Yield Curve Modeling and Forecasting
SeriesEconometrics Lecture Series
SpeakerFrancis X. Diebold (University of Pennsylvania) and Glenn Rudebusch (Federal Reserve Bank of San Francisco)
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.