Dr. Francis Diebold

Biography

Francis X. Diebold is the Paul F. Miller Warren S. Miller Professor of Economics, Finance, and Statistics at the University of Pennsylvania, where he also serves as the Faculty Director of the Master of Applied Economics and Data Science (MAEDS) program. Diebold has held visiting appointments at prominent institutions including Princeton, the University of Chicago, Johns Hopkins University, and New York University. His research interests center around dynamic predictive modeling, particularly in the contexts of financial asset markets, macroeconomic fundamentals, and climate change. He is well-known for his contributions to the measurement and modeling of asset-return volatility, business cycles, yield curves, and network connectedness, as well as research related to Arctic sea-ice. Diebold has published over 150 scientific papers and eight books, earning recognition as one of the most-cited economists globally. He is a Founding Fellow and Past President of the Society for Financial Econometrics and is associated with several prestigious organizations such as the NBER, Econometric Society, and the American Statistical Association. His academic lineage includes mentoring over 75 Ph.D. students.

Research Interests