Dr Carlos Diaz Vela
Lecturer in Finance
Contact details
- Tel: 0116 252 5368
- Email: cdv7@le.ac.uk
- Office: Room 2.10, Heron House, Brookfield
- Office hours: Wednesday 2.00 pm - 4.00 pm
Personal details
I am a Lecturer in Finance at the University of Leicester School of Business. I joined the University of Leicester in 2013 as a Postdoctoral Research Associate at the Economics Department after I finished my PhD in Economics at the University of Cantabria (Spain). I have held teaching positions at this University as Teaching Fellow and as Lecturer. I am a Fellow of the Higher Education Academy.
Teaching
- EC3081: Mathematical Finance
- MN3129: Advanced Option Pricing
- EC7103: C++ Programming for Finance
- MN7033: Dissertation and Research Methods
Research
My current research interests include:
- Applied Econometrics
- Time Series Analysis
- Macroeconomic Forecasting
- Empirical Finance
Supervision
I am willing to supervise PhD students interested in the research topics listed above.
Publications
Journal articles
Charemza, W., Díaz, C. and Makarova, S. (2018), “Quasi ex-ante inflation forecast uncertainty”, International Journal of Forecasting. Forthcoming (working paper version)
Díaz, C. (2017): "Extracting Information Shocks from the Bank of England Inflation Density Forecasts". Journal of Forecasting. Forthcoming, DOI: 10.1002/for.2501
Gallego, J.L. and Díaz, C. (2015): "Cointegrated VARIMA Models: Specification and Simulation" Communications in Statistics: Simulation and Computation, 44(1), pp. 66-70, DOI: 10.1080/03610918.2013.765468
Gallego, J.L. and Díaz, C. (2011): "Testing for Deterministic Components in Vector Seasonal Time Series", Open Journal of Statistics, 1(3), pp. 145-150, DOI: 10.4236/ojs.2011.13017
Working papers
Shah, I., Díaz, C. Wang, Y. (2017), “Revisiting the Dynamic Effects of Oil Price Shocks on Small Developing Economies”. Bath Economics Research Working Papers 65/17.
Charemza, W., Díaz, C. and Makarova, S. (2015): "Choosing the Right Skew Normal Distribution: the Macroeconomist's Dilemma". University of Leicester. Department of Economics Discussion Paper 15/08.
Charemza, W., Díaz, C. and Makarova, S. (2015): "Conditional Term Structure of Inflation Forecast Uncertainty: The Copula Approach". University of Leicester. Department of Economics Discussion Paper 15/07.
