Francis X. Diebold
Francis X. Diebold | |
|---|---|
| Born | November 12, 1959 Philadelphia, PA, US |
| Academic background | |
| Alma mater | University of Pennsylvania (B.S., Ph.D.) |
| Doctoral advisors | Marc Nerlove (Chair), Lawrence Klein, Peter Pauly |
| Academic work | |
| Discipline | Econometrics Financial economics Macroeconomics |
| Institutions | University of Pennsylvania NBER |
| Notable ideas | Diebold–Mariano test; Latent-factor ARCH model; Realized volatility modeling and forecasting; Dynamic Nelson–Siegel yield-curve model; Network connectedness measurement and visualization; Aruoba–Diebold–Scotti Index |
| Awards | Guggenheim Fellowship Sloan Fellowship Humboldt Fellowship |
| Website | |
Francis X. Diebold (born November 12, 1959) is an American economist known for his pioneering work in dynamic predictive econometric modeling, with emphasis on 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.