Francis X. Diebold

Francis X. Diebold
  • Paul F. Miller, Jr. and E. Warren Shafer Miller Professor of Social Sciences, and Professor of Economics
  • Professor of Finance
  • Professor of Statistics

Contact Information

  • office Address:

    3718 Locust Walk, Philadelphia, PA 19104

Research Interests: empirical finance, empirical macroeconomics, financial econometrics and forecasting

Overview

Education

PhD, University of Pennsylvania, 1986; BS, University of Pennsylvania, 1981

Career and Recent Professional Awards; Teaching Awards

Fellow, American Statistical Association, elected 2004; Alexander von Humboldt Award, Federal Republic of Germany, 2004 Fellow, Econometric Society, elected 1998; John Simon Guggenheim Fellowship, 2003-2004; Geewax-Terker Award for Outstanding Financial Research, Wharton School, 2001, 2004; Alfred P. Sloan Foundation Research Fellowship, 1992-1994; Kravis Award for Outstanding Teaching, University of Pennsylvania, 1994, 1998

Academic Positions Held

Wharton: 1997-present. University of Pennsylvania: 1989-present. Visiting appointments: University of Chicago; Princeton University; New York University; Johns Hopkins University; Cambridge University

Professional Leadership 2005-2009

Chairman, National Science Foundation/National Bureau of Economic Research, Forecasting Seminar, 1994-present; Senior Fellow, Wharton Financial Institutions Center, 1997-present; Editorial Board, Econometrica, 1994-present; International Economic Review, 1993-present; Review of Economics and Statistics, 1993-present; Journal of Business and Economic Statistics, 1993-present; Journal of Forecasting, 1990-present

Corporate and Public Sector Leadership 2005-2009

Charter Member, Oliver Wyman Institute, 1997-present; National Science Foundation Economics Panel, 1998-2000; numerous corporate boards, advisory boards, and consulting engagements, worldwide.

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Research

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Social Sciences, and Professor of Economics, Finance and Statistics, at the University of Pennsylvania. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of leading journals including Econometrica, Review of Economics and Statistics, International Economic Review, Journal of Business and Economic Statistics, and Journal of Applied Econometrics. He is an NBER Faculty Research Associate, as well as an elected Fellow of the Econometric Society, the American Statistical Association, and the International Institute of Forecasters. He has been the recipient of Sloan, Guggenheim, and Humboldt fellowships, Co-Director of the Wharton Financial Institutions Center, and President of the Society for Financial Econometrics. He lectures widely and has held visiting professorships at Princeton, Chicago, Johns Hopkins, and NYU. He has received several awards for outstanding teaching, and his academic “family” includes more than 70 Ph.D. students. Diebold’s academic research is firmly linked to practical matters: During 1986-1989 he served as an economist under both Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System, during 2007-2008 he served as an Executive Director of Morgan Stanley Investment Management, and during 2012-2013 he served as Chairman of the Federal Reserve System’s Model Validation Council.

Teaching

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Social Sciences, and Professor of Economics, Finance and Statistics, at the University of Pennsylvania. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of leading journals including Econometrica, Review of Economics and Statistics, International Economic Review, Journal of Business and Economic Statistics, andJournal of Applied Econometrics. He is an NBER Faculty Research Associate, as well as an elected Fellow of the Econometric Society, the American Statistical Association, and the International Institute of Forecasters. He has been the recipient of Sloan, Guggenheim, and Humboldt fellowships, Co-Director of the Wharton Financial Institutions Center, and President of the Society for Financial Econometrics. He lectures widely and has held visiting professorships at Princeton, Chicago, Johns Hopkins, and NYU. He has received several awards for outstanding teaching, and his academic “family” includes more than 70 Ph.D. students. Diebold’s academic research is firmly linked to practical matters: During 1986-1989 he served as an economist under both Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System, during 2007-2008 he served as an Executive Director of Morgan Stanley Investment Management, and during 2012-2013 he served as Chairman of the Federal Reserve System’s Model Validation Council.

Awards and Honors

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Social Sciences, and Professor of Economics, Finance and Statistics, at the University of Pennsylvania. He has published widely in econometrics, forecasting, finance, and macroeconomics, and he has served on the editorial boards of leading journals including Econometrica, Review of Economics and Statistics, International Economic Review, Journal of Business and Economic Statistics, andJournal of Applied Econometrics. He is an NBER Faculty Research Associate, as well as an elected Fellow of the Econometric Society, the American Statistical Association, and the International Institute of Forecasters. He has been the recipient of Sloan, Guggenheim, and Humboldt fellowships, Co-Director of the Wharton Financial Institutions Center, and President of the Society for Financial Econometrics. He lectures widely and has held visiting professorships at Princeton, Chicago, Johns Hopkins, and NYU. He has received several awards for outstanding teaching, and his academic “family” includes more than 70 Ph.D. students. Diebold’s academic research is firmly linked to practical matters: During 1986-1989 he served as an economist under both Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System, during 2007-2008 he served as an Executive Director of Morgan Stanley Investment Management, and during 2012-2013 he served as Chairman of the Federal Reserve System’s Model Validation Council.

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