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

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dc.contributor.coauthorDiebold, Francis X.
dc.contributor.departmentDepartment of Economics
dc.contributor.kuauthorYılmaz, Kamil
dc.contributor.schoolcollegeinstituteCollege of Administrative Sciences and Economics
dc.date.accessioned2024-12-29T09:41:10Z
dc.date.issued2023
dc.description.abstractWe 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.
dc.description.indexedbyWOS
dc.description.indexedbyScopus
dc.description.openaccessGreen Submitted
dc.description.publisherscopeInternational
dc.description.sponsoredbyTubitakEuTÜBİTAK
dc.description.sponsorship? We are grateful to the editors for selecting our paper, and to our many colleagues and students - in particular our wonderfully-connected network of ?connectedness coauthors"- for their myriad contributions to the research program described here and their friendship over the years. We are also grateful to Tim Bollerslev, who provided helpful comments on an earlier draft. Yilmaz gratefully acknowledges the support of The Scientific and Technological Research Council of Turkey (TUBITAK) , United States under grant number 121C271. All remaining errors of omission or commission are our alone.
dc.description.volume234
dc.identifier.doi10.1016/j.jeconom.2023.01.021
dc.identifier.eissn1872-6895
dc.identifier.issn0304-4076
dc.identifier.quartileQ1
dc.identifier.scopus2-s2.0-85147218945
dc.identifier.urihttps://doi.org/10.1016/j.jeconom.2023.01.021
dc.identifier.urihttps://hdl.handle.net/20.500.14288/23559
dc.identifier.wos1170855300016
dc.keywordsContagion
dc.keywordsSpillovers
dc.keywordsFinancial markets
dc.keywordsVector autoregressions
dc.keywordsVariance decompositions
dc.language.isoeng
dc.publisherElsevier Science Sa
dc.relation.grantnoScientific and Technological Research Council of Turkey (TUBITAK) , United States [121C271]
dc.relation.ispartofJournal of Econometrics
dc.subjectEconomics
dc.subjectMathematics
dc.subjectInterdisciplinary applications
dc.subjectSocial sciences
dc.subjectMathematical methods
dc.titleOn the past, present, and future of the Diebold-Yilmaz approach to dynamic network connectedness
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.kuauthorYılmaz, Kamil
local.publication.orgunit1College of Administrative Sciences and Economics
local.publication.orgunit2Department of Economics
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relation.isOrgUnitOfPublication.latestForDiscovery7ad2a3bb-d8d9-4cbd-a6a3-3ca4b30b40c3
relation.isParentOrgUnitOfPublication972aa199-81e2-499f-908e-6fa3deca434a
relation.isParentOrgUnitOfPublication.latestForDiscovery972aa199-81e2-499f-908e-6fa3deca434a

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