Diaa Noureldin
Economist, Research Department, International Monetary Fund (IMF)
Diaa Noureldin is an economist at the research department of the International Monetary Fund. He is also associate professor of economics (on leave) at the American University in Cairo. He previously served as thematic co-leader for the theme on macroeconomics of natural resources, structural transformation, and growth at the ERF. He also served as economic advisor to the Egyptian Center for Economic Studies, and board member at the Egyptian Stock Exchange. His current research focuses on growth dynamics, international financial markets, and exchange rate policy. 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 the American University in Cairo.
Areas of Interest:
- Econometric Theory
- Time Series and Financial Econometrics
- Forecast Evaluation Methods
Education:
- D.Phil. in Economics, University of Oxford, 2009-2011
- M.Phil. in Economics (Distinction), University of Oxford, 2007-2009
- M.A. in Economics (Distinction), American University in Cairo, 2002-2005
- B.A. in Economics (Honours), American University in Cairo, 1995-1999
Experience:
- Economist, World Economic Studies Division, Research Department, International Monetary Fund. 2021-Present
- Associate professor (with tenure), Department of Economics, School of Business, American University in Cairo. Currently on leave. 2021-Present
- Associate dean for graduate studies and research, School of Business, American University in Cairo. 2018-2019
- Assistant Professor, Department of Economics, The American University in Cairo, 2013-2020.
- Postdoctoral Research Fellow, Department of Economics and Oxford-Man Institute of Quantitative Finance, University of Oxford, 2011-2013.
Latest Publications:
- Volatility prediction using a high-frequency-based component model (2021). Journal of Financial Econometrics (forthcoming).
- Inflation dynamics in Egypt: Structural determinants versus transitory shocks (2021). Joint with Nadine Abdelraouf and Hoda El-Abbadi. Journal of Developing Areas, Volume 55, Issue 2, pp. 297-320.
- Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds (2020). Joint with Khouzeima Moutanabbir. International Review of Economics and Finance, Volume 69, pp. 708-730.
Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds
Areas of Interest: Econometric Theory Time Series and Financial Econometrics Forecast Evaluation Methods Education: D.Phil. in Economics, University... Read More
March, 2018
Working PapersFiscal Sustainability in the MENA Region in Light of COVID-19 Crisis
Areas of Interest: Econometric Theory Time Series and Financial Econometrics Forecast Evaluation Methods Education: D.Phil. in Economics, University... Read More
2020-01-01
Sovereign wealth funds: stabilization, investment strategies and lessons for oil-rich Arab economies
Areas of Interest: Econometric Theory Time Series and Financial Econometrics Forecast Evaluation Methods Education: D.Phil. in Economics, University... Read More
2015-06-15