Diaa
Noureldin

Position
Assistant Professor
Department
Department of Economics
File
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Profile

Brief Biography

Diaa Noureldin is assistant professor of economics at The American University in Cairo. He currently serves as advisor to the Egyptian Center for Economic Studies, and a research associate and thematic co-leader at the Economic Research Forum, a regional think tank focusing on the Middle East, for the theme on macroeconomics of natural resources, structural transformation and growth. Noureldin is an expert in quantitative methods and their applications in economic research, forecasting and policymaking. He has broad professional experience including consulting on macroeconomic policy, industrial and trade policies, in addition to economic reform and development. Noureldin’s research focuses primarily on time series analysis and its application in finance and macroeconomics. He holds a DPhil (2011) and MPhil (2009) in economics from the University of Oxford. He also holds an MA (2004) and BA (2000) in economics from AUC. Prior to joining AUC,  Noureldin was postdoctoral research fellow at the Oxford-Man Institute of Quantitative Finance.

Education

2009-2011, DPhil in Economics, University of Oxford.

2007-2009, MPhil in Economics (Distinction), University of Oxford.

2002-2005, MA in Economics (Distinction), American University in Cairo.

1995-1999, BA in Economics (Honors), American University in Cairo.

Selected Publications

Modelling time-varying dependence in the term structure of interest rates (2014). In K. Hadri and W. Mikhail (Eds.), Econometric Methods and Their Applications in Finance, Macro and Related Fields. World Scientific Publishing.

Multivariate rotated ARCH models (2013). Joint with Neil Shephard and Kevin Sheppard. Journal of Econometrics 179, 16-30.

Multivariate high-frequency-based volatility (HEAVY) models (2012). Joint with Neil Shephard and Kevin Sheppard. Journal of Applied Econometrics 27, 907-933.

Relative price adjustment and inflation dynamics: the case of Egypt (2009). In H. Kheir-El-Din (Ed.), What Drives Prices in Egypt: An Analysis in Light of International Experience, The American University in Cairo Press.

Research Interests

Econometrics, time series analysis, forecasting, quantitative finance, macroeconomics.