Francis X. Diebold - Central Bank Research Hub

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

Philadelphia Fed Working Papers [View] (Paper: 11-45, 04.10.2011)

Improving GDP Measurement: A Forecast Combination Perspective

Philadelphia Fed Working Papers [View] (Paper: 11-41, 21.09.2011)

Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions

Philadelphia Fed Working Papers [View] (Paper: 10-5:, 19.02.2010)

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Philadelphia Fed Working Papers [View] (Paper: 08-16, 18.09.2008)

An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model

San Francisco Fed Working Papers [View] (Paper: 2008-07, 04.06.2008)

The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models

San Francisco Fed Working Papers [View] (Paper: 2007-20, 13.09.2007)

Real-Time Measurement of Business Conditions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0901, 01.09.2007)

JEL: C01, C22, E32, E37

Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0871, 29.11.2006)

JEL: C5, F3, F4, G1

Modeling Bond Yields in Finance and Macroeconomics

San Francisco Fed Working Papers [View] (Paper: 2005-04, 30.03.2005)

The Macroeconomy and the Yield Curve: A Nonstructural Analysis

San Francisco Fed Working Papers [View] (Paper: 2003-18, 21.04.2004)

JEL: C5, E4, G1

Papers by year: All | 2011 | 2010 | 2008 | 2007 | 2006 | 2005 | 2004