Dr Carlos Diaz Vela

Lecturer in FinanceDr Carlos Diaz Vela

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.




My current research interests include:

  • Applied Econometrics
  • Time Series Analysis
  • Macroeconomic Forecasting
  • Empirical Finance


I am willing to supervise PhD students interested in the research topics listed above.


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.

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Contact Details

School of Business
University of Leicester
University Road



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