010 |
Francis X. Diebold |
The Nobel Memorial Prize for Robert F. Engle |
| 04-009 |
Peter Christoffersen, Francis X. Diebold |
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics |
| 03-025 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold |
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, ... |
| 03-024 |
S. Boragan Aruoba, Francis X. Diebold, Glenn Rudebusch |
The Macroeconomy and the Yield Curve: A Nonstructural Analysis |
| 03-013 |
Michael Brandt, Francis X. Diebold |
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations, Second Version |
| 02-046 |
Sean Campbell, Francis X. Diebold |
Weather Forecasting for Weather Derivatives, Second Version |
| 02-026 |
Francis X. Diebold, Canlin Li |
Forecasting the Term Structure of Government Bond Yields |
| 02-019 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold |
Parametric and Nonparametric Volatility Measurement |
| 02-011 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega |
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
| 01-008 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys |
Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
| 01-007 |
Sassan Alizadeh, Michael Brandt, Francis X. Diebold |
High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models |
| 01-006 |
Francis X. Diebold, Atsushi Inoue |
Long Memory and Structural Change |
| 01-005 |
Francis X. Diebold, Lutz Kilian |
Measuring Predictability: Theory and Macroeconomic Applications |
| 01-004 |
Anil Bangia, Francis X. Diebold, Til Schuermann |
Ratings Migration and the Business Cycle, with Application to Credit Portfolio Stress Testing |
| 01-003 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys |
The Distribution of Realized Exchange Rate Volatility |
| 01-002 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys |
Modeling and Forecasting Realized Volatility |
| 01-001 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Heiko Ebens |
The Distribution of Stock Return Volatility |
| 01-031 |
Francis X. Diebold, Sean Campbell |
Weather Forecasting for Weather Derivatives |
| 97-031 |
Francis X. Diebold |
Macroeconomic Forecasting is Alive and Well |
| 97-030 |
Francis X. Diebold, Andrew Hickman, Atsushi Inoue, Til Schuermann |
Converting 1-Day Volatility to h-Day Volatility: Scaling by is Worse than You Think |
| 97-029 |
Jeremy Berkowitz, Francis X. Diebold, Lee Ohanian |
A Dynamic Equilibrium Economies: A Framework for Comparing Models and Data |
| 97-020 |
Peter Christoffersen, Francis X. Diebold |
Optimal Prediction Under Asymmetric Loss |
| 97-018 |
Francis X. Diebold, Todd Gunther, Anthony Tay |
Evaluating Density Forecasts |
| 97-017 |
Peter Christoffersen, Francis X. Diebold |
Co-integration and Long-Horizon Forecasting |
