Francis Diebold
University of Pennsylvania
H-index: 97
North America-United States
Top articles of Francis Diebold
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Predicting September Arctic Sea Ice: A Multi-Model Seasonal Skill Comparison | Bulletin of the American Meteorological Society | Mitchell Bushuk Sahara Ali David A Bailey Qing Bao Lauriane Batté | 2024/4/22 |
Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume | Journal of Econometrics | Francis X Diebold Glenn D Rudebusch Maximilian Göbel Philippe Goulet Coulombe Boyuan Zhang | 2024/1/9 |
Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models | Energy Economics | Francis X Diebold Maximilian Göbel Philippe Goulet Coulombe | 2023/8/1 |
2005-DieboldEtAl-Modeling Bond Yields In Finance And Macroeconomics | FX Diebold | 2023/4/5 | |
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates | Journal of Econometrics | Francis X Diebold Minchul Shin Boyuan Zhang | 2023/12/1 |
Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms | Journal of Econometrics | Francis X Diebold Kamil Yılmaz | 2023/3/1 |
Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions | Energy Economics | Francis X Diebold Glenn D Rudebusch | 2023/10/1 |
On the past, present, and future of the Diebold–Yilmaz approach to dynamic network connectedness | Journal of Econometrics | Francis X Diebold Kamil Yilmaz | 2023/3/1 |
A new test for market efficiency and uncovered interest parity | Journal of International Money and Finance | Richard T Baillie Francis X Diebold George Kapetanios Kun Ho Kim | 2023/2/1 |
When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume | Journal of Econometrics | Francis X Diebold Glenn D Rudebusch Maximilian Göbel Philippe Goulet Coulombe Boyuan Zhang | 2023/10/1 |
A benchmark model for fixed-target Arctic sea ice forecasting | Economics Letters | Francis X Diebold Maximilian Göbel | 2022/6/1 |
A multi-model comparison of September Arctic sea ice seasonal prediction skill | AGU Fall Meeting Abstracts | Mitchell Bushuk Sahara Ali David A Bailey Lauriane Batté Uma Suren Bhatt | 2022/12 |
On robust inference in time series regression | arXiv preprint arXiv:2203.04080 | Richard T Baillie Francis X Diebold George Kapetanios Kun Ho Kim | 2022/3/8 |
Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections | Journal of Econometrics | Francis X Diebold Glenn D Rudebusch | 2022/12/1 |
On the evolution of US temperature dynamics | Francis X Diebold Glenn D Rudebusch | 2022/1/18 | |
A New Test forMarket Efficiency and Uncovered Interest Parity | Richard T Baillie Francis X Diebold George Kapetanios Kun Ho Kim | 2022/11/3 | |
On the Financing of Climate Change Adaptation in Developing Countries | arXiv preprint arXiv:2210.11525 | Francis X Diebold | 2022/10/20 |
Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020 | Francis X Diebold | 2022/9/16 | |
Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach | International Journal of Forecasting | Francis X Diebold Maximilian Göbel Philippe Goulet Coulombe Glenn D Rudebusch Boyuan Zhang | 2021/10/1 |
What's the big idea?“Big Data” and its origins | Significance | Francis X Diebold | 2021/2 |
Co-Authors
