Francis X. Diebold
Paul F. and Warren S. Miller Professor of Economics; Professor of Finance; Professor of Statistics and Data Science
Faculty Director, Masters of Applied Economics and Data Science (MEDS) program
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Francis X. Diebold is Paul F. Miller and Warren S. Miller Professor of Economics; Professor of Finance; and Professor of Statistics and Data Science, at the University of Pennsylvania. He has held visiting appointments at Princeton, Chicago, Johns Hopkins, and NYU. His research focuses on dynamic predictive modeling of financial asset markets, macroeconomic fundamentals, climate change, and the interface. He has made well-known contributions to the measurement and modeling of asset-return volatility, business cycles, yield curves, network connectedness, and Arctic sea-ice. 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, Econometrica, Review of Economics and Statistics, and International Economic Review. His academic "family" includes more than 75 Ph.D. students. |
Books
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Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
Francis X. Diebold, Kamil Yilmaz
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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach
Francis X. Diebold, Glenn Rudebusch
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Business Cycles: Durations, Dynamics and Forecasting.
Francis X. Diebold, Glenn Rudebusch
University of Pennsylvania
Department of Economics
The Ronald O. Perelman Center for Political Science and Economics
133 South 36th Street
Philadelphia, PA 19104