Francis X. Diebold
Francis X. Diebold (born November 12, 1959) is an American economist known for his work in predictive econometric modeling, financial econometrics, and macroeconometrics. He earned both his B.S. and Ph.D. degrees at the University of Pennsylvania, where his doctoral committee included Marc Nerlove, Lawrence Klein, and Peter Pauly. He has spent most of his career at Penn, where he has mentored approximately 75 Ph.D. students. Presently he is Paul F. and Warren S. Miller Professor of Social Sciences and Professor of Economics at Penn’s School of Arts and Sciences, and Professor of Finance and Professor of Statistics at Penn’s Wharton School. He is also a Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Massachusetts, and author of the No Hesitations blog.
Francis X. Diebold | |
|---|---|
| Born | November 12, 1959 Philadelphia, PA, USA |
| Nationality | American |
| Academic career | |
| Institution | University of Pennsylvania NBER |
| Field | Econometrics Financial economics Macroeconomics |
| Alma mater | University of Pennsylvania (B.S., Ph.D.) |
| Doctoral advisor | Marc Nerlove (Chair), Lawrence Klein, Peter Pauly |
| Contributions | Diebold–Mariano test; Latent-factor ARCH model; Realized volatility modeling; Dynamic Nelson–Siegel yield-curve model; Network connectedness measurement and visualization; Aruoba–Diebold–Scotti Index |
| Awards | Guggenheim Fellowship Sloan Fellowship Humboldt Fellowship |
Diebold is an elected Fellow of the Econometric Society, the American Statistical Association, and the International Institute of Forecasters, and the recipient of Sloan, Guggenheim, and Humboldt fellowships. He has served on the editorial boards of Econometrica, Review of Economics and Statistics, and International Economic Review. He has held visiting professorships at Princeton University, University of Chicago, Johns Hopkins University, and New York University. He was President of the Society for Financial Econometrics (2011–2013) and Chairman of the Federal Reserve System's inaugural Model Validation Council (2012–2013).