As announced last week, the lecture scheduled on Friday November 27 is cancelled.
In its place, a two-part videolecture (dated November 23) is available in the "Recorded lectures and Videolectures" section of this page.
The topic of the lecture is: "Forecasting the term structure of government bond yields using the Diebold-Li factor methodology".
The relevant lecture notes are in the Teaching material directory (Term_notes_2); reference will be made to figures and tables in the paper by Diebold F. and C. Lin (2006), that you are advised to download and keep at hand. Lecture notes are complemented by the (introductory) material in the file Term_basics, also availble in the Teaching material directory.