Diebold, F.X. and Yilmaz, K. (2023), “On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness," Jubilee 50th Anniversary Issue, Journal of Econometrics, 234, 115-120, 2023.

Diebold, F.X. (2022), “On the Financing of Climate Change Adaptation in Developing Countries,” Global Climate Finance Report, Perry World House, University of Pennsylvania.

Diebold, F.X. (2021),Measuring Real Activity in Real Time: Exiting the Great Recession and Entering the Pandemic Recession,” VoxEU.org, 22 January 2021.

Diebold, F.X. (2021), "What’s the Big Idea? Big Data and its Origins" Significance, 19, 36-37. (Associated BBC Radio 4 Podcast 8/4/2020 here.)

I sketch aspects of Big Data, the phenomenon, the term, and the discipline, with emphasis on origins of the term, in industry and academics, in computer science and statistics/econometrics. Big Data the phenomenon continues unabated, Big Data the term is now firmly entrenched, and Big Data the discipline is emerging.

Diebold, F.X. (2020),
"Entering the Pandemic: The Joint Progression of  COVID-19 and Economic Growth in the U.S.", Penn 60-Second Lecture,  9/30/2020. Well, it’s actually 5 minutes…

Diebold, F.X., Garcia, R., and Jacobs, K. (2020, 2021), “Editors’ Introduction”, in Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen.  (Introduction to two-part special issue of Journal of Financial Econometrics, 18, 471-652, 2020 (Part I, here), and 19, 1-234, 2021 (Part II, here).

Diebold, F.X., Ghysels, E., Mykland, P., and Zhang, L. (2019), “Editors’ Introduction”, in Big Data in Dynamic Predictive Econometric Modeling, Special Issue of Journal of Econometrics, 212, 1-358.

Diebold, F.X., (2014), “A Tribute to Lawrence R. Klein”, Remarks given at the Klein Legacy Dinner, October 24, 2014, Lower Egyptian Gallery, University of Pennsylvania Museum of Archaeology and Anthropology.

Aruoba, B., Diebold, F.X., Nalewaik, J., Schorfheide, F., and Song, D. (2013), "A Penny Spent is a Penny Earned (by Someone Else): Measuring GDP", VOX EU / CEPR.

Diebold, F.X., Doherty, N., and Herring, R. (2010), "The Known, the Unknown, and the Unknowable in Financial Risk Management". (This is the Introduction to our book with the same title.)
Statistical issues emerge as central to risk measurement, but economic issues of incentives and strategic behavior emerge as central for risk management, as we illustrate in a variety of contexts.

Diebold, F.X. and Herring, R. (2009), "The New Role of Risk Management: Rebuilding the Model”, Knowledge@Wharton Interview, June 24. Audio and related materials here.

Diebold, F.X., (2004), "The Nobel Prize for Robert F. Engle", Scandinavian Journal of Economics, 106, 165-185.

Understanding Rob Engle's 2003 Nobel Prize in Economics.  Volatility and correlation modeling in financial markets.  What happened and why.

Diebold, F.X., (2001), "Econometrics: Retrospect and Prospect," Journal of Econometrics, 100, 73-75.

Looking backward and forward on the twenty-fifth anniversary of the founding of the Journal of Econometrics.

Andersen, T., Bollerslev, T., and Diebold, F.X., (2000), "Great Realizations," Risk, March, 105-108.

Describes the potential of realized volatility methods, in conjunction with modern high-frequency data, for measuring asset return volatilities and correlations.  Introduces the volatility signature plot for detecting and mitigating the effects of microstructure noise.

Diebold, F.X., (1998), "The Past, Present and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, 12, 175-192.

General equilibrium models useful for forecasting?!  Lots of people think this article is naive, or just plain wrong.   Time will tell...

Diebold, F.X., (Circa 2015-16) Tennis match dynamic graphics