Francis X. Diebold.

• Position: Brief Article

Francis X. Diebold is a Research Associate in the NBER's Program on Asset Pricing. He is the Armellino Visiting Professor of Finance at New York University's Stern School of Business, and the Lawrence R. Klein Professor of Economics and Statistics and Director of the Institute for Economic Research at the University of Pennsylvania.

Diebold received his B.S. from the Wharton School in 1981 and his Ph.D. from the University of Pennsylvania in 1986. From 1986 to 1989 he was an economist at the Board of Governors of the Federal Reserve System in Washington, D.C., after which he returned to the University of Pennsylvania.

Diebold works in financial econometrics, forecasting, and empirical macroeconomics. His work has been...