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

Volatility prediction using a high-frequency-based component model (2020). Journal of Financial Econometrics(forthcoming).

Inflation dynamics in Egypt: Structural determinants versus transitory shocks (2020). Joint with Nadine Abdelraouf and Hoda El-Abbadi. Journal of Developing Areas (forthcoming).

Optimal asset allocation and consumption rules for oil-based sovereign wealth funds (2020). Joint with Khouzeima Moutanabbir. International Review of Economics and Finance, Volume 69, pp. 708-730.

Much ado about the Egyptian pound: Exchange rate misalignment and the path towards equilibrium (2018). Middle East Review of Economics and Finance, Volume 14, Issue 2, pp. 1-19.

Research Interest

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