Francis X. Diebold

P.F. Miller, Jr. and E.W.S. Miller Professor of Social Sciences
Professor of Economics
School of Arts and Sciences
University of Pennsylvania

Professor of Finance and Statistics
Wharton School
University of Pennsylvania

Department of Economics
University of Pennsylvania
3718 Locust Walk
Philadelphia, PA 19104-6297

fdiebold@sas.upenn.edu

+1 (215) 898-1507

@FrancisDiebold (Twitter)

Bio -- Short c.v. -- Engagements



Teaching
-- Office hours
Penn economics seminars (combined calendar)
Penn statistics seminar
Friday econometrics research/reading group


 

Newer research papers, all topics

Newer research books:
Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring, Oxford University Press, 2015, in press. With K. Yilmaz. (Related web site here.)
Yield Curve Modeling and Forecasting, Princeton University Press, 2013. With G. Rudebusch.

All available research papers, all topics, reverse chronologically
All available research papers, by topic

All research books
Textbooks

Web sites with real-time data and Insights:
Diebold-Yilmaz Financial and Macroeconomic Connectedness
Aruoba-Diebold-Scotti Business Conditions Index (Federal Reserve Bank of Philadelphia)
Aruoba-Diebold-Nalewaik-Song-Schorfheide GDPplus series (Federal Reserve Bank of Philadelphia)

Lighter fare

Much lighter fare (No Hesistations blog)


Certain materials on this web page are based upon work supported by the U.S. National Science Foundation. Any opinions, findings, conclusions or recommendations expressed in such material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.