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Gloria Gonzalez-RiveraPh.D. Economics, University of California
San Diego


CURRICULUM VITAE

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Department of Economics
University of California, Riverside

Telephone: (951) 827-1590
Fax: (951) 827-5685

gloria.gonzalez@ucr.edu


AREAS OF EXPERTISE:
Econometrics and Time Series Analysis
Economic and Business Forecasting
Financial Econometrics
Volatility Modeling
Risk Management
Stress Testing
Value-at-Risk
Econometrics of Development Economics

News


About


Gloria Gonzalez-Rivera is Professor of Economics at the University of California Riverside. She has been the Chair of the Economics Department (2003-2008) of UC-Riverside and she is the President and elected director to the board of the International Institute of Forecasters. Professor Gonzalez-Rivera received her Ph.D. from the University of California San Diego where she wrote her dissertation under the supervision of 2003 Nobel Laureate Professor Robert F. Engle. Her research focuses on the development of econometric and forecasting methodology with applications in financial markets, volatility forecasting, risk management, and agricultural markets. Her research has been published in top venues such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, International Journal of Forecasting, and the Handbook of Empirical Economics and Finance, among others. She has also written a textbook in forecasting, Forecasting for Economics and Business, published by Routledge/Taylor and Francis Group, which has received great reviews.

Professor Gonzalez-Rivera is a Fulbright Scholar, and she was awarded the UC-Riverside University Scholar distinction (2007-2011) for her research and teaching contributions as well as several teaching awards at UC-San Diego. In 2015, she was awarded a honorific Chair of Excellence by Banco de Santader/Universidad Carlos III, Madrid (Spain). She is Associate Editor for the International Journal of Forecasting. and a guest co-editor for Advances in Econometrics. Her research has been funded by the National Science Foundation, the California Native Indian Gaming Association, the International Institute of Forecasters/SAS, the University of California ANR, and the A.P. Giannini Foundation. She is also a member of the Scientific, Technical, and Modelling Peer Review Advisory Group to the South Coast Air Quality Management District in Southern. California. She has been a consultant for the hedge fund industry, and the Government-sponsored Enterprise (Freddie Mac) in topics such as mortgage securitization, subordinated debt, and risk management.

Professor Gonzalez-Rivera is invited to present her research at many universities in USA, Europe, Australia, and professional venues as the meetings of the Econometric Society, the Joint Meetings of the American Statistical Association, NBER/NSF Time Series Conferences, and the International Symposia on Forecasting. She has been the organizer or co-organizer of several national and international conferences, and she is an active referee and reviewer for many economic, business, and statistics journals and for national and international agencies such as US NSF and the European Research Council.

Research Publications


Research articles

Chapters in books

  • "Nonlinear Time Series and Financial Forecasting" with T.H. Lee, Encyclopedia of Complexity and Systems Science, B. Mizrach 9ed., Springer Verlag, 2009 (invited). http://www.springerlink.com/content/978-1-4419-7700-7
  • "Vector Autoregression", in International Encyclopedia of the Social Sciences, 2nd edition, W. A. Darity, Editor in Chief, Macmillan Reference USA, 2007, (invited). http://www.gale.cengage.com/iess
  • "Maximum Likelihood Regression", in International Encyclopedia of the Social Sciences, 2nd edition, W. A. Darity, Editor in Chief, Macmillan Reference USA, 2007 (invited). http://www.gale.cengage.com/iess
  • "Serial Correlation", in International Encyclopedia of the Social Sciences, 2nd edition, W. A. Darity, Editor in Chief, Macmillan Reference USA, 2007, (invited). http://www.gale.cengage.com/iess
  • "Trends", in International Encyclopedia of the Social Sciences, 2nd edition, W. A. Darity, Editor in Chief, Macmillan Reference USA, 2007, (invited). http://www.gale.cengage.com/iess
  • "Identity Matrix", in International Encyclopedia of the Social Sciences, 2nd edition, W. A. Darity, Editor in Chief, Macmillan Reference USA, 2007, (invited). http://www.gale.cengage.com/iess
  • "Economic Development and the Determinants of Spatial Integration in Agricultural Markets" with S. Helfand, in Economics, Politics, and Social Issues in Latin America, edited by Mary L. Lassiter, Nova Science Publishers, 2007, pg. 75-96. Translated into Portuguese: "Desenvolvimento Economico e os Determinantes da Integracao Espacial nos Mercados Agricolas" in Regiao e espaco no desenvolvimiento agricola brasileiro, S. Helfand and G. Castro de Rezende (eds.), Rio de Janeiro: IPEA.
  • Portuguese translation of "The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market", in Regiao e espaco no desenvolvimiento agricola brasileiro, S. Helfand and G. Castro de Rezende (eds.), Rio de Janeiro: IPEA, 2003.
  • "Time Series Testing and Endogenous Growth", refereed chapter in the book Business and Economics for the 21st Century, Volume I, pp. 190-201, edited by the Business and Economics Society International, December 1997.
  • Reprint of "Semiparametric ARCH Models", (article no.6) contribution to the book ARCH Selected Readings, for the collection Advanced Texts in Econometrics, pp. 114-144, Oxford University Press, edited by R.F. Engle, October 1995.

Monographs

Textbooks

Technical Reports

Conference and Symposia Proceedings

  • "Semiparametric Estimation of Interval-valued Time Series using Extreme-Value Approach" with W. Lin, 2015 International Symposium on Forecasting, Riverside, USA. https://forecasters.org/wp-content/uploads/ISF2015_Proceedings_081015.pdf
  • "Density Evaluation in Unstable Environments" with Y. Sun, 2014 International Symposium on Forecasting, Rotterdam, Holland. http://forecasters.org/wp/wp-content/uploads/ISF2014-Proceedings_090714.pdf
  • "Stress on Tail Quantiles" with J. Jimenez-Martin, 2012 International Symposium on Forecasting, Boston.
    http://forecasters.org/wp/wp-content/uploads/2012/08/ISF12_Proceedings_08102012.pdf
  • "Evaluation of Multivariate Duration Models" with Y. Sun, 2012 International Symposium on Forecasting, Boston.
    http://forecasters.org/wp/wp-content/uploads/2012/08/ISF12_Proceedings_08102012.pdf
  • "Forecasting Interval-valued Data with Probabilistically Constrained Regression Models" with W. Lin, 2011 International Symposium on Forecasting, Prague. http://forecasters.org/submissions/GonzalezRiveraGloriaISF2011.pdf
  • "Multivariate Predictive Densities for Equity Style Portfolios" with E. Yoldas, 2010 International Symposium on Forecasting, San Diego. http://forecasters.org/isf/pdfs/ISF10_Proceedings.pdf
  • "Monitoring Financial Intermediaries with Subordinated Debt: A Dynamic signal Model for Bank Risk" with D. Nickerson, FEN American Finance Association, 2003 Washington, DC Meetings, Abstracting Journal, 1,17, December 2002.
  • "Spatial Relationships and Market Integration: The Case of the Brazilian Rice Market" with S. Helfand, in O Agronegocio do Mercosul e sua Insercao na Economia Mundial, Annals of the XXXVII Congresso Brasileiro de Economia e Sociologia Rural, CD-ROM, edited by Aguiar, Danilo and J.B. Pinho, Foz do Iguacu, PR, Brazil, 1999, 10 pages.
  • "Rao's Score Test for the Semiparametric Models" with A. Ullah, Proceedings of the American Statistical Association, Business and Economics Section, pp. 28-31, 1998 (invited article).
  • "Dynamic Asset Pricing and Statistical Properties of Risk", Proceedings of the American Society of Business and Behavioral Sciences, vol.4, pp. 159-163, 1997.
  • "Maximum Likelihood Estimation and Testing Strategies in GARCH Models", with J.S. Racine, Proceedings of the American Statistical Association, Business and Economics Section, pp. 47-54, 1995, (invited article).