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On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness

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Diebold, Francis X.

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Abstract

We offer retrospective and prospective assessments of the Diebold-Yilmaz connected-ness research program, combined with personal recollections of its development. Its centerpiece in many respects is Diebold and Yilmaz (2014), around which our discussion is organized.

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Elsevier Science Sa

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Economics, Mathematics, Interdisciplinary applications, Social sciences, Mathematical methods

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Journal of Econometrics

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10.1016/j.jeconom.2023.01.021

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