Publication: On the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness
Program
KU-Authors
KU Authors
Co-Authors
Diebold, Francis X.
Publication Date
Language
Type
Embargo Status
Journal Title
Journal ISSN
Volume Title
Alternative Title
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.
Source
Publisher
Elsevier Science Sa
Subject
Economics, Mathematics, Interdisciplinary applications, Social sciences, Mathematical methods
Citation
Has Part
Source
Journal of Econometrics
Book Series Title
Edition
DOI
10.1016/j.jeconom.2023.01.021