Biography Francis
X. Diebold is Paul F. Miller, Jr. and E. Warren Shafer Miller Professor of Social
Sciences, and Professor of Economics, Finance, and Statistics and Data
Science, University of Pennsylvania. He has held visiting appointments at
Princeton, Chicago, Johns Hopkins, and NYU. His research focuses on predictive modeling of financial
asset markets, macroeconomic fundamentals, and the interface. He has made
well-known contributions to the measurement and modeling of asset-return
volatility, business cycles, yield curves, and network connectedness, and his
most recent work begins to integrate aspects of climate change. 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. |