Francis X. Diebold

University of Pennsylvania

Francis X. Diebold is Paul F. and Warren S. Miller Professor of Economics, and Professor of Finance and Statistics, at the University of Pennsylvania and its Wharton School. 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/, /Journal of Business and Economic Statistics/, /Journal of Applied Econometrics/, and /International Economic Review/. 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 also 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. His 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. Diebold also 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 nearly 75 Ph.D. students.

Articles by Francis X. Diebold: