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

+1 (215) 898-1507

Facebook groups:
Diebold Econometrics
Diebold Forecasting
Diebold Time Series Econometrics

No Hesistations:

and office hours
Biography and c.v.
Lectures, presentations, etc.

Penn Economics workshops (combined calendar)
Penn Econometrics workshop
Penn Statistics seminar
Penn Micro-Finance seminar
Penn Macro-Finance seminar


NEW research, all types and topics
NEW book: Yield Curve Modeling and Forecasting, Princeton University Press, 2013. With G. Rudebusch.
NEW book: Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring, Oxford University Press, to appear. With K. Yilmaz.
NEW data: Aruoba-Diebold-Nalewaik-Song-Schorfheide (ADNSS) GDPplus series, Federal Reserve Bank of Philadelphia

Research papers, listed reverse chronologically
Research papers, listed by topic

Research Books

Lighter fare

Real-time Aruoba-Diebold-Scotti (ADS) business conditions index, Federal Reserve Bank of Philadelphia

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.