Tinbergen Institute Econometrics Lectures 2010

Francis X. Diebold and Glenn Rudebusch: Yield Curve Modeling and Forecasting

Prof. Francis X. Diebold and Prof. Glenn Rudebusch have jointly given the Econometrics Lectures 2010. These Lectures are part of the Princeton University Press Lectures, a joint 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.

Time: June 23 - 25, 2010
Venue: Erasmus University Rotterdam