Livada Alexandra

Department of Statistics
E-mail:
Office Address: 12, Codringtonos Str., 2nd Floor
Phone: +30 210 - 8203 521

Alexandra Livada is Associate Professor in the Department of Statistics at Athens University of Economics and Business (AUEB). She graduated from Athens School of Economics and Business (ASEB) where she finished M.A studies in Economic Theory and Policy. She holds a Ph.D degree in Economics from Essex University-UK. Dr. Livada has more than 20 years teaching experience in undergraduate and postgraduate level. Her main research interests are in Quantitative Economics and Business Analysis, Applied Econometrics, Applied Time Series Analysis and Forecasting Techniques, Income distribution-Inequality Measurement, Applied Financial Econometrics, Business Cycles Analysis, Index Numbers and Official Statistics. She has been referee for many journals such as European Journal of Political Economy, Journal of Public Economics, Journal of Insurance, Mathematics and Economics. She has been member of many project teams as well as Marie-Curie project supervisor. She is also coauthor of the book "Index Numbers and Official Statistics".

Selected Publications

 

  1. Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? (with S. Degiannakis, D. Duffy, G. Filis), Economic Modeling, 2015
  2. Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process (with Degiannakis S.) Economic Modeling, 2012
  3. Top Income Shares in Greece: 1957-2010 (with Chryssis K.), Euroasian Journal of Economics and Finance,2014
  4. Evaluating Value-at-Risk models before and after the financial crisis of 2008: International Evidence (with Degiannakis S., Floros Ch.) Managerial Finance, 2012
  5. Rolling-sampled parameters of ARCH and Levy-stable models (with Degiannakis S. and Panas E.), Journal RAEF: Applied Economics, 2008
  6. Inequality and Business Cycles in the US and European Union Countries (with Dimelis S.) International Advances in Economic Research, 1999
  7. Equivalence Scales and Heteroscedasticity (with Kandilorou, H. and Tzortzopoulos P.) Sankya:The Indian Journal of Statistics, 1996
  8. Income Inequality in Greece: A Statistical and Econometric Analysis, Oxford Bulletin of Economics and Statistics, 1991
  9. The Distribution of Household Inflation Rates: The Greek Experience, Bulletin of Economic Research, 1990

 

Full CV:[pdf]

 

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