Francis X. Diebold

期刊论文

1. Bastien Buchwalter, Francis X. Diebold, Kamil Yılmaz (2026). Clustered network connectedness: A new measurement framework with application to global equity markets. Journal of Econometrics.DOI
2. Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim, Aaron Mora (2025). On robust inference in time-series regression. Econometrics Journal, Vol. 280, No. 20.DOI
3. Francis X. Diebold, Aaron Mora, Minchul Shin (2025). On the Wisdom of Crowds (of Economists). Working paper (Federal Reserve Bank of Philadelphia).DOI
4. Francis X. Diebold, Glenn D. Rudebusch, Maximilian Gobel, Philippe Goulet Coulombe, Boyuan Zhang (2024). Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. Journal Of Econometrics, Vol. 2390, No. 1.DOI
5. Francis X. Diebold, Minchul Shin, Boyuan Zhang (2023). On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. Journal Of Econometrics, Vol. 2370, No. 2.DOI
6. Francis X. Diebold, Glenn D. Rudebusch, Maximilian Gobel, Philippe Goulet Coulombe, Boyuan Zhang (2023). When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. Journal Of Econometrics, Vol. 2360, No. 2.DOI
7. Francis X. Diebold, Glenn D. Rudebusch (2023). Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions. Energy Economics, Vol. 126.DOI
8. Francis X. Diebold, Maximilian Gobel, Philippe Goulet Coulombe (2023). Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models. Energy Economics, Vol. 124.DOI
9. Francis X. Diebold, Kamil Yilmaz (2023). On the network topology of variance decompositions: Measuring the connectedness of financial firms (Reprinted from Journal of Econometrics vol 182, pg 119-134, 2014). Journal Of Econometrics, Vol. 2340.DOI
10. Francis X. Diebold, Kamil Yilmaz (2023). On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness. Journal Of Econometrics, Vol. 2340.DOI
11. Richard T. Baillie, Francis X. Diebold, George Kapetanios, Kun Ho Kim (2023). A new test for market efficiency and uncovered interest parity. Journal Of International Money And Finance, Vol. 130.DOI
12. Francis X. Diebold, N. Doherty, R. Herring (2023). Measurement and Theory Advancing Practice.
13. Francis X. Diebold, Glenn D. Rudebusch (2022). Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections. Journal Of Econometrics, Vol. 2310, No. 2.DOI
14. Francis X. Diebold, Maximilian Gobel (2022). A benchmark model for fixed-target Arctic sea ice forecasting. Economics Letters, Vol. 215.DOI
15. Francis X. Diebold, Maximilian Gobel, Philippe Goulet Coulombe, Glenn D. Rudebusch, Boyuan Zhang (2021). Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach. International Journal Of Forecasting, Vol. 37, No. 4.DOI
16. Francis X. Diebold (2021). What's the Big Idea? “Big Data” and its Origins. Significance.DOI
17. Francis X. Diebold, Glenn D. Rudebusch (2020). Turning Point Prediction with the Composite Leading Index:. Business Cycles.DOI
18. Francis X. Diebold, Glenn D. Rudebusch (2020). Forecasting Output with the Composite Leading Index:. Business Cycles.DOI
19. Francis X. Diebold (2020). The Past, Present, and Future of Macroeconomic Forecasting. Business Cycles.DOI
20. Francis X. Diebold, Abdelhak S. Senhadji (2020). The Uncertain Unit Root in Real GNP:. Business Cycles.DOI
21. Francis X. Diebold, Glenn D. Rudebusch (2020). Is Consumption Too Smooth? Business Cycles.DOI
22. Francis X. Diebold, Glenn D. Rudebusch (2020). Business Cycles.DOI
23. Francis X. Diebold, Glenn D. Rudebusch (2020). Measuring Business Cycles:. Business Cycles.DOI
24. Francis X. Diebold, René García, Kris Jacobs (2020). Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I). Journal of Financial Econometrics.DOI
25. Francis X. Diebold, Minchul Shin (2019). Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. International Journal Of Forecasting, Vol. 35, No. 4.DOI
26. Francis X. Diebold, Éric Ghysels, Per A. Mykland, Lan Zhang (2019). Big data in dynamic predictive econometric modeling. Journal of Econometrics.DOI
27. Mert Demirer, Francis X. Diebold, Laura Liu, Kamil Yilmaz (2018). Estimating global bank network connectedness. Journal Of Applied Econometrics, Vol. 330, No. 1.DOI
28. Ross Askanazi, Francis X. Diebold, Frank Schorfheide, Minchul Shin (2018). On the Comparison of Interval Forecasts. Journal of Time Series Analysis.DOI
29. Francis X. Diebold, Frank Schorfheide, Minchul Shin (2017). Real-time forecast evaluation of DSGE models with stochastic volatility. Journal Of Econometrics, Vol. 2010, No. 2.DOI
30. S. Boragan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide, Dongho Song (2016). Improving GDP measurement: A measurement-error perspective. Journal Of Econometrics, Vol. 1910, No. 2.DOI
31. Francis X. Diebold, Kamil Yilmaz (2016). Trans-Atlantic Equity Volatility Connectedness: US and European Financial Institutions, 2004-2014. Journal Of Financial Econometrics, Vol. 140, No. 10.DOI
32. Francis X. Diebold, Minchul Shin (2015). Assessing point forecast accuracy by stochastic loss distance. Economics Letters, Vol. 130.DOI
33. Francis X. Diebold (2015). Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. Journal Of Business & Economic Statistics, Vol. 330, No. 1.DOI
34. Francis X. Diebold, Kamil. Y lmaz (2015). Financial and macroeconomic connectedness.DOI
35. Francis X. Diebold, Y. Kamil (2015). Global Business Cycles.DOI
36. Francis X. Diebold, Y. Kamil (2015). Foreign Exchange Markets.DOI
37. Francis X. Diebold, Y. Kamil (2015). Major U.S. Financial Institutions.DOI
38. Francis X. Diebold, Y. Kamil (2015). Sovereign Bond Markets.DOI
39. Francis X. Diebold, Y. Kamil (2015). Global Stock Markets.DOI
40. Francis X. Diebold, Y. Kamil (2015). U.S. Asset Classes.DOI
41. Francis X. Diebold, Y. Kamil (2015). Assets Across Countries.DOI
42. Francis X. Diebold, Y. Kamil (2015). Measuring and Monitoring Financial and Macroeconomic Connectedness.DOI
43. Francis X. Diebold, Kamil Yilmaz (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal Of Econometrics, Vol. 1820, No. 1.DOI
44. Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean‐Marie Dufour, Robert F. Engle, Andrew C. Harvey, Siem Jan Koopman, M. Hashem Pesaran, Peter C.B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Éric Jacquier, Kenneth L. Judd, Gary M. Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D.S.G. Pollock, Tommaso Proietti, Jeroen V.K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean‐Michel Zakoïan, H. Peter Boswijk, Alessandra Luati, John M. Maheu (2014). CFEnetwork: The Annals of Computational and Financial Econometrics. Computational Statistics & Data Analysis.DOI
45. Fei Chen, Francis X. Diebold, Frank Schorfheide (2013). A Markov-switching multifractal inter-trade duration model, with application to US equities. Journal Of Econometrics, Vol. 1770, No. 2.DOI
46. Francis X. Diebold, Georg Strasser (2013). On the Correlation Structure of Microstructure Noise: A Financial Economic Approach. Review Of Economic Studies, Vol. 800, No. 4.DOI
47. Francis X. Diebold, K. Yilmaz (2013). Measuring the Dynamics of Global Business Cycle Connectedness.DOI
48. Peter Christoffersen, Francis X. Diebold (2013). OPTIMAL PREDICTION UNDER ASYMMETRIC LOSS 1.
49. Francis X. Diebold, Kamil Yilmaz (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal Of Forecasting, Vol. 28, No. 1.DOI
50. Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch (2011). The affine arbitrage-free class of Nelson-Siegel term structure models. Journal Of Econometrics, Vol. 1640, No. 1.DOI
51. S. Borağan Aruoba, Francis X. Diebold, M. Ayhan Köse, Marco E. Terrones (2011). Globalization, the Business Cycle, and Macroeconomic Monitoring. NBER International Seminar on Macroeconomics.DOI
52. S. Boragan Aruoba, Francis X. Diebold, Chiara Scotti (2009). Real-Time Measurement of Business Conditions. Journal Of Business & Economic Statistics, Vol. 270, No. 4.DOI
53. Sean D. Campbell, Francis X. Diebold (2009). Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence. Journal Of Business & Economic Statistics, Vol. 270, No. 2.DOI
54. Francis X. Diebold, Kamil Yilmaz (2009). MEASURING FINANCIAL ASSET RETURN AND VOLATILITY SPILLOVERS, WITH APPLICATION TO GLOBAL EQUITY MARKETS. Economic Journal, Vol. 1190, No. 534.DOI
55. Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch (2009). An arbitrage-free generalized Nelson-Siegel term structure model. Econometrics Journal, Vol. 120, No. 30.DOI
56. Francis X. Diebold, Canlin Li, Vivian Z. Yue (2008). Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach. Journal Of Econometrics, Vol. 1460, No. 2.DOI
57. Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega (2007). Real-time price discovery in global stock, bond and foreign exchange markets. Journal Of International Economics, Vol. 730, No. 2.DOI
58. Torben G. Andersen, Tim Bollerslev, Francis X. Diebold (2007). [Review] Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility. Review Of Economics And Statistics, Vol. 890, No. 4.DOI
59. Peter F. Christoffersen, Francis X. Diebold (2006). Financial asset returns, direction-of-change forecasting, and volatility dynamics. Management Science, Vol. 520, No. 80.DOI
60. Michael W. Brandt, Francis X. Diebold (2006). A No‐Arbitrage Approach to Range‐Based Estimation of Return Covariances and Correlations*. The Journal of Business.DOI
61. Francis X. Diebold (2006). On Market Microstructure Noise and Realized Volatility 1.
62. Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold, Jin Ginger Wu (2005). A Framework for Exploring the Macroeconomic Determinants of Systematic Risk. American Economic Review.DOI
63. Sean D. Campbell, Francis X. Diebold (2005). Weather Forecasting for Weather Derivatives. Journal of the American Statistical Association.DOI
64. Francis X. Diebold (2004). The Nobel Memorial Prize for Robert F. Engle. Scandinavian Journal of Economics.DOI
65. Francis X. Diebold (2003). Elements of Forecasting with Economic Applications Card and InfoTrac College Edition. South-Western College Pub.
66. Francis X. Diebold (2003). THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE, JANUARY 2003. Econometric Theory.DOI
67. Torben M. Andersen, Tim Bollerslev, Francis X. Diebold (2002). Parametric and Nonparametric Volatility Measurement. National Bureau of Economic Research.DOI
68. Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold (2002). Range‐Based Estimation of Stochastic Volatility Models. The Journal of Finance.DOI
69. Anil Bangia, Francis X. Diebold, André Kronimus, Christian Schagen, Til Schuermann (2002). Ratings migration and the business cycle, with application to credit portfolio stress testing. Journal of Banking & Finance.DOI
70. Francis X. Diebold, A. Inoue (2000). Long Memory and Regime Switching.DOI
71. Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys (2000). Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. Multinational Finance Journal.DOI
72. Torben M. Andersen, Tim Bollerslev, Francis X. Diebold, Heiko Ebens (2000). The Distribution of Stock Return Volatility. National Bureau of Economic Research.DOI
73. Francis X. Diebold, Lutz Kilian (2000). Unit-Root Tests Are Useful for Selecting Forecasting Models. Journal of Business and Economic Statistics.DOI
74. Francis X. Diebold, A. Inoue (1999). Long Memory and Structural Change.DOI
75. Francis X. Diebold, Jinyong Hahn, Anthony S. Tay (1999). Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange. The Review of Economics and Statistics.DOI
76. A. Bangia, Francis X. Diebold, Til Schuermann, J. Stroughair, O. Wyman, S. Cecchetti (1998). Financial Institutions Center Modeling Liquidity Risk , With Implications for Traditional Market Risk Measurement and Management.
77. Francis X. Diebold, Todd A. Gunther, Anthony S. Tay (1998). Evaluating Density Forecasts with Applications to Financial Risk Management. International Economic Review.DOI
78. Jeremy Berkowitz, Francis X. Diebold (1998). Bootstrapping Multivariate Spectra. The Review of Economics and Statistics.DOI
79. Francis X. Diebold, Lee Ohanian, Jeremy Berkowitz (1998). Dynamic Equilibrium Economies: A Framework for Comparing Models and Data. The Review of Economic Studies.DOI
80. Peter Christoffersen, Francis X. Diebold (1997). Optimal Prediction Under Asymmetric Loss. Econometric Theory.DOI
81. Francis X. Diebold, Lutz Kilian (1997). MEASURING PREDICTABILITY: THEORY AND MACROECONOMIC APPLICATIONS. Working paper.DOI
82. Francis X. Diebold, Anthony S. Tay, Kenneth F. Wallis (1997). Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters. National Bureau of Economic Research.DOI
83. Antúlio N. Bomfim, Francis X. Diebold (1997). Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers. The Economic Journal.DOI
84. Jeremy Berkowitz, Francis X. Diebold (1997). Bootstrapping Multivariate Spectra. Faculty Digital Archive (New York University Florence).
85. Francis X. Diebold, Todd A. Gunther, Anthony S. Tay (1997). EVALUATING DENSITY FORECASTS. Working paper.DOI
86. Francis X. Diebold, A. Hickman, A. Inoue, Til Schuermann (1996). Converting 1-Day Volatility to h-Day Volatility : Scaling by is Worse than You Think.
87. Anne B. Koehler, Francis X. Diebold, Lorenzo Giogianni, Atsushi Inoue (1996). Software review. International Journal of Forecasting.DOI
88. Francis X. Diebold, Til Schuermann (1996). Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models. National Bureau of Economic Research.DOI
89. Francis X. Diebold, Peter Lindner (1996). Fractional integration and interval prediction. Economics Letters.DOI
90. Francis X. Diebold, ABDELHAK S. SENHADJI (1996). Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again. National Bureau of Economic Research.DOI
91. Francis X. Diebold, Glenn D. Rudebusch (1996). Measuring Business Cycles: A Modern Perspective. The Review of Economics and Statistics.DOI
92. Francis X. Diebold, Roberto S. Mariano (1995). Comparing Predictive Accuracy. Journal of Business and Economic Statistics.DOI
93. Francis X. Diebold, Jose A. Lopez (1995). Measuring Volatility Dynamics. National Bureau of Economic Research.DOI
94. Yin‐Wong Cheung, Francis X. Diebold (1994). On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean. Journal of Econometrics.DOI
95. Francis X. Diebold (1993). On the limitations of comparing mean square forecast errors: Comment. Journal of Forecasting.DOI
96. Richard T. Baillie, Francis X. Diebold (1993). On the limitations of comparing mean square forecast errors: Commentary. Journal of Forecasting.DOI
97. Francis X. Diebold (1993). Discussion. Journal of Econometrics.DOI
98. Francis X. Diebold (1992). Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 - Fore Casting, Structural Time Series Models and The Kalman FilterAdrew C. Harvey Cambridge University Press, 1989. Econometric Theory.DOI
99. Francis X. Diebold, Glenn D. Rudebusch (1991). On the power of Dickey-Fuller tests against fractional alternatives. Economics Letters.DOI
100. Francis X. Diebold, James A. Nason (1990). Nonparametric exchange rate prediction? Journal of International Economics.DOI
101. Francis X. Diebold, Glenn D. Rudebusch (1989). Long memory and persistence in aggregate output. Journal of Monetary Economics.DOI
102. Francis X. Diebold. Elements of Forecasting. South-Western Pub.
103. Francis X. Diebold, Can-Lin Li. Model: Non-Affine.

预印本

1. Bastien Buchwalter, Francis X. Diebold, Kamil Yılmaz (2026). Scalable Clustered Network Connectedness with Control Variables: Theory and Application to Global Banking. arXiv (Cornell University).DOI
2. Bastien Buchwalter, Francis X. Diebold, Kamil Yılmaz (2026). Simultaneous Clustered Orthogonalization. arXiv (Cornell University).DOI
3. Siyu Bie, Francis X. Diebold, Jingyu He, Junye Li (2024). Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. arXiv (Cornell University).DOI
4. Francis X. Diebold, Minchul Shin (2017). Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts. SSRN Electronic Journal.DOI
5. Francis X. Diebold, Laura Liu, Kamil Yılmaz (2017). Commodity Connectedness. SSRN Electronic Journal.DOI
6. Francis X. Diebold (2013). A Personal Perspective on the Origin(s) and Development of 'Big Data': The Phenomenon, the Term, and the Discipline, Second Version. SSRN Electronic Journal.DOI
7. Francis X. Diebold (2012). On the Origin(s) and Development of the Term 'Big Data'. SSRN Electronic Journal.DOI
8. S. Borağan Aruoba, Francis X. Diebold (2010). Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions. SSRN Electronic Journal.DOI
9. Francis X. Diebold, Kamil Yılmaz (2008). Macroeconomic Volatility and Stock Market Volatility, World-Wide. SSRN Electronic Journal.DOI
10. Francis X. Diebold, Georg H. Strasser (2008). On the Correlation Structure of Microstructure Noise in Theory and Practice. SSRN Electronic Journal.DOI
11. Francis X. Diebold, Canlin Li, Christophe Pérignon, Christophe Villa (2008). Representative Yield Curve Shocks and Stress Testing. SSRN Electronic Journal.DOI
12. Peter Christoffersen, Francis X. Diebold, Roberto S. Mariano, Anthony S. Tay, Yiu Kuen Tse (2006). Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence. SSRN Electronic Journal.DOI
13. Torben Gustav Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold (2005). Volatility Forecasting. SSRN Electronic Journal.DOI
14. Torben Gustav Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold (2005). Practical Volatility and Correlation Modeling for Financial Market Risk Management. SSRN Electronic Journal.DOI
15. Francis X. Diebold, Monika Piazzesi, Glenn D. Rudebusch (2005). Modeling Bond Yields in Finance and Macroeconomics. SSRN Electronic Journal.DOI
16. Francis X. Diebold, Glenn D. Rudebusch, S. Borağan Aruoba (2004). The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach. SSRN Electronic Journal.DOI
17. Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold, Jin Ginger Wu (2004). Realized Beta: Persistence and Predictability. SSRN Electronic Journal.DOI
18. Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold (2003). Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility. SSRN Electronic Journal.DOI
19. Francis X. Diebold, Glenn D. Rudebusch, S. Borağan Aruoba (2003). The Macroeconomy and the Yield Curve: A Nonstructural Analysis. SSRN Electronic Journal.DOI
20. Clara Vega, Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold (2002). Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. SSRN Electronic Journal.DOI
21. Francis X. Diebold, Canlin Li (2002). Forecasting the Term Structure of Government Bond Yields. SSRN Electronic Journal.DOI
22. Peter Christoffersen, Francis X. Diebold (2002). Financial Asset Returns, Market Timing, and Volatility Dynamics. SSRN Electronic Journal.DOI
23. Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys (2001). The Distribution of Realized Exchange Rate Volatility. SSRN Electronic Journal.DOI
24. Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys (2001). Modeling and Forecasting Realized Volatility. SSRN Electronic Journal.DOI
25. Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold (2000). Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting than You Think. SSRN Electronic Journal.DOI
26. Peter Christoffersen, Francis X. Diebold, Til Schuermann (1999). Horizon Problems and Extreme Events in Financial Risk Management. SSRN Electronic Journal.DOI
27. Peter Christoffersen, Francis X. Diebold (1999). How Relevant is Volatility Forecasting for Financial Risk Management? SSRN Electronic Journal.DOI
28. Peter Christoffersen, Francis X. Diebold (1998). Cointegration and Long-Horizon Forecasting. SSRN Electronic Journal.DOI

书籍章节

1. Francis X. Diebold (2022). Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020. Emerald Group Publishing Limited eBooks.DOI
2. Francis X. Diebold, Glenn D. Rudebusch, Daniel E. Sichel (2020). Further Evidence on Business Cycle Duration Dependence. Princeton University Press eBooks.DOI
3. FRANCIS X. DIEBOLD, GLENN D. RUDEBUSCH (2020). On the Power of Dickey-Fuller Tests against Fractional Alternatives. Princeton University Press eBooks.DOI
4. FRANCIS X. DIEBOLD, GLENN D. RUDEBUSCH (2020). Long Memory and Persistence in Aggregate Output. Princeton University Press eBooks.DOI
5. S. Borağan Aruoba, Francis X. Diebold, Jeremy John Nalewaik, Frank Schorfheide, Dongho Song (2012). Improving U.S. GDP Measurement: A Forecast Combination Perspective. Springer eBooks.DOI
6. Francis X. Diebold, Lutz Kilian, Marc Nerlove (2010). Time series analysis. Palgrave Macmillan UK eBooks.DOI
7. Francis X. Diebold, Lei Ji, Canlin Li (2006). A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration. Edward Elgar Publishing eBooks.DOI
8. Francis X. Diebold, Glenn D. Rudebusch, Daniel E. Sichel (1999). 5. Further Evidence on Business Cycle Duration Dependence. Princeton University Press eBooks.DOI
9. Francis X. Diebold, Glenn D. Rudebusch (1999). 6. Measuring Business Cycles: A Modern Perspective. Princeton University Press eBooks.DOI
10. Francis X. Diebold, Glenn D. Rudebusch (1999). 11. Long Memory and Persistence in Aggregate Output. Princeton University Press eBooks.DOI
11. Francis X. Diebold, Til Schuermann, John D. Stroughair (1998). Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. Advances in computational management science.DOI
12. Francis X. Diebold, Jose A. Lopez (1996). 8 Forecast evaluation and combination. Handbook of statistics.DOI
13. Francis X. Diebold, Glenn D. Rudebusch (1991). Turning point prediction with the composite leading index: An ex ante analysis. Cambridge University Press eBooks.DOI

数据集

1. Francis X. Diebold, J. Gardeazabal, K. Yilmaz (2026). Cointegration and Exchange Rate Dynamics. ICPSR Data Holdings.DOI