1 citations · 1 across the 3 of their papers we have counts for
3 papers
econ.EM2024★ 1 cited
Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
Siyu Bie, Francis X. Diebold, Jingyu He +1
We explore tree-based macroeconomic regime-switching in the context of the dynamic Nelson-Siegel (DNS) yield-curve model. In particular, we customize the tree-growing algorithm to…
econ.EM2020
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
Francis X. Diebold, Minchul Shin, Boyuan Zhang
We propose methods for constructing regularized mixtures of density forecasts. We explore a variety of objectives and regularization penalties, and we use them in a substantive exp…
stat.AP2019
Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
Francis X. Diebold, Glenn D. Rudebusch
The downward trend in the amount of Arctic sea ice has a wide range of environmental and economic consequences including important effects on the pace and intensity of global clima…