Francis X. Diebold

Francis X. Diebold is the Paul F. and Warren S. Miller Professor of Economics, Professor of Finance, and Professor of Statistics and Data Science at the University of Pennsylvania. He serves as Faculty Director of the Masters of Applied Economics and Data Science (MEDS) program. His research focuses on dynamic predictive modeling of financial markets, macroeconomic fundamentals, climate change, and their intersections. Key contributions include work on asset-return volatility, business cycles, yield curves, Arctic sea ice modeling, and network connectedness.

Diebold has authored over 150 scientific papers and eight books, including Financial and Macroeconomic Connectedness and Yield Curve Modeling and Forecasting. He is a Fellow of numerous prestigious institutions such as the Econometric Society, American Statistical Association, and Guggenheim Foundation. His academic lineage includes over 75 PhD students.

His research spans climate models, financial econometrics, and economic forecasting. Notable projects include analyzing Arctic sea ice dynamics and developing methodologies for measuring financial market connectedness. Diebold has held visiting positions at Princeton, Chicago, Johns Hopkins, and NYU.

He is actively involved in editorial and advisory roles, including past presidency of the Society for Financial Econometrics and editorial board memberships for journals like Econometrica. His work bridges theoretical econometrics with practical applications in policy and climate adaptation.