Details about Diaa Noureldin

Access statistics for papers by Diaa Noureldin.

Last updated 2024-07-08. Update your information in the RePEc Author Service.

Short-id: pno257

Working Papers

2023

1. How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors
   IMF Working Papers, International Monetary Fund View citations (2)
   See also Journal Article How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)

2022

2. Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata
   IMF Working Papers, International Monetary Fund
   See also Journal Article Transitioning to a greener labor market: Cross-country evidence from microdata, Energy Economics, Elsevier (2023) View citations (3) (2023)

2014

3. Multivariate rotated ARCH models
   Scholarly Articles, Harvard University Department of Economics View citations (32)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2012) View citations (5)
   Economics Papers, Economics Group, Nuffield College, University of Oxford (2012) View citations (19)
   See also Journal Article Multivariate rotated ARCH models, Journal of Econometrics, Elsevier (2014) View citations (32) (2014)

2011

4. Multivariate High-Frequency-Based Volatility (HEAVY) Models
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (33)
   Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2011) View citations (26)
   See also Journal Article Multivariate high‐frequency‐based volatility (HEAVY) models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (110) (2012)

2008

5. Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds
   Working Papers, Economic Research Forum
   See also Journal Article Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds, International Review of Economics & Finance, Elsevier (2020) (2020)

Journal Articles

2024

1. How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors
   Journal of Forecasting, 2024, 43, (4), 852-870
   See also Working Paper How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors, IMF Working Papers (2023) View citations (2) (2023)

2023

2. Transitioning to a greener labor market: Cross-country evidence from microdata
   Energy Economics, 2023, 126, (C) View citations (3)
   See also Working Paper Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata, IMF Working Papers (2022) (2022)
3. What Drives Business Cycles in Egypt? An Analysis of Coincident and Leading Indicators
   Review of Middle East Economics and Finance, 2023, 19, (1), 37-99

2022

4. The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries
   Journal of International Financial Markets, Institutions and Money, 2022, 76, (C)
5. Volatility Prediction Using a Realized-Measure-Based Component Model*
   (Modelling Volatility by Variance Decomposition)
   Journal of Financial Econometrics, 2022, 20, (1), 76-104

2020

6. Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds
   International Review of Economics & Finance, 2020, 69, (C), 708-730
   See also Working Paper Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds, Working Papers (2008) (2008)

2018

7. Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium
   Review of Middle East Economics and Finance, 2018, 14, (2), 19 View citations (4)

2014

8. Multivariate rotated ARCH models
   Journal of Econometrics, 2014, 179, (1), 16-30 View citations (32)
   See also Working Paper Multivariate rotated ARCH models, Scholarly Articles (2014) View citations (32) (2014)

2012

9. Multivariate high‐frequency‐based volatility (HEAVY) models
   Journal of Applied Econometrics, 2012, 27, (6), 907-933 View citations (110)
   See also Working Paper Multivariate High-Frequency-Based Volatility (HEAVY) Models, Economics Series Working Papers (2011) View citations (33) (2011)

Chapters

2014

1. Time-varying Dependence in the Term Structure of Interest Rates: A Copula-based Approach
   Chapter 3 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 51-80