Francis X. Diebold

Paul F. and Warren S. Miller Professor of Economics, Professor of Finance; Professor of Statistics

Francis X. Diebold is Paul F. and Warren Shafer Miller Professor of Social Sciences, and Professor of Economics, Finance, and Statistics, University of Pennsylvania. He has held visiting appointments at Princeton, Chicago, Johns Hopkins, and NYU. His research interests focus on measurement and predictive modeling in financial asset markets and underlying macroeconomic fundamentals. He has made well-known contributions to the measurement and modeling of asset-return volatility, business conditions, yield curves, and network connectedness. He has published more than 150 scientific papers and 8 books, and he is regularly ranked among globally most-cited economists.

He is Founding Fellow and Past President, Society for Financial Econometrics; NBER Faculty Research Associate; Fellow, Econometric Society, American Statistical Association, Guggenheim Foundation, Sloan Foundation, Humboldt Foundation, Journal of Econometrics; Founding Fellow, International Association for Applied Econometrics, Society for Economic Measurement; Honorary Fellow, International Institute of Forecasters; and Past Editorial Board Member, EconometricaReview of Economics and Statistics, and International Economic Review. His academic "family" includes more than 70 Ph.D. students.

Francis X. Diebold

fdiebold@econ.upenn.edu

Office Hours
Fall 2019: Mondays 9:30-11:30

215-898-1507

Office 607

University of Pennsylvania
Department of Economics
The Ronald O. Perelman Center for Political Science and Economics
133 South 36th Street
Philadelphia, PA 19104

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