Dr. Francis Diebold

Professor

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Biography

Francis X. Diebold is the E. Warren Shafer Miller Professor at the University of Pennsylvania, where he focuses on macroeconomics and financial econometrics. He has been recognized for his outstanding teaching and research contributions, including over 150 scientific papers and eight books. His research interests include predictive modeling in economic contexts, financial asset markets, macroeconomic fundamentals, and climate change. Diebold has held various academic positions and visiting appointments at esteemed institutions such as Princeton University and the University of Chicago. A founding member of the Society for Financial Econometrics and an elected fellow of several prestigious organizations, he has received numerous accolades throughout his career, including the Richard Stone Prize in Applied Econometrics and the John Simon Guggenheim Fellowship. Diebold's academic lineage includes mentoring over 75 Ph.D. students in the field of econometrics and statistics, and he is known for his significant contributions to measurement and modeling of asset-return volatility and business cycles.

Research Interests

Experience

Professor

1989-01-01 — Present

University of Pennsylvania • Philadelphia, PA

E. Warren Shafer Miller Professor, teaching courses in econometrics and conducting extensive research in financial econometrics.

Professor

1997-01-01 — Present

Wharton School • Philadelphia, PA

Teaching and research in the finance department, focusing on predictive modeling.

Awards

#

Richard Stone Prize in Applied Econometrics

2020-01-01
#

Fellow of the American Statistical Association

2004-01-01
#

Alexander von Humboldt Award

2004-01-01
#

John Simon Guggenheim Fellowship

2003-01-01
#

Alfred P. Sloan Foundation Research Fellowship

1992-01-01

Courses

ECON7310 - Econometrics II: Methods Analysis ECON2310 - Econometric Methods/Models ECON8320 - Econometrics IV: Advanced

Requirements for University of Pennsylvania

Doctorate Program
Requirements
GPA Requirement
Required:3.6
GRE General
Verbal
Required:162
Quantitative
Required:162
Overall
Required:162
GMAT
Total Score
Required:728
Overall
Required:728
TOEFL
Total
Required:115
Prerequisites
Bachelor's degree or equivalent Strong quantitative background
Application Checklist
  • Academic Transcripts
  • Letters of Recommendation (2-3)
  • Resume/CV
  • Statement of Purpose
  • Essays
Specialization Notes

Wharton Doctoral programs cover fields like Finance, Marketing, Management, and Operations, Information and Decisions.