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Francis X. Diebold

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Personal Details

First Name: Francis
Middle Name: X.
Last Name: Diebold
Suffix:

RePEc Short-ID: pdi1

Email:
Homepage: http://www.ssc.upenn.edu/~diebold
Postal Address: Dept. of Economics University of Pennsylvania 3718 Locust Walk Phila., PA 19104-6297
Phone:

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This author is among the top 5% authors according to these criteria:
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Works

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Working papers

  1. Francis X. Diebold & Georg H. Strasser, 2008. "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive 08-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  2. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series 2008-07, Federal Reserve Bank of San Francisco. [Downloadable!]
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  3. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007. "The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models," NBER Working Papers 13611, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008. [Downloadable!]

  5. Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007. "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive 07-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  6. Francis X. Diebold & Kamil Yılmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0705, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
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  7. Francis X. Diebold & Kamil Yılmaz, 2007. "Macroeconomic Volatility and Stock Market Volatility,World-Wide," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0711, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
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  8. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  9. Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive 06-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]

  10. Peter F. 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," PIER Working Paper Archive 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]

  11. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006. "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers 871, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  12. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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    • Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]

  13. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Volatility Forecasting," PIER Working Paper Archive 05-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  14. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005. "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers 11775, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  15. Sean D. Campbell & Francis X. Diebold, 2005. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," PIER Working Paper Archive 05-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 16 Sep 2005. [Downloadable!]
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  16. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin (Ginger) Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," PIER Working Paper Archive 05-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  17. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  18. Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers 11089, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  19. Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2004. "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach," NBER Working Papers 10616, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  20. Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005. [Downloadable!]

  21. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  22. Francis X. Diebold, 2004. "Asset Return Volatility, High-Frequency Data, and the New Financial Econometrics," Econometric Society 2004 Australasian Meetings 352, Econometric Society.

  23. Michael W. Brandt & Francis X. Diebold, 2003. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," NBER Working Papers 9664, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  24. Francis X. Diebold & Canlin Li, 2003. "Forecasting the Term Structure of Government Bond Yields," NBER Working Papers 10048, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  25. Francis X. Diebold, & Glenn D. Rudebusch & S. Boragan Aruoba, 2003. "The Macroeconomy and the Yield Curve: A Nonstructural Analysis," CFS Working Paper Series 2003/31, Center for Financial Studies. [Downloadable!]
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  26. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," PIER Working Paper Archive 04-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jun 2004. [Downloadable!]
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  27. Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  28. Torben G. 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," CFS Working Paper Series 2003/35, Center for Financial Studies. [Downloadable!]
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  29. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003. "Realized Beta: Persistence and Predictability," PIER Working Paper Archive 04-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Mar 2004. [Downloadable!]
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  30. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  31. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2002. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," Working Papers 02-16, Duke University, Department of Economics. [Downloadable!]
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  32. Sean D. Campbell & Francis X. Diebold, 2002. "Weather Forecasting for Weather Derivatives," Center for Financial Institutions Working Papers 02-42, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  33. Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics. [Downloadable!]
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  34. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO. [Downloadable!]

  35. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2001. "High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models," NBER Working Papers 8162, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  36. Anil Bangia & Francis X. Diebold & Til Schuermann, 2000. "Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing," Center for Financial Institutions Working Papers 00-26, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  37. Diebold, Francis X & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  38. Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  39. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Heiko Ebens, 2000. "The Distribution of Stock Return Volatility," NBER Working Papers 7933, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  40. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-061, New York University, Leonard N. Stern School of Business-. [Downloadable!]

  41. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 1999. "Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think," Center for Financial Institutions Working Papers 00-28, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  42. Francis X. Diebold & Anthony M. Santomero, 1999. "Financial Risk Management in a Volatile Global Environment," Center for Financial Institutions Working Papers 99-43, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  43. Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-063, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  44. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-060, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  45. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-059, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  46. Anil Bangia & Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-062, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  47. Peter F. Christoffersen & Francis X. Diebold, 1998. "How Relevant is Volatility Forecasting for Financial Risk Management?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-080, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  48. Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998. "Horizon Problems and Extreme Events in Financial Risk Management," Center for Financial Institutions Working Papers 98-16, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  49. Francis X. Diebold & Til Schuermann & John D. Stroughair, 1998. "Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-081, New York University, Leonard N. Stern School of Business-.
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  50. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-079, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  51. Antulio N. Bomfim & Francis X. Diebold, 1997. "Bounded rationality and strategic complementarity in a macroeconomic model: policy effects, persistence, and multipliers," Working Papers 97-18, Federal Reserve Bank of Philadelphia.
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  52. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1997. "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series 1997-23, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  53. Francis X. Diebold & Andrew Hickman & Atsushi Inoue & Til Schuermann, 1997. "Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think," Center for Financial Institutions Working Papers 97-34, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  54. Peter F. Christoffersen & Francis X. Diebold, 1997. "Optimal prediction under asymmetric loss," Working Papers 97-11, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  55. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating density forecasts," Working Papers 97-6, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  56. Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  57. Peter F. Christoffersen & Francis X. Diebold, 1997. "Cointegration and long-horizon forecasting," Working Papers 97-14, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  58. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers 6228, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  59. Russell L. Lamb & Francis X. Diebold, 1996. "Why are estimates of agricultural supply response so variable?," Finance and Economics Discussion Series 96-8, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  60. Francis X. Diebold & Til Schuermann, 1996. "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers 0194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  61. Francis X. Diebold & Abdelhak S. Senhadji, 1996. "Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again," NBER Working Papers 5481, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  62. Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York. [Downloadable!]
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  63. Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  64. Francis X. Diebold & Jose A. Lopez, 1995. "Modeling volatility dynamics," Research Paper 9522, Federal Reserve Bank of New York. [Downloadable!]
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  65. Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  66. Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  67. Francis X. Diebold & David Neumark & Daniel Polsky, 1994. "Job Stability in the United States," NBER Working Papers 4859, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  68. Francis X. Diebold & Celia Chen, 1993. "Testing structural stability with endogenous break point: a size comparison of analytic and bootstrap procedures," Working Papers 93-11, Federal Reserve Bank of Philadelphia.
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  69. Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993. "On cointegration and exchange rate dynamics," Working Papers 93-2, Federal Reserve Bank of Philadelphia.
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  70. Francis X. Diebold & Til Schuermann, 1993. "Exact maximum likelihood estimation of ARCH models," Working Papers 93-4, Federal Reserve Bank of Philadelphia.

  71. Francis X. Diebold & Joon-Haeng Lee & Gretchen C. Weinbach, 1993. "Regime switching with time-varying transition probabilities," Working Papers 93-12, Federal Reserve Bank of Philadelphia.

  72. Francis X. Diebold, 1993. "On comparing information in forecasts from econometric models: a comment on Fair and Shiller," Working Papers 93-6, Federal Reserve Bank of Philadelphia.

  73. Antulio N. Bomfim & Francis X. Diebold, 1992. "Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers," Finance and Economics Discussion Series 205, Board of Governors of the Federal Reserve System (U.S.).

  74. Francis X. Diebold & Roberto S. Mariano, 1991. "Comparing predictive accuracy I: an asymptotic test," Discussion Paper / Institute for Empirical Macroeconomics 52, Federal Reserve Bank of Minneapolis. [Downloadable!]

  75. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Have postwar economic fluctuations been stabilized?," Working Paper Series / Economic Activity Section 116, Board of Governors of the Federal Reserve System (U.S.).
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  76. Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1991. "Further evidence on business cycle duration dependence," Working Papers 91-11, Federal Reserve Bank of Philadelphia.
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  77. Francis X. Diebold & Glenn D. Rudebusch, 1990. "On the power of Dickey-Fuller tests against fractional alternatives," Finance and Economics Discussion Series 119, Board of Governors of the Federal Reserve System (U.S.).
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  78. Francis X. Diebold & Steven Husted & Mark Rush, 1990. "Real exchange rates under the gold standard," Discussion Paper / Institute for Empirical Macroeconomics 32, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  79. Francis X. Diebold & Glenn D. Rudebusch & Daniel E. Sichel, 1990. "International evidence on business cycle duration dependence," Discussion Paper / Institute for Empirical Macroeconomics 31, Federal Reserve Bank of Minneapolis. [Downloadable!]

  80. Yin-Wong Cheung & Francis X. Diebold, 1990. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Discussion Paper / Institute for Empirical Macroeconomics 34, Federal Reserve Bank of Minneapolis. [Downloadable!]
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  81. Francis X. Diebold & Glenn D. Rudebusch, 1989. "Is consumption too smooth? Long memory and the Deaton paradox," Finance and Economics Discussion Series 57, Board of Governors of the Federal Reserve System (U.S.).
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  82. Francis X. Diebold & Glenn D. Rudebusch, 1989. "Forecasting output with the composite leading index: an ex ante analysis," Finance and Economics Discussion Series 90, Board of Governors of the Federal Reserve System (U.S.).

  83. Francis X. Diebold & James M. Nason, 1989. "Nonparametric exchange rate prediction?," Finance and Economics Discussion Series 81, Board of Governors of the Federal Reserve System (U.S.).
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  84. Francis X. Diebold, 1989. "Forecast combination and encompassing: reconciling two divergent literatures," Finance and Economics Discussion Series 80, Board of Governors of the Federal Reserve System (U.S.).
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  85. Francis X. Diebold, 1988. "An application of operational-subjective statistical methods to rational expectations: comment," Finance and Economics Discussion Series 6, Board of Governors of the Federal Reserve System (U.S.).
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  86. Francis X. Diebold, 1988. "On the solution of dynamic linear rational expectations models," Finance and Economics Discussion Series 19, Board of Governors of the Federal Reserve System (U.S.).

  87. Francis X. Diebold & Glenn D. Rudebusch, 1988. "Long memory and persistence in aggregate output," Finance and Economics Discussion Series 7, Board of Governors of the Federal Reserve System (U.S.).
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  88. Francis X. Diebold & Steven A. Sharpe, 1988. "Post-deregulation deposit rate pricing: the multivariate dynamics," Finance and Economics Discussion Series 8, Board of Governors of the Federal Reserve System (U.S.).

  89. Francis X. Diebold & Glenn D. Rudebusch, 1988. "Ex ante turning point forecasting with the composite leading index," Finance and Economics Discussion Series 40, Board of Governors of the Federal Reserve System (U.S.).

  90. Francis X. Diebold & Glenn D. Rudebusch, 1988. "A nonparametric investigation of duration dependence in the American business cycle," Working Paper Series / Economic Activity Section 90, Board of Governors of the Federal Reserve System (U.S.).
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  91. Francis X. Diebold & Jong Im & C. Jevons Lee, 1988. "Conditional heteroskedasticity in the market," Finance and Economics Discussion Series 42, Board of Governors of the Federal Reserve System (U.S.).

  92. Francis X. Diebold, 1988. "State space modeling of time series: a review essay," Finance and Economics Discussion Series 9, Board of Governors of the Federal Reserve System (U.S.).
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  93. Francis X. Diebold & Marc Nerlove, 1988. "Unit roots in economic time series: a selective survey," Finance and Economics Discussion Series 49, Board of Governors of the Federal Reserve System (U.S.).

  94. Francis X. Diebold, 1988. "Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function," Finance and Economics Discussion Series 41, Board of Governors of the Federal Reserve System (U.S.).

  95. Francis X. Diebold & Glenn D. Rudebusch, 1987. "Does the business cycle have duration memory?," Special Studies Papers 223, Board of Governors of the Federal Reserve System (U.S.).

  96. Francis X. Diebold & Glenn D. Rudebusch, 1987. "Scoring the leading indicators," Special Studies Papers 206, Board of Governors of the Federal Reserve System (U.S.).
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  97. Francis X. Diebold & Peter Pauly, 1987. "The use of prior information in forecast combination," Special Studies Papers 218, Board of Governors of the Federal Reserve System (U.S.).
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  98. Francis X. Diebold, 1987. "Deviations from random-walk behavior: tests based on the variance-time function," Special Studies Papers 224, Board of Governors of the Federal Reserve System (U.S.).

  99. Francis X. Diebold & Peter Pauly, 1986. "Structural change and the combination of forecasts," Special Studies Papers 201, Board of Governors of the Federal Reserve System (U.S.).

  100. Francis X. Diebold, 1986. "Temporal aggregation of ARCH processes and the distribution of asset returns," Special Studies Papers 200, Board of Governors of the Federal Reserve System (U.S.).

  101. Francis X. Diebold & Marc Nerlove, 1986. "The dynamics of exchange rate volatility: a multivariate latent factor ARCH model," Special Studies Papers 205, Board of Governors of the Federal Reserve System (U.S.).
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  102. Christoffersen & Diebold, . "Further Results on Forecasting and Model Selection Under Asymmetric Loss," Home Pages _059, University of Pennsylvania. [Downloadable!]
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  103. Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania. [Downloadable!]

Articles

  1. FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, 01. [Downloadable!] (restricted)
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  2. Francis X. Diebold / Kamil Yilmaz, 2009. "Equity Market Spillovers in the Americas," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 55-65, August. [Downloadable!]

  3. Campbell, Sean D. & Diebold, Francis X., 2009. "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 266-278. [Downloadable!] (restricted)
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  4. Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008. "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, vol. 146(2), pages 351-363, October. [Downloadable!] (restricted)
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  5. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, 04. [Downloadable!] (restricted)
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  6. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara, 2007. "Real-time price discovery in global stock, bond and foreign exchange markets," Journal of International Economics, Elsevier, vol. 73(2), pages 251-277, November. [Downloadable!] (restricted)
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  7. Diebold, Francis X., 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 181-183, April. [Downloadable!] (restricted)

  8. Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006. "The macroeconomy and the yield curve: a dynamic latent factor approach," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 309-338. [Downloadable!] (restricted)
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  9. Diebold, Francis X. & Li, Canlin, 2006. "Forecasting the term structure of government bond yields," Journal of Econometrics, Elsevier, vol. 130(2), pages 337-364, February. [Downloadable!] (restricted)
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  10. Diebold, F.X. & Engle, R.F. & Favero, C. & Gallo, G.M. & Schorfheide, F., 2006. "The econometrics of macroeconomics, finance, and the interface," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 1-2. [Downloadable!] (restricted)

  11. Michael W. Brandt & Francis X. Diebold, 2006. "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Journal of Business, University of Chicago Press, vol. 79(1), pages 61-74, January. [Downloadable!]
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  12. Sean D. Campbell & Francis X. Diebold, 2005. "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 6-16, March. [Downloadable!] (restricted)
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  13. Francis x. Diebold, 2005. "Robust estimation - discussion," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 82-85.

  14. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2005. "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, American Economic Association, vol. 95(2), pages 398-404, May. [Downloadable!]
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  15. Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005. "Modeling Bond Yields in Finance and Macroeconomics," American Economic Review, American Economic Association, vol. 95(2), pages 415-420, May. [Downloadable!]
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  16. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Blackwell Publishing, vol. 106(2), pages 165-185, 06. [Downloadable!] (restricted)
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  17. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2003. "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review, American Economic Association, vol. 93(1), pages 38-62, March. [Downloadable!]
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  18. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003. "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, vol. 71(2), pages 579-625, March. [Downloadable!] (restricted)
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  19. Diebold, Francis X., 2003. "The Et Interview: Professor Robert F. Engle, January 2003," Econometric Theory, Cambridge University Press, vol. 19(06), pages 1159-1193, December. [Downloadable!]

  20. Francis X. Diebold, 2002. "Symposium on Forecasting Performance: An Introduction," IMF Staff Papers, Palgrave Macmillan Journals, vol. 49(1), pages 1. [Downloadable!] (restricted)

  21. Bangia, Anil & Diebold, Francis X. & Kronimus, Andre & Schagen, Christian & Schuermann, Til, 2002. "Ratings migration and the business cycle, with application to credit portfolio stress testing," Journal of Banking & Finance, Elsevier, vol. 26(2-3), pages 445-474, March. [Downloadable!] (restricted)
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  22. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 2002. "Range-Based Estimation of Stochastic Volatility Models," Journal of Finance, American Finance Association, vol. 57(3), pages 1047-1091, 06. [Downloadable!] (restricted)

  23. Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001. "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, vol. 61(1), pages 43-76, July. [Downloadable!] (restricted)

  24. Diebold, F. X. & West, Kenneth D., 2001. "Forecasting and empirical methods in finance and macroeconomics," Journal of Econometrics, Elsevier, vol. 105(1), pages 1-3, November. [Downloadable!] (restricted)

  25. Diebold, Francis X. & Inoue, Atsushi, 2001. "Long memory and regime switching," Journal of Econometrics, Elsevier, vol. 105(1), pages 131-159, November. [Downloadable!] (restricted)
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  26. Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669. [Downloadable!]
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  27. Andersen T. G & Bollerslev T. & Diebold F. X & Labys P., 2001. "The Distribution of Realized Exchange Rate Volatility," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 42-55, March. [Downloadable!] (restricted)

  28. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15. [Downloadable!]

  29. Diebold, Francis X., 2001. "Econometrics: Retrospect and prospect," Journal of Econometrics, Elsevier, vol. 100(1), pages 73-75, January. [Downloadable!] (restricted)

  30. Diebold, Francis X & Kilian, Lutz, 2000. "Unit-Root Tests Are Useful for Selecting Forecasting Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 265-73, July.
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  31. Peter F. Christoffersen & Francis X. Diebold, 2000. "How Relevant is Volatility Forecasting for Financial Risk Management?," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 12-22, February. [Downloadable!] (restricted)
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  32. 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, MIT Press, vol. 81(4), pages 661-673, November. [Downloadable!] (restricted)

  33. Diebold, Francis X & Gunther, Todd A & Tay, Anthony S, 1998. "Evaluating Density Forecasts with Applications to Financial Risk Management," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 863-83, November.

  34. Christoffersen, Peter F & Diebold, Francis X, 1998. "Cointegration and Long-Horizon Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 450-58, October.
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  35. Jeremy Berkowitz & Francis X. Diebold, 1998. "Bootstrapping Multivariate Spectra," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 664-666, November. [Downloadable!] (restricted)

  36. Diebold, Francis X & West, Kenneth D, 1998. "Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance: Editors' Introduction," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 811-15, November.

  37. Diebold, Francis X, 1998. "The Past, Present, and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-92, Spring. [Downloadable!] (restricted)
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  38. Diebold, Francis X & Ohanian, Lee E & Berkowitz, Jeremy, 1998. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 433-51, July. [Downloadable!] (restricted)
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  39. Peter F. Christoffersen & Francis X. Diebold & Til Schuermann, 1998. "Horizon problems and extreme events in financial risk management," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 109-118. [Downloadable!]
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  40. Diebold, Francis X. & Lamb, Russell L., 1997. "Why are estimates of agricultural supply response so variable?," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 357-373. [Downloadable!] (restricted)
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  41. Christoffersen, Peter F. & Diebold, Francis X., 1997. "Optimal Prediction Under Asymmetric Loss," Econometric Theory, Cambridge University Press, vol. 13(06), pages 808-817, December. [Downloadable!]
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  42. Diebold, Francis X & Neumark, David & Polsky, Daniel, 1997. "Job Stability in the United States," Journal of Labor Economics, University of Chicago Press, vol. 15(2), pages 206-33, April. [Downloadable!] (restricted)
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  43. Bomfim, Antulio N & Diebold, Francis X, 1997. "Bonded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers," Economic Journal, Royal Economic Society, vol. 107(444), pages 1358-74, September. [Downloadable!] (restricted)
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  44. Diebold, Francis X & Senhadji, Abdelhak S, 1996. "The Uncertain Unit Root in Real GNP: Comment," American Economic Review, American Economic Association, vol. 86(5), pages 1291-98, December. [Downloadable!] (restricted)

  45. Koehler, Anne & Diebold, Francis X. & Giogianni, Lorenzo & Inoue, Atsushi, 1996. "Software review," International Journal of Forecasting, Elsevier, vol. 12(2), pages 309-315, June. [Downloadable!] (restricted)

  46. Christoffersen, Peter F & Diebold, Francis X, 1996. "Further Results on Forecasting and Model Selection under Asymmetric Loss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(5), pages 561-71, Sept.-Oct. [Downloadable!] (restricted)
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  47. Diebold, Francis X. & Lindner, Peter, 1996. "Fractional integration and interval prediction," Economics Letters, Elsevier, vol. 50(3), pages 305-313, March. [Downloadable!] (restricted)

  48. Francis X. Diebold & David Neumark & Daniel Polsky, 1996. "Comment on "Is job stability declining in the U.S. economy?" by Kenneth A. Swinnerton and Howard Wial (48:2, Jan. 1995)," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 49(2), pages 348-355, January.

  49. Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February. [Downloadable!] (restricted)
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  50. Diebold, Francis X. & Chen, Celia, 1996. "Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures," Journal of Econometrics, Elsevier, vol. 70(1), pages 221-241, January. [Downloadable!] (restricted)
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  51. Diebold, Francis X & Mariano, Roberto S, 1995. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 253-63, July.
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  52. Cheung, Yin-Wong & Diebold, Francis X., 1994. "On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean," Journal of Econometrics, Elsevier, vol. 62(2), pages 301-316, June. [Downloadable!] (restricted)
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  53. Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994. " On Cointegration and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 727-35, June. [Downloadable!] (restricted)
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  54. Francis Diebold, 1993. "Comment on modeling asset returns with alternative stable distributions," Econometric Reviews, Taylor and Francis Journals, vol. 12(3), pages 339-342. [Downloadable!] (restricted)

  55. Francis X. Diebold, 1993. "Are long expansions followed by short contractions?," Business Review, Federal Reserve Bank of Philadelphia, issue Jul, pages 3-11. [Downloadable!]

  56. Diebold, Francis X., 1993. "Discussion : The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 99-103. [Downloadable!] (restricted)

  57. Diebold, Francis X & Rudebusch, Glenn D, 1992. "Have Postwar Economic Fluctuations Been Stabilized?," American Economic Review, American Economic Association, vol. 82(4), pages 993-1005, September. [Downloadable!] (restricted)
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  58. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Shorter recessions and longer expansions," Business Review, Federal Reserve Bank of Philadelphia, issue Nov, pages 13-20. [Downloadable!]

  59. Diebold, Francis X. & Rudebusch, Glenn D., 1991. "On the power of Dickey-Fuller tests against fractional alternatives," Economics Letters, Elsevier, vol. 35(2), pages 155-160, February. [Downloadable!] (restricted)
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  60. Diebold, Francis X & Husted, Steven & Rush, Mark, 1991. "Real Exchange Rates under the Gold Standard," Journal of Political Economy, University of Chicago Press, vol. 99(6), pages 1252-71, December. [Downloadable!] (restricted)
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  61. Diebold, Francis X & Rudebusch, Glenn D, 1991. "Is Consumption Too Smooth? Long Memory and the Deaton Paradox," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 1-9, February. [Downloadable!] (restricted)
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  62. Diebold, Francis X. & Pauly, Peter, 1990. "The use of prior information in forecast combination," International Journal of Forecasting, Elsevier, vol. 6(4), pages 503-508, December. [Downloadable!] (restricted)
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  63. Diebold, Francis X & Sharpe, Steven A, 1990. "Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(3), pages 281-91, July.

  64. Diebold, Francis X & Rudebusch, Glenn D, 1990. "A Nonparametric Investigation of Duration Dependence in the American Business Cycle," Journal of Political Economy, University of Chicago Press, vol. 98(3), pages 596-616, June. [Downloadable!] (restricted)
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  65. Diebold, Francis X. & Nason, James A., 1990. "Nonparametric exchange rate prediction?," Journal of International Economics, Elsevier, vol. 28(3-4), pages 315-332, May. [Downloadable!] (restricted)
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  66. Diebold, Francis X., 1989. "Forecast combination and encompassing: Reconciling two divergent literatures," International Journal of Forecasting, Elsevier, vol. 5(4), pages 589-592. [Downloadable!] (restricted)
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  67. Francis Diebold, 1989. "Intertemporal consumer behavior under changes in income: a comment," Econometric Reviews, Taylor and Francis Journals, vol. 8(1), pages 93-99. [Downloadable!] (restricted)

  68. Diebold, Francis X. & Rudebusch, Glenn D., 1989. "Long memory and persistence in aggregate output," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 189-209, September. [Downloadable!] (restricted)
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  69. Diebold, Francis X, 1989. "Structural Time Series Analysis and Modelling Package: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 195-204, April-Jun. [Downloadable!] (restricted)

  70. Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," Journal of Business, University of Chicago Press, vol. 62(3), pages 369-91, July. [Downloadable!] (restricted)
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  71. Diebold, Francis X., 1989. "State space modeling of time series : A review essay," Journal of Economic Dynamics and Control, Elsevier, vol. 13(4), pages 597-612, October. [Downloadable!] (restricted)
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  72. Diebold, Francis X & Nerlove, Marc, 1989. "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(1), pages 1-21, Jan.-Mar.. [Downloadable!] (restricted)
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  73. Diebold, Francis X., 1988. "Testing for bubbles, reflecting barriers and other anomalies," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 63-70, March. [Downloadable!] (restricted)

  74. Diebold, Francis X, 1988. "An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 470-72, October.
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  75. Diebold, Francis X, 1988. "Serial Correlation and the Combination of Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 105-11, January.

  76. Diebold, Francis X. & Pauly, Peter, 1988. "Endogenous risk in a portfolio-balance rational-expectations model of the Deutschemark-Dollar rate," European Economic Review, Elsevier, vol. 32(1), pages 27-53, January. [Downloadable!] (restricted)

  77. Diebold, F X & Pauly, P, 1988. "Has the EMS Reduced Member-Country Exchange Rate Volatility?," Empirical Economics, Springer, vol. 13(2), pages 81-102.

  78. Diebold, Francis X. & Nerlove, Marc, 1987. "Prediction, Extraction, and Estimation in Unobserved Components Models," Econometric Theory, Cambridge University Press, vol. 3(02), pages 305-305, April. [Downloadable!]

  79. Diebold, Francis X., 1986. "Exact maximum-likelihood estimation of autoregressive models via the Kalman filter," Economics Letters, Elsevier, vol. 22(2-3), pages 197-201. [Downloadable!] (restricted)

  80. Diebold, Francis X., 1986. "The exact initial covariance matrix of the state vector of a general MA(q) process," Economics Letters, Elsevier, vol. 22(1), pages 27-31. [Downloadable!] (restricted)

Chapters

  1. Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, in: The Risks of Financial Institutions, pages 513-548 National Bureau of Economic Research, Inc. [Downloadable!]
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  2. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2006. "Volatility and Correlation Forecasting," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)

  3. Francis X. Diebold & Glenn Rudebusch & Daniel Sichel, 1993. "Further Evidence on Business-Cycle Duration Dependence," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 255-284 National Bureau of Economic Research, Inc. [Downloadable!]
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NEP Fields

83 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (23) 2005-02-20 2005-03-13 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-08-13 2006-04-08 2006-06-17 2007-01-23 2007-10-06 2007-10-13 2007-10-13 2007-11-17 2007-11-17 2007-11-24 2008-02-16 2008-04-15 2008-08-31 2008-09-29 2008-09-29 2008-10-07 Author is listed
  2. NEP-CBA: Central Banking (3) 2008-04-15 2008-06-27 2008-09-29
  3. NEP-CFN: Corporate Finance (17) 1998-12-28 2003-05-08 2003-11-30 2003-12-07 2004-02-23 2005-01-02 2005-02-01 2005-02-01 2005-03-20 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2007-01-23 2007-11-24 Author is listed
  4. NEP-CMP: Computational Economics (1) 2008-09-29
  5. NEP-ECM: Econometrics (28) 1998-12-28 1998-12-28 1999-02-22 1999-03-08 2000-01-24 2001-03-16 2001-07-23 2002-08-16 2002-10-08 2002-10-08 2003-01-05 2003-02-26 2003-07-07 2005-01-02 2005-01-02 2005-02-01 2005-03-13 2005-03-20 2005-07-18 2005-07-18 2006-06-17 2006-06-24 2006-09-30 2007-10-06 2008-09-29 2008-10-07 2008-10-28 2008-11-18 Author is listed
  6. NEP-EEC: European Economics (1) 2005-07-18
  7. NEP-ETS: Econometric Time Series (35) 1999-02-15 1999-03-01 2000-01-24 2001-03-13 2001-03-13 2001-07-23 2001-07-23 2002-08-16 2002-10-08 2003-02-18 2003-11-30 2004-06-07 2004-07-18 2004-07-18 2005-01-02 2005-01-02 2005-01-02 2005-02-01 2005-03-13 2005-03-20 2005-05-23 2005-07-18 2005-07-18 2005-07-18 2005-11-19 2006-06-17 2006-06-24 2006-09-30 2006-12-16 2007-11-17 2007-11-24 2008-06-27 2008-10-07 2008-10-28 2008-11-18 Author is listed
  8. NEP-FIN: Finance (37) 2001-03-13 2001-03-13 2001-07-23 2001-07-23 2002-06-13 2002-08-16 2003-01-05 2003-02-18 2003-11-30 2004-06-07 2004-07-18 2005-01-02 2005-01-02 2005-01-02 2005-02-01 2005-02-01 2005-02-01 2005-02-20 2005-03-13 2005-03-20 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-09-29 2005-11-12 2005-11-19 2006-04-08 2006-06-17 2006-06-24 2006-09-30 Author is listed
  9. NEP-FMK: Financial Markets (39) 2001-03-13 2001-03-13 2001-07-23 2001-07-23 2002-06-13 2002-08-16 2002-10-08 2003-02-18 2003-05-08 2004-02-23 2005-01-02 2005-01-02 2005-02-01 2005-03-13 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-08-13 2005-09-29 2005-11-12 2005-11-19 2006-04-08 2006-06-17 2006-06-24 2006-06-24 2006-09-30 2007-10-13 2007-11-17 2008-02-16 2008-06-27 2008-09-29 2008-11-11 Author is listed
  10. NEP-FOR: Forecasting (10) 2005-07-18 2005-07-18 2005-07-18 2005-07-18 2005-11-19 2006-06-17 2006-06-24 2006-09-30 2007-10-13 2007-10-13 Author is listed
  11. NEP-HIS: Business, Economic & Financial History (3) 2004-06-07 2005-01-02 2005-09-29
  12. NEP-HPE: History & Philosophy of Economics (3) 2004-06-07 2005-01-02 2005-07-18
  13. NEP-IFN: International Finance (18) 1998-08-21 1998-08-21 1998-12-28 1998-12-28 1999-03-01 2000-01-24 2001-03-13 2001-03-13 2001-07-23 2002-06-13 2003-02-18 2003-02-18 2003-07-29 2004-02-23 2005-01-02 2005-07-18 2005-07-18 2008-06-27 Author is listed
  14. NEP-MAC: Macroeconomics (22) 2003-11-30 2004-03-07 2005-02-01 2005-02-01 2005-02-01 2005-02-20 2005-05-23 2005-07-18 2005-07-18 2005-07-18 2005-08-13 2006-06-24 2007-09-24 2007-10-13 2007-10-13 2007-10-13 2007-11-24 2008-04-15 2008-08-31 2008-08-31 2008-09-29 2008-10-07 Author is listed
  15. NEP-MON: Monetary Economics (12) 2003-11-30 2004-02-23 2005-02-01 2005-02-01 2005-02-01 2005-05-23 2005-07-18 2005-07-18 2005-08-13 2007-10-13 2007-11-17 2008-06-27 Author is listed
  16. NEP-MST: Market Microstructure (4) 2006-12-16 2008-06-27 2008-10-28 2008-11-18
  17. NEP-OPM: Open MacroEconomics (1) 2008-06-27
  18. NEP-PBE: Public Economics (1) 2005-07-18
  19. NEP-RMG: Risk Management (27) 2002-10-08 2002-10-08 2003-01-05 2003-02-18 2003-02-18 2003-05-08 2003-07-04 2003-11-30 2003-11-30 2003-11-30 2004-03-07 2005-02-01 2005-03-13 2005-07-18 2005-07-18 2005-09-29 2005-11-12 2006-04-08 2006-06-24 2006-09-30 2006-12-16 2007-10-06 2007-10-13 2007-11-24 2008-04-15 2008-08-31 2008-10-07 Author is listed
  20. NEP-SEA: South East Asia (2) 2006-06-17 2006-09-30
  21. NEP-UPT: Utility Models & Prospect Theory (2) 2008-10-28 2008-11-18
Did you know? There are NEP reports in over 80 fields that deliver new research to your email.

This page was last updated on 2009-10-27.

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