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Tinbergen Institute Lectures

Yield Curve Modeling and Forecasting

  • Series
  • Speaker
    Francis X. Diebold (University of Pennsylvania) and Glenn Rudebusch (Federal Reserve Bank of San Francisco)
  • Location
  • Date

    June 23, 2010 until June 25, 2010

This was a joint lecture by Professor Francis X. Diebold and Professor Glenn Rudebusch. These Lectures are part of the Princeton University Press Lectures, a project of Princeton University Press (PUP), the Econometric Institute at Erasmus University Rotterdam, and Tinbergen Institute.

Professor Francis X. Diebold is Professor of Finance and Statistics and Co-Director of the Wharton Financial Institutions Center at the University of Pennsylvania.

Professor Glenn Rudebusch is Senior Vice President and Associate Director of the Federal Reserve Bank of San Francisco.