Conference to Honor Frank Diebold’s 65+35

Event: This two-day conference will celebrate Frank Diebold’s contributions to research, teaching, and mentoring, his 65th birthday, and 35 years on the Penn faculty. Please note that the event is by invitation only.

Date: March 28 and 29, 2025

Where: Ronald O. Perelman Center for Political Science and Economics
University of Pennsylvania
133 South 36th Street
Philadelphia, PA 19104-6297

Organizers:
Boragan Aruoba, University of Maryland
Atsushi Inoue, Vanderbilt University
Lutz Kilian, Federal Reserve Bank of Dallas
Frank Schorfheide, University of Pennsylvania

Sponsors: Department of Economics, PIER, Warren Center (Penn), Federal Reserve Bank of Dallas

Conference Program in PDF Format (Updated March 26): Diebold 65+35 Program_2025-03-26

Participant List (Updated March 26): Diebold 65+35 Conference Participants_2025_03_26

Conference Registration: is now closed

Logistical Information (Updated March 13): Diebold 65+35 Logistics_2025-03-13

Fotos from the Conference: Dropbox link to download zip file

Conference Papers Available for Download

Friday Sessions:

09:30 General Econometrics: Dobrev Paper

11:20 Financial Econometrics I: Bollerslev Paper Favero Paper

14:00 Financial Econometrics II: Christensen Paper

15:20 Predictive Modeling: George Paper, Marcellino Paper

16:30 Macroeconometrics I:

Saturday Sessions

09:00 Financial Econometrics III: Andersen Paper Dufour Paper

10:20 Macroeconometrics II: Giannone Paper Strasser Paper

11:30 Machine Learning: Goulet Coulombe Paper

For questions please contact Sandra Venne (svenne@sas.upenn.edu) or Frank Schorfheide (schorf@ssc.upenn.edu)