Access Statistics for Francis Diebold

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation 2 8 30 829 5 15 60 1,372
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk 2 5 20 150 4 10 56 311
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk 2 5 11 158 3 15 39 333
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk 0 5 21 141 3 10 49 265
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations 0 0 11 114 1 7 38 188
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations 0 0 4 21 0 3 20 88
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations 1 1 4 128 2 3 15 208
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations 0 0 1 124 1 3 19 256
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration 4 15 71 335 15 66 242 919
A nonparametric investigation of duration dependence in the American business cycle 0 0 0 1 2 5 16 234
An application of operational-subjective statistical methods to rational expectations: comment 0 0 0 0 0 1 5 342
Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics 0 0 0 7 9 20 54 382
Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers 0 3 21 227 5 25 99 1,277
Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers 1 3 11 176 2 15 46 618
Bounded rationality and strategic complementarity in a macroeconomic model: policy effects, persistence, and multipliers 0 0 0 2 5 11 33 332
Cointegration and Long-Horizon Forecasting 4 9 24 489 9 21 51 1,531
Cointegration and Long-Horizon Forecasting 0 0 0 193 1 5 14 402
Cointegration and long-horizon forecasting 8 13 37 485 13 29 80 1,179
Comparing Predictive Accuracy 11 32 117 1,243 22 71 242 2,698
Comparing predictive accuracy I: an asymptotic test 2 10 17 41 12 45 128 651
Conditional heteroskedasticity in the market 0 0 0 0 1 3 7 309
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 4 13 39 256 17 37 125 777
Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again 1 3 17 263 6 18 144 1,324
Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again 2 3 17 436 8 21 105 3,262
Deviations from random-walk behavior: tests based on the variance-time function 0 0 0 0 2 3 12 432
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 8 21 55 239 11 34 142 518
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 1 7 64 1 5 32 170
Does the business cycle have duration memory? 0 0 0 1 0 2 13 240
Dynamic Equilibrium Economies: A Framework for Comparing Models and Data 1 2 9 196 3 8 29 1,423
Dynamic equilibrium economies: a framework for comparing models and data 0 0 3 79 0 1 18 520
Dynamic equilibrium economies: a framework for comparing models and data 1 5 13 106 3 10 59 599
Dynamic equilibrium economies: a framework for comparing models and data 0 2 12 120 0 5 29 454
Evaluating Density Forecasts 1 4 6 168 1 5 19 442
Evaluating Density Forecasts 7 19 35 262 9 39 87 916
Evaluating Density Forecasts 0 0 6 54 0 1 17 265
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 3 6 228 2 5 21 1,076
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 2 10 569
Evaluating density forecasts 0 1 11 210 1 4 27 692
Ex ante turning point forecasting with the composite leading index 0 0 0 0 2 3 13 513
Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models 3 8 21 227 6 21 73 1,394
Exact maximum likelihood estimation of ARCH models 0 0 0 0 4 11 34 368
Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian 2 5 15 232 4 13 61 720
Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian 1 8 20 271 2 12 39 641
Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian 5 8 22 392 12 18 73 1,273
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics 1 3 17 172 4 10 50 268
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics 1 3 9 127 1 4 29 305
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics 4 11 34 160 6 19 77 345
Financial Asset Returns, Market Timing, and Volatility Dynamics 2 5 24 531 6 17 108 1,756
Financial Risk Management in a Volatile Global Environment 3 8 29 659 11 35 166 1,591
Forecast Evaluation and Combination 11 16 53 869 16 29 148 2,488
Forecast combination and encompassing: reconciling two divergent literatures 0 0 0 0 3 9 23 348
Forecast evaluation and combination 3 7 44 271 9 19 99 672
Forecasting output with the composite leading index: an ex ante analysis 0 0 0 0 7 20 80 795
Forecasting the Term Structure of Government Bond Yields 4 8 35 807 8 19 85 1,760
Forecasting the Term Structure of Government Bond Yields 8 20 75 556 21 44 178 1,232
Forecasting the Term Structure of Government Bond Yields 6 14 39 699 9 33 104 1,756
Further Results on Forecasting and Model Selection Under Asymmetric Loss 1 2 14 155 1 2 24 351
Further evidence on business cycle duration dependence 0 0 0 0 3 14 48 249
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 5 20 70 144 12 52 204 325
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach 1 1 24 72 2 6 86 222
Have postwar economic fluctuations been stabilized? 0 1 7 29 1 5 39 328
Have postwar economic fluctuations been stabilized? 0 0 0 0 1 3 10 303
High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models 1 1 12 190 6 17 66 687
Horizon Problems and Extreme Events in Financial Risk Management 4 12 33 401 12 32 113 1,036
How Relevant is Volatility Forecasting for Financial Risk Management? 5 7 28 510 7 13 65 1,275
How Relevant is Volatility Forecasting for Financial Risk Management? 4 7 25 290 8 14 61 736
How Relevant is Volatility Forecasting for Financial Risk Management? 2 9 45 676 8 25 105 2,343
International evidence on business cycle duration dependence 0 0 2 16 0 1 6 249
Is consumption too smooth? Long memory and the Deaton paradox 0 0 0 0 0 11 27 474
Job Stability in the United States 1 4 6 131 5 10 35 1,049
Long Memory and Regime Switching 7 22 66 417 15 41 133 945
Long memory and persistence in aggregate output 0 0 0 1 2 12 46 644
Macroeconomic Volatility and Stock Market Volatility,World-Wide 10 32 168 287 21 81 396 499
Measuring Business Cycle: A Modern Perspective 0 7 43 355 3 18 96 675
Measuring Business Cycles: A Modern Perspective 2 6 33 436 8 21 77 1,161
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets 2 5 25 65 3 7 48 111
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets 2 7 16 60 5 13 52 169
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets 2 8 35 74 14 37 132 193
Measuring Predictability: Theory And Macroeconomic Applications 1 1 11 101 3 6 26 401
Measuring Predictability: Theory and Macroeconomic Applications 0 0 0 1 1 1 19 534
Measuring Predictability: Theory and Macroeconomic Applications 0 3 23 148 3 21 103 709
Measuring Volatility Dynamics 5 13 48 445 10 34 138 1,689
Measuring predictability: theory and macroeconomic applications 0 2 10 145 2 7 26 574
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 4 6 22 208 10 20 87 569
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 2 3 26 277 11 32 111 1,033
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? 2 4 22 263 5 12 58 635
Modeling Bond Yields in Finance and Macroeconomics 3 6 20 150 10 15 47 281
Modeling Bond Yields in Finance and Macroeconomics 3 5 24 231 8 14 49 463
Modeling Bond Yields in Finance and Macroeconomics 5 12 44 234 11 27 97 468
Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management 3 9 31 418 4 19 76 963
Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management 11 32 125 982 31 83 316 2,192
Modeling Volatility Dynamics 1 2 29 331 2 5 55 574
Modeling and Forecasting Realized Volatility 4 15 46 620 13 38 124 1,185
Modeling and Forecasting Realized Volatility 4 11 43 1,074 10 34 132 2,312
Modeling and Forecasting Realized Volatility 1 6 31 869 5 18 80 1,675
Modeling bond yields in finance and macroeconomics 3 14 44 177 7 24 99 374
Modeling volatility dynamics 4 13 43 297 7 25 79 721
Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers 0 0 0 0 0 0 0 119
Nonparametric exchange rate prediction? 0 0 0 3 16 48 146 1,130
On cointegration and exchange rate dynamics 0 0 0 3 4 11 34 368
On comparing information in forecasts from econometric models: a comment on Fair and Shiller 0 0 0 0 3 4 10 117
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean 0 0 0 1 3 4 13 163
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean 3 6 28 61 6 13 76 530
On the power of Dickey-Fuller tests against fractional alternatives 0 0 0 2 1 5 17 479
On the solution of dynamic linear rational expectations models 0 0 0 0 0 1 5 498
Optimal Prediction Under Asymmetric Loss 1 4 20 173 5 17 63 762
Optimal Prediction Under Asymmetric Loss 0 0 3 65 0 2 10 241
Optimal Prediction Under Asymmetric Loss 1 2 11 109 2 5 25 295
Optimal prediction under asymmetric loss 0 2 11 243 1 8 26 817
Parametric and Nonparametric Volatility Measurement 3 13 55 625 11 51 162 1,310
Parametric and Nonparametric Volatility Measurement 1 3 27 591 2 9 77 1,166
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 0 0 0 1 1 8 42 690
Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management 1 6 45 547 6 18 93 897
Post-deregulation deposit rate pricing: the multivariate dynamics 0 0 0 1 1 3 7 396
Practical Volatility and Correlation Modeling for Financial Market Risk Management 3 9 38 315 5 18 89 522
Practical Volatility and Correlation Modeling for Financial Market Risk Management 1 9 53 335 8 34 135 579
Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function 0 0 0 0 0 2 7 408
Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think 9 17 58 677 14 43 150 1,705
Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing 13 43 169 1,177 31 87 331 2,442
Real exchange rates under the gold standard 3 9 34 88 6 28 117 836
Real-Time Measurement of Business Conditions 0 2 16 65 1 6 51 113
Real-Time Measurement of Business Conditions 0 0 0 0 10 33 138 332
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 2 6 109 0 5 22 325
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 1 1 12 186 3 8 39 1,019
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 1 15 193 4 13 54 590
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets 0 3 20 141 7 27 93 480
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets 0 0 6 110 5 12 59 336
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets 1 2 15 170 8 17 76 448
Real-time measurement of business conditions 1 4 15 50 1 9 41 84
Real-time price discovery in global stock, bond and foreign exchange markets 5 8 37 124 13 36 107 302
Realized Beta: Persistence and Predictability 6 18 65 276 9 40 118 407
Realized Beta: Persistence and Predictability 1 1 18 142 4 8 50 262
Regime switching with time-varying transition probabilities 0 0 0 10 21 63 197 1,250
Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility 3 11 51 204 6 17 86 359
Scoring the leading indicators 0 0 0 1 8 23 69 683
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility 2 4 31 91 7 17 74 209
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility 2 10 30 252 9 25 87 583
Stamp 5.0: A Review 2 3 7 108 4 8 29 467
State space modeling of time series: a review essay 0 0 0 0 1 6 29 1,047
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence 8 14 36 131 11 24 73 235
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence 0 1 6 69 2 5 19 153
Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence 0 0 9 88 2 4 25 242
Structural change and the combination of forecasts 0 0 0 2 1 6 33 403
Temporal aggregation of ARCH processes and the distribution of asset returns 0 0 0 0 1 4 10 229
Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures 0 0 0 1 2 7 31 350
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models 3 11 51 111 12 35 130 256
The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models 1 4 26 58 5 16 64 145
The Distribution of Exchange Rate Volatility 0 7 19 484 1 12 41 1,076
The Distribution of Exchange Rate Volatility 1 4 21 277 2 7 49 675
The Distribution of Exchange Rate Volatility 1 4 16 459 7 16 57 1,062
The Distribution of Stock Return Volatility 4 13 42 718 7 31 128 1,751
The Distribution of Stock Return Volatility 6 13 39 824 13 38 129 1,880
The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach 1 10 38 245 13 31 108 571
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 1 15 275 2 6 45 674
The Macroeconomy and the Yield Curve: A Nonstructural Analysis 0 5 20 111 3 15 58 317
The Nobel Memorial Prize for Robert F. Engle 1 5 16 126 6 22 88 395
The Nobel Memorial Prize for Robert F. Engle 0 1 9 127 3 9 45 317
The Nobel Memorial Prize for Robert F. Engle 0 2 8 52 0 6 29 112
The Past, Present, and Future of Macroeconomic Forecasting 3 6 24 211 9 20 76 604
The affine arbitrage-free class of Nelson-Siegel term structure models 3 7 35 105 10 20 123 272
The dynamics of exchange rate volatility: a multivariate latent factor ARCH model 0 0 0 1 6 13 51 565
The macroeconomy and the yield curve: a nonstructural analysis 0 2 15 175 1 8 60 434
The past, present, and future of macroeconomic forecasting 2 10 35 273 5 21 73 811
The use of prior information in forecast combination 0 0 0 1 5 14 42 323
Time Series Analysis 12 23 80 741 20 40 133 996
Unit Root Tests Are Useful for Selecting Forecasting Models 0 3 17 325 7 22 63 1,152
Unit Root Tests are Useful for Selecting Forecasting Models 2 8 14 280 3 14 32 561
Unit roots in economic time series: a selective survey 0 0 0 3 5 18 69 619
Volatility Forecasting 7 12 32 433 10 18 68 631
Volatility Forecasting 8 17 77 766 14 43 150 878
Volatility Forecasting 4 9 22 206 8 14 46 282
Weather Forecasting for Weather Derivatives 1 8 36 553 5 30 136 1,226
Weather Forecasting for Weather Derivatives 2 5 30 208 9 23 85 440
Weather Forecasting for Weather Derivatives 1 2 14 258 9 30 109 782
Why Are Estimates of Agricultural Supply Response So Variable? 0 1 7 124 2 5 32 335
Why are estimates of agricultural supply response so variable? 0 1 9 159 3 5 27 557
Total Working Papers 355 1,020 4,081 41,028 1,071 3,233 12,824 125,252
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk 0 0 9 48 2 3 28 153
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations 1 5 14 22 4 15 70 125
A Nonparametric Investigation of Duration Dependence in the American Business Cycle 3 10 25 88 4 16 47 313
An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment 0 0 0 0 0 1 4 85
Are long expansions followed by short contractions? 0 0 0 0 2 5 32 172
Bonded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers 1 3 16 123 4 34 172 883
Bootstrapping Multivariate Spectra 0 1 3 23 0 3 17 101
Cointegration and Long-Horizon Forecasting 0 0 0 0 3 4 19 276
Comment 0 0 0 6 0 1 3 28
Comment on "Is job stability declining in the U.S. economy?" by Kenneth A. Swinnerton and Howard Wial (48:2, Jan. 1995) 0 0 0 0 1 5 12 16
Comparing Predictive Accuracy 0 0 0 0 9 49 183 1,580
Comparing Predictive Accuracy 0 0 0 0 19 64 267 1,524
Discussion: The effect of seasonal adjustment filters on tests for a unit root 0 0 0 5 0 0 2 28
Dynamic Equilibrium Economies: A Framework for Comparing Models and Data 0 1 7 47 0 3 18 158
Econometrics: Retrospect and prospect 0 0 3 12 0 0 5 40
Endogenous risk in a portfolio-balance rational-expectations model of the Deutschemark-Dollar rate 1 2 3 6 1 2 7 29
Evaluating Density Forecasts with Applications to Financial Risk Management 0 0 0 2 10 33 111 1,308
Exact maximum-likelihood estimation of autoregressive models via the Kalman filter 0 7 33 134 1 11 70 244
Five questions about business cycles 4 9 30 181 7 22 93 480
Forecast combination and encompassing: Reconciling two divergent literatures 2 10 23 47 3 16 53 99
Forecasting and empirical methods in finance and macroeconomics 0 2 4 45 0 3 13 95
Forecasting the term structure of government bond yields 5 13 36 78 9 30 93 222
Fractional integration and interval prediction 0 3 5 19 0 3 14 77
Further Results on Forecasting and Model Selection under Asymmetric Loss 2 4 13 137 4 8 26 501
Has the EMS Reduced Member-Country Exchange Rate Volatility? 0 0 0 0 0 1 5 111
Have Postwar Economic Fluctuations Been Stabilized? 0 0 0 28 0 2 9 246
Horizon problems and extreme events in financial risk management 0 0 5 160 0 8 24 626
How Relevant is Volatility Forecasting for Financial Risk Management? 6 10 29 241 7 14 55 642
Intertemporal consumer behavior under changes in income: a comment 2 5 10 17 3 10 26 49
Is Consumption Too Smooth? Long Memory and the Deaton Paradox 0 2 13 112 0 4 33 368
Job Stability in the United States 1 5 13 141 3 12 84 1,243
Long memory and persistence in aggregate output 3 7 30 87 4 9 40 151
Long memory and regime switching 2 3 25 127 4 10 57 298
Measuring Business Cycles: A Modern Perspective 3 11 34 209 9 20 76 712
Measuring predictability: theory and macroeconomic applications 2 3 14 157 3 5 40 603
Modeling Bond Yields in Finance and Macroeconomics 1 5 29 74 5 14 63 210
Modeling and Forecasting Realized Volatility 3 20 71 711 15 46 175 1,859
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 3 5 24 157 7 15 53 431
Nonparametric exchange rate prediction? 10 18 58 345 11 23 104 980
On Cointegration and Exchange Rate Dynamics 1 6 22 75 4 17 57 193
On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean 0 0 4 33 1 2 9 98
On the power of Dickey-Fuller tests against fractional alternatives 2 4 15 94 3 5 16 208
Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics 0 0 0 0 3 8 74 521
Range-Based Estimation of Stochastic Volatility Models 0 4 15 63 1 8 37 133
Ratings migration and the business cycle, with application to credit portfolio stress testing 2 9 37 217 5 16 69 463
Real Exchange Rates under the Gold Standard 0 4 16 216 0 8 32 1,349
Real-time price discovery in global stock, bond and foreign exchange markets 5 10 34 52 9 24 95 129
Robust estimation - discussion 0 0 0 0 0 0 2 17
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility 7 15 58 93 12 32 122 210
Scoring the Leading Indicators 8 23 82 473 11 30 112 1,099
Serial Correlation and the Combination of Forecasts 0 0 0 0 2 6 23 300
Shorter recessions and longer expansions 0 0 0 2 9 23 27 313
Software review 0 1 1 7 0 1 2 66
State space modeling of time series: A review essay 2 6 28 59 7 13 55 109
Structural Time Series Analysis and Modelling Package: A Review 0 1 13 86 1 4 29 346
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction 0 0 0 1 0 1 7 222
Testing for bubbles, reflecting barriers and other anomalies 0 0 0 2 0 1 4 19
Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures 1 2 28 113 2 6 44 254
The Distribution of Realized Exchange Rate Volatility 1 2 26 60 1 8 53 130
The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model 7 16 70 381 11 26 112 712
The Nobel Memorial Prize for Robert F. Engle 0 2 11 22 7 18 109 203
The Past, Present, and Future of Macroeconomic Forecasting 3 3 12 81 5 9 37 452
The Uncertain Unit Root in Real GNP: Comment 0 2 6 60 0 3 29 238
The distribution of realized stock return volatility 6 15 65 350 12 31 126 679
The econometrics of macroeconomics, finance, and the interface 2 9 33 283 2 16 70 529
The exact initial covariance matrix of the state vector of a general MA(q) process 0 1 6 14 2 5 29 72
The macroeconomy and the yield curve: a dynamic latent factor approach 1 4 25 96 6 18 76 223
The use of prior information in forecast combination 3 3 14 77 3 3 27 143
Unit-Root Tests Are Useful for Selecting Forecasting Models 0 0 0 0 1 4 22 448
Weather Forecasting for Weather Derivatives 2 6 20 33 3 9 48 76
Why are estimates of agricultural supply response so variable? 0 0 2 35 0 0 8 88
Total Journal Articles 108 312 1,222 6,667 277 879 3,765 27,108

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Volatility and Correlation Forecasting 8 24 90 145 18 61 234 373
Total Chapters 8 24 90 145 18 61 234 373

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Statistics updated 2009-07-03