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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two...... more |
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Business Cycles: Durations, Dynamics, and Forecasting
This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold...... more |