Dr. OlaOluwa S. Yaya

OlaOluwa S. Yaya is a Senior Lecturer at the University of Ibadan, Nigeria. He is an International Research Fellow at the University of Economics Ho Chi Minh City, Vietnam. He is a Non-Resident Senior Research Fellows at the Centre for Econometrics and Applied Research (CEAR), Ibadan, and the Centre for Petroleum, Energy Economics and Law (CPEEL), University of Ibadan, Nigeria. 

He is a Statistician Consultant to the Central Bank of Nigeria (CBN) and West African Institute of Financial and Economic Management (WAIFEM) where he has undertaken several collaborative research works and as a trainer to CBN and WAIFEM staff on Statistics, Time Series Econometric tools, Machine Learning tools and Big Data. 

The researcher specializes in Economic and Financial Time Series Modelling, Climate Change modelling, Time Series Econometrics, Machine Learning, Data Mining and Pattern Recognition. His current research interests include Fractionally integrated processes, Fourier Unit root test for univariate and Panel such as Seemingly Unrelated Regression setup, Structural breaks, Seasonality, Nonlinearities in the context of I(d) models and Volatility modelling. He has over 100 article publications and two books to his credit.

Dr Ahamuefula Ogbonna
Academic Qualification

B.Sc , M.Sc , PhD 

Research Interests

Fractional integration and Cointegration Analysis of Long memory processes.

Financial econometrics.

High frequency data and Volatility.

Unit root. 

Structural breaks and nonlinearity. 

Climate change modelling. 

Big Data. 

Machine Learning and Pattern Recognition.

Teaching interests

Time Series analysis. 

Econometrics, Probability and Statistics. 

Statistical Computing/Data mining and Machine learning tool

Books Published
  1. Yaya, O. S. (2022). Compendium of Time Series Econometrics with Applications. Ibadan University Printery, Nigeria.
  1. Shittu, O. I. and Yaya, O. S. (2011): Introduction to Time Series Analysis. Revised Edition. Fasco Publisher, Nigeria. xiv+297 pp. ISBN 978-240-083.