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Economics and Finance
USA
2026

D-Index & Metrics

Economics and Finance

D-Index
116
Citations
97150
World Ranking
46
National Ranking
37

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United States Leader Award
  • 2025 - Research.com Economics and Finance in United States Leader Award
  • 2024 - Research.com Economics and Finance in United States Leader Award
  • 2004 - Fellow of the American Statistical Association (ASA)
  • 2003 - Fellow of John Simon Guggenheim Memorial Foundation
  • 1998 - Fellows of the Econometric Society
  • 1992 - Fellow of Alfred P. Sloan Foundation
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)

Overview

Francis X. Diebold is affiliated with the University of Pennsylvania in the United States. Their research spans interdisciplinary fields primarily focused on economics, econometrics, and earth sciences, with particular emphasis on Arctic and Antarctic ice dynamics and climate change.

The scientist's main fields of study include:

  • Economics, Econometrics and Finance
  • Earth and Planetary Sciences

Subfields of study within these areas cover:

  • Atmospheric Science
  • Economics and Econometrics
  • Global and Planetary Change
  • General Economics, Econometrics and Finance
  • Finance

Their main research topics have concentrated on:

  • Arctic and Antarctic ice dynamics
  • Climate change and permafrost
  • Monetary Policy and Economic Impact
  • Climate variability and models
  • Complex Systems and Time Series Analysis
  • Market Dynamics and Volatility
  • Cryospheric studies and observations

Recent papers authored or coauthored by the scientist include:

  • Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections, 2021, Journal of Econometrics
  • When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume, 2023, Journal of Econometrics
  • Predicting September Arctic Sea Ice: A Multimodel Seasonal Skill Comparison, 2024, Bulletin of the American Meteorological Society
  • Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models, 2023, Energy Economics
  • Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession, 2020, SSRN Electronic Journal

Francis X. Diebold has collaborated frequently with other researchers, including:

  • Glenn D. Rudebusch
  • Maximilian Göbel
  • Philippe Goulet Coulombe
  • Boyuan Zhang
  • Richard T. Baillie

Their publications have appeared in venues such as:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Journal of Econometrics
  • Energy Economics
  • Bulletin of the American Meteorological Society

In addition to journal articles, the scientist has a book publication titled Business Cycles published by Princeton University Press in 2020.

Francis X. Diebold has received several awards, including:

  • Fellow of the American Statistical Association (ASA), 2004
  • Fellow of John Simon Guggenheim Memorial Foundation, 2003
  • Fellows of the Econometric Society, 1998
  • Fellow of Alfred P. Sloan Foundation, 1992
  • Fellow of the Financial Institutions Center (FIC)

Best Publications

  • Comparing Predictive Accuracy

    Francis X. Diebold;Roberto S. Mariano

  • Better to give than to receive: Predictive directional measurement of volatility spillovers

    Francis X. Diebold;Francis X. Diebold;Kamil Yilmaz

  • MODELING AND FORECASTING REALIZED VOLATILITY

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys

  • On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

    Francis X. Diebold;Kamil Yilmaz

  • Comparing Predictive Accuracy

    Unknown

  • Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*

    Francis X. Diebold;Kamil Yilmaz

  • The Distribution of Realized Exchange Rate Volatility

    Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys

  • The distribution of realized stock return volatility

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens

  • Forecasting the term structure of government bond yields

    Francis X. Diebold;Canlin Li

  • Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility

    Torben Andersen;Tim Bollerslev;Francis Diebold

  • Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold

  • Evaluating Density Forecasts

    Francis X. Diebold;Todd A. Gunther;Anthony S. Tay

  • Evaluating density forecasts with applications to financial risk management

    Francis X. Diebold;Todd A. Gunther;Anthony S. Tay

  • Forecast Evaluation and Combination

    Francis X. Diebold;Jose A. Lopez

  • Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange *

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega

  • Long memory and regime switching

    Francis X. Diebold;Atsushi Inoue

  • Range-Based Estimation of Stochastic Volatility Models

    Sassan Alizadeh;Michael W. Brandt;Michael W. Brandt;Francis X. Diebold;Francis X. Diebold

  • Real–time measurement of business conditions

    S. Boragan Aruoba;Francis X. Diebold;Chiara Scotti

  • Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega

  • The macroeconomy and the yield curve: a dynamic latent factor approach

    Francis X. Diebold;Glenn D. Rudebusch;S. Boragˇan Aruoba

  • MEASURING BUSINESS CYCLES: A MODERN PERSPECTIVE

    Francis X. Diebold;Glenn D. Rudebusch

  • Comparing Predictive Accuracy

    Francis X. Diebold;Francis X. Diebold;Roberto S. Mariano

  • Elements of Forecasting

    Francis X. Diebold

  • Parametric and Nonparametric Volatility Measurement

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold

  • The dynamics of exchange rate volatility: A multivariate latent factor ARCH model

    Francis X. Diebold;Marc Nerlove

Frequent Co-Authors

Torben G. Andersen
Torben G. Andersen Northwestern University
Tim Bollerslev
Tim Bollerslev Duke University
Peter Christoffersen
Peter Christoffersen University of Toronto
Glenn D. Rudebusch
Glenn D. Rudebusch Brookings Institution
S. Boragan Aruoba
S. Boragan Aruoba University of Maryland, College Park
Michael W. Brandt
Michael W. Brandt Duke University
Frank Schorfheide
Frank Schorfheide University of Pennsylvania
Til Schuermann
Til Schuermann Oliver Wyman
Lutz Kilian
Lutz Kilian Federal Reserve Bank of Dallas
Marc Nerlove
Marc Nerlove University of Maryland, College Park

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