Philly's best coffee (Ongoing)

Tennis match dynamic graphics (Circa 2015-16; ongoing in principle…)

Penn Conference: Big Data in Dynamic Predictive Econometric Modeling (May 2017)

Diebold, F.X. (2014), A Tribute to Lawrence R. Klein, Remarks given at the Klein Legacy Dinner, October 24, 2014, Lower Egyptian Gallery, University of Pennsylvania Museum of Archaeology and Anthropology.

Diebold, F.X. (2013), "A Penny Spent is a Penny Earned (by Someone Else): Measuring GDP," VOX, http://www.voxeu.org/article/new-measure-us-gdp (with S.B. Aruoba, J. Nalewaik, F. Schorfheide, and D. Song).

Diebold, F.X. (2012) "A Personal Perspective on the Origin(s) and Development of 'Big Data': The Phenomenon, the Term, and and the Discipline," Manuscript, Department of Economics, University of Pennsylvania.

I investigate Big Data, the phenomenon, the term, and the discipline, with emphasis on origins of the term, in industry and academics, in computer science and statistics/econometrics. Big Data the phenomenon continues unabated, Big Data the term is now firmly entrenched, and Big Data the discipline is emerging.

Diebold, F.X. (2010), "The Known, the Unknown, and the Unknowable in Financial Risk Management" (Introduction to the book of the same title with R.J. Herring and N.J. Doherty).

Statistical issues emerge as central to risk measurement, but economic issues of incentives and strategic behavior emerge as central for risk management, as we illustrate in a variety of contexts.

Diebold, F.X. (2009), "The New Role of Risk Management: Rebuilding the Model, (with R. Herring),"

Knowledge@Wharton Interview, June 24. Audio and related materials here.

DIebold, F.X (2004), "The Nobel Prize for Robert F. Engle", Scandinavian Journal of Economics, 106, 165-185.

Understanding Rob Engle's 2003 Nobel Prize in Economics.  Volatility and correlation modeling in financial markets.  What happened and why.

Diebold, F.X. (2001), "Econometrics: Retrospect and Prospect," Journal of Econometrics, 100, 73-75.

Looking backward and forward on the twenty-fifth anniversary of the founding of the Journal of Econometrics.

Diebold, F.X. (2000), "Great Realizations," Risk, March, 105-108 (with T. Andersen and T. Bollerslev).

Describes the potential of realized volatility methods, in conjunction with modern high-frequency data, for measuring asset return volatilities and correlations.  Introduces the volatility signature plot for detecting and mitigating the effects of microstructure noise.

Diebold, F.X. (1998), "The Past, Present and Future of Macroeconomic Forecasting," Journal of Economic Perspectives, 12, 175-192.

General equilibrium models useful for forecasting?!  Lots of people think this article is naive, or just plain wrong.   Time will tell...