Profile Photo

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


CURRICULUM VITAE

Twitter

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

About


Gloria Gonzalez-Rivera is Professor of Economics at the University of California Riverside. She is Associate Dean for the Social Sciences within the College of Humanities, Arts and Social Sciences at UC-Riverside. She served as the Chair of the Economics Department (2003-2008) and she was elected President of the Board of the International Institute of Forecasters (2016-2020). 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 EconometricsJournal of Business and Economic StatisticsJournal of Applied EconometricsInternational 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 an honorific Chair of Excellence by the Universidad Carlos III/Banco de Santander, Madrid (Spain). She is Associate Editor for the International Journal of Forecasting, The American Statistician 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. She is an active referee and reviewer for many economic, business, and statistics journals and for national and international agencies such as US NSF, the European Research Council, the Canadian Social Sciences and Humanities Research Council, and the Netherlands Organization for Scientific Research.

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).
  • "Vector Autoregression", "Maximum Likelihood Regression", "Serial Correlation", "Trends" and "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