Francis X. Diebold (born November 12, 1959) is an American economist known for his work in dynamic predictive econometric modeling, with emphasis on financial asset markets, macroeconomic fundamentals, and the interface.
He has made well-known contributions to the measurement and modeling of asset-return volatility, business cycles, yield curves, and network connectedness, and his most recent work begins to integrate aspects of climate change.
and Ph.D. degrees at the University of Pennsylvania, where his doctoral committee included Marc Nerlove, Lawrence Klein, and Peter Pauly.
Diebold is an elected Fellow of the Econometric Society and the American Statistical Association, and the recipient of Sloan, Guggenheim, and Humboldt fellowships.
He was President of the Society for Financial Econometrics (2011–2013)[2] and Chairman of the Federal Reserve System's inaugural Model Validation Council (2012–2013).