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• Francis X. Diebold

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Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Special Studies Papers with number 201.

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Date of creation: 1986
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Handle: RePEc:fip:fedgsp:201

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Keywords: Forecasting ; Econometric models;

Cited by:
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1. Ekrem Kilic, 2005. "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics 0510007, EconWPA. [Downloadable!]
2. Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Working Papers 01-12, Bank of Canada. [Downloadable!]
3. Massimo Guidolin & Allan Timmerman, 2007. "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers 2005-059, Federal Reserve Bank of St. Louis. [Downloadable!]
   Other versions:
   • Guidolin, Massimo & Timmermann, Allan G, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   • Guidolin, Massimo & Timmermann, Allan, 2009. "Forecasts of US short-term interest rates: A flexible forecast combination approach," Journal of Econometrics, Elsevier, vol. 150(2), pages 297-311, June. [Downloadable!] (restricted)
4. W. Härdle & V. Spokoiny & G. Teyssiere, . "Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model," Sonderforschungsbereich 373 2000-6, Humboldt Universitaet Berlin.
5. Luis Fernando Melo & Héctor Núñez, . "Combinación de Pronósticos de la Inflación en Presencia de cambios Estructurales," Borradores de Economia 286, Banco de la Republica de Colombia. [Downloadable!]
   Other versions:
   • Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004. "Combinación de pronósticos de la inflación en presencia de cambios estructurales," BORRADORES DE ECONOMIA 002153, BANCO DE LA REPÚBLICA. [Downloadable!]
6. David E. Rapach & Jack K. Strauss, 2005. "Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Nov, pages 97-112. [Downloadable!]
7. Elkin Castaño & Luis Fernando Melo, . "Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana," Borradores de Economia 109, Banco de la Republica de Colombia. [Downloadable!]
   Other versions:
   • Elkin Castaño V. & Luis Fernando Melo Velandia, 1998. "Métodos De Combinación De Pronósticos:Una Aplicación A La Inflación Colombiana," BORRADORES DE ECONOMIA 003212, BANCO DE LA REPÚBLICA. [Downloadable!]
8. Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York. [Downloadable!]
   Other versions:
   • Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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This page was last updated on 2009-12-6.